AGQ Options History — December 2019

In December 2019, AGQ traded between $27.30 and $31.94. ATM implied volatility averaged 31.7%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 2.0% (HV 20d: 33.7%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.29.

Notable Days

  • 2019-12-26: Highest Volume — 2,339 contracts
  • 2019-12-23: Largest IV spike — 12.5% change
  • 2019-12-26: Highest IV Rank — 30.2%
  • 2019-12-26: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.33$27.30$31.94$28.53$31.68
Max Pain$27.81$25.00$30.00$25.00$30.00
ATM IV31.7%26.3%35.9%33.1%34.8%
Expected Move9.0%7.5%10.3%9.5%10.0%
HV 20d33.7%31.3%36.2%33.3%34.9%
HV 60d38.7%33.0%44.4%42.0%33.1%
IV Rank20.4%8.0%30.2%23.7%27.7%
IV Percentile37.5%3.6%60.7%44.0%58.3%
Term Structure2.9%-1.9%6.2%-1.4%1.4%
VWIV32.2%27.0%37.9%32.7%34.7%
Skew 25d-5.5%-7.9%-3.4%-3.6%-6.4%
Skew 10d-12.6%-20.0%-4.4%-17.9%-10.8%
Call IV 25d35.6%29.9%41.3%34.9%38.5%
Put IV 25d30.1%26.4%35.3%31.2%32.1%
Bid-Ask Spread %62.6023.5390.5271.3874.54
Gamma HHI0.160.080.310.160.09
Net GEX388.1K253.0K611.2K470.4K288.6K
Net DEX-5.3M-10.2M-460.8K-4.3M-10.2M
Net VEX-71.9K-88.8K-61.8K-68.3K-88.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.051.391.390.18
Total Volume787.1431352,339318462
Total OI20,922.85714,95823,37421,64518,291

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$28.53$25.0033.1%9.5%33.3%23.7%32.7%-3.6%-1.4%470.4K-4.3M-68.3K1.3971.38N/AN/A13318515,6925,953
2019-12-03$29.47$25.0035.4%10.2%36.2%29.1%37.9%-4.7%-1.9%561.8K-8.2M-75.3K0.1281.75N/AN/A6027315,7785,998
2019-12-04$28.31$25.0034.1%9.8%35.1%26.0%36.3%-6.6%-1.2%456.7K-4.0M-70.2K0.2484.53N/AN/A48611515,9025,993
2019-12-05$28.68$27.0033.3%9.4%35.6%24.2%32.5%-5.7%2.2%516.5K-4.9M-70.5K0.0574.37N/AN/A9044216,1446,057
2019-12-06$27.30$27.0030.6%8.7%33.6%17.9%31.6%-5.4%3.1%350.2K-759.5K-61.8K0.2390.52N/AN/A1,37031316,1696,028
2019-12-09$27.38$28.0032.0%8.8%31.3%21.3%34.8%-5.7%3.1%312.5K-460.8K-62.8K0.7055.58N/AN/A26918716,1436,169
2019-12-10$27.62$28.0033.1%8.9%31.5%23.7%33.2%-5.6%3.9%300.6K-1.3M-63.0K0.7670.79N/AN/A17012916,1076,241
2019-12-11$28.30$28.0029.8%8.5%32.8%16.1%32.7%-5.7%5.0%349.2K-2.9M-67.3K0.1171.07N/AN/A6166816,1086,343
2019-12-12$28.62$28.0030.9%8.9%32.7%18.6%31.3%-5.5%4.7%412.1K-4.0M-69.6K0.1065.58N/AN/A4885116,4126,333
2019-12-13$28.53$28.0030.6%8.8%32.5%17.9%30.9%-4.6%4.2%410.4K-3.7M-68.5K0.2276.09N/AN/A1643616,5086,349
2019-12-16$28.89$28.0029.9%8.6%32.7%16.4%30.2%-4.5%4.7%492.2K-4.9M-68.7K0.1928.46N/AN/A4849016,4826,344
2019-12-17$28.69$28.0028.9%8.3%32.5%13.9%27.9%-5.5%5.4%477.5K-4.3M-67.2K0.2138.87N/AN/A1122316,8306,343
2019-12-18$28.77$28.0028.3%8.1%32.3%12.5%29.2%-3.6%6.0%501.5K-4.4M-66.4K0.0839.47N/AN/A4023416,9156,311
2019-12-19$28.96$28.0027.6%7.9%32.3%10.9%27.4%-4.4%6.2%611.2K-5.1M-65.4K0.0785.41N/AN/A4993717,0116,270
2019-12-20$29.30$28.0026.3%7.5%32.6%8.0%27.0%-3.4%6.2%296.5K-6.3M-66.3K0.2270.48N/AN/A1,36229917,1086,266
2019-12-23$30.21$28.0029.6%8.5%34.0%15.6%29.5%-5.3%2.9%256.0K-4.2M-72.8K0.3463.69N/AN/A1,2064149,7965,162
2019-12-24$31.38$29.0033.2%9.5%35.8%23.9%33.1%-7.9%2.2%264.0K-8.2M-82.3K0.1036.50N/AN/A7778110,5775,505
2019-12-26$31.94$29.0035.9%10.3%35.4%30.2%35.1%-7.3%1.8%279.6K-9.5M-82.4K0.2459.36N/AN/A1,88545410,8715,546
2019-12-27$31.40$29.0032.9%9.4%35.2%23.2%33.0%-6.9%1.8%290.1K-9.0M-85.7K0.5223.53N/AN/A58730511,5735,948
2019-12-30$31.89$30.0034.8%10.0%35.5%27.7%34.9%-6.3%0.8%253.0K-10.0M-85.5K0.1052.60N/AN/A5615511,5716,233
2019-12-31$31.68$30.0034.8%10.0%34.9%27.7%34.7%-6.4%1.4%288.6K-10.2M-88.8K0.1874.54N/AN/A3927012,0116,280