AGQ Options History — April 2019

In April 2019, AGQ traded between $23.39 and $24.88. ATM implied volatility averaged 28.0%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 1.6% (HV 20d: 26.4%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.52.

Notable Days

  • 2019-04-24: Highest Volume — 960 contracts
  • 2019-04-08: Largest IV spike — 11.7% change
  • 2019-04-09: Highest IV Rank — 25.0%
  • 2019-04-11: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.15$23.39$24.88$24.42$23.80
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV28.0%26.5%30.9%28.1%27.7%
Expected Move8.0%7.6%8.3%8.1%7.9%
HV 20d26.4%22.4%31.3%31.3%22.7%
HV 60d29.8%28.6%30.9%29.9%28.6%
IV Rank16.2%11.3%25.0%16.5%15.1%
IV Percentile8.6%1.6%23.8%7.5%8.7%
Term Structure0.9%-0.4%2.8%0.6%1.0%
VWIV28.1%25.1%29.2%28.6%27.5%
Skew 25d-2.0%-5.0%-0.7%-4.4%-1.8%
Skew 10d-5.3%-15.0%6.1%-0.3%-13.2%
Call IV 25d29.6%28.2%31.1%31.1%28.7%
Put IV 25d27.6%24.7%29.1%26.7%26.9%
Bid-Ask Spread %69.6817.43101.1073.1932.05
Gamma HHI0.140.110.290.120.17
Net GEX36.0K-88.6K134.8K109.1K-31.8K
Net DEX-518.3K-1.7M672.4K-1.0M-104.9K
Net VEX-16.3K-19.1K-12.9K-17.7K-16.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.520.028.691.760.53
Total Volume410.048122960171190
Total OI7,814.7626,4548,4777,3787,713

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$24.42$24.0028.1%8.1%31.3%16.5%28.6%-4.4%0.6%109.1K-1.0M-17.7K1.7673.19N/AN/A621095,8131,565
2019-04-02$24.38$24.0027.6%8.1%31.2%14.7%29.2%-1.8%1.1%113.5K-975.2K-17.6K1.0078.98N/AN/A1771775,8021,606
2019-04-03$24.46$24.0028.2%7.9%31.2%16.8%28.1%-1.2%1.6%121.2K-1.1M-17.7K2.6377.16N/AN/A2055405,8811,637
2019-04-04$24.61$24.0029.2%8.2%31.0%19.9%28.9%-1.8%0.3%107.9K-1.1M-18.8K2.4275.65N/AN/A2415835,9092,048
2019-04-05$24.39$24.0027.0%8.0%26.5%13.1%28.0%-2.7%0.8%81.9K-892.4K-18.4K2.3974.45N/AN/A2536045,9522,113
2019-04-08$24.88$24.0030.2%8.3%27.6%23.0%29.0%-1.0%0.9%134.8K-1.7M-19.1K0.0275.69N/AN/A12026,0572,136
2019-04-09$24.80$24.0030.9%8.2%26.7%25.0%28.8%-1.6%0.1%131.4K-1.6M-18.8K0.1179.97N/AN/A167196,0702,136
2019-04-10$24.86$24.0028.3%8.1%26.7%17.1%28.3%-1.6%0.9%123.3K-1.5M-18.1K0.1983.76N/AN/A124246,0682,143
2019-04-11$23.86$24.0029.1%8.3%26.6%19.6%28.3%-1.8%0.7%16.9K60.5K-15.7K0.2378.10N/AN/A4511036,0902,140
2019-04-12$23.95$24.0027.8%8.0%26.0%15.5%28.3%-1.8%1.2%21.0K-245.6K-15.7K0.2984.81N/AN/A4241246,1942,138
2019-04-15$23.94$24.0027.3%7.8%25.8%13.9%28.0%-2.0%2.2%4.5K-126.7K-14.7K0.9183.65N/AN/A87796,2322,156
2019-04-16$23.98$24.0027.3%7.8%25.8%13.8%27.9%-0.7%0.1%6.8K-201.0K-14.9K0.5787.63N/AN/A106606,2592,196
2019-04-17$23.91$24.0026.8%7.7%24.6%12.5%27.9%-2.0%1.2%-23.2K-43.8K-14.5K0.4796.99N/AN/A137656,2722,195
2019-04-18$23.97$24.0026.9%7.7%24.7%12.5%27.3%-0.9%1.5%-88.6K-140.7K-14.3K1.0986.69N/AN/A1071176,2962,181
2019-04-22$24.03$24.0028.4%8.1%24.8%17.2%28.3%-1.0%0.7%47.5K-575.0K-13.4K8.6972.21N/AN/A585044,7611,693
2019-04-23$23.39$24.0027.4%7.9%25.1%14.3%29.1%-1.2%-0.3%-36.2K672.4K-12.9K4.91101.10N/AN/A1155654,7902,174
2019-04-24$23.83$24.0028.0%8.0%26.2%16.2%28.4%-1.9%1.4%-19.7K75.5K-14.7K1.9417.43N/AN/A3276334,8392,232
2019-04-25$23.79$24.0026.5%7.6%25.3%11.3%25.1%-3.0%2.8%-21.5K23.4K-16.1K0.9230.31N/AN/A1831695,1172,300
2019-04-26$24.15$24.0027.4%7.9%22.4%14.3%27.1%-2.4%1.4%-7.0K-467.2K-16.9K0.5228.17N/AN/A2851475,1802,381
2019-04-29$23.71$24.0028.5%8.2%22.6%17.6%28.5%-5.0%-0.4%-35.0K124.7K-16.0K0.3545.31N/AN/A124445,2682,377
2019-04-30$23.80$24.0027.7%7.9%22.7%15.1%27.5%-1.8%1.0%-31.8K-104.9K-16.3K0.5332.05N/AN/A124665,2962,417