AGQ Options History — July 2019

In July 2019, AGQ traded between $23.66 and $28.89. ATM implied volatility averaged 38.3%, placing in the 71.8% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 5.2% (HV 20d: 33.2%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2019-07-16: Highest Volume — 2,890 contracts
  • 2019-07-02: Largest IV spike — 15.5% change
  • 2019-07-18: Highest IV Rank — 100.0%
  • 2019-07-24: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.18$23.66$28.89$24.09$27.64
Max Pain$24.18$22.00$25.00$22.00$25.00
ATM IV38.3%32.8%46.1%33.3%40.4%
Expected Move11.0%9.4%13.2%9.5%11.6%
HV 20d33.2%28.5%38.7%30.0%38.7%
HV 60d30.0%27.9%32.3%28.1%31.6%
IV Rank71.8%49.6%100.0%52.2%75.6%
IV Percentile80.9%47.6%100.0%56.3%95.6%
Term Structure-1.9%-9.2%0.8%0.8%-9.2%
VWIV40.0%34.7%46.1%34.7%42.7%
Skew 25d-8.6%-12.2%-6.3%-8.3%-6.7%
Skew 10d-16.6%-24.5%3.1%-20.3%-16.1%
Call IV 25d44.2%37.8%54.5%38.9%41.9%
Put IV 25d35.6%29.3%43.0%30.5%35.2%
Bid-Ask Spread %42.4914.18100.1683.82100.16
Gamma HHI0.170.110.300.190.14
Net GEX535.0K411.9K671.1K457.7K653.2K
Net DEX-14.0M-23.1M-6.8M-7.5M-17.8M
Net VEX-43.0K-57.5K-33.6K-35.1K-56.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.000.510.060.03
Total Volume1,340.8644042,8904441,165
Total OI13,678.77311,57715,90411,57715,904

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$24.09$22.0033.3%9.5%30.0%52.2%34.7%-8.3%0.8%457.7K-7.5M-35.1K0.0683.82N/AN/A417279,7581,819
2019-07-02$24.55$22.0038.5%11.0%30.6%78.0%35.3%-6.3%-2.4%465.9K-9.2M-37.2K0.0916.61N/AN/A717679,9251,845
2019-07-03$24.58$22.0037.7%10.8%30.5%74.3%36.4%-8.1%-0.6%494.5K-9.6M-38.1K0.1014.18N/AN/A6516310,2091,884
2019-07-05$23.68$24.0034.3%9.9%33.5%57.1%35.5%-6.8%-0.9%472.3K-6.8M-34.4K0.1961.03N/AN/A71413810,2861,895
2019-07-08$23.66$24.0033.2%9.6%32.7%51.6%40.9%-7.2%-0.4%506.5K-7.1M-35.0K0.1330.29N/AN/A3584610,7082,001
2019-07-09$23.93$24.0033.1%9.5%28.5%51.2%35.3%-7.2%-1.2%529.0K-7.7M-34.7K0.2421.84N/AN/A3277710,7122,027
2019-07-10$24.38$24.0032.9%9.4%29.1%50.4%36.6%-9.7%-0.1%562.7K-9.4M-34.8K0.2765.14N/AN/A3479210,7672,028
2019-07-11$24.05$24.0032.8%9.4%29.7%49.6%35.4%-8.8%-0.6%563.6K-8.1M-33.6K0.2022.98N/AN/A4128210,7942,033
2019-07-12$24.32$24.0033.5%9.6%29.4%53.3%35.4%-8.3%-0.4%585.3K-9.6M-35.1K0.2022.90N/AN/A59211910,9932,071
2019-07-15$24.79$24.0035.6%10.2%29.9%63.9%40.0%-8.9%-1.5%599.1K-11.2M-33.9K0.1522.87N/AN/A78911511,0572,079
2019-07-16$25.35$24.0035.8%10.3%30.6%64.8%39.2%-8.4%-1.3%671.1K-13.7M-35.5K0.1224.72N/AN/A2,58830211,4302,093
2019-07-17$26.74$24.0040.2%11.5%34.7%86.4%40.1%-9.5%-0.4%513.3K-19.1M-40.8K0.2119.08N/AN/A2,12843712,3012,237
2019-07-18$27.97$25.0045.3%13.0%37.3%100.0%45.2%-12.2%-2.3%459.8K-23.1M-43.6K0.2049.42N/AN/A2,35247313,0192,457
2019-07-19$27.49$25.0043.1%12.4%35.2%90.1%45.6%-9.9%-3.1%411.9K-20.7M-46.9K0.2855.56N/AN/A2,22161112,9882,526
2019-07-22$28.19$25.0043.7%12.5%35.3%92.8%45.4%-10.5%-2.0%468.5K-17.1M-49.5K0.2132.93N/AN/A1,19724911,1122,168
2019-07-23$28.22$25.0043.7%12.5%35.2%92.8%45.5%-9.7%-2.6%501.8K-17.4M-51.4K0.3950.06N/AN/A1,29250811,5582,282
2019-07-24$28.89$25.0046.1%13.2%35.2%100.0%46.1%-9.6%-3.1%525.9K-19.6M-53.5K0.4152.49N/AN/A1,61866211,9112,364
2019-07-25$28.22$25.0039.4%11.3%36.3%71.1%41.2%-8.3%-2.2%560.1K-17.6M-53.9K0.5144.37N/AN/A1,20261712,1852,468
2019-07-26$28.03$25.0039.2%11.2%36.3%70.3%41.7%-7.7%-3.0%551.0K-16.7M-52.6K0.4069.35N/AN/A1,25250312,0582,525
2019-07-29$28.38$25.0039.9%11.4%36.4%73.4%41.0%-8.2%-2.1%562.4K-18.0M-51.5K0.0043.61N/AN/A1,553312,1332,520
2019-07-30$28.79$25.0041.6%11.9%34.8%80.5%41.6%-8.2%-2.3%654.6K-20.9M-57.5K0.0231.24N/AN/A4061013,2752,528
2019-07-31$27.64$25.0040.4%11.6%38.7%75.6%42.7%-6.7%-9.2%653.2K-17.8M-56.9K0.03100.16N/AN/A1,1333213,3742,530