AG Options History — June 2021

In June 2021, AG traded between $15.35 and $18.55. ATM implied volatility averaged 54.2%, placing in the 1.2% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 7.1% (HV 20d: 47.1%). Max pain ranged from $12.00 to $16.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-06-17: Highest Volume — 75,147 contracts
  • 2021-06-11: Largest IV drop — 3.6% change
  • 2021-06-02: Highest IV Rank — 3.3%
  • 2021-06-03: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.96$15.35$18.55$18.44$15.80
Max Pain$14.00$12.00$16.00$16.00$15.00
ATM IV54.2%50.6%57.5%57.0%52.8%
Expected Move15.4%14.0%16.5%15.9%14.3%
HV 20d47.1%36.2%56.6%56.6%44.5%
HV 60d51.8%50.3%53.5%51.5%50.3%
IV Rank1.2%0.0%3.3%2.9%1.6%
IV Percentile3.8%0.0%12.3%10.7%2.0%
Term Structure1.0%-1.9%5.1%-1.3%2.9%
VWIV59.5%55.0%66.8%56.8%62.3%
Skew 25d-10.6%-15.8%-8.1%-8.8%-8.2%
Skew 10d-28.1%-42.0%-20.5%-21.5%-21.5%
Call IV 25d64.0%59.7%68.8%64.8%60.6%
Put IV 25d53.5%50.1%56.7%56.0%52.4%
Bid-Ask Spread %6.633.1717.238.565.50
Gamma HHI0.100.080.180.110.09
Net GEX3.6M2.0M5.9M4.3M3.2M
Net DEX-225.1M-308.3M-148.2M-301.5M-172.7M
Net VEX-1.1M-1.1M-996.5K-1.1M-1.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.180.930.180.59
Total Volume31,913.86417,24775,14745,77617,247
Total OI421,969.818384,538464,148384,538433,775

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$18.44$16.0057.0%15.9%56.6%2.9%56.8%-8.8%-1.3%4.3M-301.5M-1.1M0.188.5638,6787,098305,63978,899
2021-06-02$18.55$16.0057.5%16.1%50.8%3.3%60.2%-10.8%-1.0%4.9M-308.3M-1.1M0.214.5724,8435,159313,60780,904
2021-06-03$17.60$12.0057.2%16.5%55.0%3.1%59.7%-11.3%0.0%3.8M-253.5M-1.1M0.199.2933,5546,450323,43483,580
2021-06-04$17.55$12.0055.5%16.3%51.2%1.7%59.7%-10.7%-0.5%2.0M-253.4M-1.1M0.4417.2321,8749,729329,16584,591
2021-06-07$17.65$12.0055.2%16.3%50.5%1.5%58.6%-11.3%1.8%3.9M-258.0M-1.1M0.406.1215,3746,093317,65580,079
2021-06-08$17.35$13.0056.1%15.9%49.4%2.2%59.0%-10.1%-0.7%3.6M-242.2M-1.1M0.804.4611,5609,199324,17284,988
2021-06-09$17.51$13.0055.9%16.4%48.1%2.0%62.2%-12.8%1.3%4.1M-253.2M-1.1M0.345.2921,4487,382328,79586,786
2021-06-10$18.28$13.0056.9%15.9%46.5%2.8%63.2%-13.6%-1.9%5.9M-306.4M-1.1M0.233.1738,0758,701335,88788,754
2021-06-11$17.87$14.0054.8%15.9%46.8%1.2%59.7%-12.0%1.0%5.9M-278.4M-1.1M0.273.3926,7647,306343,58891,526
2021-06-14$18.23$14.0053.6%15.4%45.4%0.3%57.6%-15.8%0.8%4.7M-298.7M-1.1M0.248.4726,2876,255332,36287,882
2021-06-15$18.07$14.0053.7%15.4%36.2%0.4%59.4%-10.5%0.1%4.8M-287.8M-1.1M0.359.6015,6635,539346,62489,919
2021-06-16$17.85$14.0054.6%15.6%36.6%1.0%61.7%-11.5%5.1%4.7M-275.8M-1.1M0.274.6420,3265,584353,56291,294
2021-06-17$16.28$14.0053.4%15.2%49.2%0.1%60.9%-10.9%2.4%3.0M-175.0M-1.1M0.306.2457,93317,214357,49693,796
2021-06-18$16.20$14.0054.1%15.5%47.3%0.7%66.8%-10.1%0.8%3.1M-172.2M-1.1M0.3810.5029,89811,414367,23196,917
2021-06-21$15.94$14.0053.6%15.0%47.2%0.3%58.6%-11.2%1.0%2.6M-170.1M-1.0M0.274.9424,0786,543321,19581,216
2021-06-22$15.80$14.0053.3%15.0%46.8%0.0%58.1%-9.0%0.8%2.6M-162.5M-1.0M0.625.6213,4008,258329,27284,619
2021-06-23$15.78$14.0052.3%14.6%46.5%0.0%56.4%-9.4%0.2%2.4M-160.4M-1.0M0.607.6817,62610,656332,76989,410
2021-06-24$15.82$15.0051.8%14.6%46.4%0.0%55.0%-8.3%1.4%2.2M-161.8M-1.0M0.544.8513,1097,078338,25592,203
2021-06-25$15.74$15.0050.6%14.0%46.4%0.0%55.4%-9.6%1.2%2.7M-156.9M-1.0M0.934.7624,35022,664343,23693,169
2021-06-28$15.53$15.0051.6%14.3%46.2%0.7%59.1%-8.1%3.0%2.5M-154.8M-1.0M0.205.1920,2443,984331,54884,957
2021-06-29$15.35$15.0052.3%14.5%42.7%1.3%58.3%-8.5%2.8%2.4M-148.2M-996.5K0.375.7812,7684,700341,12087,460
2021-06-30$15.80$15.0052.8%14.3%44.5%1.6%62.3%-8.2%2.9%3.2M-172.7M-1.0M0.595.5010,8616,386345,07888,697