AGQ Options History — April 2015

In April 2015, AGQ traded between $37.08 and $43.43. ATM implied volatility averaged 52.2%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 6.4% (HV 20d: 45.9%). Max pain ranged from $40.00 to $41.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2015-04-24: Highest Volume — 5,695 contracts
  • 2015-04-28: Largest IV drop — 5.9% change
  • 2015-04-06: Highest IV Rank — 50.4%
  • 2015-04-09: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.09$37.08$43.43$43.26$38.91
Max Pain$40.29$40.00$41.00$40.00$40.00
ATM IV52.2%49.6%54.6%53.3%51.1%
Expected Move14.5%13.3%15.1%14.9%14.8%
HV 20d45.9%36.8%51.5%45.4%49.8%
HV 60d52.6%47.3%56.4%55.5%48.2%
IV Rank45.4%39.8%50.4%47.6%42.9%
IV Percentile52.7%45.6%60.7%56.7%46.8%
Term Structure0.1%-7.3%5.9%1.6%0.8%
VWIV51.5%47.3%55.8%51.4%52.8%
Skew 25d2.4%-1.8%8.8%4.7%-1.8%
Skew 10d5.0%-3.5%19.5%12.7%2.7%
Call IV 25d52.3%49.2%55.4%53.7%52.4%
Put IV 25d54.8%50.5%61.7%58.4%50.5%
Bid-Ask Spread %73.6354.84102.6988.4390.47
Gamma HHI0.150.080.800.080.09
Net GEX133.7K-2.1M584.8K519.3K148.4K
Net DEX-4.0M-13.6M2.3M-12.0M-1.2M
Net VEX-107.6K-121.6K-98.9K-121.6K-105.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.371.810.820.50
Total Volume4,184.195625,6953,0034,875
Total OI18,260.1916,02620,38217,48520,382

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$43.26$40.0053.3%14.9%45.4%47.6%51.4%4.7%1.6%519.3K-12.0M-121.6K0.8288.43N/AN/A1,6511,35211,8095,676
2015-04-02$42.19$40.0053.3%15.1%46.6%47.7%54.1%0.3%1.2%447.0K-10.3M-118.9K0.8654.84N/AN/A1,6061,37512,0285,698
2015-04-06$43.43$40.0054.6%14.4%44.7%50.4%52.8%8.8%-7.3%515.8K-13.6M-118.1K0.8158.80N/AN/A1,6991,38311,6765,273
2015-04-07$42.85$40.0053.5%14.3%44.9%48.0%51.8%1.9%-3.3%584.8K-10.9M-117.1K0.8757.30N/AN/A1,7411,51512,0705,427
2015-04-08$41.04$40.0052.5%14.7%47.7%45.9%53.4%1.6%2.4%449.0K-2.4M-99.9K1.8166.43N/AN/A20036210,8635,163
2015-04-09$39.44$41.0054.6%15.1%49.2%50.4%54.3%5.6%-0.9%303.1K-2.7M-107.5K0.8361.21N/AN/A2,1231,75412,2355,883
2015-04-10$40.82$41.0054.3%15.0%50.3%49.8%52.0%1.7%-3.6%313.0K-4.6M-101.0K0.7367.57N/AN/A2,3151,69912,3996,030
2015-04-13$39.90$40.0051.8%14.5%51.2%44.4%51.0%2.7%4.6%322.9K-3.6M-102.9K0.8761.58N/AN/A2,1571,88511,6405,715
2015-04-14$39.42$40.0051.1%14.6%51.5%43.1%49.5%4.2%5.9%129.5K-1.8M-102.5K0.5971.85N/AN/A2,9571,75111,9056,399
2015-04-15$40.00$40.0049.7%14.3%51.4%40.1%50.6%4.5%1.2%176.6K-2.7M-106.7K0.5978.15N/AN/A2,8901,69612,3926,672
2015-04-16$39.76$40.0049.6%14.2%46.5%39.8%50.4%0.6%-0.9%172.4K-2.7M-107.4K0.5876.96N/AN/A2,9381,70112,4896,700
2015-04-17$39.63$41.0050.4%14.3%46.5%41.5%47.3%2.5%2.1%151.6K-1.6M-106.3K0.5871.44N/AN/A2,9911,72112,6936,823
2015-04-20$38.25$41.0052.3%14.6%39.6%45.5%49.4%0.2%0.0%89.0K-160.5K-99.2K0.7774.27N/AN/A2,7322,09010,7035,591
2015-04-21$38.41$41.0053.2%14.0%36.8%47.3%48.9%0.3%-2.0%-82.7K625.9K-99.1K0.4963.60N/AN/A3,1461,53110,9146,587
2015-04-22$37.40$41.0053.6%14.1%37.5%48.2%49.5%1.0%-1.4%-180.6K1.8M-99.3K0.4476.62N/AN/A3,4041,48411,4366,677
2015-04-23$37.82$40.0051.3%14.6%38.1%43.5%52.7%1.8%0.2%-277.8K1.2M-103.2K0.4774.48N/AN/A3,0111,40511,8596,817
2015-04-24$37.08$40.0052.0%14.5%37.8%44.9%50.8%3.6%2.4%-2.1M2.3M-98.9K0.8978.07N/AN/A3,0082,68711,9696,893
2015-04-27$40.16$40.0053.3%14.3%49.0%47.7%55.8%1.8%-0.1%59.8K-3.2M-110.1K0.3985.73N/AN/A3,9111,52011,4306,639
2015-04-28$41.26$40.0050.2%14.9%49.3%41.1%53.4%2.4%1.2%549.0K-8.2M-119.0K0.3785.79N/AN/A3,6591,36412,8576,907
2015-04-29$40.83$40.0051.5%13.3%49.3%43.9%50.0%3.0%-2.1%479.6K-8.7M-114.7K0.47102.69N/AN/A3,1051,47413,1616,984
2015-04-30$38.91$40.0051.1%14.8%49.8%42.9%52.8%-1.8%0.8%148.4K-1.2M-105.7K0.5090.47N/AN/A3,2461,62913,2597,123