AG Options History — June 2024

In June 2024, AG traded between $5.88 and $7.12. ATM implied volatility averaged 55.1%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 0.9% (HV 20d: 54.1%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.43.

Notable Days

  • 2024-06-07: Highest Volume — 26,898 contracts
  • 2024-06-04: Largest IV spike — 30.2% change
  • 2024-06-04: Highest IV Rank — 98.9%
  • 2024-06-06: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.28$5.88$7.12$7.12$5.88
Max Pain$6.87$6.00$7.00$7.00$6.00
ATM IV55.1%46.3%73.9%56.8%57.0%
Expected Move15.4%14.1%16.6%16.4%14.1%
HV 20d54.1%41.6%61.0%61.0%41.7%
HV 60d63.4%51.6%66.6%63.4%51.6%
IV Rank41.4%14.8%98.9%46.7%47.5%
IV Percentile66.0%13.9%99.6%83.7%83.3%
Term Structure6.9%-13.1%40.4%1.5%40.4%
VWIV57.8%50.3%65.8%60.5%50.7%
Skew 25d1.8%-7.7%27.9%-5.0%9.3%
Skew 10d-4.0%-13.7%20.3%-8.0%1.6%
Call IV 25d57.4%47.1%63.5%63.5%48.5%
Put IV 25d59.2%52.9%85.9%58.5%57.9%
Bid-Ask Spread %30.9718.3260.9229.0759.13
Gamma HHI0.120.110.150.140.13
Net GEX509.6K326.5K797.0K774.0K326.5K
Net DEX-17.6M-44.6M-6.4M-44.6M-6.4M
Net VEX-635.7K-726.1K-590.8K-726.1K-590.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.162.200.210.38
Total Volume13,045.2635,49626,89815,1928,493
Total OI576,784.053531,730610,148569,272550,964

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$7.12$7.0056.8%16.4%61.0%46.7%60.5%-5.0%1.5%774.0K-44.6M-726.1K0.2129.0712,5782,614296,109273,163
2024-06-04$6.67$7.0073.9%15.7%61.0%98.9%58.2%27.9%27.4%424.7K-25.2M-690.0K0.7533.1714,01410,471299,607273,459
2024-06-05$6.74$7.0059.4%15.6%60.5%54.7%59.8%-5.9%-13.1%654.4K-31.8M-676.9K0.2418.329,5312,327304,583266,739
2024-06-06$6.86$7.0057.2%16.6%60.2%48.0%64.0%-2.8%4.3%797.0K-38.9M-690.0K0.1931.3910,9912,066309,884267,504
2024-06-07$6.37$7.0055.4%16.1%60.6%42.6%58.5%-4.0%0.6%487.6K-17.5M-647.5K0.2526.1721,5705,328314,094268,347
2024-06-10$6.34$7.0055.6%15.9%60.2%43.0%59.9%25.2%-0.1%536.7K-18.1M-633.2K0.5725.336,6253,799315,363267,133
2024-06-11$6.33$7.0055.9%16.3%59.8%44.0%59.7%-5.0%1.8%526.4K-18.5M-646.1K0.4222.886,8362,855319,172268,530
2024-06-12$6.17$7.0050.2%15.2%59.3%26.7%59.9%1.6%9.4%443.5K-11.8M-627.6K0.1660.9210,3261,630323,942269,185
2024-06-13$6.13$7.0051.9%15.4%57.5%31.7%60.5%-5.1%1.4%462.2K-10.7M-619.3K0.2320.288,0151,876329,233269,404
2024-06-14$6.08$7.0052.6%15.0%57.5%34.1%56.7%7.6%8.4%434.2K-9.3M-610.0K0.4156.478,5863,485332,780270,059
2024-06-17$6.04$7.0053.1%15.3%50.8%35.4%57.4%-5.8%-1.0%343.3K-6.7M-614.8K0.3223.775,9751,894327,259268,678
2024-06-18$6.19$7.0053.1%15.3%52.0%35.4%58.4%-5.8%0.4%448.1K-14.4M-634.0K0.3121.357,3572,292330,719268,499
2024-06-20$6.34$7.0053.6%15.4%51.6%37.1%65.8%-7.7%0.2%633.6K-21.0M-633.5K0.1720.7614,4202,447332,922269,109
2024-06-21$6.12$7.0054.3%15.5%50.8%39.2%58.8%-7.1%-4.9%561.5K-15.1M-624.2K0.3323.549,8543,213340,525269,623
2024-06-24$6.13$7.0052.1%14.7%50.3%32.3%54.9%-2.4%4.4%555.9K-16.3M-618.2K0.4033.916,1482,463282,798248,932
2024-06-25$5.95$7.0052.4%14.5%50.0%33.3%53.0%1.1%8.3%428.0K-9.7M-605.7K2.2035.596,60914,564284,838250,442
2024-06-26$5.89$6.5046.3%14.5%42.3%14.8%50.3%19.4%31.0%371.8K-8.3M-592.8K0.2827.808,6602,452287,658257,371
2024-06-27$5.99$6.0055.1%14.4%41.6%41.7%51.6%-2.2%9.9%472.5K-10.1M-598.3K0.3518.504,0731,423291,699258,571
2024-06-28$5.88$6.0057.0%14.1%41.7%47.5%50.7%9.3%40.4%326.5K-6.4M-590.8K0.3859.136,1352,358291,857259,107