AGQ Options History — May 2019

In May 2019, AGQ traded between $21.73 and $23.64. ATM implied volatility averaged 28.3%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 0.7% (HV 20d: 27.7%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.45.

Notable Days

  • 2019-05-16: Highest Volume — 2,320 contracts
  • 2019-05-13: Largest IV spike — 18.9% change
  • 2019-05-13: Highest IV Rank — 50.8%
  • 2019-05-07: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.71$21.73$23.64$22.86$22.43
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV28.3%25.3%33.0%25.4%29.1%
Expected Move8.0%7.3%8.6%7.3%8.4%
HV 20d27.7%25.8%30.4%26.6%26.1%
HV 60d29.3%27.4%30.6%29.7%27.6%
IV Rank26.9%8.1%50.8%8.1%31.5%
IV Percentile17.2%1.6%53.6%1.6%24.6%
Term Structure1.1%-2.4%4.2%2.0%0.9%
VWIV28.2%22.4%31.4%22.4%28.2%
Skew 25d-1.9%-9.2%0.5%-9.2%-1.5%
Skew 10d-4.7%-15.7%5.3%-14.3%2.6%
Call IV 25d29.1%26.6%31.6%28.4%31.5%
Put IV 25d27.2%19.2%30.0%19.2%30.0%
Bid-Ask Spread %73.3614.06106.44106.4475.32
Gamma HHI0.240.150.330.170.19
Net GEX-74.9K-154.2K30.2K-71.3K30.2K
Net DEX1.8M697.5K4.4M1.2M697.5K
Net VEX-15.8K-18.7K-13.1K-13.8K-18.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.008.596.640.33
Total Volume624.591252,3201,651489
Total OI9,094.2737,73310,1117,73310,111

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$22.86$24.0025.4%7.3%26.6%8.1%22.4%-9.2%2.0%-71.3K1.2M-13.8K6.64106.44N/AN/A2161,4355,3062,427
2019-05-02$22.74$24.0027.6%7.9%26.5%14.9%24.4%-4.4%1.3%-113.0K2.5M-16.1K4.0458.51N/AN/A3091,2475,3643,249
2019-05-03$23.64$24.0027.9%8.0%30.4%25.3%25.9%-1.5%0.4%-121.8K756.9K-18.1K1.3088.10N/AN/A4295565,4673,255
2019-05-06$23.62$24.0030.2%8.2%30.3%36.7%30.0%-1.3%2.7%-134.9K984.9K-17.1K2.9168.95N/AN/A11325,5283,256
2019-05-07$23.59$24.0031.4%8.6%29.2%43.0%31.4%-2.9%1.0%-132.8K977.1K-17.4K0.1573.85N/AN/A226355,5373,246
2019-05-08$23.38$24.0028.9%8.2%29.3%30.3%29.3%-2.4%1.7%-126.5K1.2M-17.3K0.4973.74N/AN/A96475,7403,240
2019-05-09$23.10$24.0030.0%8.4%29.4%36.0%30.3%-2.0%0.8%-119.6K1.8M-16.0K0.3572.08N/AN/A202715,7833,246
2019-05-10$23.14$24.0027.8%8.0%25.8%24.6%28.5%-2.3%2.4%-135.1K1.9M-14.5K0.6780.84N/AN/A15105,8693,239
2019-05-13$23.13$24.0033.0%8.3%25.8%50.8%29.3%-1.4%1.0%-130.9K1.8M-14.9K0.4277.00N/AN/A113475,8693,239
2019-05-14$23.22$24.0032.9%8.1%25.8%50.2%29.0%-2.5%1.1%-133.4K1.8M-14.8K0.9373.20N/AN/A3933676,0073,246
2019-05-15$23.21$24.0027.7%7.9%25.8%24.2%28.3%-1.8%2.1%-109.6K1.8M-15.2K0.0072.67N/AN/A3906,0703,256
2019-05-16$22.46$24.0025.3%7.3%28.1%12.4%30.2%0.1%4.2%-7.2K3.1M-13.1K8.5979.47N/AN/A2422,0786,0893,247
2019-05-17$21.99$24.0028.0%8.0%28.7%25.7%30.4%0.1%0.1%-154.2K4.4M-14.5K3.3861.91N/AN/A3591,2136,1713,860
2019-05-20$22.12$24.0026.2%7.5%28.9%16.8%28.6%-0.2%1.0%-57.7K2.4M-14.2K0.0779.26N/AN/A167115,6622,898
2019-05-21$22.05$24.0025.7%7.4%27.6%14.5%26.8%-0.6%1.1%-52.4K2.4M-14.1K0.2075.77N/AN/A178365,7852,908
2019-05-22$22.04$24.0025.7%7.4%26.4%14.2%26.1%-2.2%1.5%-49.5K2.3M-14.7K0.4475.26N/AN/A202895,8002,918
2019-05-23$22.53$24.0028.0%8.0%27.9%25.6%27.9%-1.5%-0.1%-44.3K1.6M-15.9K0.3575.39N/AN/A3791325,8542,927
2019-05-24$22.41$24.0026.8%7.7%27.2%20.0%27.4%-1.3%0.8%-31.3K1.6M-16.5K0.1572.78N/AN/A8651326,1172,943
2019-05-28$21.73$24.0029.8%8.6%28.4%35.0%30.0%0.5%-2.4%9562.1M-15.3K0.0477.08N/AN/A406186,6262,943
2019-05-29$21.98$24.0027.8%8.0%28.8%24.6%27.7%-1.1%0.8%20.3K1.6M-16.9K0.2882.21N/AN/A282786,8862,952
2019-05-30$22.25$24.0028.2%8.1%25.9%26.9%27.9%-1.4%-0.2%25.6K1.1M-17.7K0.2114.06N/AN/A403866,9662,972
2019-05-31$22.43$24.0029.1%8.4%26.1%31.5%28.2%-1.5%0.9%30.2K697.5K-18.7K0.3375.32N/AN/A3691207,1192,992