AG Options History — August 2021

In August 2021, AG traded between $11.72 and $13.61. ATM implied volatility averaged 53.4%, placing in the 2.4% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 10.0% (HV 20d: 43.4%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.37.

Notable Days

  • 2021-08-23: Highest Volume — 25,379 contracts
  • 2021-08-20: Largest IV drop — 5.9% change
  • 2021-08-04: Highest IV Rank — 5.0%
  • 2021-08-02: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.65$11.72$13.61$13.57$12.91
Max Pain$13.14$13.00$14.00$14.00$13.00
ATM IV53.4%48.8%56.9%56.5%48.8%
Expected Move15.2%13.9%16.5%16.5%14.0%
HV 20d43.4%38.9%47.7%45.3%46.1%
HV 60d43.4%41.3%46.2%46.2%43.6%
IV Rank2.4%0.0%5.0%4.7%0.0%
IV Percentile9.1%0.0%25.8%21.0%0.0%
Term Structure-0.6%-5.0%1.0%-1.9%0.8%
VWIV55.0%49.7%61.4%61.4%49.7%
Skew 25d-2.7%-6.5%0.6%-4.9%-1.3%
Skew 10d-8.3%-18.6%-1.1%-14.8%-5.3%
Call IV 25d57.7%52.6%63.4%61.9%52.6%
Put IV 25d55.0%50.8%58.3%57.0%51.3%
Bid-Ask Spread %4.262.4016.624.253.12
Gamma HHI0.080.080.090.080.09
Net GEX1.7M1.1M2.2M2.2M2.2M
Net DEX-68.3M-96.7M-34.9M-95.4M-85.6M
Net VEX-767.1K-863.8K-683.9K-858.7K-773.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.122.540.210.20
Total Volume14,365.3186,80625,3798,5228,574
Total OI379,722.727357,937401,705366,995379,945

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$13.57$14.0056.5%16.5%45.3%4.7%61.4%-4.9%-1.9%2.2M-95.4M-858.7K0.214.257,0671,455292,33674,659
2021-08-03$13.61$14.0055.3%16.2%44.9%3.8%59.2%-4.3%-0.2%2.2M-96.7M-863.8K0.213.576,9771,469295,49576,236
2021-08-04$13.23$14.0056.9%16.2%45.3%5.0%58.5%-3.5%-1.7%1.9M-83.3M-834.9K0.173.2713,7412,272298,76777,010
2021-08-05$13.31$13.0055.6%15.4%42.9%4.0%58.0%-6.5%-1.9%2.0M-83.5M-831.6K0.334.156,0101,998301,17877,645
2021-08-06$13.07$13.0053.7%15.1%42.3%2.6%54.0%-4.0%-0.6%1.9M-76.6M-822.0K0.253.7414,7803,695305,92778,535
2021-08-09$12.47$13.0054.7%15.4%43.8%3.4%55.9%-3.6%0.6%1.4M-59.0M-756.3K0.313.2112,7763,911293,08775,804
2021-08-10$12.55$13.0053.8%15.5%44.0%2.6%55.9%-3.9%0.7%1.5M-60.1M-756.0K0.273.208,4562,323296,96377,177
2021-08-11$12.97$13.0055.4%15.4%46.1%3.9%56.5%-3.5%-2.1%2.0M-76.5M-803.6K0.123.4412,8311,565301,41278,608
2021-08-12$12.47$13.0053.6%15.1%47.7%2.5%55.7%-2.3%-1.0%1.5M-57.6M-754.6K0.433.328,1473,468304,00879,347
2021-08-13$12.74$13.0054.1%15.3%42.1%2.9%54.4%-2.4%-1.5%1.8M-70.2M-782.8K0.422.408,8083,672310,54879,771
2021-08-16$12.57$13.0054.4%15.7%40.0%3.1%57.7%-3.7%-1.4%1.6M-63.8M-761.5K0.4416.6210,2574,559301,72577,966
2021-08-17$12.02$13.0053.5%15.4%43.1%2.5%54.8%-0.2%-5.0%1.2M-41.0M-686.4K0.307.4611,9073,518304,19179,276
2021-08-18$12.07$13.0053.0%15.2%38.9%2.0%55.9%-4.2%-1.3%1.2M-45.2M-710.8K0.213.6013,9222,911309,71879,752
2021-08-19$11.72$13.0055.9%16.1%39.8%4.2%57.5%0.6%-0.7%1.1M-34.9M-683.9K2.542.756,70817,064312,02079,677
2021-08-20$11.86$13.0052.6%15.0%40.2%1.8%55.1%-0.2%0.5%1.3M-37.1M-683.9K0.312.8316,8925,183321,41680,289
2021-08-23$12.52$13.0052.4%14.8%44.5%1.6%53.3%-1.9%1.0%1.5M-67.7M-739.2K0.192.7621,3324,047281,42176,516
2021-08-24$12.57$13.0051.5%14.5%44.1%0.9%52.7%-1.7%0.1%1.7M-73.1M-748.4K0.172.9710,1541,687291,37078,419
2021-08-25$12.34$13.0050.7%14.3%42.3%0.3%51.1%-1.4%0.5%2.0M-67.9M-748.1K0.262.775,3971,409301,89380,524
2021-08-26$12.20$13.0051.4%14.2%40.7%0.8%51.7%-1.0%0.9%1.8M-62.4M-737.4K0.153.0011,4221,737304,95381,167
2021-08-27$12.81$13.0051.3%14.2%45.1%0.8%51.3%-0.1%0.4%1.8M-89.3M-787.4K0.268.5819,1084,881306,04281,580
2021-08-30$12.64$13.0049.1%13.9%45.3%0.0%50.2%-4.5%0.7%1.8M-76.4M-752.1K0.352.705,8712,076291,28978,238
2021-08-31$12.91$13.0048.8%14.0%46.1%0.0%49.7%-1.3%0.8%2.2M-85.6M-773.6K0.203.127,1271,447300,29879,647