AGQ Options History — May 2017

In May 2017, AGQ traded between $32.23 and $37.31. ATM implied volatility averaged 37.2%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.5% (HV 20d: 30.7%). Max pain ranged from $36.00 to $40.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.10.

Notable Days

  • 2017-05-15: Highest Volume — 3,275 contracts
  • 2017-05-31: Largest IV spike — 7.5% change
  • 2017-05-04: Highest IV Rank — 22.0%
  • 2017-05-03: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.71$32.23$37.31$35.31$36.95
Max Pain$36.77$36.00$40.00$40.00$36.00
ATM IV37.2%33.9%42.6%42.2%37.1%
Expected Move10.8%9.6%12.7%12.6%10.8%
HV 20d30.7%25.3%36.5%28.4%32.1%
HV 60d33.4%31.8%35.1%32.8%31.8%
IV Rank7.7%0.0%22.0%20.9%8.7%
IV Percentile7.4%0.0%22.2%19.8%10.3%
Term Structure0.5%-4.1%2.0%-4.1%-0.8%
VWIV38.1%33.8%45.6%44.2%38.3%
Skew 25d-0.0%-3.4%5.4%5.4%-3.1%
Skew 10d0.1%-8.6%23.1%23.1%-8.6%
Call IV 25d38.4%35.3%43.0%39.1%39.2%
Put IV 25d38.3%33.5%46.3%44.5%36.1%
Bid-Ask Spread %33.5418.2180.0564.2818.50
Gamma HHI0.120.080.230.090.11
Net GEX20.1K-141.5K185.1K-38.0K170.7K
Net DEX2.7M-2.4M6.6M4.2M-1.5M
Net VEX-23.9K-29.5K-18.9K-22.4K-28.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.931.371.190.99
Total Volume2,908.8182,4003,2752,5432,554
Total OI9,5398,19810,6218,1989,958

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$35.31$40.0042.2%12.6%28.4%20.9%44.2%5.4%-4.1%-38.0K4.2M-22.4K1.1964.28N/AN/A1,1601,3834,4533,745
2017-05-02$35.05$40.0039.0%11.8%28.3%12.3%41.4%0.6%-0.5%-57.4K4.9M-21.0K1.2539.85N/AN/A1,0671,3334,5453,853
2017-05-03$33.77$40.0041.3%12.7%29.3%18.6%45.6%2.1%0.6%-64.7K5.5M-20.6K1.1780.05N/AN/A1,2421,4564,6103,866
2017-05-04$32.89$38.0042.6%12.5%29.7%22.0%41.3%3.4%0.4%-82.0K6.4M-20.2K1.2037.76N/AN/A1,2221,4654,7784,144
2017-05-05$33.11$37.0041.8%11.9%30.3%20.0%42.0%3.0%-0.5%-90.6K6.3M-19.9K1.2337.98N/AN/A1,3381,6464,9044,183
2017-05-08$32.86$37.0040.0%11.6%29.8%14.9%41.8%1.6%0.3%-109.5K6.2M-19.9K1.2723.38N/AN/A1,2731,6134,6994,209
2017-05-09$32.23$37.0037.0%11.3%29.9%6.7%38.1%0.4%1.9%-120.8K6.6M-18.9K1.1525.47N/AN/A1,4001,6134,9394,276
2017-05-10$32.53$36.0035.0%10.3%25.3%1.2%35.6%0.6%1.0%-141.5K6.0M-20.1K1.1623.81N/AN/A1,3561,5765,2044,386
2017-05-11$32.95$36.0034.8%10.2%25.4%0.8%36.0%0.3%1.7%-118.8K5.5M-20.4K1.0321.16N/AN/A1,4821,5315,3024,410
2017-05-12$33.38$36.0034.9%10.3%25.7%1.1%37.4%0.1%1.4%-95.9K4.5M-21.7K0.9419.02N/AN/A1,6721,5655,4734,421
2017-05-15$34.15$36.0035.4%10.2%28.0%2.4%34.7%-0.6%2.0%-31.1K3.2M-22.6K0.9741.11N/AN/A1,6641,6115,3854,151
2017-05-16$34.94$36.0034.3%9.9%30.1%0.0%34.3%-0.6%0.1%50.1K2.2M-23.2K1.0736.85N/AN/A1,5561,6585,7044,281
2017-05-17$35.20$36.0036.4%10.4%30.2%5.7%36.9%-0.2%0.6%79.7K1.3M-27.6K1.0369.06N/AN/A1,4361,4805,8354,387
2017-05-18$34.14$36.0036.3%10.4%31.3%5.3%35.8%-2.1%0.2%48.7K3.0M-24.9K0.9854.19N/AN/A1,5161,4905,9744,446
2017-05-19$35.00$36.0036.0%10.3%33.4%4.6%36.9%-1.4%-0.3%151.8K1.7M-26.8K0.9322.70N/AN/A1,6631,5436,0984,523
2017-05-22$36.25$36.0038.0%10.6%36.5%10.1%38.4%0.9%0.6%101.6K-624.8K-27.2K0.9418.78N/AN/A1,5301,4315,1453,989
2017-05-23$35.84$36.0037.6%10.6%34.8%8.9%37.2%-3.4%-0.1%118.4K-307.7K-27.8K1.1919.64N/AN/A1,3531,6045,3764,207
2017-05-24$36.40$36.0035.2%10.1%35.3%2.6%37.6%-2.3%2.0%139.8K-710.1K-28.5K1.3729.44N/AN/A1,1691,5965,5494,405
2017-05-25$36.24$36.0034.1%9.7%34.4%0.0%33.8%-2.1%1.3%171.2K-844.4K-28.8K1.2618.33N/AN/A1,2531,5795,6024,413
2017-05-26$37.07$36.0033.9%9.6%35.3%0.0%34.9%-2.1%1.3%185.1K-2.4M-29.5K0.9918.26N/AN/A1,5801,5725,7654,437
2017-05-30$37.31$36.0034.5%10.1%32.0%1.7%35.5%-1.5%1.5%176.4K-1.4M-24.1K1.0118.21N/AN/A1,3771,3865,6544,174
2017-05-31$36.95$36.0037.1%10.8%32.1%8.7%38.3%-3.1%-0.8%170.7K-1.5M-28.9K0.9918.50N/AN/A1,2851,2695,7224,236