AGQ Options History — June 2018

In June 2018, AGQ traded between $29.29 and $34.02. ATM implied volatility averaged 32.2%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 2.3% (HV 20d: 29.9%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2018-06-13: Highest Volume — 3,867 contracts
  • 2018-06-11: Largest IV spike — 20.9% change
  • 2018-06-11: Highest IV Rank — 30.6%
  • 2018-06-11: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.29$29.29$34.02$30.87$29.60
Max Pain$30.76$30.00$33.00$31.00$30.00
ATM IV32.2%30.2%38.9%30.9%31.6%
Expected Move9.0%8.5%9.5%8.9%9.0%
HV 20d29.9%21.3%36.2%23.8%36.1%
HV 60d31.7%30.4%33.3%30.4%32.1%
IV Rank9.3%3.2%30.6%5.4%7.4%
IV Percentile15.0%0.8%88.1%2.4%8.7%
Term Structure1.5%-0.7%8.4%-0.7%0.2%
VWIV32.5%30.8%34.3%31.9%31.5%
Skew 25d-3.2%-5.8%0.9%-2.6%-1.4%
Skew 10d-6.5%-11.1%12.4%-2.6%0.1%
Call IV 25d34.8%30.7%40.7%33.9%32.5%
Put IV 25d31.6%29.3%41.6%31.2%31.1%
Bid-Ask Spread %41.7021.66101.1321.6651.92
Gamma HHI0.200.130.290.200.25
Net GEX315.2K162.6K537.9K162.6K454.4K
Net DEX-4.2M-11.5M-543.5K-1.3M-1.5M
Net VEX-36.0K-42.0K-31.3K-33.1K-38.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.251.160.770.57
Total Volume2,519.0951,6173,8671,9801,617
Total OI12,574.5249,76714,98312,32813,202

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$30.87$31.0030.9%8.9%23.8%5.4%31.9%-2.6%-0.7%162.6K-1.3M-33.1K0.7721.66N/AN/A1,1168647,5384,790
2018-06-04$30.97$31.0031.4%8.6%23.6%6.9%31.5%-3.7%0.4%177.1K-1.3M-31.3K0.8050.85N/AN/A1,0918777,6364,790
2018-06-05$31.30$31.0030.2%8.5%24.0%3.2%31.0%-2.6%0.8%217.9K-2.7M-31.3K0.9434.09N/AN/A1,1801,1057,6074,798
2018-06-06$32.01$31.0030.5%8.7%25.3%4.2%31.6%-3.9%1.0%278.8K-5.1M-32.7K0.5535.22N/AN/A1,8161,0067,8454,684
2018-06-07$32.08$31.0031.0%8.8%25.3%5.5%31.8%-5.8%2.4%311.7K-6.7M-33.4K0.4240.34N/AN/A1,8337758,3674,737
2018-06-08$32.31$31.0032.2%9.0%23.0%9.3%32.8%-4.5%0.5%288.7K-6.8M-34.4K0.5045.08N/AN/A1,5167588,5324,777
2018-06-11$32.92$31.0038.9%9.5%23.8%30.6%33.8%-4.5%0.0%327.2K-9.4M-33.5K0.5330.47N/AN/A1,8049578,7314,776
2018-06-12$32.64$31.0038.9%9.2%22.9%30.5%32.6%-4.6%0.8%298.4K-8.2M-33.5K0.6038.70N/AN/A1,4078478,8794,817
2018-06-13$33.54$31.0032.1%9.2%21.3%9.2%34.2%0.9%8.4%366.6K-11.0M-35.4K0.54101.13N/AN/A2,5081,3598,9124,842
2018-06-14$34.02$33.0031.7%9.1%21.4%8.0%32.5%-4.5%3.8%537.9K-11.5M-35.8K0.2528.48N/AN/A3,0757798,8755,422
2018-06-15$31.57$31.0032.5%9.3%35.4%10.5%32.6%-3.0%1.2%213.5K-1.6M-36.7K0.7049.75N/AN/A1,9161,3389,4935,490
2018-06-18$31.10$31.0031.0%8.9%35.8%5.5%32.3%0.4%1.6%221.6K-1.7M-36.2K0.5151.95N/AN/A1,2446366,2183,549
2018-06-19$30.51$31.0032.5%9.3%36.2%10.3%33.6%-4.3%0.5%203.5K-1.0M-36.2K0.4735.86N/AN/A1,3226276,5013,681
2018-06-20$30.40$31.0032.8%9.4%36.2%11.3%32.5%-2.1%1.3%236.7K-1.1M-37.7K0.4938.23N/AN/A2,2541,1086,8763,788
2018-06-21$30.50$30.0031.6%9.1%36.1%7.7%32.8%-3.6%1.1%364.4K-3.6M-41.5K0.5149.87N/AN/A2,2261,1438,0633,850
2018-06-22$31.09$30.0030.9%8.9%35.6%5.4%31.7%-3.5%1.9%412.4K-4.9M-42.0K0.5723.57N/AN/A1,8911,0748,2043,911
2018-06-25$30.54$30.0032.2%9.2%35.3%9.5%34.3%-2.2%1.0%411.3K-3.4M-40.0K1.1538.47N/AN/A9281,0658,2583,904
2018-06-26$30.29$30.0030.5%8.7%35.2%3.9%34.0%-3.7%1.9%413.0K-2.8M-38.9K1.1634.88N/AN/A9121,0558,4093,949
2018-06-27$29.47$30.0030.9%8.8%35.9%5.2%30.8%-4.1%2.8%362.7K-1.2M-35.9K1.0651.10N/AN/A1,0041,0698,5343,975
2018-06-28$29.29$30.0031.1%8.9%35.8%6.0%32.1%-3.6%0.3%357.8K-543.5K-37.1K0.6824.11N/AN/A1,0747258,8064,049
2018-06-29$29.60$30.0031.6%9.0%36.1%7.4%31.5%-1.4%0.2%454.4K-1.5M-38.7K0.5751.92N/AN/A1,0325859,1324,070