AG Options History — October 2024

In October 2024, AG traded between $6.17 and $7.94. ATM implied volatility averaged 65.4%, placing in the 64.5% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 2.3% (HV 20d: 63.1%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.20.

Notable Days

  • 2024-10-18: Highest Volume — 80,869 contracts
  • 2024-10-18: Largest IV spike — 11.9% change
  • 2024-10-22: Highest IV Rank — 79.0%
  • 2024-10-31: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.95$6.17$7.94$6.17$7.38
Max Pain$6.63$6.00$7.00$6.00$7.00
ATM IV65.4%61.2%70.2%62.1%66.0%
Expected Move19.2%17.3%20.8%17.5%20.8%
HV 20d63.1%47.7%78.3%78.0%66.5%
HV 60d67.2%61.9%73.1%67.6%62.5%
IV Rank64.5%51.9%79.0%54.4%66.2%
IV Percentile93.3%84.9%98.0%91.7%92.5%
Term Structure-1.0%-11.1%3.5%1.2%1.6%
VWIV71.2%63.8%81.6%64.7%76.3%
Skew 25d-5.7%-8.2%-2.9%-3.8%-4.0%
Skew 10d-9.7%-32.8%26.3%-8.8%15.0%
Call IV 25d72.7%66.8%78.1%68.9%72.8%
Put IV 25d67.0%63.9%72.6%65.1%68.8%
Bid-Ask Spread %13.654.1342.4417.084.90
Gamma HHI0.140.120.160.120.13
Net GEX1.4M734.2K2.0M870.4K1.6M
Net DEX-60.3M-99.7M-28.1M-28.1M-71.6M
Net VEX-757.7K-840.1K-686.8K-722.2K-803.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.090.470.110.11
Total Volume20,698.0434,06580,86910,39722,305
Total OI641,838.261583,116669,935646,780630,062

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$6.17$6.0062.1%17.5%78.0%54.4%64.7%-3.8%1.2%870.4K-28.1M-722.2K0.1117.089,3951,002376,494270,286
2024-10-02$6.33$6.5062.5%17.3%78.3%55.9%65.7%-2.9%2.8%1.0M-34.9M-725.0K0.344.6416,4445,519379,113270,696
2024-10-03$6.33$6.0062.5%19.1%69.4%55.6%70.1%-4.9%3.5%1.1M-37.4M-724.5K0.2124.457,8891,658382,015272,298
2024-10-04$6.37$6.0064.8%19.1%65.5%62.7%68.5%-8.2%1.6%1.0M-40.2M-732.9K0.1217.1021,3292,602386,222273,120
2024-10-07$6.17$6.0065.6%19.2%67.5%65.2%72.7%-6.6%0.2%891.0K-31.4M-703.1K0.4718.806,7023,117380,160269,585
2024-10-08$6.26$6.0067.3%18.9%67.1%70.3%69.2%-8.1%-0.9%943.3K-32.8M-711.2K0.1519.6610,0441,475382,982271,754
2024-10-09$6.21$6.0065.0%18.5%62.9%63.4%67.2%-6.3%-0.3%857.6K-30.3M-699.4K0.1928.623,424641386,067272,021
2024-10-10$6.58$6.0065.0%18.9%52.1%63.4%69.5%-4.1%0.8%1.5M-48.2M-722.7K0.3017.5415,0574,477387,116272,425
2024-10-11$6.54$6.0063.8%18.5%49.2%59.6%69.3%-6.7%1.2%1.8M-47.9M-731.8K0.177.1617,7323,084390,093275,519
2024-10-14$6.50$7.0063.7%18.3%49.2%59.4%70.8%-5.5%-2.4%997.1K-39.9M-698.5K0.1415.857,9101,082386,170272,825
2024-10-15$6.56$7.0064.8%18.7%48.6%62.6%72.6%-7.0%-3.4%1.1M-43.7M-708.5K0.174.1311,3091,888389,075273,509
2024-10-16$6.54$7.0064.3%18.4%47.7%61.1%66.7%-6.6%-1.8%1.1M-43.3M-711.0K0.345.4410,3933,564393,495274,077
2024-10-17$6.33$7.0061.2%17.8%49.4%51.9%63.8%-4.7%-11.1%734.2K-30.0M-686.8K0.126.3212,1401,460394,338275,597
2024-10-18$7.33$7.0068.5%19.7%70.7%73.8%72.3%-5.5%-1.3%1.3M-92.3M-775.0K0.094.8474,3836,486396,803270,743
2024-10-21$7.58$7.0068.1%20.0%70.5%72.5%76.5%-5.2%-1.5%1.6M-83.0M-787.7K0.1529.5247,5366,900331,534251,582
2024-10-22$7.92$7.0070.2%20.1%68.4%79.0%72.0%-5.8%-3.0%1.9M-99.7M-811.9K0.407.7433,49313,347342,308256,830
2024-10-23$7.79$7.0067.1%19.6%68.2%69.5%72.2%-6.6%-2.9%1.8M-92.4M-827.1K0.196.9117,1283,234348,813266,784
2024-10-24$7.81$7.0067.6%19.5%67.9%71.1%71.8%-6.3%-2.6%2.0M-95.6M-840.1K0.1342.449,1581,167352,768268,543
2024-10-25$7.72$7.0065.7%19.4%66.1%65.2%72.1%-4.7%-3.3%1.7M-90.5M-831.7K0.095.8515,8921,439355,151269,065
2024-10-28$7.71$7.0065.1%20.0%62.3%63.6%81.6%-4.5%-0.7%1.8M-87.0M-811.6K0.286.3111,2473,171348,482265,797
2024-10-29$7.94$7.0067.2%20.4%62.3%70.0%74.5%-6.1%-0.7%1.9M-99.1M-833.3K0.106.8615,0321,516355,663267,970
2024-10-30$7.71$7.0066.3%20.7%63.8%67.2%77.6%-6.1%-0.5%1.9M-86.9M-827.3K0.1911.739,4911,793357,786268,544
2024-10-31$7.38$7.0066.0%20.8%66.5%66.2%76.3%-4.0%1.6%1.6M-71.6M-803.4K0.114.9020,0442,261360,302269,760