AGQ Options History — October 2019 In October 2019, AGQ traded between $30.32 and $33.05. ATM implied volatility averaged 45.9%, placing in the 53.5% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 3.7% (HV 20d: 49.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.14.
Notable Days 2019-10-02 : Highest Volume — 3,713 contracts2019-10-14 : Largest IV spike — 10.0% change2019-10-03 : Highest IV Rank — 66.0%2019-10-02 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.48 $30.32 $33.05 $30.32 $33.05 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 45.9% 41.3% 51.3% 50.3% 42.5% Expected Move 13.1% 11.8% 14.6% 14.4% 12.2% HV 20d 49.7% 27.8% 69.8% 69.8% 29.2% HV 60d 54.6% 52.1% 55.9% 55.3% 52.1% IV Rank 53.5% 42.7% 66.0% 63.5% 45.4% IV Percentile 82.1% 73.0% 91.3% 89.7% 73.0% Term Structure 0.2% -2.0% 2.5% -2.0% 1.3% VWIV 48.6% 43.5% 54.5% 51.4% 43.5% Skew 25d -7.4% -11.5% -5.2% -5.8% -5.7% Skew 10d -14.3% -23.2% -5.3% -5.3% -8.9% Call IV 25d 52.0% 46.5% 59.0% 55.0% 47.6% Put IV 25d 44.6% 41.2% 51.1% 49.2% 41.9% Bid-Ask Spread % 50.42 22.64 75.82 70.87 72.14 Gamma HHI 0.13 0.08 0.22 0.17 0.08 Net GEX 674.3K 405.4K 1.1M 681.3K 565.9K Net DEX -16.9M -22.5M -11.8M -11.8M -20.8M Net VEX -114.4K -130.6K -105.6K -113.2K -110.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.02 0.46 0.08 0.23 Total Volume 807.783 210 3,713 1,217 306 Total OI 27,364.217 19,831 32,347 29,256 21,326
Daily Data (23 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 2019-10-01 $30.32 $30.00 50.3% 14.4% 69.8% 63.5% 51.4% -5.8% -2.0% 681.3K -11.8M -113.2K 0.08 70.87 N/A N/A 1,132 85 22,815 6,441 2019-10-02 $31.34 $30.00 50.8% 14.6% 69.0% 64.8% 54.5% -5.7% 1.4% 851.2K -17.5M -121.3K 0.04 75.82 N/A N/A 3,566 147 23,273 6,447 2019-10-03 $31.45 $30.00 51.3% 14.3% 62.7% 66.0% 52.4% -11.5% -0.1% 926.1K -20.0M -130.6K 0.21 40.32 N/A N/A 585 125 24,877 6,569 2019-10-04 $31.29 $30.00 48.1% 13.8% 58.1% 58.4% 51.4% -10.6% 0.2% 908.2K -18.8M -127.9K 0.14 41.29 N/A N/A 532 72 25,018 6,614 2019-10-07 $30.85 $30.00 47.7% 13.7% 58.2% 57.6% 52.5% -10.5% 0.1% 835.5K -16.5M -121.8K 0.11 22.64 N/A N/A 613 67 25,153 6,641 2019-10-08 $32.00 $30.00 50.2% 14.2% 60.0% 63.4% 51.6% -10.7% -0.1% 1.0M -22.4M -129.4K 0.16 25.70 N/A N/A 815 132 25,304 6,689 2019-10-09 $32.02 $30.00 46.1% 13.2% 59.9% 53.8% 51.8% -8.6% -0.6% 1.1M -22.5M -126.6K 0.18 38.09 N/A N/A 561 101 25,545 6,702 2019-10-10 $31.14 $30.00 46.8% 13.4% 60.5% 55.5% 50.0% -9.2% 0.5% 819.8K -16.9M -119.3K 0.03 42.12 N/A N/A 1,066 35 25,686 6,661 2019-10-11 $31.01 $30.00 43.7% 12.5% 55.6% 48.3% 48.4% -6.2% 0.9% 779.0K -16.3M -118.6K 0.14 55.80 N/A N/A 513 70 25,638 6,661 2019-10-14 $31.53 $30.00 48.1% 13.8% 53.6% 58.4% 48.9% -8.7% -0.8% 760.9K -17.9M -115.0K 0.46 46.71 N/A N/A 251 116 25,501 6,647 2019-10-15 $30.62 $30.00 46.3% 13.3% 54.1% 54.2% 49.2% -8.2% -1.4% 670.0K -13.6M -109.0K 0.22 37.07 N/A N/A 457 101 25,526 6,656 2019-10-16 $30.60 $30.00 45.2% 13.0% 53.8% 51.8% 51.4% -7.4% -0.1% 687.1K -13.4M -107.6K 0.12 41.57 N/A N/A 555 69 25,583 6,647 2019-10-17 $31.15 $30.00 43.9% 12.6% 54.3% 48.8% 45.8% -5.7% 0.5% 714.1K -16.0M -108.2K 0.09 58.15 N/A N/A 559 53 25,673 6,582 2019-10-18 $31.21 $30.00 43.8% 12.6% 53.7% 48.6% 46.3% -5.2% -1.1% 454.3K -16.9M -108.7K 0.04 65.20 N/A N/A 1,070 47 25,803 6,537 2019-10-21 $31.13 $30.00 43.8% 12.6% 44.9% 48.5% 45.4% -5.5% 0.1% 405.4K -13.6M -106.1K 0.11 49.86 N/A N/A 490 54 14,115 5,716 2019-10-22 $31.06 $30.00 43.3% 12.4% 44.9% 47.4% 45.3% -5.2% 0.4% 418.0K -13.1M -105.6K 0.11 40.64 N/A N/A 533 61 14,254 5,728 2019-10-23 $31.09 $30.00 41.3% 11.8% 37.0% 42.7% 44.0% -5.3% 1.9% 436.6K -13.6M -105.7K 0.04 52.46 N/A N/A 202 8 14,485 5,736 2019-10-24 $31.99 $30.00 45.0% 12.9% 38.3% 51.4% 45.4% -6.9% 0.7% 468.9K -16.5M -108.8K 0.32 58.26 N/A N/A 549 173 14,600 5,741 2019-10-25 $32.86 $30.00 45.1% 12.9% 36.7% 51.6% 48.2% -7.8% 2.5% 489.5K -19.4M -112.3K 0.19 57.49 N/A N/A 911 173 14,729 5,866 2019-10-28 $32.18 $30.00 45.9% 13.2% 31.1% 53.4% 47.5% -7.3% -1.1% 501.4K -17.4M -108.1K 0.06 36.91 N/A N/A 710 40 14,933 5,833 2019-10-29 $32.05 $30.00 44.3% 12.7% 30.0% 49.7% 47.8% -5.6% 0.2% 521.4K -17.2M -108.6K 0.07 57.87 N/A N/A 423 29 15,304 5,859 2019-10-30 $32.18 $30.00 43.2% 12.4% 27.8% 47.1% 44.1% -6.9% -0.1% 522.4K -17.7M -108.2K 0.02 72.63 N/A N/A 413 9 15,421 5,842 2019-10-31 $33.05 $30.00 42.5% 12.2% 29.2% 45.4% 43.5% -5.7% 1.3% 565.9K -20.8M -110.2K 0.23 72.14 N/A N/A 249 57 15,481 5,845
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