AG Options History — November 2024

In November 2024, AG traded between $6.12 and $7.21. ATM implied volatility averaged 57.7%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded below realized volatility by 1.0% (HV 20d: 58.7%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2024-11-06: Highest Volume — 20,299 contracts
  • 2024-11-07: Largest IV drop — 29.4% change
  • 2024-11-06: Highest IV Rank — 75.5%
  • 2024-11-01: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.46$6.12$7.21$7.21$6.13
Max Pain$7.25$7.00$8.00$7.00$7.00
ATM IV57.7%48.8%69.1%67.3%49.9%
Expected Move16.7%14.7%20.0%20.0%15.3%
HV 20d58.7%43.7%72.6%67.4%43.7%
HV 60d64.7%61.9%65.9%62.7%61.9%
IV Rank41.3%14.5%75.5%70.1%17.8%
IV Percentile54.3%8.7%96.8%94.4%8.7%
Term Structure0.6%-9.2%29.5%-9.2%1.5%
VWIV61.8%55.1%74.9%74.9%55.1%
Skew 25d-4.6%-27.2%11.6%-1.5%-5.2%
Skew 10d-9.0%-20.1%5.5%-7.7%-12.0%
Call IV 25d61.3%40.3%72.8%68.4%55.2%
Put IV 25d56.7%38.9%68.0%66.9%50.1%
Bid-Ask Spread %18.414.2842.9120.614.67
Gamma HHI0.120.110.140.140.12
Net GEX694.4K341.9K1.2M1.2M455.4K
Net DEX-28.6M-58.5M-14.8M-58.5M-18.2M
Net VEX-671.7K-776.8K-600.2K-776.8K-627.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.120.660.210.37
Total Volume10,425.32,53420,29910,8324,852
Total OI612,379.3587,781637,456630,358599,368

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$7.21$7.0067.3%20.0%67.4%70.1%74.9%-1.5%-9.2%1.2M-58.5M-776.8K0.2120.618,9821,850360,170270,188
2024-11-04$6.97$8.0067.9%18.8%67.6%71.9%68.5%-4.8%-0.3%1.0M-47.5M-746.5K0.125.778,1831,019347,999266,298
2024-11-05$6.88$8.0065.3%19.1%67.8%64.1%69.5%-5.3%0.3%987.8K-44.0M-733.8K0.315.215,9161,808350,312266,532
2024-11-06$6.50$8.0069.1%18.3%71.2%75.5%66.3%-6.7%-7.3%757.9K-31.4M-688.8K0.6642.9112,2628,037352,006266,664
2024-11-07$6.76$7.0048.8%17.2%69.5%14.5%64.1%-27.2%29.5%892.1K-39.9M-709.7K0.3825.497,3022,762355,678270,594
2024-11-08$6.46$8.0056.2%16.1%71.5%36.7%62.6%-6.2%0.4%341.9K-23.8M-682.5K0.544.2810,6765,811359,080269,887
2024-11-11$6.26$8.0059.6%17.1%72.3%47.0%63.9%-6.3%0.4%470.3K-19.4M-665.7K0.3217.1012,0183,860351,880267,969
2024-11-12$6.29$7.0058.4%16.9%72.2%43.4%61.8%11.6%0.6%512.6K-21.7M-665.5K0.414.957,5643,080356,350268,676
2024-11-13$6.20$7.0057.9%16.6%72.3%42.0%60.7%3.0%0.5%468.4K-17.7M-646.7K0.6322.667,0394,417361,021269,127
2024-11-14$6.42$7.0057.8%16.7%72.6%41.7%59.0%-1.4%1.5%675.5K-27.4M-669.8K0.3016.0410,6563,169364,916269,710
2024-11-15$6.28$7.0058.7%16.9%48.2%44.2%62.2%-5.7%1.3%650.2K-21.5M-672.2K0.4128.827,9543,256366,570270,886
2024-11-18$6.61$7.0057.1%16.4%50.6%39.6%60.2%-4.5%-0.4%864.6K-35.2M-672.3K0.1512.6614,2562,189328,764259,017
2024-11-19$6.62$7.0056.6%16.2%47.0%38.1%58.8%-4.6%0.3%935.0K-35.6M-688.9K0.2013.156,8881,352334,757260,152
2024-11-20$6.54$7.0057.2%16.4%47.0%39.9%59.8%-3.0%-1.9%886.3K-32.3M-670.0K0.2322.723,527804336,840261,139
2024-11-21$6.42$7.0055.5%16.0%46.9%34.8%57.5%-5.2%-1.3%777.7K-27.2M-656.9K0.1719.827,8351,359336,790261,370
2024-11-22$6.34$7.0054.6%15.8%46.9%32.1%57.2%-4.3%-2.9%630.8K-24.3M-650.4K0.3124.465,5341,714336,677261,680
2024-11-25$6.12$7.0053.5%15.3%47.6%28.7%56.8%-4.1%-0.5%427.2K-14.8M-603.1K0.4126.879,2473,837332,793260,973
2024-11-26$6.14$7.0051.5%14.9%45.5%22.9%60.4%-5.7%-0.3%476.1K-16.6M-600.2K0.1224.532,270264334,720262,091
2024-11-27$6.13$7.0050.7%14.7%45.2%20.2%55.8%-4.6%-0.1%410.5K-15.3M-606.3K0.1525.414,292665335,723262,219
2024-11-29$6.13$7.0049.9%15.3%43.7%17.8%55.1%-5.2%1.5%455.4K-18.2M-627.5K0.374.673,5451,307337,055262,313