AG Options History — October 2021

In October 2021, AG traded between $10.84 and $13.43. ATM implied volatility averaged 53.5%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 13.8% (HV 20d: 39.7%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2021-10-22: Highest Volume — 36,238 contracts
  • 2021-10-06: Largest IV spike — 12.9% change
  • 2021-10-06: Highest IV Rank — 8.2%
  • 2021-10-04: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.17$10.84$13.43$11.32$12.76
Max Pain$12.36$12.00$13.00$13.00$12.50
ATM IV53.5%50.8%59.5%55.7%50.8%
Expected Move15.5%14.6%16.5%15.1%15.5%
HV 20d39.7%33.9%45.0%41.9%36.3%
HV 60d41.6%40.2%42.9%42.6%41.3%
IV Rank3.7%1.7%8.2%5.3%1.7%
IV Percentile19.0%3.6%54.4%32.5%3.6%
Term Structure-0.5%-5.6%1.5%1.5%0.9%
VWIV56.5%52.8%59.4%53.7%56.1%
Skew 25d-2.7%-6.0%3.6%3.6%-3.4%
Skew 10d-7.3%-13.9%3.4%0.2%-10.2%
Call IV 25d57.6%54.4%60.7%56.5%54.4%
Put IV 25d54.9%50.9%60.1%60.1%50.9%
Bid-Ask Spread %3.542.377.392.373.31
Gamma HHI0.120.090.240.110.11
Net GEX2.1M926.7K4.1M1.4M2.2M
Net DEX-80.3M-131.8M-26.4M-34.5M-99.7M
Net VEX-691.7K-776.5K-589.3K-616.0K-710.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.160.930.650.28
Total Volume19,016.6678,64036,23818,33121,411
Total OI395,784.095337,018438,097424,108374,645

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$11.32$13.0055.7%15.1%41.9%5.3%53.7%3.6%1.5%1.4M-34.5M-616.0K0.652.3711,1207,211337,22986,879
2021-10-04$10.97$12.0056.6%16.5%40.5%6.0%59.3%-3.7%-0.6%1.0M-29.0M-589.3K0.323.5912,5754,010324,61383,861
2021-10-05$10.84$13.0052.7%16.1%39.1%3.1%58.7%3.0%1.3%926.7K-26.4M-613.4K0.353.5414,9915,281327,96587,328
2021-10-06$10.97$12.0059.5%16.1%39.6%8.2%59.4%2.3%-5.6%987.8K-33.0M-633.1K0.933.2410,2569,525334,33388,883
2021-10-07$11.14$12.0054.1%15.8%40.3%4.1%56.3%-4.3%0.2%1.3M-39.3M-641.6K0.173.6812,9692,224340,15390,283
2021-10-08$11.36$12.0053.7%15.8%41.0%3.8%57.1%-1.4%0.3%1.2M-47.8M-657.3K0.223.2414,5663,260341,47291,307
2021-10-11$11.27$12.0053.1%15.6%38.3%3.4%56.5%-2.2%1.2%1.0M-40.6M-624.0K0.203.358,2941,638332,83787,151
2021-10-12$11.47$12.0054.0%15.5%38.5%4.1%56.3%-4.1%0.5%1.3M-48.8M-641.6K0.323.226,5282,112338,00187,682
2021-10-13$12.18$12.0054.5%15.6%45.0%4.4%56.7%-5.0%0.2%2.1M-81.2M-694.2K0.232.8727,7136,491342,58387,693
2021-10-14$12.53$12.0052.4%15.0%41.3%2.8%54.1%-2.2%-0.0%2.4M-97.3M-713.5K0.243.8015,6573,815343,91387,405
2021-10-15$12.28$12.0050.9%14.6%41.6%1.8%52.8%-2.6%-0.6%2.0M-87.3M-708.0K0.462.8813,3116,108348,93789,160
2021-10-18$12.12$13.0052.1%15.0%40.5%2.6%54.8%-2.9%-3.2%2.0M-78.7M-669.2K0.273.7015,4794,205270,09866,920
2021-10-19$12.43$13.0052.8%15.1%40.5%3.1%55.3%-3.7%-1.5%2.3M-91.1M-707.4K0.163.6416,9502,687275,52868,554
2021-10-20$12.80$12.5054.3%15.6%41.7%4.3%56.3%-3.7%-2.6%3.1M-111.0M-748.3K0.287.3921,5665,937289,17073,175
2021-10-21$12.93$12.0052.4%15.1%39.9%2.9%54.6%-2.6%-1.7%3.4M-115.1M-730.4K0.243.1214,9433,523293,42575,093
2021-10-22$13.13$12.5053.4%15.5%39.8%3.6%56.6%-3.8%-2.6%4.1M-127.8M-766.6K0.223.1929,7056,533296,75175,606
2021-10-25$13.43$12.5054.0%16.0%40.3%4.1%58.1%-4.8%0.7%2.9M-131.8M-776.5K0.303.5315,9434,807287,80173,436
2021-10-26$13.29$12.5052.8%15.7%39.8%3.1%57.3%-3.6%-0.2%2.8M-125.8M-771.4K0.313.3810,1723,116292,62075,646
2021-10-27$13.23$12.5052.0%15.5%33.9%2.5%57.4%-5.0%0.3%2.9M-121.8M-764.2K0.303.928,1052,466294,50476,231
2021-10-28$13.15$12.5051.9%15.6%33.9%2.5%58.2%-6.0%0.4%2.9M-117.5M-749.3K0.333.439,1413,006296,04176,554
2021-10-29$12.76$12.5050.8%15.5%36.3%1.7%56.1%-3.4%0.9%2.2M-99.7M-710.8K0.283.3116,6874,724297,83376,812