AGQ Options History — February 2019

In February 2019, AGQ traded between $26.32 and $28.14. ATM implied volatility averaged 28.6%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 0.6% (HV 20d: 28.0%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.36.

Notable Days

  • 2019-02-20: Highest Volume — 1,455 contracts
  • 2019-02-05: Largest IV drop — 19.4% change
  • 2019-02-19: Highest IV Rank — 16.4%
  • 2019-02-01: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.15$26.32$28.14$27.70$26.32
Max Pain$22.68$21.00$24.00$21.00$24.00
ATM IV28.6%23.1%33.3%32.9%23.1%
Expected Move8.3%6.6%11.2%11.2%6.6%
HV 20d28.0%25.9%31.9%26.9%25.9%
HV 60d27.6%26.9%28.8%28.8%27.3%
IV Rank7.6%0.0%16.4%13.9%0.0%
IV Percentile6.4%0.0%33.7%28.6%0.0%
Term Structure6.9%-0.0%18.4%9.4%10.7%
VWIV29.7%25.9%35.0%35.0%25.9%
Skew 25d-1.5%-7.9%22.7%22.7%-5.1%
Skew 10d-13.5%-33.2%-5.9%-33.2%-11.6%
Call IV 25d30.9%22.8%36.6%36.6%28.9%
Put IV 25d29.4%22.7%59.3%59.3%23.7%
Bid-Ask Spread %98.2382.45119.44119.44107.36
Gamma HHI0.180.150.390.150.19
Net GEX397.6K300.5K528.1K426.8K300.5K
Net DEX-7.3M-9.2M-5.2M-9.2M-5.2M
Net VEX-25.0K-28.5K-22.4K-28.5K-23.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.053.230.290.14
Total Volume689.5261311,455660711
Total OI8,900.2637,5429,3728,8309,072

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$27.70$21.0032.9%11.2%26.9%13.9%35.0%22.7%9.4%426.8K-9.2M-28.5K0.29119.44N/AN/A5101507,4101,420
2019-02-04$27.53$21.0033.3%9.8%26.8%15.1%34.0%-3.3%3.2%453.8K-8.7M-27.7K0.0582.45N/AN/A732357,5471,420
2019-02-05$27.40$21.0026.8%8.7%26.7%0.0%30.0%-4.6%7.1%482.8K-9.2M-27.4K0.05106.16N/AN/A852397,7151,428
2019-02-06$26.79$21.0030.0%8.6%28.0%9.5%28.8%-1.2%18.4%479.8K-8.1M-26.4K0.2698.78N/AN/A7722047,7521,431
2019-02-07$26.99$22.0030.0%8.6%27.8%11.3%30.9%-3.6%1.3%446.0K-7.2M-25.2K0.3989.89N/AN/A4501747,6301,548
2019-02-08$27.30$22.0030.4%8.7%26.8%12.8%31.0%-4.5%5.5%417.9K-7.9M-25.1K0.4792.43N/AN/A3741747,5281,568
2019-02-11$26.88$22.0030.6%8.8%27.5%13.5%30.4%-0.1%3.7%429.6K-7.1M-24.1K0.0792.53N/AN/A12697,6171,568
2019-02-12$26.87$22.0030.2%8.6%27.4%11.9%29.3%-2.5%7.3%430.5K-7.3M-24.0K0.0896.86N/AN/A133117,6511,570
2019-02-13$26.33$22.0027.2%7.8%28.4%1.2%28.2%0.8%14.4%402.1K-6.5M-23.7K0.11102.63N/AN/A685757,6601,570
2019-02-14$26.48$23.0026.9%7.7%28.4%0.1%30.9%-3.5%9.4%401.2K-5.9M-22.4K0.1699.82N/AN/A388627,7301,628
2019-02-15$27.10$23.0028.4%8.1%29.4%5.5%29.6%-2.9%5.6%528.1K-7.8M-23.0K0.1096.26N/AN/A782777,7441,628
2019-02-19$27.82$23.0031.4%9.0%28.8%16.4%30.5%-4.8%3.4%305.5K-7.1M-23.9K0.2786.99N/AN/A5051356,2931,249
2019-02-20$28.14$24.0030.2%8.7%28.8%11.9%30.8%7.0%14.8%335.2K-8.2M-26.4K0.22105.41N/AN/A1,1962596,6721,481
2019-02-21$27.20$24.0025.0%7.2%31.9%0.0%27.5%-4.0%7.1%342.8K-6.8M-25.6K0.2896.95N/AN/A8282367,0841,488
2019-02-22$27.47$24.0026.9%7.7%31.8%6.4%28.9%-4.7%4.2%358.2K-7.3M-26.2K0.2995.46N/AN/A8242377,2141,490
2019-02-25$27.37$24.0025.3%7.2%26.5%1.0%28.0%-6.1%-0.0%364.1K-6.9M-24.5K3.2396.15N/AN/A311007,2061,492
2019-02-26$27.44$24.0027.1%7.8%26.4%7.0%26.9%-1.2%3.6%342.8K-6.5M-24.3K0.30105.98N/AN/A292897,1851,590
2019-02-27$26.79$24.0027.0%7.7%27.6%6.8%27.2%-7.9%3.0%307.3K-5.5M-22.7K0.1594.89N/AN/A7371077,2381,588
2019-02-28$26.32$24.0023.1%6.6%25.9%0.0%25.9%-5.1%10.7%300.5K-5.2M-23.3K0.14107.36N/AN/A626857,4541,618