AGQ Options History — October 2017

In October 2017, AGQ traded between $32.88 and $36.12. ATM implied volatility averaged 33.8%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 4.5% (HV 20d: 29.3%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.64.

Notable Days

  • 2017-10-12: Highest Volume — 2,450 contracts
  • 2017-10-09: Largest IV spike — 12.5% change
  • 2017-10-12: Highest IV Rank — 19.6%
  • 2017-10-10: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.28$32.88$36.12$32.88$33.27
Max Pain$34.23$33.00$35.00$35.00$34.00
ATM IV33.8%31.3%35.5%34.2%33.5%
Expected Move9.7%9.4%10.3%9.8%9.6%
HV 20d29.3%24.9%33.1%33.1%25.6%
HV 60d34.7%33.5%35.6%35.6%33.6%
IV Rank14.0%5.7%19.6%15.3%12.9%
IV Percentile7.8%0.4%19.0%6.0%6.3%
Term Structure1.5%0.2%2.6%1.3%1.2%
VWIV35.3%33.4%38.9%35.4%35.8%
Skew 25d-2.4%-3.8%-1.4%-3.4%-1.9%
Skew 10d-5.1%-8.0%0.1%-8.0%-3.5%
Call IV 25d36.6%34.5%39.3%37.2%36.6%
Put IV 25d34.2%32.7%36.0%33.8%34.8%
Bid-Ask Spread %42.8917.5473.1123.0121.95
Gamma HHI0.230.090.470.290.10
Net GEX280.0K55.8K665.7K206.6K55.8K
Net DEX-506.0K-4.2M1.5M1.3M1.5M
Net VEX-25.5K-31.0K-21.6K-25.8K-22.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.311.250.851.06
Total Volume1,5761,0642,4501,2191,337
Total OI9,429.7737,27810,6809,4957,986

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$32.88$35.0034.2%9.8%33.1%15.3%35.4%-3.4%1.3%206.6K1.3M-25.8K0.8523.01N/AN/A6595606,3023,193
2017-10-03$33.03$35.0032.9%9.4%31.7%11.1%34.3%-3.8%2.0%205.8K1.3M-26.2K0.7121.96N/AN/A7555386,3843,316
2017-10-04$32.99$35.0033.1%9.5%31.7%11.7%33.4%-1.4%2.2%203.9K1.5M-25.2K0.4017.96N/AN/A1,1604696,4403,329
2017-10-05$32.97$35.0032.8%9.8%29.0%10.7%34.5%-1.8%1.3%254.5K385.3K-25.8K0.4127.45N/AN/A1,1274626,9813,385
2017-10-06$33.67$35.0031.3%9.6%30.8%5.7%34.9%-1.9%2.6%318.5K-813.0K-26.5K0.3931.76N/AN/A1,2815016,9963,405
2017-10-09$34.37$35.0035.2%9.9%31.2%18.7%36.5%-1.8%0.9%416.5K-2.1M-27.1K0.4527.52N/AN/A1,2745707,0503,438
2017-10-10$34.95$33.0035.1%10.3%31.3%18.3%38.9%-2.9%1.5%489.0K-3.8M-31.0K0.3628.13N/AN/A1,4015017,1733,507
2017-10-11$35.38$33.0035.3%10.1%31.6%18.9%38.0%-3.5%1.5%544.0K-3.6M-30.7K0.4535.77N/AN/A1,3155956,8853,528
2017-10-12$35.45$34.0035.5%10.2%31.7%19.6%37.1%-3.3%1.1%566.8K-3.3M-30.9K0.3162.30N/AN/A1,8775736,8983,718
2017-10-13$36.12$34.0034.2%9.8%32.2%15.5%36.5%-2.6%1.2%499.9K-4.2M-30.4K0.3565.37N/AN/A1,4354976,4443,717
2017-10-16$35.32$34.0033.8%9.7%28.6%14.2%35.6%-2.8%2.0%516.4K-2.0M-27.0K0.3968.42N/AN/A1,5265896,4353,742
2017-10-17$34.64$34.0033.8%9.7%29.1%14.1%35.8%-2.2%1.2%374.7K-103.7K-25.0K0.5170.00N/AN/A1,1385796,5973,770
2017-10-18$34.44$35.0033.2%9.5%27.9%12.0%34.7%-2.8%1.4%268.3K560.8K-24.1K0.5471.23N/AN/A1,0625776,5333,816
2017-10-19$35.46$34.0033.8%9.7%29.2%14.0%34.0%-1.9%2.2%665.7K-2.2M-25.2K0.5473.11N/AN/A1,0815796,5953,786
2017-10-20$34.67$34.0033.6%9.6%30.4%13.4%34.2%-3.1%1.5%84.7K641.2K-23.3K0.7270.19N/AN/A9396806,6223,813
2017-10-23$34.87$34.0033.9%9.7%29.6%14.3%33.8%-3.0%1.0%88.8K-221.8K-22.8K0.6644.28N/AN/A6664394,1383,140
2017-10-24$34.31$34.0034.1%9.8%26.7%15.2%35.7%-2.5%1.3%89.8K283.4K-22.7K0.7537.26N/AN/A6094554,2643,172
2017-10-25$34.24$34.0034.3%9.8%26.5%15.6%35.6%-2.0%1.3%90.1K431.2K-22.8K0.8834.15N/AN/A5795104,3313,231
2017-10-26$33.53$34.0033.5%9.6%27.0%13.2%34.6%-1.6%1.6%73.2K1.3M-21.6K0.9541.99N/AN/A6105774,3493,295
2017-10-27$33.76$34.0033.0%9.5%25.3%11.5%33.5%-1.4%1.8%75.9K1.0M-22.2K1.2552.25N/AN/A5737154,4023,394
2017-10-30$33.78$34.0033.6%9.6%24.9%13.4%34.5%-1.7%0.2%71.7K1.0M-22.7K1.0617.54N/AN/A6336694,4233,532
2017-10-31$33.27$34.0033.5%9.6%25.6%12.9%35.8%-1.9%1.2%55.8K1.5M-22.1K1.0621.95N/AN/A6486894,4423,544