AGQ Options History — March 2020 In March 2020, AGQ traded between $13.26 and $29.36. ATM implied volatility averaged 94.0%, placing in the 71.5% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded below realized volatility by 16.1% (HV 20d: 110.0%). Max pain ranged from $21.00 to $31.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2020-03-13 : Highest Volume — 2,321 contracts2020-03-13 : Largest IV spike — 103.8% change2020-03-13 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 47.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.44 $13.26 $29.36 $26.99 $18.48 Max Pain $25.64 $21.00 $31.00 $31.00 $23.00 ATM IV 94.0% 43.9% 165.4% 43.9% 81.8% Expected Move 26.7% 12.6% 47.4% 12.6% 23.4% HV 20d 110.0% 62.2% 159.9% 62.2% 152.7% HV 60d 72.7% 46.4% 98.0% 46.9% 98.0% IV Rank 71.5% 40.3% 100.0% 45.9% 40.3% IV Percentile 94.5% 75.8% 100.0% 75.8% 95.2% Term Structure -8.2% -35.3% 17.5% 0.2% 10.0% VWIV 98.1% 45.6% 215.4% 45.6% 83.3% Skew 25d -4.2% -47.4% 41.6% -4.5% 4.4% Skew 10d 10.4% -37.7% 134.7% -9.2% 24.8% Call IV 25d 102.2% 41.3% 218.0% 50.9% 82.4% Put IV 25d 98.0% 37.1% 204.6% 46.4% 86.8% Bid-Ask Spread % 93.78 56.13 111.75 93.54 92.08 Gamma HHI 0.09 0.04 0.18 0.13 0.05 Net GEX 162.5K 18.1K 404.8K 343.1K 56.3K Net DEX 1.1M -3.4M 7.0M 3.4M -1.0M Net VEX -45.4K -71.8K -25.4K -55.3K -34.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.04 3.48 0.63 0.21 Total Volume 682.909 119 2,321 889 119 Total OI 18,719.182 9,968 23,576 21,711 10,912
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 2020-03-02 $26.99 $31.00 43.9% 12.6% 62.2% 45.9% 45.6% -4.5% 0.2% 343.1K 3.4M -55.3K 0.63 93.54 N/A N/A 547 342 15,473 6,238 2020-03-03 $28.33 $31.00 53.4% 15.3% 64.1% 64.7% 53.0% 13.1% -19.7% 350.6K -932.6K -66.5K 0.46 92.31 N/A N/A 705 323 15,349 6,467 2020-03-04 $28.61 $31.00 46.9% 13.5% 64.3% 49.9% 48.2% -2.7% -9.4% 404.8K 302.4K -64.5K 0.11 91.97 N/A N/A 133 14 15,474 6,776 2020-03-05 $29.36 $29.00 60.8% 15.0% 65.1% 81.8% 54.4% -15.6% -5.3% 379.8K -3.4M -71.8K 0.24 56.13 N/A N/A 247 59 15,467 6,769 2020-03-06 $28.91 $29.00 63.6% 15.7% 64.5% 88.3% 56.4% -7.4% -6.4% 373.3K -534.8K -66.0K 0.04 73.60 N/A N/A 586 26 15,551 6,791 2020-03-09 $27.69 $29.00 50.3% 15.9% 66.0% 57.7% 57.8% -17.5% -6.7% 320.8K 447.0K -66.0K 1.00 103.71 N/A N/A 327 326 15,682 6,806 2020-03-10 $27.52 $28.00 56.4% 14.6% 65.8% 71.8% 50.1% -7.7% -3.5% 366.8K 2.5M -59.0K 0.89 82.35 N/A N/A 320 286 15,867 6,735 2020-03-11 $27.04 $28.00 45.6% 13.1% 65.8% 46.8% 46.7% 8.0% 4.9% 328.6K 4.4M -53.6K 0.04 111.75 N/A N/A 159 7 15,890 6,650 2020-03-12 $23.60 $28.00 58.1% 16.7% 80.4% 75.8% 68.8% -35.4% 12.1% 124.0K 7.0M -45.8K 3.48 94.60 N/A N/A 311 1,082 15,924 6,580 2020-03-13 $20.16 $28.00 118.5% 34.0% 94.6% 100.0% 127.6% -47.4% -35.3% 70.8K 6.5M -43.5K 1.89 104.23 N/A N/A 804 1,517 16,041 7,030 2020-03-16 $15.38 $26.00 109.2% 31.3% 128.8% 90.0% 116.9% 2.9% -7.2% 33.5K 5.8M -28.3K 0.19 108.75 N/A N/A 617 120 16,425 6,300 2020-03-17 $15.22 $25.00 127.4% 36.5% 124.9% 100.0% 126.2% 41.6% -28.2% 28.3K 5.0M -31.1K 0.17 93.79 N/A N/A 564 95 16,843 6,365 2020-03-18 $13.26 $25.00 165.4% 47.4% 127.7% 100.0% 215.4% -13.5% -26.0% 18.2K 4.7M -26.7K 0.14 96.51 N/A N/A 444 63 17,163 6,413 2020-03-19 $13.94 $25.00 113.3% 32.5% 131.4% 62.8% 130.5% 15.8% 17.5% 18.1K 2.8M -25.4K 0.36 105.11 N/A N/A 538 193 17,348 4,672 2020-03-20 $14.50 $21.00 130.8% 37.5% 133.0% 75.3% 142.8% 12.2% -17.5% 28.0K 2.5M -28.1K 0.67 102.06 N/A N/A 263 177 17,598 4,624 2020-03-23 $16.26 $21.00 146.7% 42.1% 143.3% 86.7% 142.5% -11.7% -19.9% 35.8K -830.4K -31.7K 0.16 100.17 N/A N/A 509 79 7,318 2,650 2020-03-24 $18.87 $21.00 128.9% 36.9% 157.2% 73.9% 126.3% -13.7% 1.6% 50.4K -2.5M -38.7K 0.10 100.47 N/A N/A 875 85 7,676 2,698 2020-03-25 $19.97 $21.00 128.8% 36.9% 159.9% 73.9% 126.6% -17.6% -14.3% 65.1K -3.3M -42.5K 0.25 94.34 N/A N/A 551 137 8,008 2,728 2020-03-26 $19.60 $21.00 109.9% 31.5% 159.9% 60.4% 107.4% -1.7% 8.2% 62.5K -3.2M -42.1K 0.08 100.25 N/A N/A 322 26 7,981 2,794 2020-03-27 $19.55 $21.00 116.3% 33.4% 154.3% 65.0% 119.9% 8.1% -16.3% 60.7K -2.7M -41.4K 0.20 84.68 N/A N/A 541 107 8,021 2,813 2020-03-30 $18.49 $22.00 111.1% 31.8% 154.6% 61.2% 112.1% -1.1% -19.4% 54.1K -1.5M -36.4K 0.15 80.70 N/A N/A 416 62 8,004 2,908 2020-03-31 $18.48 $23.00 81.8% 23.4% 152.7% 40.3% 83.3% 4.4% 10.0% 56.3K -1.0M -34.6K 0.21 92.08 N/A N/A 98 21 7,961 2,951
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