AGQ Options History — September 2019

In September 2019, AGQ traded between $29.49 and $39.40. ATM implied volatility averaged 56.8%, placing in the 79.4% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded below realized volatility by 9.5% (HV 20d: 66.3%). Max pain ranged from $26.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.21.

Notable Days

  • 2019-09-03: Highest Volume — 7,085 contracts
  • 2019-09-19: Largest IV drop — 25.1% change
  • 2019-09-03: Highest IV Rank — 100.0%
  • 2019-09-18: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.64$29.49$39.40$37.77$29.49
Max Pain$31.30$26.00$32.00$26.00$31.00
ATM IV56.8%49.2%66.0%62.4%50.4%
Expected Move15.9%14.1%18.8%17.9%14.4%
HV 20d66.3%48.5%76.2%48.5%76.2%
HV 60d48.6%39.4%55.1%40.3%55.1%
IV Rank79.4%61.1%100.0%100.0%63.8%
IV Percentile95.7%90.1%100.0%100.0%90.1%
Term Structure-3.4%-18.7%0.1%-3.1%-3.8%
VWIV57.8%49.9%66.7%61.2%52.7%
Skew 25d-12.1%-17.8%-2.5%-14.2%-6.5%
Skew 10d-24.0%-49.6%-11.5%-17.8%-11.5%
Call IV 25d64.3%56.0%78.7%71.9%56.0%
Put IV 25d52.2%46.2%60.9%57.7%49.5%
Bid-Ask Spread %56.8041.2570.3561.3669.77
Gamma HHI0.190.090.270.090.16
Net GEX849.0K406.1K1.0M406.1K519.0K
Net DEX-32.2M-57.2M-7.9M-41.9M-7.9M
Net VEX-118.1K-129.8K-87.3K-87.3K-103.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.060.600.060.11
Total Volume2,1584227,0857,0852,403
Total OI29,383.520,71034,11520,71027,823

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$37.77$26.0062.4%17.9%48.5%100.0%61.2%-14.2%-3.1%406.1K-41.9M-87.3K0.0661.36N/AN/A6,69039515,0585,652
2019-09-04$39.40$26.0064.3%18.4%49.4%100.0%66.7%-15.2%-4.5%613.2K-57.2M-104.3K0.1452.78N/AN/A4,05855219,1395,825
2019-09-05$36.04$32.0061.2%16.0%57.8%92.4%57.6%-17.8%0.1%747.2K-45.4M-120.7K0.1661.63N/AN/A4,92779821,4336,169
2019-09-06$33.61$32.0066.0%16.8%63.8%100.0%61.7%-13.0%-1.6%860.8K-36.4M-127.9K0.1544.19N/AN/A2,58539723,5216,486
2019-09-09$33.39$32.0063.3%15.6%64.0%93.5%58.5%-13.3%-3.0%925.7K-35.1M-125.5K0.1944.09N/AN/A1,71232124,2906,617
2019-09-10$33.45$32.0061.4%15.4%63.9%89.3%60.1%-13.5%-2.6%987.7K-36.1M-127.4K0.0745.62N/AN/A1,66412124,9936,716
2019-09-11$33.73$32.0053.7%15.4%63.6%71.5%54.5%-13.4%-2.6%1.0M-38.6M-129.8K0.1951.04N/AN/A4819025,6796,762
2019-09-12$33.51$32.0052.8%15.1%63.2%69.3%58.7%-12.4%-1.7%1.0M-37.7M-127.2K0.2056.01N/AN/A69213725,7646,831
2019-09-13$31.32$32.0049.5%14.2%68.2%61.7%56.9%-12.5%-2.0%928.3K-25.4M-116.8K0.1662.35N/AN/A2,56642225,7666,906
2019-09-16$32.71$32.0054.4%15.6%69.6%73.0%54.3%-12.7%-4.6%1.0M-33.3M-122.3K0.1752.35N/AN/A81713826,7067,129
2019-09-17$33.15$32.0054.9%15.7%68.5%74.2%59.6%-13.0%-4.2%1.0M-36.7M-123.6K0.0646.45N/AN/A1,4568626,9347,181
2019-09-18$32.49$32.0065.7%18.8%68.3%99.2%60.0%-2.5%-18.7%936.4K-31.0M-113.5K0.1770.35N/AN/A94215625,9317,221
2019-09-19$32.32$32.0049.2%14.1%68.3%61.1%51.5%-11.1%-1.1%894.5K-30.8M-113.1K0.4159.37N/AN/A30012226,1407,194
2019-09-20$32.96$32.0050.8%14.6%68.4%64.7%54.5%-10.4%-1.7%1.0M-33.8M-115.2K0.4861.69N/AN/A56727526,0847,255
2019-09-23$35.58$32.0061.6%17.7%71.5%89.8%61.9%-14.5%-4.2%777.2K-29.4M-118.5K0.2067.47N/AN/A1,95039518,1945,106
2019-09-24$35.44$32.0060.5%17.3%71.4%87.0%62.6%-13.7%-3.9%928.4K-32.7M-128.2K0.1041.25N/AN/A1,26913319,9095,539
2019-09-25$32.89$32.0052.3%15.0%73.7%68.1%58.5%-9.8%-2.1%859.4K-20.4M-119.3K0.1956.79N/AN/A1,16322420,1865,625
2019-09-26$32.39$32.0050.1%14.4%73.5%63.0%49.9%-12.0%-0.8%813.2K-18.9M-120.1K0.6062.35N/AN/A67740920,7875,738
2019-09-27$31.16$31.0051.1%14.7%74.4%65.5%55.2%-10.3%-1.6%702.7K-14.8M-118.0K0.3769.11N/AN/A78228821,2296,152
2019-09-30$29.49$31.0050.4%14.4%76.2%63.8%52.7%-6.5%-3.8%519.0K-7.9M-103.9K0.1169.77N/AN/A2,17422921,5616,262