AGQ Options History — October 2020 In October 2020, AGQ traded between $41.50 and $48.57. ATM implied volatility averaged 89.3%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded below realized volatility by 4.7% (HV 20d: 94.0%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.26.
Notable Days 2020-10-09 : Highest Volume — 4,652 contracts2020-10-09 : Largest IV spike — 18.3% change2020-10-13 : Highest IV Rank — 46.0%2020-10-13 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.00 $41.50 $48.57 $43.86 $42.53 Max Pain $43.27 $40.00 $45.00 $45.00 $45.00 ATM IV 89.3% 74.2% 95.9% 90.3% 90.8% Expected Move 26.0% 24.7% 27.9% 25.9% 26.0% HV 20d 94.0% 70.1% 114.2% 102.1% 70.8% HV 60d 116.8% 106.2% 123.2% 119.8% 106.2% IV Rank 41.7% 31.7% 46.0% 42.4% 42.7% IV Percentile 73.2% 62.7% 80.2% 76.2% 73.4% Term Structure 0.8% -4.7% 5.5% 5.5% -4.7% VWIV 93.0% 87.4% 99.3% 91.9% 94.9% Skew 25d -8.2% -15.8% 5.5% 0.7% 0.1% Skew 10d -16.9% -27.4% 4.4% 1.0% -1.6% Call IV 25d 98.1% 87.0% 108.4% 94.4% 93.4% Put IV 25d 89.9% 84.4% 95.1% 95.1% 93.5% Bid-Ask Spread % 25.17 14.31 60.89 43.91 46.48 Gamma HHI 0.12 0.08 0.57 0.09 0.08 Net GEX 664.3K 453.8K 1.7M 570.7K 501.2K Net DEX -36.6M -50.3M -26.1M -34.0M -30.9M Net VEX -186.1K -200.9K -169.1K -194.8K -175.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.08 0.64 0.13 0.11 Total Volume 1,624.591 568 4,652 2,744 890 Total OI 28,929.591 23,016 34,125 30,665 26,574
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 2020-10-01 $43.86 $45.00 90.3% 25.9% 102.1% 42.4% 91.9% 0.7% 5.5% 570.7K -34.0M -194.8K 0.13 43.91 N/A N/A 2,419 325 23,914 6,751 2020-10-02 $43.98 $45.00 87.0% 25.0% 100.9% 40.2% 88.3% 5.5% 5.4% 570.2K -32.6M -191.6K 0.57 60.89 N/A N/A 836 474 23,866 6,840 2020-10-05 $45.82 $40.00 84.2% 26.0% 101.9% 38.3% 91.8% -11.9% 0.8% 688.3K -37.9M -192.0K 0.41 14.31 N/A N/A 1,056 433 23,980 6,969 2020-10-06 $42.26 $40.00 93.4% 25.8% 104.8% 44.4% 91.9% -3.9% 1.0% 507.2K -26.1M -175.8K 0.24 21.65 N/A N/A 2,440 588 24,205 6,992 2020-10-07 $43.43 $40.00 82.2% 25.4% 104.9% 36.9% 91.0% -7.2% -1.1% 589.5K -29.6M -181.7K 0.18 19.95 N/A N/A 1,028 188 24,547 7,203 2020-10-08 $44.01 $40.00 74.2% 24.7% 105.3% 31.7% 87.4% -8.3% 0.0% 650.3K -30.5M -182.0K 0.16 17.23 N/A N/A 1,141 181 24,722 7,213 2020-10-09 $48.52 $40.00 87.8% 26.9% 112.3% 40.7% 95.7% -12.5% 2.5% 840.2K -50.3M -200.9K 0.12 14.45 N/A N/A 4,163 489 24,916 7,266 2020-10-12 $48.57 $40.00 90.4% 26.4% 111.0% 42.4% 92.8% -12.8% 3.5% 863.4K -50.1M -195.6K 0.26 14.75 N/A N/A 1,344 356 24,941 7,323 2020-10-13 $44.76 $40.00 95.9% 27.9% 113.9% 46.0% 97.8% -12.8% -0.1% 696.1K -35.3M -185.1K 0.20 15.64 N/A N/A 2,220 437 25,365 7,363 2020-10-14 $45.21 $44.00 93.6% 26.8% 114.1% 44.5% 94.9% -8.6% 1.3% 869.8K -37.2M -188.0K 0.30 24.28 N/A N/A 852 252 26,094 7,551 2020-10-15 $45.31 $44.00 94.3% 27.0% 114.2% 45.0% 95.6% -11.7% -0.1% 960.8K -37.0M -185.6K 0.22 16.86 N/A N/A 1,656 358 26,141 7,599 2020-10-16 $44.81 $44.00 91.3% 26.2% 114.2% 43.0% 92.3% -10.5% 1.0% 1.7M -33.4M -183.7K 0.64 23.61 N/A N/A 1,012 645 26,443 7,682 2020-10-19 $45.26 $45.00 89.2% 25.6% 92.9% 41.6% 92.7% -15.0% 1.5% 453.8K -37.0M -181.6K 0.46 22.09 N/A N/A 892 407 18,653 4,363 2020-10-20 $46.99 $45.00 92.7% 26.6% 93.9% 43.9% 96.8% -11.3% 2.6% 490.8K -41.7M -190.4K 0.15 18.05 N/A N/A 1,149 171 19,007 4,553 2020-10-21 $47.94 $45.00 95.5% 27.4% 74.6% 45.8% 99.3% -15.8% 1.4% 526.6K -45.6M -196.4K 0.13 16.27 N/A N/A 1,029 137 19,667 4,634 2020-10-22 $46.72 $45.00 90.2% 25.9% 75.3% 42.3% 93.3% -11.2% 1.2% 538.5K -41.6M -192.5K 0.32 20.15 N/A N/A 429 139 19,924 4,670 2020-10-23 $46.06 $45.00 87.1% 25.0% 75.5% 40.3% 89.4% -8.5% 2.6% 549.8K -40.1M -189.8K 0.24 16.54 N/A N/A 667 162 20,195 4,755 2020-10-26 $45.24 $45.00 87.6% 25.1% 72.8% 40.5% 90.1% -9.1% -1.1% 549.8K -38.3M -184.3K 0.08 22.45 N/A N/A 1,316 109 20,575 4,840 2020-10-27 $45.58 $45.00 86.9% 24.9% 70.9% 40.1% 90.5% -4.8% -1.1% 579.9K -38.9M -185.3K 0.24 23.30 N/A N/A 635 150 20,859 4,836 2020-10-28 $41.56 $45.00 90.2% 25.9% 72.2% 42.3% 95.9% -5.4% -1.1% 465.2K -28.2M -169.1K 0.20 37.77 N/A N/A 1,515 303 21,091 4,921 2020-10-29 $41.50 $45.00 89.9% 25.8% 70.1% 42.1% 92.1% -4.8% -4.3% 474.5K -28.9M -173.0K 0.42 43.10 N/A N/A 528 220 21,470 4,978 2020-10-30 $42.53 $45.00 90.8% 26.0% 70.8% 42.7% 94.9% 0.1% -4.7% 501.2K -30.9M -175.5K 0.11 46.48 N/A N/A 801 89 21,526 5,048
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