AG Options History — June 2022

In June 2022, AG traded between $7.21 and $9.08. ATM implied volatility averaged 63.6%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 10.4% (HV 20d: 73.9%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2022-06-10: Highest Volume — 31,697 contracts
  • 2022-06-13: Largest IV spike — 13.7% change
  • 2022-06-16: Highest IV Rank — 62.8%
  • 2022-06-13: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.16$7.21$9.08$8.24$7.21
Max Pain$9.52$9.00$10.00$9.00$9.00
ATM IV63.6%58.0%72.2%59.3%62.7%
Expected Move18.3%16.8%20.8%18.0%18.1%
HV 20d73.9%66.8%88.2%80.1%73.3%
HV 60d64.9%60.7%68.3%60.7%68.3%
IV Rank40.0%25.0%62.8%28.7%37.7%
IV Percentile81.4%67.5%98.0%73.8%78.2%
Term Structure0.1%-3.6%2.2%-1.1%0.7%
VWIV67.3%61.2%77.5%66.4%66.9%
Skew 25d-2.2%-7.1%0.1%0.1%-0.7%
Skew 10d-6.3%-13.7%-1.0%-1.4%-3.2%
Call IV 25d67.2%60.3%79.3%60.3%65.0%
Put IV 25d65.0%59.4%73.1%60.4%64.3%
Bid-Ask Spread %3.982.0416.713.102.82
Gamma HHI0.120.080.380.090.11
Net GEX665.6K236.3K1.4M646.2K236.3K
Net DEX-10.5M-28.8M4.9M-8.1M4.9M
Net VEX-408.8K-483.7K-320.6K-409.3K-320.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.181.410.610.33
Total Volume18,599.09512,73531,69720,19224,562
Total OI313,434.619299,777340,714304,910313,193

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$8.24$9.0059.3%18.0%80.1%28.7%66.4%0.1%-1.1%646.2K-8.1M-409.3K0.613.1012,5437,649234,04870,862
2022-06-02$9.08$10.0059.1%17.1%88.2%28.0%61.9%-2.9%-0.3%1.1M-28.8M-483.7K0.183.6824,9734,432235,36171,581
2022-06-03$8.84$10.0059.0%17.0%84.4%27.6%61.2%-1.4%-1.6%1.1M-23.3M-465.6K1.113.129,11410,146237,34672,070
2022-06-06$8.76$10.0060.1%17.3%83.8%30.7%63.0%-0.7%0.5%834.7K-20.1M-459.4K0.523.3711,5366,009230,47369,304
2022-06-07$8.73$10.0058.3%17.1%75.2%25.8%61.2%-1.3%2.0%786.7K-17.6M-449.7K1.082.627,8828,496232,55270,283
2022-06-08$8.77$10.0058.0%17.2%74.4%25.0%61.2%-0.0%1.9%782.5K-18.1M-451.8K1.102.336,7227,411233,17771,622
2022-06-09$8.37$10.0058.0%16.8%76.3%25.1%64.8%-1.0%0.1%557.9K-9.7M-422.6K1.412.388,59712,142243,06671,598
2022-06-10$8.86$10.0063.2%18.6%67.5%38.9%69.2%-1.3%2.2%772.6K-21.6M-458.3K0.653.4819,25712,440244,94474,143
2022-06-13$7.96$10.0071.8%20.8%70.9%61.9%77.5%-7.1%-3.6%466.9K-6.6M-409.3K0.412.2516,9516,890243,67670,607
2022-06-14$7.70$10.0070.3%20.2%71.8%57.9%73.0%-4.1%-0.9%474.9K-4.8M-401.0K0.574.649,9425,702251,36971,472
2022-06-15$7.98$10.0067.7%19.4%72.5%50.8%72.5%-6.6%0.4%544.2K-8.4M-414.7K0.324.3115,1184,842254,42873,926
2022-06-16$8.02$10.0072.2%20.7%70.2%62.8%76.4%-6.2%-0.3%619.9K-8.9M-407.9K0.233.6414,1433,276259,42875,701
2022-06-17$7.90$9.0070.2%20.2%66.8%57.4%73.0%-3.0%-1.0%1.0M-6.4M-401.6K0.3010.1412,8143,846264,60076,114
2022-06-21$8.10$9.0066.3%19.0%67.4%47.3%71.7%-3.4%-0.5%669.9K-13.7M-422.4K0.2516.7112,2213,021237,29468,397
2022-06-22$7.85$9.0064.6%18.6%68.3%42.8%71.6%-2.8%1.0%518.8K-5.9M-382.3K0.372.479,4003,480240,43968,953
2022-06-23$7.59$9.0066.8%19.4%69.2%48.5%68.5%-0.6%0.5%357.0K-1.2M-352.2K0.343.1013,1144,412241,87468,957
2022-06-24$8.04$9.0063.2%17.9%72.4%38.9%64.2%-1.3%0.5%1.4M-11.4M-381.2K0.232.6713,7713,101245,76069,930
2022-06-27$8.12$9.0061.1%17.3%72.2%33.4%62.3%-0.5%0.6%541.0K-10.3M-394.5K0.602.547,9504,785238,42866,803
2022-06-28$7.67$9.0061.3%17.0%74.7%33.9%63.3%-0.3%-0.9%311.5K-2.2M-359.0K0.392.0410,7084,180239,58468,532
2022-06-29$7.52$9.0062.0%17.6%73.2%35.9%63.8%-0.5%0.8%260.8K1.5M-337.0K0.422.089,1273,876240,87669,356
2022-06-30$7.21$9.0062.7%18.1%73.3%37.7%66.9%-0.7%0.7%236.3K4.9M-320.6K0.332.8218,4716,091243,67769,516