AG Options History — November 2021

In November 2021, AG traded between $11.93 and $13.93. ATM implied volatility averaged 52.7%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 18.4% (HV 20d: 34.3%). 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 12 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2021-11-29: Highest Volume — 37,836 contracts
  • 2021-11-26: Largest IV spike — 11.5% change
  • 2021-11-30: Highest IV Rank — 9.2%
  • 2021-11-30: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.07$11.93$13.93$12.92$11.93
Max Pain$12.69$12.00$13.00$12.50$12.50
ATM IV52.7%49.0%60.9%51.8%60.9%
Expected Move15.4%14.0%18.2%15.9%18.2%
HV 20d34.3%30.4%38.6%33.6%38.6%
HV 60d39.0%37.2%41.3%41.3%38.8%
IV Rank3.1%0.3%9.2%2.4%9.2%
IV Percentile18.8%1.2%72.6%9.5%72.6%
Term Structure0.3%-1.3%4.0%-0.0%0.2%
VWIV56.2%50.6%69.1%58.0%69.1%
Skew 25d-4.2%-6.6%-1.2%-3.8%-6.6%
Skew 10d-10.8%-18.5%-5.4%-11.1%-18.5%
Call IV 25d57.8%52.9%69.2%57.4%69.2%
Put IV 25d53.6%50.2%62.6%53.7%62.6%
Bid-Ask Spread %14.692.4242.933.603.82
Gamma HHI0.120.100.170.100.10
Net GEX2.5M1.6M3.9M2.5M1.7M
Net DEX-108.4M-147.3M-64.1M-106.7M-70.1M
Net VEX-694.1K-751.4K-634.3K-715.4K-646.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.230.700.270.23
Total Volume21,249.52412,27937,83617,01825,494
Total OI375,649.048346,669401,011361,447370,360

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$12.92$12.5051.8%15.9%33.6%2.4%58.0%-3.8%-0.0%2.5M-106.7M-715.4K0.273.6013,4483,570286,66374,784
2021-11-02$12.67$13.0052.8%16.2%34.3%3.1%58.7%-4.0%-0.4%2.3M-93.9M-693.6K0.294.6312,3233,530290,54975,829
2021-11-03$12.75$13.0052.3%15.9%34.3%2.8%58.8%-5.0%1.0%2.5M-97.7M-678.7K0.453.6913,3155,995291,57476,669
2021-11-04$12.68$12.0050.4%14.7%34.4%1.3%56.3%-6.6%4.0%2.5M-95.9M-689.1K0.4342.4918,0107,774293,86579,477
2021-11-05$13.42$12.0051.4%14.9%38.6%2.1%54.5%-5.9%0.1%3.9M-129.0M-727.2K0.3942.4917,8367,037296,50280,070
2021-11-08$13.76$12.0051.0%15.0%38.5%1.8%52.9%-4.4%1.0%2.8M-135.9M-709.6K0.379.5118,7526,990285,86078,144
2021-11-09$13.77$12.0051.4%15.3%38.5%2.1%53.8%-4.3%2.1%2.8M-132.9M-720.7K0.4410.2711,9235,290292,24581,324
2021-11-10$13.93$13.0052.4%15.2%33.5%2.9%54.7%-5.4%0.9%3.1M-145.3M-745.6K0.3042.9326,8167,982295,61683,721
2021-11-11$13.91$12.0051.7%14.8%32.7%2.4%53.2%-4.9%-0.4%3.3M-147.3M-745.7K0.233.3121,3294,949301,22485,837
2021-11-12$13.83$13.0052.0%15.0%31.5%2.6%54.5%-4.9%0.2%3.5M-143.2M-749.3K0.393.8517,3516,765313,37687,635
2021-11-15$13.83$13.0052.4%15.0%30.8%2.8%55.4%-4.6%0.5%3.2M-139.5M-751.4K0.3035.2712,2593,658303,54080,608
2021-11-16$13.51$13.0051.7%14.9%31.8%2.4%52.2%-3.8%-1.3%2.9M-122.3M-704.4K0.332.4213,0304,351307,63781,409
2021-11-17$13.61$13.0049.9%14.3%30.4%1.0%51.5%-2.3%0.7%3.1M-126.0M-705.2K0.382.7310,1593,844310,74081,469
2021-11-18$13.26$13.0049.0%14.0%31.9%0.3%50.6%-3.1%-0.0%2.2M-106.6M-677.9K0.373.378,9863,293312,23582,588
2021-11-19$12.94$13.0049.8%14.2%32.7%0.9%52.2%-4.1%0.5%2.2M-94.6M-667.9K0.703.1010,6927,511313,18283,029
2021-11-22$12.58$13.0052.2%15.0%32.9%2.7%55.7%-3.0%-1.1%1.7M-81.7M-634.3K0.2827.9019,7085,512273,25373,416
2021-11-23$12.37$13.0053.1%15.3%33.1%3.4%56.1%-1.2%-0.2%1.7M-80.4M-665.4K0.264.0814,1713,674283,46776,193
2021-11-24$12.49$13.0052.4%15.2%33.5%2.8%54.4%-2.0%-1.0%1.8M-80.8M-653.9K0.3621.0911,2094,015290,92377,198
2021-11-26$11.94$13.0058.4%17.4%36.7%7.3%62.1%-2.9%-0.7%1.6M-64.1M-634.6K0.569.2610,1475,706294,58978,597
2021-11-29$12.32$12.5059.3%17.4%37.5%8.0%65.2%-5.3%0.0%1.9M-81.6M-660.1K0.2428.7630,5267,310286,41376,820
2021-11-30$11.93$12.5060.9%18.2%38.6%9.2%69.1%-6.6%0.2%1.7M-70.1M-646.1K0.233.8220,7354,759290,29680,064