AG Options History — October 2019

In October 2019, AG traded between $9.20 and $10.70. ATM implied volatility averaged 58.1%, placing in the 64.8% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 8.8% (HV 20d: 49.4%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.38.

Notable Days

  • 2019-10-17: Highest Volume — 12,010 contracts
  • 2019-10-17: Largest IV spike — 4.9% change
  • 2019-10-08: Highest IV Rank — 89.2%
  • 2019-10-07: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.90$9.20$10.70$9.22$10.65
Max Pain$9.59$8.00$10.00$8.00$10.00
ATM IV58.1%52.8%64.2%61.6%52.8%
Expected Move16.7%15.7%18.1%17.0%16.2%
HV 20d49.4%45.0%55.4%54.2%47.5%
HV 60d53.1%49.6%57.2%57.1%49.6%
IV Rank64.8%43.2%89.2%78.9%43.2%
IV Percentile77.5%54.8%97.6%94.8%54.8%
Term Structure0.2%-3.9%4.1%-0.3%2.0%
VWIV58.5%55.9%62.2%59.8%57.0%
Skew 25d-0.9%-5.8%3.2%1.2%1.7%
Skew 10d-2.1%-26.8%30.1%-12.0%-1.5%
Call IV 25d59.2%52.7%65.9%61.9%52.7%
Put IV 25d58.3%53.7%63.4%63.2%54.4%
Bid-Ask Spread %12.568.7116.4012.229.69
Gamma HHI0.200.160.280.160.16
Net GEX1.0M822.7K1.2M901.7K1.2M
Net DEX-68.1M-88.3M-51.5M-53.2M-83.4M
Net VEX-289.1K-314.1K-260.9K-280.5K-308.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.121.320.330.22
Total Volume6,013.6522,38012,0106,3924,880
Total OI195,458.826173,450209,324197,138188,788

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$9.22$8.0061.6%17.0%54.2%78.9%59.8%1.2%-0.3%901.7K-53.2M-280.5K0.3312.224,8041,588152,83444,304
2019-10-02$9.45$8.0062.3%17.6%55.4%81.6%59.4%-3.5%4.1%949.9K-59.2M-290.0K0.358.714,3101,521156,09244,832
2019-10-03$9.48$10.0061.5%17.7%46.8%78.5%61.5%-2.5%3.3%1.0M-61.1M-290.4K0.5812.104,1792,433158,61245,436
2019-10-04$9.65$10.0061.8%17.6%45.1%79.7%57.7%-0.9%1.0%959.5K-63.4M-297.3K0.2414.402,732645159,09247,466
2019-10-07$9.56$10.0062.1%18.1%45.0%80.7%62.2%0.3%1.4%932.6K-60.5M-289.1K0.3415.991,995684155,86746,342
2019-10-08$9.78$10.0064.2%17.9%45.7%89.2%62.2%0.8%-2.1%981.3K-65.8M-289.1K0.1213.735,687694153,77946,563
2019-10-09$9.68$10.0063.4%17.9%45.5%86.2%62.1%-5.8%-0.6%1.0M-65.0M-286.1K1.3214.481,3231,749155,75447,034
2019-10-10$9.76$10.0062.2%17.5%45.3%81.4%61.7%-1.3%-0.7%1.0M-65.6M-286.5K0.5216.401,571809155,56947,439
2019-10-11$9.23$10.0059.7%17.0%47.0%71.2%59.3%-5.7%-0.3%822.7K-52.5M-269.9K0.2714.874,2321,132156,32047,554
2019-10-14$9.43$10.0057.5%16.4%46.6%62.2%59.3%-0.4%1.9%878.9K-57.8M-270.9K0.5711.563,9832,257155,13346,814
2019-10-15$9.20$9.0055.4%15.7%46.8%53.7%56.7%-1.4%2.5%842.1K-51.5M-260.9K0.4810.582,7141,316156,36547,829
2019-10-16$9.89$9.0054.8%15.7%53.8%51.4%56.2%3.2%2.0%1.1M-69.5M-279.8K0.2915.728,4852,455156,56447,748
2019-10-17$10.32$9.0057.5%16.6%55.3%62.2%56.8%1.5%-3.2%1.1M-86.8M-284.0K0.1612.4610,3191,691159,57647,560
2019-10-18$10.28$9.0055.3%15.7%55.1%53.5%56.0%0.4%1.5%989.4K-86.0M-289.9K0.1710.047,3771,234161,70747,617
2019-10-21$9.98$9.0056.2%16.1%53.3%56.9%58.1%-4.3%-1.3%974.1K-64.3M-279.5K0.5611.993,6602,038132,42641,024
2019-10-22$9.89$9.5057.1%16.1%53.3%60.6%56.9%0.5%-3.9%975.6K-61.8M-276.4K0.2414.862,559625134,22941,980
2019-10-23$10.03$10.0055.6%15.7%49.9%54.5%57.0%-0.1%-1.2%1.0M-66.6M-280.0K0.2712.997,2841,951135,54742,354
2019-10-24$10.43$10.0055.9%15.7%51.7%55.9%55.9%1.2%-2.0%1.1M-78.6M-311.4K0.2010.146,7661,360141,34543,534
2019-10-25$10.70$10.0054.7%16.4%50.9%51.0%57.3%-1.1%-0.6%1.1M-88.3M-314.1K0.2411.778,2781,956143,99743,726
2019-10-28$10.35$10.0055.3%16.6%47.1%53.2%57.6%-1.6%1.2%1.1M-75.7M-304.8K0.2711.043,460933140,87443,464
2019-10-29$10.31$10.0055.7%16.2%47.2%55.0%56.0%-1.9%-1.6%1.2M-75.6M-305.7K0.659.562,8711,875142,66444,107
2019-10-30$10.34$10.0054.3%16.7%46.7%49.3%58.6%-0.7%1.8%1.2M-75.1M-305.1K0.3013.643,005894143,29944,393
2019-10-31$10.65$10.0052.8%16.2%47.5%43.2%57.0%1.7%2.0%1.2M-83.4M-308.2K0.229.694,005875143,87744,911