AGQ Options History — January 2021

In January 2021, AGQ traded between $43.98 and $55.75. ATM implied volatility averaged 86.1%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 8.0% (HV 20d: 78.2%). Max pain ranged from $38.00 to $49.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.31.

Notable Days

  • 2021-01-08: Highest Volume — 9,655 contracts
  • 2021-01-28: Largest IV spike — 61.8% change
  • 2021-01-29: Highest IV Rank — 67.1%
  • 2021-01-29: Largest Expected Move — 37.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.63$43.98$55.75$54.68$51.94
Max Pain$43.53$38.00$49.00$48.00$40.00
ATM IV86.1%69.4%129.8%96.0%129.8%
Expected Move24.4%19.9%37.2%27.5%37.2%
HV 20d78.2%62.1%86.8%62.1%86.8%
HV 60d74.7%68.9%78.0%71.3%77.9%
IV Rank37.3%25.4%67.1%44.2%67.1%
IV Percentile56.7%31.7%95.6%79.0%95.6%
Term Structure-0.0%-12.2%4.2%-0.5%-12.2%
VWIV87.1%69.9%138.1%95.7%135.7%
Skew 25d-13.2%-62.1%-2.9%-9.1%-56.2%
Skew 10d-19.9%-96.5%-6.1%-11.0%-65.0%
Call IV 25d94.6%71.0%168.1%102.1%166.0%
Put IV 25d81.4%68.2%109.7%93.0%109.7%
Bid-Ask Spread %29.2514.0952.0426.8238.45
Gamma HHI0.090.070.160.120.07
Net GEX855.7K515.9K1.4M1.0M806.8K
Net DEX-56.3M-93.2M-35.0M-82.5M-80.7M
Net VEX-261.8K-323.1K-231.4K-244.1K-323.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.061.020.140.13
Total Volume3,477.1057289,6555,3556,213
Total OI38,66832,26647,25835,14640,125

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$54.68$48.0096.0%27.5%62.1%44.2%95.7%-9.1%-0.5%1.0M-82.5M-244.1K0.1426.82N/AN/A4,71863727,1787,968
2021-01-05$55.75$49.00100.9%28.2%62.1%47.5%102.5%-14.1%-0.9%1.2M-93.2M-257.4K0.2031.47N/AN/A2,14142629,4078,011
2021-01-06$54.20$49.0091.0%26.6%63.5%40.7%92.7%-9.3%0.4%1.3M-86.2M-251.7K0.1927.91N/AN/A2,85154430,3078,073
2021-01-07$54.11$49.0077.5%25.4%63.6%31.5%89.4%-9.3%1.0%1.4M-84.9M-253.4K0.2630.32N/AN/A1,06728030,8768,341
2021-01-08$46.42$49.00101.0%26.3%82.4%47.6%91.3%-9.0%-2.2%907.8K-49.0M-231.4K0.3821.46N/AN/A6,9762,67931,1258,400
2021-01-11$45.12$45.0099.4%25.1%83.1%46.5%87.5%-9.1%0.9%800.8K-45.3M-250.1K0.3314.09N/AN/A3,1061,02933,91310,475
2021-01-12$47.14$45.0087.7%23.5%84.2%38.5%82.0%-6.2%-0.2%1.0M-55.5M-263.4K0.2917.97N/AN/A1,52343735,03610,940
2021-01-13$46.38$45.0077.2%22.1%84.5%31.3%81.9%-8.8%4.2%1.0M-52.2M-259.4K0.2626.42N/AN/A85822735,59411,088
2021-01-14$47.23$45.0078.9%22.6%82.6%32.5%79.8%-9.6%1.1%1.2M-56.3M-261.3K0.6026.70N/AN/A2,1091,26135,46311,097
2021-01-15$43.98$45.0074.2%21.3%83.1%29.3%69.9%-7.6%3.3%744.7K-35.0M-248.0K0.2521.11N/AN/A4,8101,20635,41011,848
2021-01-19$45.51$38.0072.3%20.7%81.9%28.0%73.2%-6.2%3.6%515.9K-36.4M-255.2K0.5128.69N/AN/A1,19060323,1119,155
2021-01-20$48.05$40.0074.8%21.4%84.4%29.6%74.6%-6.7%0.7%620.5K-45.3M-272.2K0.3723.93N/AN/A2,68599123,5999,539
2021-01-21$48.36$40.0072.5%20.8%83.4%28.0%73.0%-6.0%1.8%648.9K-46.8M-271.3K1.0229.07N/AN/A36237024,2079,662
2021-01-22$46.65$40.0071.0%20.4%78.6%27.0%71.8%-6.0%2.6%596.3K-40.7M-264.1K0.2132.93N/AN/A92419624,4069,819
2021-01-25$45.97$40.0070.4%20.2%77.7%26.0%70.4%-3.8%1.0%589.9K-38.6M-257.0K0.2534.31N/AN/A1,29032424,6399,863
2021-01-26$46.58$40.0069.4%19.9%77.7%25.4%69.9%-2.9%0.4%636.5K-40.8M-259.1K0.3533.08N/AN/A53819025,01210,011
2021-01-27$45.34$40.0073.5%21.1%76.4%28.2%74.8%-8.4%1.0%565.3K-37.1M-254.9K0.1038.97N/AN/A1,92620225,02710,068
2021-01-28$50.62$40.00118.8%34.1%86.8%59.5%138.1%-62.1%-6.6%615.6K-63.0M-296.3K0.0652.04N/AN/A8,67150525,78010,119
2021-01-29$51.94$40.00129.8%37.2%86.8%67.1%135.7%-56.2%-12.2%806.8K-80.7M-323.1K0.1338.45N/AN/A5,49971429,81910,306