AGQ Options History — February 2021 In February 2021, AGQ traded between $48.68 and $60.59. ATM implied volatility averaged 86.9%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded below realized volatility by 25.5% (HV 20d: 112.4%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.20.
Notable Days 2021-02-01 : Highest Volume — 12,080 contracts2021-02-02 : Largest IV drop — 41.3% change2021-02-01 : Highest IV Rank — 89.1%2021-02-01 : Largest Expected Move — 46.3%Monthly Statistics Metric Avg Min Max Open Close Price $52.15 $48.68 $60.59 $60.59 $49.12 Max Pain $42.32 $40.00 $45.00 $40.00 $45.00 ATM IV 86.9% 73.0% 161.6% 161.6% 84.2% Expected Move 25.2% 20.9% 46.3% 46.3% 24.1% HV 20d 112.4% 102.4% 125.5% 102.4% 105.4% HV 60d 88.0% 83.8% 93.8% 83.8% 87.8% IV Rank 35.7% 23.8% 89.1% 89.1% 31.1% IV Percentile 53.7% 31.0% 98.8% 98.8% 50.8% Term Structure 1.1% -18.7% 6.8% -18.7% -1.4% VWIV 98.1% 82.6% 166.5% 166.5% 91.1% Skew 25d -24.5% -51.4% -15.9% -51.4% -19.0% Skew 10d -43.7% -59.8% -31.1% -58.7% -39.6% Call IV 25d 108.3% 88.7% 191.9% 191.9% 103.1% Put IV 25d 83.8% 72.8% 140.5% 140.5% 84.1% Bid-Ask Spread % 45.32 30.75 53.24 42.75 50.46 Gamma HHI 0.11 0.08 0.31 0.08 0.11 Net GEX 1.6M 918.3K 2.6M 918.3K 969.8K Net DEX -78.7M -120.2M -49.4M -120.2M -49.4M Net VEX -319.5K -347.0K -297.0K -347.0K -297.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.09 0.36 0.17 0.29 Total Volume 3,921.211 1,399 12,080 12,080 3,483 Total OI 47,878.895 38,133 54,967 41,738 40,772
Daily Data (19 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 2021-02-01 $60.59 $40.00 161.6% 46.3% 102.4% 89.1% 166.5% -51.4% -18.7% 918.3K -120.2M -347.0K 0.17 42.75 N/A N/A 10,306 1,774 31,262 10,476 2021-02-02 $49.50 $42.00 94.9% 27.2% 124.3% 43.0% 113.4% -32.6% 6.8% 1.0M -68.9M -325.9K 0.15 31.44 N/A N/A 6,929 1,061 34,568 11,276 2021-02-03 $50.42 $43.00 94.7% 27.2% 124.3% 42.9% 102.4% -24.5% -1.1% 1.2M -73.2M -332.5K 0.21 30.75 N/A N/A 2,766 577 35,785 11,714 2021-02-04 $48.68 $41.00 83.5% 24.7% 124.5% 35.1% 90.5% -24.8% -4.3% 1.2M -62.5M -320.3K 0.28 40.57 N/A N/A 2,554 712 36,520 11,772 2021-02-05 $50.66 $41.00 83.0% 24.8% 125.5% 34.7% 92.6% -25.9% 0.4% 1.4M -75.7M -328.8K 0.24 43.96 N/A N/A 1,770 421 37,208 11,736 2021-02-08 $52.77 $41.00 79.8% 25.4% 113.1% 32.5% 97.7% -27.1% -1.4% 1.6M -89.0M -326.9K 0.33 46.58 N/A N/A 2,609 853 37,414 11,764 2021-02-09 $51.99 $41.00 75.0% 23.4% 112.6% 29.2% 112.9% -27.6% 2.8% 1.7M -86.8M -329.3K 0.17 47.98 N/A N/A 2,704 458 37,770 11,540 2021-02-10 $50.93 $41.00 82.7% 23.7% 112.1% 34.5% 103.9% -24.6% 3.4% 1.7M -79.9M -324.6K 0.36 47.12 N/A N/A 2,124 773 39,963 11,573 2021-02-11 $51.07 $42.00 78.9% 22.6% 111.9% 31.8% 87.4% -20.3% 5.5% 1.7M -78.0M -317.8K 0.29 45.29 N/A N/A 1,127 328 40,156 11,651 2021-02-12 $52.14 $42.00 77.0% 22.1% 111.9% 29.8% 88.8% -27.3% 6.3% 1.9M -88.3M -327.3K 0.12 52.40 N/A N/A 2,399 285 40,402 11,777 2021-02-16 $51.95 $42.00 79.2% 22.7% 108.3% 31.3% 88.2% -24.2% 5.5% 2.1M -86.3M -305.9K 0.16 47.37 N/A N/A 2,333 369 41,674 11,790 2021-02-17 $52.36 $42.00 80.6% 23.1% 107.9% 29.7% 91.5% -22.0% 5.1% 2.3M -91.6M -313.7K 0.12 40.88 N/A N/A 2,065 250 42,545 11,856 2021-02-18 $50.97 $42.00 78.2% 22.4% 107.0% 27.6% 86.2% -23.9% 3.9% 2.3M -81.0M -304.1K 0.13 35.37 N/A N/A 2,146 275 42,657 11,904 2021-02-19 $51.90 $43.00 73.0% 20.9% 107.2% 23.8% 82.6% -15.9% 4.4% 2.6M -87.0M -297.1K 0.26 51.91 N/A N/A 3,632 949 43,010 11,957 2021-02-22 $55.52 $43.00 91.5% 26.2% 108.4% 37.3% 97.7% -21.6% -0.7% 1.2M -72.2M -313.4K 0.15 51.13 N/A N/A 5,728 838 29,802 8,331 2021-02-23 $53.53 $44.00 88.3% 25.3% 109.3% 35.0% 90.5% -18.9% -0.7% 1.3M -69.2M -323.8K 0.15 50.80 N/A N/A 2,598 393 33,124 8,801 2021-02-24 $54.27 $44.00 85.9% 24.6% 109.3% 33.2% 89.4% -17.4% -1.0% 1.4M -72.4M -325.8K 0.09 51.02 N/A N/A 1,288 111 33,440 8,966 2021-02-25 $52.48 $45.00 79.4% 22.8% 109.6% 27.6% 90.3% -16.9% 5.7% 1.3M -64.1M -310.2K 0.09 53.24 N/A N/A 5,039 476 33,736 9,007 2021-02-26 $49.12 $45.00 84.2% 24.1% 105.4% 31.1% 91.1% -19.0% -1.4% 969.8K -49.4M -297.0K 0.29 50.46 N/A N/A 2,705 778 31,700 9,072
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