AG Options History — July 2024

In July 2024, AG traded between $5.78 and $6.80. ATM implied volatility averaged 57.8%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 10.4% (HV 20d: 47.4%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.47.

Notable Days

  • 2024-07-16: Highest Volume — 25,720 contracts
  • 2024-07-25: Largest IV spike — 7.2% change
  • 2024-07-17: Highest IV Rank — 62.5%
  • 2024-07-17: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.24$5.78$6.80$5.78$6.21
Max Pain$6.41$6.00$7.00$6.00$6.00
ATM IV57.8%53.5%62.0%53.5%57.1%
Expected Move16.6%14.0%17.8%14.0%17.6%
HV 20d47.4%41.0%53.1%41.8%50.8%
HV 60d51.8%49.3%53.6%51.7%52.0%
IV Rank49.8%36.6%62.5%36.6%47.8%
IV Percentile81.9%59.1%94.0%59.1%78.2%
Term Structure1.6%-9.5%20.9%12.5%-9.5%
VWIV60.3%49.4%65.6%49.4%63.3%
Skew 25d-2.8%-8.2%10.8%10.8%-0.4%
Skew 10d-6.9%-19.2%5.3%5.3%-4.3%
Call IV 25d62.6%51.6%66.8%51.6%61.1%
Put IV 25d59.7%55.2%63.9%62.4%60.8%
Bid-Ask Spread %25.645.6060.2552.1448.56
Gamma HHI0.120.110.140.130.12
Net GEX632.1K288.5K1.2M351.3K621.5K
Net DEX-21.3M-43.2M-2.2M-2.2M-20.9M
Net VEX-659.2K-716.5K-575.0K-591.6K-655.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.103.320.291.01
Total Volume14,225.4093,97025,7208,40919,111
Total OI552,734.818494,392622,133541,431515,085

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$5.78$6.0053.5%14.0%41.8%36.6%49.4%10.8%12.5%351.3K-2.2M-591.6K0.2952.146,5181,891284,396257,035
2024-07-02$5.79$6.0053.7%14.6%41.9%37.4%50.8%-2.5%-7.3%288.5K-4.4M-575.0K0.3232.175,2111,661287,804257,936
2024-07-03$6.26$6.0056.1%15.4%47.5%44.7%52.5%4.1%8.7%666.1K-20.1M-635.7K0.3160.2511,3703,472288,709257,868
2024-07-05$6.42$6.0059.6%15.5%48.3%55.4%62.6%-4.4%16.0%730.9K-27.2M-654.3K0.2821.2717,8975,049295,025259,912
2024-07-08$6.47$6.0057.2%16.3%47.9%47.8%60.8%-6.0%0.6%781.0K-30.1M-675.5K0.207.6310,0011,984293,405260,711
2024-07-09$6.30$6.0057.5%16.3%41.0%48.8%58.1%3.2%6.7%667.9K-22.9M-648.6K3.3221.645,48418,226298,758260,906
2024-07-10$6.51$6.0056.4%16.8%42.6%45.4%58.7%-4.8%2.2%873.6K-30.6M-684.6K0.6814.928,6055,870301,227277,936
2024-07-11$6.66$6.0057.1%16.7%43.3%47.7%59.1%-7.1%-0.3%1.0M-36.4M-693.8K0.4616.5617,5278,046303,052282,755
2024-07-12$6.62$7.0056.2%16.5%42.1%44.9%61.5%-4.9%2.3%915.8K-34.8M-704.4K0.1517.8913,2551,958313,034285,729
2024-07-15$6.50$7.0059.1%17.1%42.7%53.6%64.3%-3.5%-3.1%861.4K-29.6M-703.4K0.305.607,2742,200313,453283,085
2024-07-16$6.80$7.0060.6%17.5%45.0%58.4%62.4%-6.3%-3.4%1.2M-43.2M-716.5K0.1021.1523,2902,430317,378284,283
2024-07-17$6.55$7.0062.0%17.8%47.4%62.5%62.6%-5.6%-5.2%989.3K-33.2M-687.9K0.2910.0411,1453,243324,880285,175
2024-07-18$6.12$7.0060.1%17.4%53.1%56.6%64.4%-4.1%-3.3%424.1K-15.6M-655.8K0.197.6716,1933,054328,917286,091
2024-07-19$6.13$7.0060.5%17.7%52.3%58.0%65.6%-3.0%-4.0%530.4K-19.5M-672.6K0.1527.9915,0332,228335,190286,943
2024-07-22$6.19$7.0057.9%16.6%50.9%50.1%60.6%-7.4%20.9%490.9K-20.5M-673.3K0.3831.198,0943,055275,652218,740
2024-07-23$6.13$6.5056.8%16.6%51.0%46.6%56.4%-2.3%0.9%472.9K-16.5M-660.9K0.4617.892,7191,251279,199220,737
2024-07-24$5.97$6.5055.3%17.3%50.8%42.2%64.6%-8.2%-0.6%366.8K-12.0M-639.8K0.3146.126,7482,095280,458221,324
2024-07-25$5.88$6.5059.3%16.7%50.9%54.4%60.5%-2.6%-0.0%336.9K-9.4M-637.3K0.1632.3513,9302,181283,881222,439
2024-07-26$5.87$6.0058.2%16.9%50.5%50.9%63.2%-0.0%4.8%371.7K-8.2M-640.8K0.1925.105,146980290,327223,325
2024-07-29$5.96$6.5058.4%17.2%50.4%51.7%61.7%-4.5%-2.7%445.5K-13.1M-644.1K0.4419.176,7132,954285,728220,511
2024-07-30$6.08$6.0059.4%17.5%50.4%54.6%64.0%-3.0%-1.2%528.1K-17.6M-651.8K0.3126.735,9961,871288,866222,301
2024-07-31$6.21$6.0057.1%17.6%50.8%47.8%63.3%-0.4%-9.5%621.5K-20.9M-655.7K1.0148.569,5289,583291,989223,096