AGQ Options History — August 2020 In August 2020, AGQ traded between $50.04 and $69.20. ATM implied volatility averaged 126.2%, placing in the 68.0% IV rank vs the trailing year. The 30-day expected move averaged 35.3%. IV traded below realized volatility by 14.9% (HV 20d: 141.1%). Max pain ranged from $26.00 to $46.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.26.
Notable Days 2020-08-11 : Highest Volume — 12,661 contracts2020-08-04 : Largest IV spike — 25.6% change2020-08-11 : Highest IV Rank — 100.0%2020-08-10 : Largest Expected Move — 42.7%Monthly Statistics Metric Avg Min Max Open Close Price $59.27 $50.04 $69.20 $50.04 $63.68 Max Pain $39.71 $26.00 $46.00 $38.00 $46.00 ATM IV 126.2% 97.8% 177.4% 97.8% 110.4% Expected Move 35.3% 28.0% 42.7% 28.0% 31.6% HV 20d 141.1% 89.9% 164.8% 89.9% 153.1% HV 60d 97.7% 72.7% 107.9% 72.7% 106.5% IV Rank 68.0% 47.6% 100.0% 51.4% 55.6% IV Percentile 93.3% 84.9% 100.0% 90.9% 88.5% Term Structure -8.9% -24.1% 4.5% 4.5% -2.2% VWIV 125.6% 101.9% 150.7% 101.9% 111.7% Skew 25d -16.8% -31.3% -5.0% -20.9% -9.4% Skew 10d -27.8% -42.2% -12.2% -33.8% -30.2% Call IV 25d 135.1% 105.5% 171.5% 115.3% 121.3% Put IV 25d 118.2% 94.4% 140.9% 94.4% 111.9% Bid-Ask Spread % 58.45 52.15 63.92 55.79 62.57 Gamma HHI 0.10 0.07 0.17 0.11 0.10 Net GEX 691.2K 480.0K 1.1M 480.5K 739.6K Net DEX -89.8M -125.8M -62.1M -65.1M -91.0M Net VEX -198.2K -228.2K -141.5K -141.5K -217.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.12 0.59 0.22 0.15 Total Volume 5,528.238 1,959 12,661 3,243 3,356 Total OI 33,784.143 24,819 42,162 24,819 32,123
Daily Data (21 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 2020-08-03 $50.04 $38.00 97.8% 28.0% 89.9% 51.4% 101.9% -20.9% 4.5% 480.5K -65.1M -141.5K 0.22 55.79 N/A N/A 2,666 577 18,599 6,220 2020-08-04 $56.76 $38.00 122.8% 35.2% 96.0% 69.4% 121.6% -21.5% -10.3% 498.7K -83.9M -141.9K 0.15 58.92 N/A N/A 5,582 842 19,031 6,239 2020-08-05 $61.00 $39.00 136.6% 39.2% 96.8% 79.3% 137.6% -30.2% -10.3% 480.0K -94.4M -145.6K 0.16 63.92 N/A N/A 5,611 892 19,403 6,530 2020-08-06 $68.82 $26.00 156.5% 42.2% 99.9% 93.7% 142.5% -19.9% -24.1% 513.2K -117.4M -155.1K 0.14 58.61 N/A N/A 9,491 1,298 20,635 6,929 2020-08-07 $65.47 $28.00 163.5% 42.7% 104.3% 98.6% 150.6% -31.3% -20.2% 598.5K -109.4M -182.1K 0.59 59.55 N/A N/A 5,759 3,370 22,868 7,559 2020-08-10 $69.20 $32.00 153.2% 42.7% 104.5% 91.3% 148.7% -20.1% -18.4% 735.9K -125.8M -200.9K 0.25 60.30 N/A N/A 4,430 1,125 24,951 8,584 2020-08-11 $51.72 $35.00 177.4% 39.8% 156.8% 100.0% 150.7% -29.4% -10.9% 527.2K -66.1M -196.4K 0.28 52.15 N/A N/A 9,876 2,785 25,646 8,930 2020-08-12 $52.72 $37.00 138.6% 39.7% 156.8% 74.3% 143.5% -22.1% -12.6% 644.2K -73.6M -216.3K 0.26 53.56 N/A N/A 3,481 904 28,586 10,061 2020-08-13 $59.96 $37.00 136.2% 39.1% 159.9% 72.7% 138.3% -18.8% -11.9% 867.9K -104.4M -228.2K 0.32 58.89 N/A N/A 3,995 1,290 29,607 10,357 2020-08-14 $55.88 $40.00 129.9% 37.2% 163.9% 68.5% 133.3% -17.5% -12.1% 817.7K -87.0M -223.6K 0.21 54.89 N/A N/A 3,979 841 30,051 10,616 2020-08-17 $60.62 $40.00 129.4% 37.1% 164.8% 68.2% 135.0% -23.4% -11.1% 1.0M -109.7M -219.5K 0.26 56.62 N/A N/A 3,780 973 30,311 10,796 2020-08-18 $62.55 $40.00 120.7% 34.6% 161.6% 62.5% 120.8% -14.7% -6.5% 1.1M -119.0M -215.8K 0.38 62.91 N/A N/A 3,356 1,289 30,319 10,999 2020-08-19 $57.14 $42.00 120.2% 34.5% 159.4% 62.2% 122.6% -12.1% -9.7% 948.6K -90.0M -212.3K 0.31 60.87 N/A N/A 3,856 1,200 30,182 11,160 2020-08-20 $60.56 $44.00 112.1% 32.1% 158.6% 56.8% 116.0% -5.6% -4.1% 1.1M -107.8M -213.5K 0.13 61.79 N/A N/A 3,761 496 30,771 11,391 2020-08-21 $56.98 $44.00 115.3% 33.0% 161.0% 58.9% 117.9% -10.4% -2.4% 510.0K -88.2M -206.9K 0.48 59.71 N/A N/A 3,994 1,900 30,417 11,460 2020-08-24 $56.02 $45.00 100.9% 28.9% 155.8% 49.3% 103.1% -5.0% -3.5% 539.4K -62.4M -202.7K 0.19 53.57 N/A N/A 2,986 575 21,401 6,738 2020-08-25 $56.23 $45.00 98.2% 28.2% 155.8% 47.6% 104.5% -8.3% -1.5% 548.4K -62.1M -201.8K 0.12 57.85 N/A N/A 1,749 210 21,327 7,063 2020-08-26 $60.09 $46.00 116.8% 33.5% 157.0% 59.9% 119.5% -15.9% -9.7% 557.7K -74.6M -209.8K 0.45 56.42 N/A N/A 4,040 1,805 21,366 7,131 2020-08-27 $58.61 $46.00 108.4% 31.1% 154.3% 54.3% 110.7% -12.3% -7.4% 618.1K -73.1M -215.0K 0.16 55.38 N/A N/A 2,723 445 22,537 8,687 2020-08-28 $60.70 $46.00 105.7% 30.3% 152.5% 52.5% 107.7% -5.0% -2.8% 654.0K -79.7M -216.3K 0.26 63.10 N/A N/A 3,826 979 22,957 8,929 2020-08-31 $63.68 $46.00 110.4% 31.6% 153.1% 55.6% 111.7% -9.4% -2.2% 739.6K -91.0M -217.2K 0.15 62.57 N/A N/A 2,907 449 23,349 8,774
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