AGQ Options History — August 2019 In August 2019, AGQ traded between $27.52 and $34.88. ATM implied volatility averaged 49.2%, placing in the 78.7% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 8.9% (HV 20d: 40.3%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.80.
Notable Days 2019-08-22 : Highest Volume — 5,509 contracts2019-08-23 : Largest IV spike — 26.0% change2019-08-06 : Highest IV Rank — 100.0%2019-08-28 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.79 $27.52 $34.88 $27.91 $34.80 Max Pain $24.73 $24.00 $26.00 $25.00 $26.00 ATM IV 49.2% 37.6% 60.8% 42.5% 50.1% Expected Move 13.6% 10.8% 16.5% 12.2% 14.4% HV 20d 40.3% 36.0% 45.5% 38.7% 41.6% HV 60d 34.6% 31.7% 37.3% 31.7% 37.3% IV Rank 78.7% 54.0% 100.0% 84.5% 71.7% IV Percentile 97.3% 84.5% 100.0% 97.6% 96.4% Term Structure -0.9% -3.2% 2.1% -3.2% -0.7% VWIV 47.2% 39.4% 56.1% 42.3% 48.9% Skew 25d -11.7% -15.1% -6.5% -6.5% -10.2% Skew 10d -21.6% -43.4% -15.2% -23.1% -22.6% Call IV 25d 55.2% 42.0% 66.6% 47.3% 57.2% Put IV 25d 43.5% 35.2% 52.8% 40.8% 47.0% Bid-Ask Spread % 58.01 39.04 77.54 76.26 64.41 Gamma HHI 0.16 0.10 0.23 0.15 0.10 Net GEX 648.3K 468.2K 830.7K 694.2K 476.7K Net DEX -26.2M -36.8M -17.9M -19.2M -33.0M Net VEX -69.8K -94.4K -56.1K -60.2K -92.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.80 0.01 35.01 0.17 0.54 Total Volume 1,843.045 354 5,509 893 1,025 Total OI 18,049.818 14,726 21,041 16,668 20,669
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-08-01 $27.91 $25.00 42.5% 12.2% 38.7% 84.5% 42.3% -6.5% -3.2% 694.2K -19.2M -60.2K 0.17 76.26 N/A N/A 765 128 14,118 2,550 2019-08-02 $27.52 $25.00 37.6% 10.8% 36.0% 63.7% 39.4% -6.8% 0.3% 721.7K -17.9M -59.3K 0.10 77.54 N/A N/A 976 94 14,396 2,565 2019-08-05 $28.03 $24.00 45.6% 12.1% 36.1% 98.0% 42.3% -11.6% -0.9% 719.7K -20.1M -60.5K 0.01 52.26 N/A N/A 1,429 17 14,497 2,575 2019-08-06 $28.22 $24.00 46.2% 12.1% 36.1% 100.0% 43.4% -10.0% 0.2% 738.6K -20.1M -57.7K 1.07 42.71 N/A N/A 171 183 14,203 2,574 2019-08-07 $30.34 $24.00 53.0% 13.8% 42.6% 100.0% 48.9% -13.9% -2.3% 677.8K -28.4M -56.1K 0.10 54.46 N/A N/A 4,252 410 14,170 2,484 2019-08-08 $30.00 $24.00 51.4% 13.7% 42.4% 94.7% 48.1% -13.8% -1.1% 799.4K -28.9M -66.3K 0.07 39.04 N/A N/A 2,353 153 15,904 2,583 2019-08-09 $29.97 $24.00 48.2% 13.8% 42.6% 84.1% 49.6% -15.1% -1.3% 771.4K -27.8M -63.4K 0.06 52.22 N/A N/A 1,005 63 15,479 2,641 2019-08-12 $30.31 $24.00 56.5% 13.8% 42.5% 100.0% 48.0% -13.2% -2.3% 791.7K -29.3M -63.0K 0.16 49.87 N/A N/A 949 151 15,823 2,673 2019-08-13 $29.91 $24.00 60.8% 14.1% 43.0% 100.0% 48.8% -12.9% -2.8% 830.7K -27.0M -63.3K 0.11 50.97 N/A N/A 1,720 185 15,845 2,814 2019-08-14 $30.72 $24.00 50.6% 14.5% 40.3% 73.3% 46.1% -12.7% -2.8% 779.5K -30.8M -63.0K 0.09 55.21 N/A N/A 2,684 238 15,996 2,919 2019-08-15 $30.86 $25.00 49.4% 14.2% 37.7% 70.0% 49.3% -13.1% -2.0% 672.0K -28.2M -61.0K 0.06 54.30 N/A N/A 587 34 14,917 3,149 2019-08-16 $30.44 $25.00 44.6% 12.8% 37.4% 57.4% 46.7% -10.7% 2.1% 568.9K -27.2M -60.5K 0.56 58.78 N/A N/A 857 476 15,078 3,168 2019-08-19 $29.53 $25.00 44.5% 12.8% 38.6% 57.1% 43.0% -11.1% -0.7% 571.9K -18.8M -58.2K 0.60 57.65 N/A N/A 442 267 12,340 2,386 2019-08-20 $30.52 $25.00 45.2% 13.0% 40.1% 58.9% 43.4% -10.7% 0.3% 568.2K -21.8M -59.5K 0.06 59.23 N/A N/A 1,496 93 12,522 2,560 2019-08-21 $30.51 $25.00 45.6% 13.1% 39.5% 59.8% 44.1% -11.1% 0.7% 637.1K -23.0M -64.9K 0.25 64.08 N/A N/A 292 72 13,539 2,599 2019-08-22 $30.22 $25.00 43.4% 12.4% 38.6% 54.0% 43.9% -11.3% 0.9% 673.7K -23.0M -64.2K 35.01 49.57 N/A N/A 153 5,356 13,802 2,651 2019-08-23 $31.70 $25.00 54.6% 15.7% 41.4% 83.8% 51.1% -13.6% -3.2% 520.6K -22.9M -91.1K 0.03 62.89 N/A N/A 1,951 51 13,794 5,308 2019-08-26 $32.37 $25.00 51.5% 14.8% 41.7% 75.5% 51.3% -11.9% -0.4% 581.1K -27.2M -93.7K 0.22 62.72 N/A N/A 554 122 14,798 5,322 2019-08-27 $34.31 $25.00 56.4% 16.2% 45.5% 88.4% 56.1% -12.3% -0.9% 503.8K -34.2M -92.8K 0.10 62.05 N/A N/A 1,918 188 15,125 5,352 2019-08-28 $34.88 $25.00 57.6% 16.5% 41.6% 91.4% 53.3% -14.1% 0.1% 496.1K -36.8M -94.4K 0.06 63.84 N/A N/A 4,201 231 15,643 5,398 2019-08-29 $34.38 $26.00 47.6% 13.7% 42.6% 65.3% 50.0% -10.0% 0.6% 468.2K -31.6M -90.5K 0.17 66.17 N/A N/A 1,920 335 14,625 5,542 2019-08-30 $34.80 $26.00 50.1% 14.4% 41.6% 71.7% 48.9% -10.2% -0.7% 476.7K -33.0M -92.4K 0.54 64.41 N/A N/A 666 359 14,940 5,729
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