AG Options History — October 2022

In October 2022, AG traded between $7.43 and $9.01. ATM implied volatility averaged 70.8%, placing in the 58.9% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded below realized volatility by 5.1% (HV 20d: 75.9%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2022-10-03: Highest Volume — 30,308 contracts
  • 2022-10-26: Largest IV drop — 3.6% change
  • 2022-10-14: Highest IV Rank — 72.3%
  • 2022-10-12: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.27$7.43$9.01$8.34$8.46
Max Pain$7.90$7.00$8.00$8.00$8.00
ATM IV70.8%64.8%75.8%72.0%67.0%
Expected Move20.4%19.3%21.4%20.7%20.5%
HV 20d75.9%65.5%82.2%74.2%65.5%
HV 60d65.3%62.4%67.5%62.7%64.6%
IV Rank58.9%42.7%72.3%62.1%48.5%
IV Percentile88.7%65.5%98.8%96.8%74.2%
Term Structure-0.9%-3.6%1.0%-0.6%-0.8%
VWIV73.1%69.5%76.5%74.2%72.9%
Skew 25d1.0%-2.7%4.4%-0.9%2.7%
Skew 10d0.9%-6.6%8.0%-5.3%1.4%
Call IV 25d74.0%67.0%83.6%75.4%68.0%
Put IV 25d75.0%67.9%81.6%74.5%70.7%
Bid-Ask Spread %3.442.524.432.523.90
Gamma HHI0.120.090.180.100.12
Net GEX785.3K321.2K1.4M907.0K774.4K
Net DEX-27.9M-50.2M-7.2M-37.4M-27.3M
Net VEX-366.1K-424.0K-310.1K-416.6K-340.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.250.930.250.48
Total Volume13,733.0957,40130,30830,3088,231
Total OI297,423.048256,076317,379301,098263,512

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$8.34$8.0072.0%20.7%74.2%62.1%74.2%-0.9%-0.6%907.0K-37.4M-416.6K0.252.5224,3365,972229,88171,217
2022-10-04$8.73$8.0069.6%19.4%75.1%55.5%71.0%-1.8%1.0%1.2M-43.9M-419.6K0.393.4316,4076,323236,65473,172
2022-10-05$8.70$8.0070.1%19.6%73.1%56.9%72.6%2.0%-0.5%1.2M-40.5M-408.1K0.502.859,2024,609236,52073,827
2022-10-06$9.01$7.0070.0%20.1%73.7%56.6%72.3%2.8%0.2%1.4M-50.2M-424.0K0.383.0710,2703,856237,90974,376
2022-10-07$8.28$7.0071.9%20.3%79.8%61.8%71.4%1.0%0.4%844.4K-30.2M-380.5K0.262.9518,1294,781238,11575,360
2022-10-10$8.24$8.0074.0%20.4%77.4%67.3%73.1%-1.5%-3.6%751.7K-26.6M-369.3K0.283.469,8932,812231,25173,709
2022-10-11$8.19$8.0075.6%21.1%73.4%71.7%76.5%-2.7%-1.8%761.2K-26.7M-373.1K0.463.467,2843,364234,93674,366
2022-10-12$8.44$8.0074.9%21.4%74.1%69.8%75.2%1.1%-0.6%938.7K-32.2M-385.2K0.932.945,7945,372237,16475,040
2022-10-13$8.20$8.0075.8%21.0%74.2%72.1%74.9%1.6%-3.4%756.7K-24.4M-365.4K0.502.748,8464,386238,11975,906
2022-10-14$7.63$8.0075.8%21.1%78.8%72.3%75.7%-2.0%-3.0%429.0K-12.8M-333.7K0.292.6911,3413,333241,26076,119
2022-10-17$7.82$8.0073.1%20.7%79.1%64.9%75.3%2.9%-1.1%420.0K-15.4M-338.6K0.323.118,3042,670233,54774,019
2022-10-18$7.88$8.0072.3%20.6%78.4%62.8%73.5%2.6%-0.9%439.7K-16.5M-337.8K0.563.394,7322,669236,23874,608
2022-10-19$7.43$8.0072.1%20.7%81.3%62.3%73.3%1.8%-0.9%321.2K-7.2M-310.1K0.493.546,1602,988237,04974,845
2022-10-20$7.80$8.0070.1%20.1%82.2%57.0%74.1%2.3%-0.2%340.7K-14.7M-328.5K0.323.609,5363,065237,81074,998
2022-10-21$8.44$8.0070.5%20.5%79.4%57.9%70.6%4.4%-3.1%1.0M-32.7M-366.8K0.313.3314,6004,568240,49874,982
2022-10-24$8.30$8.0069.3%20.6%78.1%54.6%73.6%1.8%0.2%698.5K-27.8M-358.7K0.444.297,4163,289197,97158,105
2022-10-25$8.36$8.0067.8%20.0%78.1%50.6%71.5%0.6%-0.9%759.5K-28.7M-358.7K0.344.128,6732,973201,46659,726
2022-10-26$8.65$8.0065.3%19.6%73.1%44.0%71.4%0.8%0.1%922.8K-34.0M-369.6K0.484.079,4604,534204,66360,549
2022-10-27$8.48$8.0065.7%20.0%73.8%45.1%72.0%-0.6%0.2%862.0K-30.1M-358.1K0.564.435,2842,981206,35760,726
2022-10-28$8.37$8.0064.8%19.3%72.0%42.7%69.5%2.1%0.0%796.4K-26.5M-345.0K0.474.306,7703,182207,92261,392
2022-10-31$8.46$8.0067.0%20.5%65.5%48.5%72.9%2.7%-0.8%774.4K-27.3M-340.9K0.483.905,5632,668204,59758,915