AGQ Options History — June 2019

In June 2019, AGQ traded between $22.83 and $25.20. ATM implied volatility averaged 33.5%, placing in the 53.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 4.8% (HV 20d: 28.7%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2019-06-21: Highest Volume — 2,198 contracts
  • 2019-06-28: Largest IV spike — 12.7% change
  • 2019-06-25: Highest IV Rank — 76.6%
  • 2019-06-25: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.86$22.83$25.20$23.14$24.62
Max Pain$22.30$22.00$24.00$24.00$22.00
ATM IV33.5%30.4%38.2%32.6%36.9%
Expected Move9.5%8.6%10.9%9.4%10.6%
HV 20d28.7%24.6%32.0%24.6%30.4%
HV 60d27.4%26.6%28.9%28.4%27.8%
IV Rank53.5%37.9%76.6%48.9%70.0%
IV Percentile59.1%33.7%93.3%52.4%84.5%
Term Structure0.1%-4.5%1.9%-1.8%-0.6%
VWIV34.6%30.3%40.8%32.3%40.6%
Skew 25d-4.9%-8.4%2.0%2.0%-7.3%
Skew 10d-12.8%-28.5%-2.2%-14.8%-20.4%
Call IV 25d37.1%29.6%43.7%32.5%40.7%
Put IV 25d32.1%29.7%36.0%34.4%33.4%
Bid-Ask Spread %58.8528.5597.2676.4455.26
Gamma HHI0.200.160.390.200.18
Net GEX198.7K43.9K590.6K55.2K436.4K
Net DEX-4.3M-9.0M-489.4K-821.1K-9.0M
Net VEX-27.3K-37.2K-20.5K-20.5K-37.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.061.250.110.08
Total Volume1,119.91482,1981,2781,241
Total OI11,466.79,29813,10610,34011,389

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$23.14$24.0032.6%9.4%24.6%48.9%32.3%2.0%-1.8%55.2K-821.1K-20.5K0.1176.44N/AN/A1,1561227,3263,014
2019-06-04$23.27$24.0030.9%8.9%24.7%40.5%30.3%1.4%-0.3%43.9K-931.4K-21.7K0.1379.51N/AN/A9421217,5103,054
2019-06-05$23.14$24.0031.0%8.9%24.8%40.6%30.7%-2.3%-1.1%52.9K-957.9K-22.2K0.2576.14N/AN/A5441367,6173,069
2019-06-06$23.38$22.0030.4%8.6%24.9%37.9%31.3%-3.6%1.2%61.0K-1.6M-22.8K0.2767.57N/AN/A9272477,6743,058
2019-06-07$23.86$22.0033.3%9.1%25.5%52.2%32.5%-4.5%1.1%84.3K-2.9M-24.8K0.1362.32N/AN/A1,0051357,9993,173
2019-06-10$22.83$22.0033.6%9.1%30.2%53.5%33.0%-3.6%0.9%69.7K-489.4K-22.8K0.0869.42N/AN/A604478,4043,202
2019-06-11$22.94$22.0032.0%8.8%30.3%45.8%33.4%-4.9%1.0%73.0K-909.8K-24.0K0.2068.28N/AN/A5031008,4963,246
2019-06-12$23.02$22.0031.6%9.1%30.3%43.8%33.4%-4.8%0.5%77.0K-986.3K-24.4K0.2032.90N/AN/A5051018,5813,278
2019-06-13$23.40$22.0031.1%8.9%30.9%41.2%31.8%-5.2%0.9%68.5K-2.1M-25.1K0.1149.66N/AN/A1,0071098,6553,279
2019-06-14$23.28$22.0032.1%9.2%28.4%46.2%34.8%-5.7%0.8%101.3K-2.2M-25.4K0.1944.54N/AN/A494959,0743,284
2019-06-17$23.24$22.0031.3%9.0%27.1%42.0%33.0%-6.5%0.3%107.0K-2.0M-25.0K0.2928.55N/AN/A115339,2443,322
2019-06-18$23.78$22.0033.2%9.5%28.0%51.7%33.8%-6.1%0.6%92.5K-3.8M-26.0K1.2530.93N/AN/A5917379,2933,357
2019-06-19$24.04$22.0034.4%9.8%28.0%57.5%34.9%0.6%-4.5%180.2K-5.3M-27.9K0.4897.26N/AN/A4902359,5442,998
2019-06-20$25.20$22.0036.2%10.4%31.8%66.6%37.2%-8.4%0.3%326.7K-9.0M-28.7K0.2459.85N/AN/A1,4643569,7172,996
2019-06-21$24.85$22.0036.3%10.4%32.0%67.0%35.4%-8.1%-0.2%590.6K-8.0M-29.4K0.1261.48N/AN/A1,95624210,0933,013
2019-06-24$25.18$22.0037.6%10.8%31.9%73.7%39.1%-7.4%0.6%341.2K-8.6M-31.3K0.1263.48N/AN/A1,1051307,5711,727
2019-06-25$24.91$22.0038.2%10.9%29.6%76.6%40.8%-8.1%0.4%371.0K-8.5M-33.9K0.1054.10N/AN/A1,4251398,1931,797
2019-06-26$24.63$22.0035.8%10.2%30.2%64.5%39.0%-7.9%0.1%405.1K-8.4M-35.4K0.0639.04N/AN/A1,7141079,0241,801
2019-06-27$24.48$22.0032.7%9.4%30.4%49.3%35.7%-7.5%1.9%436.7K-8.5M-36.8K0.0960.27N/AN/A1,3011179,4551,807
2019-06-28$24.62$22.0036.9%10.6%30.4%70.0%40.6%-7.3%-0.6%436.4K-9.0M-37.2K0.0855.26N/AN/A1,144979,5711,818