AGQ Options History — July 2021

In July 2021, AGQ traded between $40.97 and $47.39. ATM implied volatility averaged 48.6%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 5.8% (HV 20d: 42.9%). Max pain ranged from $44.00 to $47.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2021-07-16: Highest Volume — 2,412 contracts
  • 2021-07-12: Largest IV spike — 10.5% change
  • 2021-07-19: Highest IV Rank — 8.8%
  • 2021-07-19: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.34$40.97$47.39$45.80$43.42
Max Pain$45.86$44.00$47.00$47.00$44.00
ATM IV48.6%42.7%54.5%48.0%49.1%
Expected Move14.1%13.0%15.6%13.8%14.1%
HV 20d42.9%33.7%47.8%46.0%43.4%
HV 60d47.3%44.8%48.8%48.5%45.4%
IV Rank4.0%0.0%8.8%1.8%4.8%
IV Percentile5.6%0.0%13.5%2.0%7.9%
Term Structure2.2%0.3%5.3%3.2%3.5%
VWIV51.4%48.1%57.1%50.0%51.7%
Skew 25d-4.1%-7.9%-0.1%-0.1%-2.4%
Skew 10d-10.6%-16.9%-0.4%-0.4%-12.4%
Call IV 25d53.8%48.4%58.5%50.9%52.5%
Put IV 25d49.7%47.2%55.3%50.8%50.1%
Bid-Ask Spread %22.3710.2245.5127.3529.28
Gamma HHI0.070.050.140.060.05
Net GEX661.9K223.2K1.4M675.6K614.2K
Net DEX-17.6M-28.0M-8.8M-21.3M-18.2M
Net VEX-245.9K-267.3K-225.1K-258.0K-245.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.060.800.480.14
Total Volume1,213.1434782,412959532
Total OI34,427.23829,98538,54834,06233,887

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$45.80$47.0048.0%13.8%46.0%1.8%50.0%-0.1%3.2%675.6K-21.3M-258.0K0.4827.35N/AN/A64931023,71610,346
2021-07-02$47.39$47.0045.2%13.0%46.8%0.0%48.1%-1.1%5.3%870.3K-28.0M-267.3K0.2520.10N/AN/A1,39335323,99410,537
2021-07-06$46.22$46.0049.1%14.5%47.0%3.0%52.3%-7.9%1.9%788.6K-23.3M-256.2K0.3010.22N/AN/A1,42142224,43510,485
2021-07-07$46.10$46.0045.4%13.9%46.8%0.2%49.8%-7.5%2.4%816.0K-21.3M-252.8K0.2012.59N/AN/A94419124,98110,793
2021-07-08$45.31$46.0045.7%14.0%46.4%0.4%51.2%-4.9%2.0%725.4K-18.0M-248.8K0.2113.74N/AN/A76416125,21410,823
2021-07-09$46.09$46.0042.7%13.8%46.5%0.0%49.9%-5.3%2.7%906.2K-21.0M-250.2K0.1114.22N/AN/A96810725,33610,838
2021-07-12$46.40$46.0047.2%13.4%46.8%3.3%48.2%-4.0%2.6%1.0M-22.9M-255.2K0.3014.14N/AN/A1,54246825,88310,842
2021-07-13$45.40$46.0046.3%13.6%47.0%2.7%49.6%-5.1%2.8%879.1K-18.9M-249.1K0.4415.68N/AN/A1,30857826,52011,044
2021-07-14$46.29$46.0048.8%14.0%47.8%4.5%51.1%-5.7%1.4%1.1M-22.6M-256.4K0.5415.28N/AN/A90348426,96111,440
2021-07-15$46.76$47.0048.7%14.0%47.8%4.5%50.6%-6.0%2.7%1.4M-24.4M-257.8K0.4514.86N/AN/A40218027,02611,522
2021-07-16$44.16$47.0050.3%14.4%33.7%5.6%52.2%-5.4%1.7%223.2K-12.0M-238.9K0.4718.25N/AN/A1,64376927,10511,432
2021-07-19$42.22$46.0054.5%15.6%37.0%8.8%57.1%-3.2%0.3%366.9K-11.8M-231.6K0.8021.21N/AN/A81565120,5089,477
2021-07-20$41.66$46.0052.6%15.1%37.0%7.4%54.4%-2.4%0.3%321.9K-10.0M-228.6K0.2123.67N/AN/A1,21725820,7509,861
2021-07-21$42.93$46.0050.9%14.6%38.9%6.1%52.7%-3.2%1.9%427.0K-14.0M-241.8K0.1625.72N/AN/A92914821,3849,982
2021-07-22$43.31$46.0048.9%14.0%39.0%4.6%51.1%-3.5%1.9%473.6K-15.7M-246.1K0.1523.23N/AN/A67610121,91110,038
2021-07-23$42.66$45.0047.4%13.6%39.1%3.5%49.5%-3.1%3.0%452.5K-13.3M-238.1K0.0632.23N/AN/A4532522,33910,111
2021-07-26$42.60$45.0049.4%14.2%38.7%5.0%52.6%-3.2%1.6%460.9K-13.3M-235.6K0.5934.20N/AN/A32619222,33810,111
2021-07-27$40.97$45.0052.2%15.0%40.5%7.1%55.0%-1.6%0.7%368.4K-8.8M-225.1K0.4134.10N/AN/A60024322,58510,119
2021-07-28$41.73$45.0049.7%14.2%40.7%5.2%50.8%-5.1%2.0%405.4K-11.4M-231.8K0.1645.51N/AN/A81113122,69710,258
2021-07-29$43.81$45.0049.6%14.2%43.4%5.2%52.3%-5.5%2.9%584.3K-19.2M-249.4K0.3924.23N/AN/A1,01139722,95310,390
2021-07-30$43.42$44.0049.1%14.1%43.4%4.8%51.7%-2.4%3.5%614.2K-18.2M-245.9K0.1429.28N/AN/A4686423,47010,417