AG Options History — December 2024

In December 2024, AG traded between $5.44 and $6.69. ATM implied volatility averaged 52.7%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 0.2% (HV 20d: 52.5%). Max pain ranged from $5.50 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2024-12-09: Highest Volume — 22,217 contracts
  • 2024-12-19: Largest IV spike — 16.2% change
  • 2024-12-17: Highest IV Rank — 32.7%
  • 2024-12-09: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.91$5.44$6.69$5.96$5.50
Max Pain$5.71$5.50$7.00$7.00$5.50
ATM IV52.7%46.7%54.8%52.0%54.2%
Expected Move15.5%13.4%16.6%15.9%15.3%
HV 20d52.5%44.0%57.2%44.0%56.9%
HV 60d58.3%55.9%62.5%61.3%56.9%
IV Rank26.2%8.3%32.7%24.1%31.0%
IV Percentile21.8%0.8%35.7%17.5%29.0%
Term Structure3.2%-12.8%30.7%2.0%-2.2%
VWIV59.3%53.6%66.8%57.5%56.0%
Skew 25d-4.4%-13.6%22.3%-10.7%-5.1%
Skew 10d-10.6%-30.6%18.6%18.6%-7.7%
Call IV 25d57.9%31.2%65.8%64.2%59.3%
Put IV 25d53.5%50.3%57.1%53.5%54.3%
Bid-Ask Spread %12.093.8659.0112.805.47
Gamma HHI0.120.110.150.110.12
Net GEX391.2K32.4K990.5K371.1K129.3K
Net DEX-11.4M-36.6M7.3M-11.4M-1.6M
Net VEX-573.3K-636.8K-498.3K-601.0K-527.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.030.630.280.03
Total Volume9,864.8573,43022,2178,1126,589
Total OI601,040.286577,035617,209592,866578,793

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$5.96$7.0052.0%15.9%44.0%24.1%57.5%-10.7%2.0%371.1K-11.4M-601.0K0.2812.806,3441,768331,860261,006
2024-12-03$6.36$7.0052.0%15.8%50.3%24.3%57.6%-2.7%-1.5%674.0K-23.1M-619.9K0.3312.2110,4373,449335,876261,977
2024-12-04$6.25$7.0050.0%15.6%50.4%18.1%56.4%0.5%1.1%623.4K-16.7M-611.4K0.2820.574,6541,312339,959263,188
2024-12-05$6.21$5.5054.5%15.7%46.5%31.6%58.6%-3.7%-12.8%547.0K-18.7M-597.6K0.6311.854,0582,571341,896263,541
2024-12-06$6.08$5.5054.6%15.4%44.2%31.9%57.1%-3.0%30.7%454.2K-15.7M-603.7K0.324.476,7642,144343,899263,396
2024-12-09$6.47$5.5053.2%16.6%47.7%27.8%62.5%-5.4%5.4%778.6K-28.4M-617.6K0.146.0219,4942,723341,018262,402
2024-12-10$6.41$5.5051.4%16.0%46.3%22.5%58.4%-6.4%3.1%778.3K-25.7M-624.2K0.0713.7610,597763347,615263,044
2024-12-11$6.69$5.5053.3%15.7%48.6%28.1%60.1%-2.8%1.7%990.5K-36.6M-636.8K0.134.527,490984349,189263,191
2024-12-12$6.21$5.5053.0%15.9%55.7%27.3%61.2%-7.1%3.3%582.1K-19.7M-597.8K0.1642.075,906953352,576263,344
2024-12-13$6.03$5.5054.1%15.8%55.0%30.6%64.3%-4.6%2.0%322.7K-15.1M-594.2K0.134.4914,1491,776354,116263,093
2024-12-16$5.92$5.5054.6%15.8%54.9%31.9%63.5%-6.9%-1.7%291.3K-9.2M-571.7K0.083.8619,3291,470349,486261,994
2024-12-17$5.87$5.5054.8%15.8%51.0%32.7%66.8%-7.3%-0.2%330.7K-10.2M-575.0K0.164.358,3251,306346,012261,895
2024-12-18$5.47$5.5046.7%13.4%55.8%8.3%61.4%-9.7%26.0%32.4K7.3M-498.3K0.1559.0110,1881,496348,805262,319
2024-12-19$5.46$5.5054.3%15.6%55.9%31.1%64.5%-9.5%-1.1%151.0K3.2M-542.4K0.145.279,0111,307354,474262,456
2024-12-20$5.46$5.5052.6%15.1%55.8%26.2%59.1%-13.6%-0.3%166.2K-353.9K-541.8K0.3114.127,2412,246354,774258,016
2024-12-23$5.54$5.5052.6%15.3%56.4%25.9%58.1%-4.3%1.8%179.2K-1.9M-539.3K0.054.168,491466330,369255,649
2024-12-24$5.58$5.5052.7%15.3%55.5%26.4%58.6%-1.5%1.1%260.7K-4.7M-537.5K0.216.522,846584328,788255,718
2024-12-26$5.70$5.5052.5%15.2%56.2%25.7%53.7%22.3%-5.8%304.1K-7.6M-548.0K0.098.038,074749329,172255,750
2024-12-27$5.51$5.5048.5%15.1%57.2%13.8%53.6%-5.9%14.0%162.5K-3.4M-528.5K0.314.282,890902328,065256,090
2024-12-30$5.44$5.5054.5%15.6%57.2%31.8%56.2%-5.6%0.8%86.2K-720.0K-525.5K0.416.093,7621,554321,860255,175
2024-12-31$5.50$5.5054.2%15.3%56.9%31.0%56.0%-5.1%-2.2%129.3K-1.6M-527.3K0.035.476,388201323,500255,293