AGQ Options History — July 2017

In July 2017, AGQ traded between $29.53 and $34.43. ATM implied volatility averaged 38.1%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 0.8% (HV 20d: 37.2%). Max pain ranged from $31.00 to $35.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.59.

Notable Days

  • 2017-07-19: Highest Volume — 2,591 contracts
  • 2017-07-07: Largest IV spike — 21.3% change
  • 2017-07-10: Highest IV Rank — 54.2%
  • 2017-07-10: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.02$29.53$34.43$31.95$34.43
Max Pain$33.05$31.00$35.00$35.00$31.00
ATM IV38.1%34.3%48.1%34.3%36.2%
Expected Move10.8%9.8%12.5%9.8%10.4%
HV 20d37.2%28.3%41.0%29.3%40.5%
HV 60d32.5%30.8%33.8%31.1%31.7%
IV Rank26.3%11.4%54.2%11.4%22.1%
IV Percentile22.6%5.2%69.0%5.2%15.5%
Term Structure0.1%-1.7%2.8%2.8%0.1%
VWIV38.3%35.2%44.5%35.2%36.8%
Skew 25d-2.4%-4.0%-0.8%-2.7%-3.2%
Skew 10d-4.2%-6.7%-1.6%-1.6%-5.4%
Call IV 25d40.1%37.2%45.9%37.4%39.2%
Put IV 25d37.7%34.5%43.4%34.7%36.0%
Bid-Ask Spread %22.2814.3856.4818.7814.38
Gamma HHI0.080.060.110.080.08
Net GEX53.5K-15.2K137.1K23.0K137.1K
Net DEX1.5M-1.9M5.1M3.5M-1.9M
Net VEX-26.1K-28.7K-21.0K-22.9K-28.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.350.790.640.69
Total Volume2,004.11,3882,5911,5692,002
Total OI9,371.457,71410,9967,7148,880

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$31.95$35.0034.3%9.8%29.3%11.4%35.2%-2.7%2.8%23.0K3.5M-22.9K0.6418.78N/AN/A9576124,4953,219
2017-07-05$31.46$35.0037.8%10.8%28.3%19.8%38.3%-2.8%-1.7%-4.6K4.0M-21.7K0.5341.05N/AN/A1,0145364,6133,348
2017-07-06$31.35$35.0035.1%10.3%28.4%13.3%37.5%-0.8%0.1%14.2K3.7M-24.1K0.6522.57N/AN/A8425464,9803,501
2017-07-07$29.53$35.0042.6%12.0%33.5%38.0%42.8%-0.8%-1.4%-15.2K5.1M-21.0K0.7924.09N/AN/A9837735,0163,516
2017-07-10$29.98$34.0048.1%12.5%34.6%54.2%44.5%-2.5%-0.7%8084.4M-24.3K0.5027.89N/AN/A1,5277585,3563,820
2017-07-11$30.62$33.0044.2%11.9%35.0%42.7%42.2%-1.8%-0.4%47.0K2.7M-26.2K0.5118.04N/AN/A1,7038675,9753,833
2017-07-12$31.00$33.0040.0%11.5%35.6%33.4%41.0%-1.7%-0.4%62.3K2.0M-27.4K0.6719.67N/AN/A1,2748526,1534,030
2017-07-13$30.07$33.0038.1%10.9%36.6%27.3%38.7%-2.6%-0.3%32.4K3.7M-24.8K0.5520.78N/AN/A1,5608565,9694,039
2017-07-14$31.05$33.0037.2%10.7%39.1%25.1%37.6%-1.9%0.1%41.1K2.7M-26.4K0.5821.46N/AN/A1,5098786,1334,138
2017-07-17$31.68$33.0037.8%10.8%40.1%27.2%38.0%-1.9%0.3%61.9K1.8M-26.7K0.4618.49N/AN/A1,5987376,2784,169
2017-07-18$32.32$33.0037.3%10.7%40.2%25.7%38.7%-2.9%0.3%79.5K796.7K-27.6K0.3516.31N/AN/A1,8346506,3654,182
2017-07-19$32.34$33.0036.1%10.4%40.3%21.7%38.0%-1.8%-0.0%74.7K146.3K-26.8K0.4316.79N/AN/A1,8177746,6974,194
2017-07-20$32.35$33.0036.0%10.3%40.2%21.4%36.7%-1.9%-0.2%59.6K13.9K-26.6K0.4923.78N/AN/A1,6618206,6924,212
2017-07-21$33.22$33.0035.8%10.3%41.0%20.7%36.4%-3.3%0.5%-3.8K-1.1M-27.4K0.5215.01N/AN/A1,5517996,7494,247
2017-07-24$33.04$33.0037.0%10.6%40.6%24.5%37.9%-2.6%0.6%58.8K736.0K-27.3K0.7715.01N/AN/A7906084,6463,518
2017-07-25$32.99$33.0037.0%10.6%40.3%24.7%35.5%-3.6%0.3%65.9K638.2K-27.7K0.5816.47N/AN/A1,0536134,7603,535
2017-07-26$33.67$31.0039.0%11.2%40.6%31.1%36.4%-4.0%1.0%104.1K-885.8K-28.3K0.7056.48N/AN/A9546665,0993,508
2017-07-27$33.39$31.0036.5%10.5%40.4%23.1%37.2%-2.4%0.7%105.4K-777.3K-28.6K0.7021.55N/AN/A9546675,1693,531
2017-07-28$33.93$31.0035.3%10.1%40.2%19.1%36.1%-2.7%0.7%125.4K-1.5M-28.7K0.7316.91N/AN/A8626255,3363,528
2017-07-31$34.43$31.0036.2%10.4%40.5%22.1%36.8%-3.2%0.1%137.1K-1.9M-28.4K0.6914.38N/AN/A1,1858175,3293,551