AGQ Options History — July 2020 In July 2020, AGQ traded between $28.40 and $50.18. ATM implied volatility averaged 80.3%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 18.7% (HV 20d: 61.5%). Max pain ranged from $26.00 to $37.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2020-07-27 : Highest Volume — 6,236 contracts2020-07-22 : Largest IV spike — 47.9% change2020-07-28 : Highest IV Rank — 74.1%2020-07-28 : Largest Expected Move — 37.1%Monthly Statistics Metric Avg Min Max Open Close Price $37.49 $28.40 $50.18 $28.61 $49.55 Max Pain $30.59 $26.00 $37.00 $26.00 $37.00 ATM IV 80.3% 47.8% 129.4% 62.9% 107.7% Expected Move 23.4% 15.2% 37.1% 18.0% 30.9% HV 20d 61.5% 44.8% 89.8% 57.0% 89.8% HV 60d 64.1% 57.3% 73.5% 62.2% 73.5% IV Rank 38.8% 15.5% 74.1% 26.3% 58.5% IV Percentile 76.8% 48.8% 98.8% 71.8% 93.3% Term Structure -1.4% -14.7% 6.8% -2.3% -0.1% VWIV 82.4% 53.4% 128.1% 65.2% 112.0% Skew 25d -15.4% -30.0% -2.6% -8.9% -23.4% Skew 10d -24.3% -65.0% -10.6% -10.6% -36.0% Call IV 25d 92.5% 57.6% 146.9% 67.1% 124.8% Put IV 25d 77.1% 52.3% 119.4% 58.2% 101.4% Bid-Ask Spread % 51.88 24.49 89.37 89.37 51.78 Gamma HHI 0.11 0.07 0.31 0.10 0.11 Net GEX 332.8K 227.3K 522.2K 231.5K 415.5K Net DEX -31.4M -62.1M -13.0M -13.0M -62.1M Net VEX -83.7K -140.5K -63.5K -63.5K -140.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.15 0.64 0.17 0.17 Total Volume 2,503.409 437 6,236 987 2,802 Total OI 15,687.545 11,775 23,755 11,775 23,755
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 2020-07-01 $28.61 $26.00 62.9% 18.0% 57.0% 26.3% 65.2% -8.9% -2.3% 231.5K -13.0M -63.5K 0.17 89.37 N/A N/A 841 146 9,251 2,524 2020-07-02 $28.40 $26.00 53.0% 15.2% 57.0% 19.2% 53.4% -5.3% 4.1% 272.9K -13.4M -64.9K 0.23 75.87 N/A N/A 356 81 9,870 2,602 2020-07-06 $29.50 $28.00 52.8% 16.9% 55.0% 19.0% 61.5% -8.1% 6.8% 320.0K -15.8M -64.5K 0.57 43.48 N/A N/A 1,315 750 10,024 2,599 2020-07-07 $29.53 $28.00 58.9% 17.8% 52.8% 23.5% 62.4% -8.6% 4.9% 309.3K -15.8M -65.0K 0.15 42.81 N/A N/A 645 98 10,211 2,680 2020-07-08 $31.12 $28.00 60.2% 18.3% 54.9% 24.4% 65.0% -2.6% 3.0% 340.2K -19.4M -65.8K 0.20 47.97 N/A N/A 1,636 321 10,308 2,697 2020-07-09 $30.74 $27.00 55.9% 18.2% 51.4% 21.3% 61.7% -10.5% 3.4% 329.7K -18.5M -66.4K 0.26 48.68 N/A N/A 1,575 417 10,467 2,817 2020-07-10 $30.95 $28.00 47.8% 16.9% 45.3% 15.5% 60.7% -10.3% 4.9% 388.4K -19.2M -66.9K 0.19 24.49 N/A N/A 547 106 10,765 3,018 2020-07-13 $32.26 $28.00 58.6% 18.0% 45.6% 23.3% 65.0% -10.1% 1.5% 389.5K -22.6M -66.4K 0.15 48.75 N/A N/A 2,292 352 10,984 3,115 2020-07-14 $32.60 $28.00 65.6% 18.0% 44.8% 28.3% 62.7% -11.9% 1.3% 362.5K -22.2M -69.2K 0.26 43.35 N/A N/A 702 181 11,019 3,309 2020-07-15 $33.26 $28.00 62.7% 18.0% 44.9% 26.2% 63.0% -12.0% 1.3% 362.0K -23.8M -68.0K 0.58 32.27 N/A N/A 1,759 1,012 11,042 3,395 2020-07-16 $32.36 $28.00 58.8% 16.9% 46.9% 23.3% 59.2% -11.7% 0.4% 410.0K -21.8M -67.8K 0.45 33.72 N/A N/A 839 375 11,190 3,509 2020-07-17 $33.11 $29.00 56.0% 16.1% 45.6% 21.4% 56.1% -10.3% 3.1% 522.2K -23.7M -69.2K 0.64 48.39 N/A N/A 775 499 11,415 3,646 2020-07-20 $35.00 $30.00 62.4% 17.9% 47.1% 25.9% 63.6% -11.9% 2.2% 247.4K -22.6M -70.7K 0.24 54.29 N/A N/A 1,569 377 9,820 2,876 2020-07-21 $39.25 $30.00 85.3% 24.5% 59.1% 42.4% 84.8% -19.7% -2.1% 232.0K -29.7M -73.4K 0.19 57.89 N/A N/A 4,457 838 10,307 2,956 2020-07-22 $45.50 $32.00 126.2% 36.2% 75.1% 71.8% 122.0% -13.5% -14.7% 227.3K -40.6M -82.1K 0.23 58.69 N/A N/A 4,695 1,101 11,390 3,364 2020-07-23 $43.40 $34.00 101.5% 29.1% 73.9% 54.1% 100.6% -30.0% -9.6% 298.9K -39.9M -91.5K 0.30 68.84 N/A N/A 2,815 838 12,684 3,890 2020-07-24 $44.27 $34.00 100.0% 28.7% 73.9% 53.0% 101.3% -29.5% -8.2% 314.0K -43.3M -97.7K 0.25 57.87 N/A N/A 1,398 353 13,554 4,200 2020-07-27 $50.09 $34.00 125.0% 35.8% 81.7% 70.9% 125.1% -22.9% -11.2% 304.7K -55.5M -102.3K 0.23 44.35 N/A N/A 5,051 1,185 14,113 4,314 2020-07-28 $50.18 $36.00 129.4% 37.1% 81.4% 74.1% 128.1% -29.1% -11.8% 325.4K -58.0M -118.5K 0.34 58.49 N/A N/A 3,337 1,134 15,439 4,941 2020-07-29 $49.41 $37.00 125.2% 35.9% 82.4% 71.1% 127.3% -26.8% -2.6% 342.5K -58.6M -131.7K 0.32 61.47 N/A N/A 2,184 699 16,473 5,581 2020-07-30 $45.76 $37.00 109.8% 31.5% 88.5% 60.1% 112.5% -22.7% -5.3% 375.9K -50.7M -136.1K 0.20 48.48 N/A N/A 2,181 441 17,140 5,872 2020-07-31 $49.55 $37.00 107.7% 30.9% 89.8% 58.5% 112.0% -23.4% -0.1% 415.5K -62.1M -140.5K 0.17 51.78 N/A N/A 2,390 412 17,697 6,058
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