AGQ Options History — April 2016

In April 2016, AGQ traded between $30.81 and $43.58. ATM implied volatility averaged 54.2%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 2.9% (HV 20d: 51.3%). Max pain ranged from $32.00 to $35.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2016-04-11: Highest Volume — 4,520 contracts
  • 2016-04-19: Largest IV spike — 15.8% change
  • 2016-04-21: Highest IV Rank — 76.7%
  • 2016-04-25: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.70$30.81$43.58$31.40$43.58
Max Pain$33.57$32.00$35.50$32.50$35.50
ATM IV54.2%44.2%62.9%48.0%59.2%
Expected Move15.7%11.4%18.6%11.4%17.6%
HV 20d51.3%42.4%59.0%52.9%42.4%
HV 60d48.3%46.8%50.2%48.2%48.5%
IV Rank47.7%14.3%76.7%27.0%64.4%
IV Percentile62.1%3.2%96.8%25.8%88.1%
Term Structure-1.3%-10.2%5.3%-4.1%1.1%
VWIV54.9%43.5%63.5%43.5%57.4%
Skew 25d-6.1%-10.1%-1.6%-6.3%-6.2%
Skew 10d-12.0%-24.4%-3.2%-4.7%-8.8%
Call IV 25d59.1%46.3%70.8%49.3%66.7%
Put IV 25d53.0%43.0%61.9%43.0%60.5%
Bid-Ask Spread %68.3655.1994.7694.7674.55
Gamma HHI0.090.050.220.110.07
Net GEX289.6K34.4K783.7K41.8K381.4K
Net DEX-10.3M-23.7M652.9K652.9K-23.7M
Net VEX-78.4K-95.7K-60.3K-63.5K-95.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.430.930.840.47
Total Volume3,667.1432,9564,5203,7344,241
Total OI14,755.57113,11316,38714,41316,173

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$31.40$32.5048.0%11.4%52.9%27.0%43.5%-6.3%-4.1%41.8K652.9K-63.5K0.8494.76N/AN/A2,0281,7069,5574,856
2016-04-04$30.81$33.0047.3%13.9%51.6%24.6%49.0%-3.9%-6.2%34.4K490.3K-61.6K0.9165.67N/AN/A1,6571,5118,3274,786
2016-04-05$31.64$32.0044.9%13.5%52.1%16.6%48.0%-6.2%-0.5%44.7K-403.4K-64.8K0.6063.31N/AN/A2,4021,4428,4334,909
2016-04-06$31.35$32.0045.1%13.5%50.3%17.5%48.8%-3.4%1.4%149.4K96.3K-60.3K0.6178.62N/AN/A2,4441,4829,3324,984
2016-04-07$31.98$33.0048.0%13.8%50.9%27.0%48.7%-8.6%2.5%292.4K-1.8M-66.0K0.9265.79N/AN/A1,5391,4179,4724,984
2016-04-08$32.61$33.0044.2%13.8%49.4%14.3%46.9%-1.9%-0.6%49.1K-2.1M-63.8K0.9365.96N/AN/A1,6531,5419,5724,974
2016-04-11$34.98$33.0049.0%15.0%55.4%30.3%53.8%-1.6%5.3%178.5K-6.0M-67.8K0.5057.74N/AN/A3,0121,5088,4274,808
2016-04-12$36.18$33.0053.1%15.9%56.5%44.0%53.7%-4.0%3.8%498.2K-11.4M-74.9K0.6658.17N/AN/A2,2591,49310,0865,016
2016-04-13$36.30$33.0054.5%15.5%55.3%48.8%56.0%-5.9%1.9%595.8K-13.2M-80.1K0.7461.49N/AN/A2,1961,62010,7115,219
2016-04-14$35.83$33.0054.0%14.9%53.7%47.1%53.2%-6.6%-2.7%783.7K-12.1M-77.7K0.8159.29N/AN/A2,0631,66810,8055,395
2016-04-15$36.32$33.0051.2%14.3%51.6%37.6%50.5%-2.9%0.5%245.0K-13.6M-78.0K0.8866.59N/AN/A2,0891,83310,8275,560
2016-04-18$36.18$34.0052.1%14.9%50.9%40.5%52.3%-7.1%-1.3%261.7K-8.8M-78.2K0.8862.35N/AN/A1,8621,6479,1384,427
2016-04-19$39.44$34.0060.3%17.4%59.0%68.1%60.3%-7.0%-10.2%276.8K-14.5M-85.0K0.7455.19N/AN/A2,4031,7879,3064,671
2016-04-20$39.68$34.0059.5%17.0%59.0%65.2%61.8%-5.0%-3.0%318.6K-15.5M-89.3K0.8260.68N/AN/A2,0951,7099,8124,881
2016-04-21$39.78$34.0062.9%18.1%48.1%76.7%63.5%-6.4%-1.9%292.9K-15.7M-91.9K0.6772.85N/AN/A2,0461,37310,0295,118
2016-04-22$39.51$34.0059.9%17.3%48.1%66.8%61.3%-9.5%-4.7%248.9K-15.7M-91.5K0.6470.76N/AN/A2,2531,43810,2605,304
2016-04-25$39.66$34.0061.9%18.6%48.1%73.3%62.5%-8.8%-1.2%265.2K-13.6M-89.1K0.4966.52N/AN/A2,1711,0559,6634,841
2016-04-26$40.19$35.0062.1%18.0%48.0%73.9%56.0%-7.7%-3.4%286.9K-14.2M-88.7K0.5075.24N/AN/A2,1581,0829,7664,960
2016-04-27$40.69$35.0062.0%17.3%46.8%73.6%62.6%-10.1%-1.5%359.3K-15.4M-89.3K0.5386.01N/AN/A2,1161,11810,0545,029
2016-04-28$42.63$35.0059.3%18.0%47.9%64.7%63.0%-8.3%-3.0%476.8K-19.5M-89.7K0.4374.01N/AN/A2,7161,17710,2805,115
2016-04-29$43.58$35.5059.2%17.6%42.4%64.4%57.4%-6.2%1.1%381.4K-23.7M-95.7K0.4774.55N/AN/A2,8901,35110,9615,212