AGQ Options History — December 2020 In December 2020, AGQ traded between $41.98 and $51.78. ATM implied volatility averaged 81.0%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 9.8% (HV 20d: 71.2%). Max pain ranged from $27.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.32.
Notable Days 2020-12-17 : Highest Volume — 5,467 contracts2020-12-07 : Largest IV spike — 14.1% change2020-12-17 : Highest IV Rank — 42.0%2020-12-17 : Largest Expected Move — 25.7%Monthly Statistics Metric Avg Min Max Open Close Price $46.33 $41.98 $51.78 $42.68 $51.24 Max Pain $30.95 $27.00 $40.00 $40.00 $30.00 ATM IV 81.0% 73.0% 89.8% 82.3% 85.2% Expected Move 23.1% 20.9% 25.7% 23.6% 24.4% HV 20d 71.2% 58.5% 87.6% 87.6% 58.9% HV 60d 79.8% 70.4% 86.9% 86.4% 70.4% IV Rank 35.6% 30.9% 42.0% 37.0% 36.8% IV Percentile 57.0% 46.8% 69.0% 59.9% 58.7% Term Structure 2.6% -1.7% 7.5% -1.7% 7.5% VWIV 82.9% 75.0% 92.1% 87.1% 85.5% Skew 25d -10.2% -15.4% -1.7% -7.8% -1.9% Skew 10d -18.0% -28.3% -1.7% -15.4% -1.7% Call IV 25d 88.3% 81.1% 98.5% 88.5% 85.4% Put IV 25d 78.0% 69.8% 89.2% 80.6% 83.5% Bid-Ask Spread % 50.37 42.18 62.42 59.55 62.42 Gamma HHI 0.10 0.07 0.22 0.07 0.11 Net GEX 861.3K 638.3K 1.7M 638.3K 888.5K Net DEX -50.7M -73.6M -34.4M -37.5M -67.5M Net VEX -215.2K -241.8K -193.1K -201.3K -239.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.08 0.86 0.09 0.22 Total Volume 2,212.545 579 5,467 3,909 1,827 Total OI 33,791.136 27,678 38,745 31,519 34,520
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 2020-12-01 $42.68 $40.00 82.3% 23.6% 87.6% 37.0% 87.1% -7.8% -1.7% 638.3K -37.5M -201.3K 0.09 59.55 N/A N/A 3,601 308 24,911 6,608 2020-12-02 $42.81 $40.00 76.3% 21.9% 87.5% 33.1% 79.2% -7.6% -0.4% 680.8K -37.5M -202.6K 0.08 58.62 N/A N/A 1,422 119 25,753 6,658 2020-12-03 $42.98 $27.00 75.5% 21.9% 87.1% 32.6% 75.0% -11.9% 0.9% 703.2K -38.0M -203.3K 0.85 42.78 N/A N/A 642 545 26,179 6,688 2020-12-04 $43.16 $30.00 73.8% 21.3% 74.5% 31.4% 76.3% -11.1% 4.1% 713.5K -38.6M -203.1K 0.17 43.70 N/A N/A 651 108 26,256 6,909 2020-12-07 $44.42 $30.00 84.2% 22.5% 74.9% 38.3% 81.6% -14.5% 1.6% 784.5K -43.3M -204.3K 0.16 47.49 N/A N/A 3,086 479 26,267 6,904 2020-12-08 $44.79 $30.00 79.2% 21.8% 60.1% 35.0% 77.7% -12.6% 2.8% 868.2K -45.5M -209.1K 0.32 47.76 N/A N/A 762 242 27,374 7,101 2020-12-09 $42.01 $30.00 74.2% 21.3% 64.4% 31.7% 75.9% -8.6% 4.1% 696.0K -34.4M -196.2K 0.30 48.61 N/A N/A 1,829 557 27,670 7,166 2020-12-10 $42.67 $30.00 74.6% 21.4% 64.6% 31.9% 77.9% -10.4% 3.7% 762.9K -38.4M -204.1K 0.58 46.97 N/A N/A 630 365 28,249 7,403 2020-12-11 $42.34 $30.00 73.0% 20.9% 64.7% 30.9% 75.2% -12.0% 4.9% 718.1K -36.9M -200.4K 0.23 48.37 N/A N/A 469 110 28,495 7,616 2020-12-14 $41.98 $30.00 74.3% 21.3% 63.4% 31.7% 78.0% -11.1% 1.9% 701.5K -35.2M -193.1K 0.47 44.35 N/A N/A 841 396 28,535 7,690 2020-12-15 $44.35 $30.00 75.5% 21.6% 66.7% 32.5% 79.9% -12.4% 1.1% 922.7K -44.6M -200.9K 0.20 46.41 N/A N/A 2,525 503 28,951 7,737 2020-12-16 $47.35 $30.00 84.5% 24.2% 70.2% 38.5% 86.6% -15.3% 3.6% 1.2M -59.7M -213.1K 0.31 54.39 N/A N/A 2,396 745 29,407 7,956 2020-12-17 $49.82 $30.00 89.8% 25.7% 71.8% 42.0% 89.8% -15.4% 0.1% 1.5M -73.6M -222.5K 0.17 53.25 N/A N/A 4,670 797 30,042 8,100 2020-12-18 $49.03 $30.00 85.1% 24.4% 71.8% 38.9% 87.1% -9.3% 3.3% 1.7M -66.7M -223.0K 0.30 50.93 N/A N/A 1,761 528 30,285 8,460 2020-12-21 $50.73 $31.00 89.6% 25.7% 72.5% 41.9% 92.1% -10.6% 2.1% 732.6K -59.5M -228.7K 0.24 50.31 N/A N/A 2,790 661 22,017 5,661 2020-12-22 $46.59 $33.00 82.0% 23.5% 76.5% 35.4% 81.7% -15.0% 2.0% 705.7K -46.2M -216.8K 0.25 47.55 N/A N/A 2,777 686 23,027 5,908 2020-12-23 $48.21 $30.00 83.6% 24.0% 75.5% 35.7% 87.8% -11.5% 2.0% 760.6K -56.9M -229.8K 0.51 52.12 N/A N/A 758 390 24,415 6,363 2020-12-24 $48.85 $30.00 81.2% 23.3% 75.5% 34.1% 83.3% -8.5% 2.4% 769.6K -58.0M -230.2K 0.86 42.18 N/A N/A 819 702 24,707 6,604 2020-12-28 $50.89 $30.00 85.9% 24.6% 69.7% 37.3% 88.2% -9.2% 3.1% 817.4K -65.0M -232.7K 0.39 51.09 N/A N/A 2,132 822 24,931 7,163 2020-12-29 $50.47 $30.00 86.1% 24.7% 70.1% 37.4% 87.4% -6.9% 2.3% 832.1K -63.7M -236.4K 0.25 51.48 N/A N/A 1,169 297 25,621 7,531 2020-12-30 $51.78 $30.00 87.1% 25.0% 58.5% 38.1% 89.6% -1.7% 5.2% 854.1K -69.2M -241.8K 0.14 57.72 N/A N/A 1,549 210 25,857 7,710 2020-12-31 $51.24 $30.00 85.2% 24.4% 58.9% 36.8% 85.5% -1.9% 7.5% 888.5K -67.5M -239.9K 0.22 62.42 N/A N/A 1,502 325 26,668 7,852
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