AGQ Options History — March 2021 In March 2021, AGQ traded between $39.65 and $49.85. ATM implied volatility averaged 66.7%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 7.3% (HV 20d: 59.5%). Max pain ranged from $45.00 to $51.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.48.
Notable Days 2021-03-03 : Highest Volume — 3,695 contracts2021-03-05 : Largest IV drop — 10.3% change2021-03-01 : Highest IV Rank — 26.5%2021-03-01 : Largest Expected Move — 22.7%Monthly Statistics Metric Avg Min Max Open Close Price $45.45 $39.65 $49.85 $48.69 $41.02 Max Pain $48.26 $45.00 $51.00 $45.00 $45.00 ATM IV 66.7% 54.5% 79.3% 79.3% 56.6% Expected Move 19.1% 15.6% 22.7% 22.7% 16.2% HV 20d 59.5% 51.0% 105.0% 105.0% 53.8% HV 60d 84.6% 82.6% 86.4% 84.6% 82.6% IV Rank 15.2% 5.2% 26.5% 26.5% 6.7% IV Percentile 17.8% 1.2% 43.3% 43.3% 4.0% Term Structure 2.5% -1.7% 5.2% -0.2% 2.6% VWIV 70.1% 56.6% 90.2% 90.2% 61.5% Skew 25d -7.1% -15.3% 3.8% -15.3% 0.0% Skew 10d -17.8% -37.2% -6.1% -31.0% -6.1% Call IV 25d 73.9% 57.4% 92.6% 92.6% 60.1% Put IV 25d 66.7% 55.6% 77.7% 77.3% 60.1% Bid-Ask Spread % 26.06 12.71 57.64 57.64 35.15 Gamma HHI 0.10 0.07 0.14 0.12 0.09 Net GEX 473.2K 39.7K 1.1M 961.0K 90.3K Net DEX -21.5M -48.2M 1.1M -45.6M -2.2M Net VEX -259.2K -283.4K -219.9K -281.4K -233.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.10 1.92 0.11 0.10 Total Volume 1,924 1,093 3,695 2,534 1,856 Total OI 39,869.826 26,741 48,892 41,178 31,938
Daily Data (23 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 2021-03-01 $48.69 $45.00 79.3% 22.7% 105.0% 26.5% 90.2% -15.3% -0.2% 961.0K -45.6M -281.4K 0.11 57.64 N/A N/A 2,276 258 31,958 9,220 2021-03-02 $49.85 $45.00 78.6% 22.5% 87.9% 26.0% 85.1% -13.0% -0.1% 1.1M -48.2M -283.4K 0.18 42.43 N/A N/A 1,022 182 32,310 9,245 2021-03-03 $47.69 $45.00 78.5% 22.5% 52.9% 25.0% 83.9% -10.8% -1.7% 912.7K -40.5M -273.5K 1.92 45.32 N/A N/A 1,265 2,430 32,544 9,309 2021-03-04 $44.58 $50.00 77.6% 21.8% 57.2% 24.3% 76.9% -9.5% 1.3% 642.7K -22.8M -271.6K 0.45 12.71 N/A N/A 1,920 862 32,639 11,266 2021-03-05 $43.93 $49.00 69.6% 20.0% 56.3% 18.2% 74.6% -11.4% 3.7% 463.1K -16.4M -260.6K 0.87 15.36 N/A N/A 1,612 1,405 32,778 11,893 2021-03-08 $43.83 $51.00 73.6% 20.7% 53.7% 21.3% 73.8% -8.0% 2.5% 469.4K -15.5M -257.2K 0.29 13.59 N/A N/A 849 248 33,125 12,422 2021-03-09 $46.72 $51.00 68.7% 19.8% 57.0% 17.5% 73.1% -11.1% 5.2% 634.5K -26.6M -271.5K 0.25 14.13 N/A N/A 1,891 465 33,184 12,547 2021-03-10 $47.61 $51.00 68.4% 19.6% 57.5% 17.3% 70.0% -9.2% 3.0% 724.2K -29.7M -273.6K 0.83 14.19 N/A N/A 970 808 33,391 12,414 2021-03-11 $47.24 $51.00 69.5% 19.9% 57.2% 18.2% 68.9% -12.2% 3.2% 681.8K -28.4M -275.7K 0.68 13.25 N/A N/A 835 570 33,611 13,114 2021-03-12 $46.48 $51.00 66.9% 19.2% 57.4% 14.7% 69.4% -9.9% 3.9% 595.1K -23.8M -271.6K 0.20 19.79 N/A N/A 1,090 213 33,546 13,489 2021-03-15 $47.76 $50.00 69.0% 19.8% 57.8% 16.3% 73.0% -8.9% 4.8% 736.1K -30.7M -272.8K 0.43 12.84 N/A N/A 1,425 610 33,858 13,573 2021-03-16 $46.60 $50.00 69.4% 19.9% 58.2% 16.6% 71.2% -9.0% 2.4% 540.3K -24.1M -267.0K 0.17 13.80 N/A N/A 961 163 34,035 14,086 2021-03-17 $48.14 $50.00 71.0% 20.4% 59.6% 17.9% 72.5% -10.0% 2.2% 793.2K -33.3M -272.2K 0.25 25.49 N/A N/A 1,352 334 34,297 14,126 2021-03-18 $46.73 $49.00 68.3% 19.6% 59.8% 15.8% 70.0% -7.6% 2.9% 580.7K -26.0M -263.2K 0.40 20.25 N/A N/A 931 377 34,652 14,150 2021-03-19 $47.58 $48.00 64.8% 18.6% 59.8% 13.1% 69.0% -4.0% 5.1% 368.5K -29.9M -265.2K 0.66 19.64 N/A N/A 1,697 1,113 34,764 14,128 2021-03-22 $45.92 $48.00 64.1% 18.4% 54.3% 12.6% 66.9% -5.3% 2.9% 156.9K -16.1M -253.1K 0.57 19.28 N/A N/A 868 495 15,912 10,829 2021-03-23 $43.33 $48.00 58.8% 16.9% 56.2% 8.5% 63.2% -3.6% 3.5% 77.1K -8.8M -240.6K 0.52 25.66 N/A N/A 1,030 537 16,286 11,204 2021-03-24 $43.37 $48.00 55.3% 15.9% 55.7% 5.8% 58.9% -3.5% 2.1% 64.6K -7.5M -241.9K 0.13 34.38 N/A N/A 965 128 16,543 11,620 2021-03-25 $43.50 $47.00 55.9% 16.0% 55.2% 6.2% 59.1% -2.4% 2.4% 90.2K -8.2M -242.2K 1.00 33.46 N/A N/A 1,242 1,237 16,890 11,659 2021-03-26 $43.15 $47.00 54.5% 15.6% 51.0% 5.2% 59.5% -1.8% 3.5% 138.4K -8.0M -240.5K 0.32 28.32 N/A N/A 840 270 17,456 11,449 2021-03-29 $41.95 $46.00 55.5% 15.9% 51.6% 5.9% 56.6% -1.5% 1.6% 70.5K -4.0M -229.6K 0.20 42.84 N/A N/A 1,596 317 17,717 11,584 2021-03-30 $39.65 $45.00 60.7% 17.4% 53.0% 9.9% 64.1% 3.8% 0.9% 39.7K 1.1M -219.9K 0.58 39.94 N/A N/A 1,732 1,005 18,560 11,685 2021-03-31 $41.02 $45.00 56.6% 16.2% 53.8% 6.7% 61.5% 0.0% 2.6% 90.3K -2.2M -233.0K 0.10 35.15 N/A N/A 1,682 174 19,526 12,412
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