AGQ Options History — February 2014

In February 2014, AGQ traded between $62.06 and $79.82. ATM implied volatility averaged 53.1%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded below realized volatility by 334.9% (HV 20d: 388.1%). Max pain ranged from $35.00 to $70.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.46.

Notable Days

  • 2014-02-18: Highest Volume — 12,506 contracts
  • 2014-02-07: Largest IV drop — 12.0% change
  • 2014-02-19: Highest IV Rank — 35.9%
  • 2014-02-03: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.67$62.06$79.82$62.06$73.63
Max Pain$54.89$35.00$70.00$35.00$62.00
ATM IV53.1%47.3%56.4%55.2%50.2%
Expected Move15.5%15.2%15.9%15.9%15.3%
HV 20d388.1%49.8%479.8%479.7%50.1%
HV 60d280.2%279.8%280.7%280.7%280.3%
IV Rank30.8%21.6%35.9%34.1%26.2%
IV Percentile27.4%12.7%39.7%37.3%12.7%
Term Structure0.0%-1.4%1.6%-1.4%1.6%
VWIV55.4%54.0%60.1%54.0%54.8%
Skew 25d-0.3%-4.3%3.5%3.5%-0.8%
Skew 10d-0.4%-11.3%9.3%5.3%-4.8%
Call IV 25d55.1%47.6%61.0%55.0%52.3%
Put IV 25d54.8%49.5%58.5%58.5%51.5%
Bid-Ask Spread %12.067.5221.0421.0413.47
Gamma HHI0.110.050.220.100.05
Net GEX2.6M243.3K6.8M243.3K927.7K
Net DEX-49.1M-109.9M-2.7M-2.7M-19.6M
Net VEX-107.6K-176.7K-29.5K-29.5K-165.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.072.420.300.42
Total Volume4,907.4741,24812,5062,5982,593
Total OI21,046.5265,07535,7795,07532,215

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-02-03$62.06$35.0055.2%15.9%479.7%34.1%54.0%3.5%-1.4%243.3K-2.7M-29.5K0.3021.04N/AN/A1,9966022,9802,095
2014-02-04$62.77$45.0052.7%15.6%479.8%30.1%57.9%3.4%-0.7%658.2K-7.2M-36.3K2.4211.25N/AN/A5811,4054,6102,654
2014-02-05$65.11$45.0053.8%15.7%479.3%31.9%58.1%1.3%-0.8%583.3K-13.1M-39.1K0.2514.50N/AN/A2,8557205,0823,940
2014-02-06$65.61$45.0053.7%15.8%478.4%31.7%55.1%2.1%1.2%1.4M-19.9M-43.2K0.137.54N/AN/A4,2435606,8624,407
2014-02-07$66.20$45.0047.3%15.4%477.5%21.6%55.1%1.9%1.2%2.6M-29.1M-44.8K0.758.80N/AN/A1,9901,4849,4724,792
2014-02-10$66.52$45.0049.8%15.5%477.4%25.6%0.0%1.0%-0.6%1.4M-19.8M-53.0K0.407.52N/AN/A1,7046757,1333,753
2014-02-11$67.49$45.0051.0%15.5%477.9%27.5%55.0%1.1%0.1%1.4M-23.0M-55.5K0.0711.49N/AN/A4,6813177,5314,291
2014-02-12$67.32$60.0050.4%15.6%478.4%26.5%54.2%0.9%0.7%2.0M-26.1M-65.7K0.0810.11N/AN/A5,05941810,6664,490
2014-02-13$69.54$58.0050.9%15.5%477.3%27.4%56.2%0.5%0.3%3.5M-52.2M-78.5K0.2410.95N/AN/A4,8961,19814,6644,763
2014-02-14$75.98$58.0055.1%15.6%476.5%34.0%54.9%0.3%1.2%2.0M-98.3M-110.3K0.1610.27N/AN/A10,4271,70117,6995,869
2014-02-18$79.55$58.0055.9%15.4%475.7%35.3%54.0%-3.0%-0.1%2.9M-107.2M-129.6K0.257.93N/AN/A9,9822,52418,8716,009
2014-02-19$76.00$58.0056.4%15.5%477.3%35.9%54.1%-4.2%-0.0%4.0M-85.1M-164.8K0.4517.11N/AN/A3,9351,77023,6978,276
2014-02-20$78.40$60.0055.0%15.6%475.8%33.8%54.0%-4.3%0.5%4.8M-109.9M-172.6K0.1810.52N/AN/A3,54663424,8859,397
2014-02-21$78.33$60.0056.0%15.6%475.5%35.4%54.5%-4.0%0.5%6.8M-108.3M-173.7K0.2317.67N/AN/A3,95592226,0519,728
2014-02-24$79.82$70.0054.9%15.6%475.6%33.6%54.2%-3.4%-1.1%4.2M-81.9M-165.7K0.2112.23N/AN/A5,5521,16719,4886,225
2014-02-25$78.73$70.0054.1%15.2%49.8%32.4%56.1%-3.3%-1.1%4.2M-68.0M-172.7K0.3315.19N/AN/A1,63254019,9687,017
2014-02-26$74.10$62.0054.9%15.5%55.8%33.7%54.3%0.3%-0.4%3.1M-31.4M-168.2K1.1911.89N/AN/A2,6153,11521,0287,403
2014-02-27$74.48$62.0052.2%15.4%55.5%29.4%60.1%0.4%-0.3%3.3M-30.9M-176.7K0.689.60N/AN/A74350522,0359,838
2014-02-28$73.63$62.0050.2%15.3%50.1%26.2%54.8%-0.8%1.6%927.7K-19.6M-165.0K0.4213.47N/AN/A1,82976422,13910,076