AGQ Options History — April 2017

In April 2017, AGQ traded between $36.74 and $42.63. ATM implied volatility averaged 40.9%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 14.2% (HV 20d: 26.7%). Max pain ranged from $38.00 to $41.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.12.

Notable Days

  • 2017-04-10: Highest Volume — 3,213 contracts
  • 2017-04-07: Largest IV spike — 44.8% change
  • 2017-04-07: Highest IV Rank — 54.1%
  • 2017-04-07: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.37$36.74$42.63$41.24$36.74
Max Pain$40.21$38.00$41.00$38.00$40.00
ATM IV40.9%36.4%54.3%37.5%41.5%
Expected Move11.6%10.1%15.5%10.2%11.3%
HV 20d26.7%23.3%33.3%33.3%26.4%
HV 60d32.8%31.9%33.5%32.8%31.9%
IV Rank17.4%5.1%54.1%8.1%19.1%
IV Percentile16.0%2.8%78.2%4.0%17.1%
Term Structure0.4%-2.3%7.0%0.8%-1.7%
VWIV40.7%35.7%47.0%35.7%38.5%
Skew 25d-1.2%-13.5%2.1%-1.5%2.1%
Skew 10d-3.1%-26.5%6.0%-4.9%6.0%
Call IV 25d41.8%37.1%50.6%39.4%39.6%
Put IV 25d40.6%36.8%43.9%37.9%41.7%
Bid-Ask Spread %67.9747.70104.21100.4048.11
Gamma HHI0.120.080.180.110.08
Net GEX275.9K-6.5K548.1K300.0K-6.5K
Net DEX-2.7M-8.5M4.0M-4.7M4.0M
Net VEX-31.1K-35.8K-24.5K-33.2K-24.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.781.421.291.17
Total Volume2,622.2112,3243,2132,3242,761
Total OI8,540.1057,6529,4057,8268,479

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$41.24$38.0037.5%10.2%33.3%8.1%35.7%-1.5%0.8%300.0K-4.7M-33.2K1.29100.40N/AN/A1,0141,3104,5093,317
2017-04-04$41.65$38.0036.9%10.2%30.7%6.3%36.0%-1.6%1.8%340.1K-5.6M-33.0K1.2593.92N/AN/A1,0381,3024,6853,343
2017-04-05$41.50$38.0036.4%10.1%28.1%5.1%35.9%-1.6%1.3%369.0K-5.0M-32.4K1.4299.65N/AN/A9891,4034,6833,372
2017-04-06$41.33$40.0037.5%11.1%24.2%8.2%40.3%-0.3%-2.3%320.6K-4.7M-32.5K1.2460.98N/AN/A1,1351,4124,7213,475
2017-04-07$40.29$40.0054.3%15.5%26.8%54.1%47.0%-13.5%7.0%241.4K-2.9M-34.5K1.30104.21N/AN/A1,1281,4704,9163,481
2017-04-10$39.99$40.0045.0%11.9%26.8%28.6%42.0%-1.7%-1.3%288.1K-2.0M-32.5K0.7862.28N/AN/A1,8021,4114,8553,458
2017-04-11$41.51$41.0042.6%12.3%28.4%22.1%44.6%-1.0%1.0%418.5K-5.3M-34.8K1.0874.35N/AN/A1,3431,4525,2093,655
2017-04-12$42.01$41.0041.8%11.9%23.4%19.8%42.6%-0.1%-0.8%548.1K-7.0M-35.8K1.2247.70N/AN/A1,1521,4075,3373,721
2017-04-13$42.46$41.0042.9%12.3%23.3%22.9%43.6%-0.9%0.8%384.1K-8.5M-35.2K1.0662.37N/AN/A1,2381,3085,3853,751
2017-04-17$42.63$41.0042.8%12.3%23.3%22.5%44.1%-1.9%-1.1%424.3K-7.1M-34.2K0.9465.64N/AN/A1,2351,1665,1653,554
2017-04-18$41.69$41.0042.6%12.1%25.4%22.0%45.1%-2.1%0.4%471.6K-4.9M-32.3K1.0869.20N/AN/A1,2531,3565,3373,649
2017-04-19$40.81$41.0041.1%11.8%26.8%17.9%43.1%-0.1%0.1%444.1K-3.8M-32.9K0.8850.04N/AN/A1,4271,2525,4773,793
2017-04-20$40.27$41.0042.1%12.1%27.4%20.8%43.7%0.1%0.8%420.6K-1.6M-30.8K0.8261.94N/AN/A1,6211,3305,5753,830
2017-04-21$39.84$41.0041.9%12.1%27.7%20.2%42.8%-1.3%0.1%106.6K117.3K-29.4K0.8859.72N/AN/A1,5871,4045,4793,922
2017-04-24$39.75$41.0038.6%11.2%27.2%11.2%37.8%0.6%-1.3%85.4K217.8K-26.7K1.1872.15N/AN/A1,1041,3084,2103,442
2017-04-25$38.37$41.0036.4%10.4%26.1%5.1%37.3%1.7%1.9%54.5K1.8M-25.9K1.2857.08N/AN/A1,1151,4264,3673,571
2017-04-26$37.94$40.0036.7%10.8%26.2%6.0%36.0%0.3%0.5%21.7K2.7M-25.4K1.1949.10N/AN/A1,1571,3824,4433,722
2017-04-27$37.08$40.0038.5%11.0%26.5%11.0%38.3%0.5%-0.3%9.4K3.4M-24.8K1.2152.52N/AN/A1,1881,4364,5453,829
2017-04-28$36.74$40.0041.5%11.3%26.4%19.1%38.5%2.1%-1.7%-6.5K4.0M-24.5K1.1748.11N/AN/A1,2731,4884,5723,907