AGQ Options History — April 2021

In April 2021, AGQ traded between $42.32 and $48.86. ATM implied volatility averaged 52.8%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 4.2% (HV 20d: 48.6%). Max pain ranged from $42.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2021-04-13: Highest Volume — 4,553 contracts
  • 2021-04-12: Largest IV spike — 13.2% change
  • 2021-04-22: Highest IV Rank — 9.2%
  • 2021-04-05: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.35$42.32$48.86$42.77$45.76
Max Pain$44.33$42.00$45.00$45.00$45.00
ATM IV52.8%45.7%58.0%53.2%47.5%
Expected Move15.3%13.6%16.7%15.3%13.6%
HV 20d48.6%42.0%52.6%51.6%42.0%
HV 60d73.8%50.2%83.1%83.0%50.2%
IV Rank5.0%0.0%9.2%4.2%1.3%
IV Percentile3.0%0.0%9.9%1.2%0.4%
Term Structure1.9%0.2%4.0%3.0%4.0%
VWIV55.6%49.4%64.4%56.7%49.4%
Skew 25d-7.3%-10.3%1.4%1.4%-5.9%
Skew 10d-11.2%-21.5%15.7%-1.7%-13.2%
Call IV 25d59.9%52.8%67.1%55.2%53.6%
Put IV 25d52.7%47.7%57.8%56.6%47.7%
Bid-Ask Spread %26.5017.4741.8436.5727.88
Gamma HHI0.080.070.100.090.07
Net GEX501.1K155.4K891.1K176.9K792.4K
Net DEX-19.7M-32.1M-5.2M-7.9M-23.7M
Net VEX-251.7K-268.4K-230.3K-246.5K-255.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.031.360.400.09
Total Volume1,605.2865634,5531,768704
Total OI34,046.90528,78838,33732,93934,505

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$42.77$45.0053.2%15.3%51.6%4.2%56.7%1.4%3.0%176.9K-7.9M-246.5K0.4036.57N/AN/A1,26350520,45412,485
2021-04-05$42.32$44.0058.0%16.7%51.5%7.8%63.0%-7.8%1.2%155.4K-6.6M-239.0K0.4517.47N/AN/A1,02146320,88512,556
2021-04-06$43.51$44.0054.9%16.6%52.6%5.5%64.4%-10.3%1.8%319.5K-12.2M-244.7K0.2922.19N/AN/A2,06360221,75512,585
2021-04-07$43.47$42.0054.9%16.3%46.8%5.5%57.4%-7.4%1.3%333.1K-12.3M-243.2K1.3620.64N/AN/A66991322,53412,520
2021-04-08$44.67$45.0048.8%15.6%47.4%0.8%55.7%-7.7%3.8%417.6K-17.2M-253.3K0.4819.47N/AN/A84941022,75513,253
2021-04-09$43.90$45.0045.7%14.8%47.6%0.0%52.1%-6.6%2.9%354.2K-12.6M-245.0K0.2022.24N/AN/A99619522,94613,337
2021-04-12$42.33$43.0051.7%14.3%48.9%4.6%52.5%-4.1%0.8%186.1K-5.2M-230.3K0.2427.55N/AN/A91122323,19113,469
2021-04-13$44.21$43.0052.1%14.3%50.6%4.9%52.0%-5.3%1.7%405.0K-13.0M-238.6K1.0623.31N/AN/A2,2092,34423,49313,569
2021-04-14$44.43$43.0048.2%13.8%50.1%1.9%50.1%-4.7%0.2%557.0K-13.6M-237.9K0.2735.00N/AN/A44212123,76613,532
2021-04-15$46.06$43.0053.4%15.3%50.4%5.8%57.1%-9.9%0.4%517.3K-22.4M-246.7K0.2527.95N/AN/A2,33759223,80313,482
2021-04-16$46.43$44.0052.4%15.0%49.4%5.1%55.5%-9.7%2.9%354.1K-23.9M-251.9K0.4628.82N/AN/A1,41765124,65413,683
2021-04-19$45.83$45.0054.8%15.7%49.1%6.9%56.8%-9.8%1.1%460.0K-21.0M-249.6K0.3322.19N/AN/A1,18438818,8319,957
2021-04-20$45.84$45.0052.0%14.9%47.5%4.8%53.0%-7.7%1.5%493.2K-20.9M-251.6K1.2326.20N/AN/A51263019,25210,168
2021-04-21$48.86$45.0057.6%16.5%47.5%9.1%60.2%-10.0%0.7%588.4K-32.1M-268.4K0.1722.60N/AN/A1,62627419,62010,722
2021-04-22$46.90$45.0057.8%16.6%50.3%9.2%58.1%-8.4%1.7%550.7K-25.8M-264.2K0.1124.95N/AN/A1,34315120,37410,758
2021-04-23$46.36$45.0054.5%15.6%50.6%6.7%56.5%-8.3%0.4%632.3K-25.2M-263.8K0.1318.68N/AN/A84711421,30110,836
2021-04-26$47.13$45.0054.4%15.6%50.6%6.6%55.5%-7.6%2.3%730.6K-28.7M-264.5K0.1233.76N/AN/A5606521,76110,907
2021-04-27$47.49$45.0052.8%15.2%49.2%5.4%55.8%-8.2%2.8%788.0K-30.1M-261.7K0.1123.45N/AN/A1,14912821,98010,949
2021-04-28$47.27$45.0051.6%14.8%43.5%4.4%52.7%-7.7%2.6%820.4K-29.2M-264.3K0.0841.84N/AN/A1,75414322,74210,984
2021-04-29$46.77$45.0051.9%14.9%43.0%4.7%52.9%-6.9%2.4%891.1K-29.4M-265.8K0.0333.78N/AN/A9142923,60011,031
2021-04-30$45.76$45.0047.5%13.6%42.0%1.3%49.4%-5.9%4.0%792.4K-23.7M-255.4K0.0927.88N/AN/A6485623,45911,046