AGQ Options History — August 2017

In August 2017, AGQ traded between $31.99 and $37.33. ATM implied volatility averaged 37.9%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 0.5% (HV 20d: 38.4%). Max pain ranged from $32.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.71.

Notable Days

2017-08-17: Highest Volume — 3,619 contracts
2017-08-30: Largest IV drop — 9.2% change
2017-08-28: Highest IV Rank — 40.7%
2017-08-28: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.70	$31.99	$37.33	$33.98	$37.33
Max Pain	$33.87	$32.00	$35.00	$32.00	$35.00
ATM IV	37.9%	33.9%	41.9%	36.3%	37.2%
Expected Move	10.9%	10.1%	12.0%	10.4%	10.7%
HV 20d	38.4%	32.0%	43.5%	34.7%	43.2%
HV 60d	35.0%	31.8%	37.0%	31.8%	37.0%
IV Rank	27.6%	14.2%	40.7%	22.2%	25.3%
IV Percentile	27.5%	3.6%	49.2%	16.3%	25.8%
Term Structure	1.8%	-0.6%	3.5%	-0.6%	2.9%
VWIV	38.3%	34.6%	43.0%	36.1%	35.5%
Skew 25d	-2.9%	-6.4%	-0.2%	-1.5%	-2.0%
Skew 10d	-6.4%	-9.6%	-2.2%	-3.1%	-5.5%
Call IV 25d	40.9%	35.8%	46.5%	37.3%	39.9%
Put IV 25d	38.0%	35.3%	41.0%	35.8%	37.9%
Bid-Ask Spread %	22.13	15.09	35.59	17.90	19.18
Gamma HHI	0.15	0.09	0.38	0.14	0.11
Net GEX	256.4K	74.0K	493.1K	155.8K	321.0K
Net DEX	-3.7M	-7.4M	1.2M	-1.8M	-7.0M
Net VEX	-31.0K	-35.2K	-24.4K	-29.3K	-35.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.38	0.94	0.65	0.72
Total Volume	2,196.739	1,518	3,619	1,985	2,128
Total OI	10,554.304	9,410	12,102	9,410	11,460

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-08-01	$33.98	$32.00	36.3%	10.4%	34.7%	22.2%	36.1%	-1.5%	-0.6%	155.8K	-1.8M	-29.3K	0.65	17.90	N/A	N/A	1,204	781	5,753	3,657
2017-08-02	$33.34	$32.00	36.2%	10.4%	35.0%	22.0%	34.6%	-1.4%	-0.5%	139.5K	-1.2M	-28.1K	0.57	24.90	N/A	N/A	1,182	679	5,800	3,673
2017-08-03	$33.68	$35.00	34.7%	10.3%	35.0%	17.0%	35.9%	-1.7%	2.9%	140.5K	-1.1M	-28.3K	0.89	22.69	N/A	N/A	802	716	5,822	3,756
2017-08-04	$32.09	$35.00	33.9%	10.1%	32.4%	14.2%	36.5%	-1.3%	1.7%	84.9K	1.0M	-26.1K	0.81	21.03	N/A	N/A	872	709	5,860	3,776
2017-08-07	$31.99	$35.00	34.4%	10.1%	32.2%	16.0%	35.3%	-0.5%	2.0%	74.0K	1.2M	-24.4K	0.75	15.09	N/A	N/A	1,043	784	5,940	3,796
2017-08-08	$32.54	$35.00	35.6%	10.1%	32.0%	20.0%	35.3%	-0.2%	2.2%	112.5K	373.0K	-24.9K	0.82	16.20	N/A	N/A	874	717	6,098	3,852
2017-08-09	$34.55	$35.00	36.3%	10.4%	37.7%	22.3%	36.4%	-1.5%	1.7%	230.7K	-3.2M	-28.6K	0.74	19.76	N/A	N/A	964	716	6,224	3,911
2017-08-10	$35.30	$35.00	38.0%	10.9%	35.6%	27.8%	39.7%	-2.1%	1.8%	257.5K	-4.9M	-30.1K	0.89	24.03	N/A	N/A	1,121	1,001	6,336	3,937
2017-08-11	$35.35	$35.00	37.5%	10.8%	34.5%	26.4%	38.0%	-4.2%	2.7%	251.1K	-5.0M	-32.4K	0.64	33.48	N/A	N/A	1,501	964	6,623	4,302
2017-08-14	$35.16	$35.00	36.4%	10.4%	34.4%	22.6%	34.9%	-3.7%	1.9%	244.0K	-4.2M	-29.9K	0.38	35.59	N/A	N/A	2,585	975	6,456	4,354
2017-08-15	$33.57	$34.00	37.6%	10.8%	38.4%	26.8%	38.8%	-4.4%	1.8%	411.9K	-3.5M	-29.2K	0.89	19.67	N/A	N/A	1,150	1,023	7,536	4,399
2017-08-16	$35.22	$34.00	40.1%	11.5%	41.7%	34.9%	43.0%	-4.1%	-0.6%	402.1K	-7.3M	-30.9K	0.50	28.17	N/A	N/A	2,037	1,021	7,645	4,410
2017-08-17	$35.03	$33.00	40.3%	11.6%	41.9%	35.7%	40.4%	-3.6%	1.3%	370.5K	-7.4M	-32.2K	0.39	22.60	N/A	N/A	2,595	1,024	7,676	4,426
2017-08-18	$35.00	$33.00	40.7%	11.7%	41.0%	37.0%	41.3%	-3.9%	1.8%	493.1K	-4.9M	-32.4K	0.49	33.96	N/A	N/A	2,280	1,117	7,022	4,463
2017-08-21	$34.82	$33.00	40.4%	11.6%	41.0%	35.9%	42.1%	-4.9%	3.0%	207.7K	-3.0M	-32.5K	0.63	19.46	N/A	N/A	1,145	723	6,058	3,594
2017-08-22	$34.84	$33.00	39.1%	11.2%	41.0%	31.7%	40.8%	-1.2%	2.2%	255.8K	-3.4M	-33.4K	0.67	19.89	N/A	N/A	1,132	760	6,472	3,657
2017-08-23	$35.18	$33.00	39.1%	11.2%	40.6%	31.5%	40.6%	-3.1%	2.6%	265.0K	-4.1M	-33.5K	0.86	17.95	N/A	N/A	868	747	6,537	3,706
2017-08-24	$34.62	$33.00	39.4%	11.3%	40.9%	32.4%	39.5%	-5.0%	1.8%	262.5K	-3.3M	-33.5K	0.94	18.24	N/A	N/A	819	767	6,629	3,759
2017-08-25	$35.11	$33.00	38.7%	11.1%	40.8%	30.3%	40.4%	-2.2%	3.2%	290.4K	-3.9M	-33.5K	0.92	25.07	N/A	N/A	912	840	6,685	3,793
2017-08-28	$36.74	$33.00	41.9%	12.0%	43.5%	40.7%	39.0%	-4.2%	0.1%	320.3K	-6.9M	-33.9K	0.75	15.99	N/A	N/A	1,479	1,116	6,795	3,900
2017-08-29	$36.25	$34.00	40.9%	11.7%	43.5%	37.4%	38.6%	-6.4%	1.1%	285.9K	-5.5M	-35.2K	0.65	22.22	N/A	N/A	1,413	917	6,872	4,144
2017-08-30	$36.44	$34.00	37.1%	10.6%	42.7%	24.9%	38.9%	-2.7%	3.5%	321.0K	-5.8M	-35.1K	0.73	16.03	N/A	N/A	1,344	978	6,995	4,190
2017-08-31	$37.33	$35.00	37.2%	10.7%	43.2%	25.3%	35.5%	-2.0%	2.9%	321.0K	-7.0M	-35.2K	0.72	19.18	N/A	N/A	1,239	889	7,068	4,392