AGQ Options History — June 2020

In June 2020, AGQ traded between $26.51 and $31.07. ATM implied volatility averaged 64.8%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded below realized volatility by 0.3% (HV 20d: 65.1%). Max pain ranged from $21.00 to $27.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2020-06-02: Highest Volume — 2,582 contracts
  • 2020-06-11: Largest IV drop — 14.9% change
  • 2020-06-10: Highest IV Rank — 36.3%
  • 2020-06-10: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.93$26.51$31.07$31.07$29.35
Max Pain$24.82$21.00$27.00$21.00$26.00
ATM IV64.8%56.0%76.8%69.6%61.9%
Expected Move18.5%16.1%22.0%19.9%17.8%
HV 20d65.1%57.4%76.6%60.9%57.9%
HV 60d82.5%65.2%108.0%107.1%65.6%
IV Rank27.7%21.4%36.3%31.1%25.6%
IV Percentile76.2%63.9%87.3%82.1%69.8%
Term Structure1.6%-4.6%9.0%-3.2%1.1%
VWIV66.1%56.9%78.5%69.1%62.8%
Skew 25d-6.9%-26.9%7.1%-8.1%-4.6%
Skew 10d-13.8%-36.5%24.7%-11.7%6.7%
Call IV 25d70.9%56.2%88.8%74.7%66.2%
Put IV 25d64.0%57.4%77.5%66.6%61.6%
Bid-Ask Spread %70.3746.35109.9563.9165.12
Gamma HHI0.110.070.310.090.09
Net GEX220.9K-25.4K325.0K310.6K211.8K
Net DEX-13.8M-20.7M-9.8M-20.7M-13.8M
Net VEX-60.2K-64.0K-56.1K-62.9K-63.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.061.690.200.21
Total Volume839.2272312,5821,3901,082
Total OI14,826.8189,90017,63914,73811,336

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$31.07$21.0069.6%19.9%60.9%31.1%69.1%-8.1%-3.2%310.6K-20.7M-62.9K0.2063.91N/AN/A1,16122911,4533,285
2020-06-02$29.43$21.0063.3%18.1%63.9%26.6%67.6%-3.3%1.2%283.8K-18.3M-63.4K0.1171.94N/AN/A2,33624611,7603,362
2020-06-03$28.31$21.0063.1%18.1%66.9%26.4%64.0%-11.3%1.6%300.6K-16.4M-64.0K0.7589.36N/AN/A38528912,6653,490
2020-06-04$28.34$25.0060.9%17.2%66.4%24.8%64.5%-10.0%9.0%325.0K-16.8M-63.4K0.4777.70N/AN/A1,39966012,8403,542
2020-06-05$26.89$25.0056.8%17.3%68.3%21.9%61.1%-11.0%3.5%272.1K-13.2M-61.0K0.2879.03N/AN/A41611512,8833,561
2020-06-08$28.14$25.0062.7%17.6%69.2%26.2%63.3%-4.8%6.7%321.8K-15.8M-61.5K1.6978.88N/AN/A34758812,9823,573
2020-06-09$27.56$25.0069.0%18.1%69.7%30.7%63.7%-7.5%2.8%267.1K-14.8M-61.1K0.8181.11N/AN/A24419713,0293,941
2020-06-10$29.26$25.0076.8%22.0%71.4%36.3%78.5%-3.8%-1.1%288.3K-17.8M-63.9K0.54106.17N/AN/A30216413,1573,950
2020-06-11$27.49$25.0065.3%18.7%76.6%28.1%57.8%-26.9%2.8%287.6K-15.3M-60.0K0.2494.34N/AN/A53012713,1693,969
2020-06-12$26.85$25.0061.6%17.7%75.7%25.4%59.1%7.1%3.8%247.1K-13.3M-59.1K0.18109.95N/AN/A4448113,2383,953
2020-06-15$26.51$25.0070.7%20.3%67.9%31.9%72.7%-5.9%-0.2%218.1K-11.4M-57.2K0.5646.35N/AN/A63035013,1473,973
2020-06-16$26.95$25.0068.6%19.7%66.6%30.4%73.2%-9.3%-4.6%224.8K-12.8M-58.3K0.1751.75N/AN/A1973413,4133,999
2020-06-17$27.27$25.0066.8%19.1%62.8%29.1%73.1%-8.0%1.2%150.7K-13.1M-57.6K0.2053.13N/AN/A2875613,4154,030
2020-06-18$26.66$25.0063.7%18.3%63.1%26.9%64.9%-7.6%-2.2%110.9K-11.4M-56.2K0.2355.75N/AN/A1994613,5884,051
2020-06-19$27.81$25.0066.8%19.2%60.5%29.2%68.4%-8.9%1.3%-25.4K-13.6M-57.1K0.2055.05N/AN/A71814713,5054,057
2020-06-22$27.69$26.0067.8%19.4%60.0%29.8%72.3%-9.9%1.5%159.8K-10.7M-56.1K0.1255.68N/AN/A530637,8172,083
2020-06-23$28.47$26.0066.8%19.2%60.3%29.1%69.7%-5.5%1.7%177.1K-11.8M-58.3K0.5157.72N/AN/A1,2706428,1162,124
2020-06-24$26.92$26.0063.9%18.3%62.5%27.0%65.9%-3.8%2.5%168.7K-9.8M-56.4K0.4162.41N/AN/A5032088,2792,201
2020-06-25$27.73$26.0062.2%17.8%63.3%25.8%61.4%-4.4%0.5%177.2K-10.6M-59.6K0.0664.77N/AN/A614378,3692,459
2020-06-26$27.93$27.0056.0%16.1%59.9%21.4%56.9%-1.5%4.7%189.9K-11.5M-62.5K0.4164.47N/AN/A222908,7222,469
2020-06-29$27.84$26.0061.6%17.6%57.4%25.4%64.0%-2.9%1.3%192.1K-11.4M-62.2K0.4363.56N/AN/A195838,7802,455
2020-06-30$29.35$26.0061.9%17.8%57.9%25.6%62.8%-4.6%1.1%211.8K-13.8M-63.4K0.2165.12N/AN/A8911918,8482,488