AGQ Options History — August 2014

In August 2014, AGQ traded between $59.95 and $66.23. ATM implied volatility averaged 35.1%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 4.8% (HV 20d: 30.3%). Max pain ranged from $62.00 to $65.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2014-08-15: Highest Volume — 1,650 contracts
  • 2014-08-15: Largest IV drop — 9.2% change
  • 2014-08-05: Highest IV Rank — 12.3%
  • 2014-08-08: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.32$59.95$66.23$66.23$60.51
Max Pain$64.29$62.00$65.00$62.00$65.00
ATM IV35.1%32.9%38.2%36.0%33.8%
Expected Move11.5%11.0%12.4%12.2%11.0%
HV 20d30.3%21.1%39.5%36.7%21.5%
HV 60d33.6%32.6%34.9%34.0%32.6%
IV Rank7.1%3.5%12.3%8.5%5.0%
IV Percentile3.8%1.2%8.3%3.6%3.6%
Term Structure-0.1%-3.7%3.8%3.8%2.3%
VWIV41.1%37.9%46.2%37.9%38.9%
Skew 25d-0.7%-5.5%2.5%-1.4%-1.3%
Skew 10d-1.3%-7.2%14.6%14.6%-3.1%
Call IV 25d36.3%32.1%39.7%39.6%35.8%
Put IV 25d35.7%31.9%39.0%38.2%34.5%
Bid-Ask Spread %22.0214.8841.6641.6621.40
Gamma HHI0.090.050.200.090.16
Net GEX434.4K-1.1M1.1M622.0K867.5K
Net DEX-4.8M-17.9M4.5M-15.6M-1.7M
Net VEX-201.3K-243.1K-179.4K-243.1K-182.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.192.030.340.68
Total Volume869.9523501,650684914
Total OI26,52220,97631,93731,93724,053

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-08-01$66.23$62.0036.0%12.2%36.7%8.5%37.9%-1.4%3.8%622.0K-15.6M-243.1K0.3441.66N/AN/A51017420,14111,796
2014-08-04$65.38$62.0035.6%11.9%36.7%8.0%41.2%0.9%-2.6%947.3K-17.9M-229.1K0.8519.77N/AN/A61752518,4819,654
2014-08-05$62.91$65.0038.2%11.8%38.5%12.3%40.5%0.7%0.3%64.7K-4.4M-216.2K0.5324.88N/AN/A80442618,92310,104
2014-08-06$64.27$62.0037.8%11.8%39.5%11.6%42.7%-1.2%-1.4%446.1K-10.2M-224.6K0.5514.88N/AN/A58832419,41410,311
2014-08-07$63.92$63.0035.5%11.3%38.0%7.8%0.0%-5.5%-1.4%321.9K-8.0M-222.6K1.1327.14N/AN/A17119419,78110,523
2014-08-08$63.82$63.0036.6%12.4%37.8%9.6%44.5%0.7%-0.9%159.2K-7.0M-215.8K1.2328.78N/AN/A26832919,84310,655
2014-08-11$64.21$63.0035.7%11.9%34.7%8.0%41.4%1.0%0.4%480.0K-10.7M-214.6K0.5020.94N/AN/A99249518,7199,800
2014-08-12$63.76$65.0036.5%11.7%34.2%9.4%41.4%-0.1%-1.6%658.8K-8.9M-213.0K1.0715.95N/AN/A26728719,52410,160
2014-08-13$62.94$65.0035.5%11.5%34.3%7.7%42.1%-1.1%-0.7%288.7K-4.9M-207.5K0.9123.39N/AN/A45040919,71810,369
2014-08-14$63.34$65.0037.4%11.5%30.3%10.8%41.7%-1.3%-3.7%1.0M-5.6M-201.1K0.6016.65N/AN/A22913819,49810,142
2014-08-15$61.56$65.0033.9%11.6%30.3%5.2%41.5%2.5%0.6%-1.1M4.5M-191.4K1.0819.66N/AN/A79585519,54210,185
2014-08-18$61.84$65.0034.1%11.5%30.1%5.4%39.1%-0.7%1.1%329.8K-3.9M-188.9K0.1916.95N/AN/A1,27224413,9876,989
2014-08-19$60.70$65.0033.0%11.1%30.3%3.6%0.0%-1.2%1.1%566.2K-1.5M-184.5K2.0319.66N/AN/A36574215,0197,182
2014-08-20$60.87$65.0033.6%11.1%30.4%4.6%40.1%-0.4%0.1%464.0K-860.9K-190.4K0.6915.46N/AN/A30821115,2087,854
2014-08-21$60.55$65.0033.8%11.1%25.1%5.0%0.0%-0.7%0.5%388.1K1.0M-185.5K0.7722.91N/AN/A23117715,4728,005
2014-08-22$60.66$65.0032.9%11.2%21.1%3.5%46.2%-2.3%1.5%211.3K1.9M-185.4K0.7422.20N/AN/A69051415,5728,085
2014-08-25$59.95$65.0034.5%11.1%21.2%6.2%39.3%0.9%1.7%312.2K708.3K-179.4K0.7027.90N/AN/A58340914,6727,497
2014-08-26$60.11$65.0034.9%11.2%21.4%6.8%0.0%0.6%-1.6%447.3K-1.6M-183.4K0.6419.66N/AN/A54734915,0757,766
2014-08-27$60.39$65.0034.2%11.1%21.7%5.7%38.7%-2.2%-1.1%569.6K-280.0K-181.4K0.3319.52N/AN/A2638715,5197,973
2014-08-28$60.83$65.0033.0%11.1%21.5%3.6%38.9%-1.5%-0.0%1.1M-5.0M-187.0K0.9023.06N/AN/A27224415,7258,026
2014-08-29$60.51$65.0033.8%11.0%21.5%5.0%0.0%-1.3%2.3%867.5K-1.7M-182.6K0.6821.40N/AN/A54536915,9028,151