AG Options History — August 2022

In August 2022, AG traded between $7.28 and $8.45. ATM implied volatility averaged 61.1%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 1.7% (HV 20d: 59.4%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.37.

Notable Days

2022-08-04: Highest Volume — 25,451 contracts
2022-08-12: Largest IV drop — 5.3% change
2022-08-03: Highest IV Rank — 52.8%
2022-08-02: Largest Expected Move — 20.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.83	$7.28	$8.45	$7.69	$7.28
Max Pain	$7.91	$7.00	$8.00	$7.00	$8.00
ATM IV	61.1%	56.0%	68.4%	65.6%	61.1%
Expected Move	17.7%	16.0%	20.4%	19.5%	17.4%
HV 20d	59.4%	49.8%	63.7%	58.7%	60.7%
HV 60d	64.7%	60.8%	70.8%	70.8%	60.9%
IV Rank	33.4%	19.9%	52.8%	45.4%	33.4%
IV Percentile	62.1%	41.7%	88.5%	80.6%	60.7%
Term Structure	0.2%	-1.6%	2.7%	-0.8%	0.4%
VWIV	64.8%	57.3%	77.4%	68.9%	63.0%
Skew 25d	-0.8%	-9.9%	2.5%	0.2%	2.2%
Skew 10d	-3.3%	-23.5%	2.2%	-3.1%	1.3%
Call IV 25d	65.2%	58.4%	76.3%	69.0%	63.6%
Put IV 25d	64.3%	59.0%	72.6%	69.2%	65.8%
Bid-Ask Spread %	3.20	2.76	4.52	3.32	3.15
Gamma HHI	0.10	0.08	0.27	0.09	0.10
Net GEX	675.2K	335.1K	1.3M	537.3K	335.1K
Net DEX	-18.3M	-35.6M	-3.6M	-16.1M	-3.6M
Net VEX	-384.8K	-454.9K	-324.2K	-362.6K	-326.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.15	0.78	0.28	0.56
Total Volume	10,874.696	4,072	25,451	13,174	8,352
Total OI	289,860.304	266,490	301,906	266,490	289,570

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-08-01	$7.69	$7.00	65.6%	19.5%	58.7%	45.4%	68.9%	0.2%	-0.8%	537.3K	-16.1M	-362.6K	0.28	3.32	10,252	2,922	199,554	66,936
2022-08-02	$7.59	$7.50	66.5%	20.4%	49.8%	47.7%	77.4%	-1.8%	-1.6%	582.4K	-17.2M	-370.0K	0.22	3.08	11,452	2,525	204,076	67,715
2022-08-03	$7.35	$7.50	68.4%	20.4%	51.5%	52.8%	76.9%	0.5%	-1.6%	537.4K	-15.0M	-371.0K	0.23	2.96	15,710	3,636	209,506	68,390
2022-08-04	$8.07	$8.00	65.5%	19.0%	59.1%	45.2%	72.7%	-4.9%	-1.5%	952.1K	-31.4M	-433.4K	0.53	3.62	16,621	8,830	221,755	69,285
2022-08-05	$7.98	$8.00	62.7%	18.1%	59.2%	37.7%	70.1%	-9.9%	-1.2%	1.3M	-26.4M	-426.1K	0.40	3.59	10,215	4,071	225,070	72,528
2022-08-08	$8.43	$8.00	64.1%	18.4%	59.9%	41.3%	71.1%	-2.6%	0.3%	892.4K	-35.6M	-454.9K	0.24	2.79	12,140	2,885	222,137	70,529
2022-08-09	$8.28	$8.00	64.4%	18.7%	60.1%	42.0%	71.4%	-1.7%	1.5%	887.0K	-31.4M	-439.4K	0.38	3.27	2,943	1,129	223,273	71,789
2022-08-10	$8.45	$8.00	62.0%	17.9%	58.3%	35.6%	64.9%	-0.4%	0.3%	952.4K	-35.0M	-441.6K	0.23	3.19	7,470	1,754	223,706	72,179
2022-08-11	$8.16	$8.00	60.9%	17.5%	58.4%	32.9%	63.3%	-1.6%	0.0%	905.2K	-27.7M	-413.9K	0.38	3.98	9,335	3,563	225,932	72,696
2022-08-12	$8.38	$8.00	57.7%	16.6%	58.6%	24.3%	62.1%	-2.3%	0.4%	894.1K	-30.9M	-422.0K	0.45	3.32	7,695	3,446	226,657	74,880
2022-08-15	$8.14	$8.00	57.7%	16.5%	59.8%	24.4%	61.4%	0.1%	2.0%	844.6K	-22.3M	-394.8K	0.32	2.89	13,636	4,406	223,090	73,783
2022-08-16	$8.11	$8.00	56.2%	16.1%	59.9%	20.2%	57.3%	-0.1%	2.7%	754.9K	-22.1M	-413.5K	0.37	2.94	3,419	1,252	221,519	75,412
2022-08-17	$7.69	$8.00	56.8%	16.3%	63.1%	21.8%	60.8%	-0.2%	1.0%	546.5K	-11.4M	-359.3K	0.33	4.52	6,609	2,190	222,977	76,085
2022-08-18	$7.73	$8.00	56.0%	16.0%	60.2%	19.9%	62.4%	0.1%	1.9%	530.9K	-11.1M	-356.4K	0.15	3.29	7,071	1,080	223,356	76,725
2022-08-19	$7.47	$8.00	57.9%	16.7%	61.7%	24.9%	57.5%	2.5%	-0.7%	549.9K	-7.0M	-341.1K	0.51	2.76	5,258	2,684	225,039	76,867
2022-08-22	$7.29	$8.00	58.8%	16.7%	61.6%	27.1%	60.6%	0.9%	0.4%	354.9K	-3.9M	-324.2K	0.78	3.21	6,047	4,727	209,724	66,912
2022-08-23	$7.70	$8.00	59.9%	17.2%	63.7%	30.1%	59.4%	-0.1%	0.1%	496.1K	-11.2M	-356.2K	0.20	3.08	6,620	1,318	212,440	70,186
2022-08-24	$7.96	$8.00	59.7%	17.1%	60.6%	29.7%	60.2%	0.9%	0.2%	603.1K	-16.1M	-373.6K	0.29	2.86	4,054	1,158	214,430	70,681
2022-08-25	$7.99	$8.00	58.6%	16.5%	58.7%	26.6%	58.2%	1.8%	0.6%	674.3K	-17.1M	-382.2K	0.18	3.16	5,169	933	216,263	71,022
2022-08-26	$7.59	$8.00	61.4%	17.8%	60.9%	34.1%	63.3%	-1.3%	-0.6%	507.2K	-10.2M	-360.5K	0.42	2.84	7,404	3,102	217,566	71,515
2022-08-29	$7.54	$8.00	62.4%	17.9%	60.9%	36.9%	63.5%	-1.1%	-0.5%	508.9K	-13.8M	-392.4K	0.56	2.89	4,937	2,787	214,384	70,238
2022-08-30	$7.31	$8.00	61.7%	17.9%	61.7%	35.0%	63.9%	-0.5%	0.0%	365.5K	-4.6M	-334.3K	0.46	3.00	5,011	2,300	216,510	71,900
2022-08-31	$7.28	$8.00	61.1%	17.4%	60.7%	33.4%	63.0%	2.2%	0.4%	335.1K	-3.6M	-326.8K	0.56	3.15	5,364	2,988	216,849	72,721