AGQ Options History — August 2021

In August 2021, AGQ traded between $35.07 and $43.73. ATM implied volatility averaged 50.0%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 0.0% (HV 20d: 50.0%). Max pain ranged from $40.00 to $44.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.28.

Notable Days

  • 2021-08-09: Highest Volume — 2,872 contracts
  • 2021-08-09: Largest IV spike — 17.5% change
  • 2021-08-09: Highest IV Rank — 10.1%
  • 2021-08-09: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.13$35.07$43.73$43.24$37.81
Max Pain$41.14$40.00$44.00$44.00$40.00
ATM IV50.0%45.8%56.3%49.9%47.0%
Expected Move14.3%13.1%15.4%14.3%13.5%
HV 20d50.0%40.8%54.5%41.2%53.4%
HV 60d45.7%43.2%47.2%43.2%46.7%
IV Rank5.9%2.3%10.1%5.4%3.6%
IV Percentile11.5%2.0%23.4%9.9%3.6%
Term Structure3.7%1.6%6.0%2.6%4.1%
VWIV52.3%48.4%57.8%54.6%48.4%
Skew 25d-1.6%-5.9%0.2%-3.2%-0.4%
Skew 10d-5.0%-14.2%2.4%-8.7%-1.8%
Call IV 25d52.8%48.3%58.2%53.9%48.6%
Put IV 25d51.2%47.9%54.8%50.7%48.2%
Bid-Ask Spread %25.7815.5649.2738.1520.24
Gamma HHI0.070.050.310.050.07
Net GEX303.3K-214.8K672.3K611.4K353.8K
Net DEX-3.2M-18.9M7.0M-17.7M-5.6M
Net VEX-196.7K-243.3K-168.7K-242.9K-189.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.060.930.140.06
Total Volume1,299.5914012,872401753
Total OI36,430.90932,21740,57934,51335,240

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$43.24$44.0049.9%14.3%41.2%5.4%54.6%-3.2%2.6%611.4K-17.7M-242.9K0.1438.15N/AN/A3534823,87410,639
2021-08-03$43.73$44.0047.9%13.7%40.8%3.9%49.7%-0.9%3.8%672.3K-18.9M-243.3K0.1032.73N/AN/A3953923,92110,678
2021-08-04$43.16$44.0045.8%13.1%41.0%2.3%48.5%-0.4%4.3%606.6K-16.1M-234.5K0.2449.27N/AN/A63815523,99910,702
2021-08-05$42.32$43.0046.0%14.1%41.1%2.5%51.5%-5.9%5.3%511.0K-12.1M-224.7K0.1923.52N/AN/A60711624,12510,706
2021-08-06$39.35$43.0047.9%14.4%47.1%3.9%53.1%-5.6%5.3%249.2K-2.6M-201.6K0.2219.75N/AN/A2,20848024,29510,661
2021-08-09$36.44$43.0056.3%15.4%52.7%10.1%57.8%-3.4%2.5%121.8K3.7M-182.7K0.3129.26N/AN/A2,19367924,60710,710
2021-08-10$36.09$42.0055.0%15.0%52.6%9.2%55.0%-2.5%3.5%127.1K5.3M-180.7K0.2128.09N/AN/A1,49632025,96511,061
2021-08-11$36.68$42.0050.9%14.6%52.3%6.2%53.6%-2.8%4.7%191.5K3.5M-188.6K0.2226.59N/AN/A1,12325127,11411,341
2021-08-12$35.67$40.0050.6%14.5%52.0%6.6%51.9%-2.0%4.3%158.5K6.0M-176.9K0.3925.71N/AN/A1,54959727,50911,282
2021-08-13$37.19$40.0048.2%13.8%52.8%4.7%49.7%-2.0%5.6%271.4K965.7K-193.1K0.1723.91N/AN/A1,05817828,06011,422
2021-08-16$37.78$40.0049.7%14.2%51.6%5.9%51.2%-0.9%5.2%358.4K-1.6M-196.2K0.2830.95N/AN/A54615328,51211,587
2021-08-17$36.91$40.0050.6%14.5%52.0%6.7%53.6%-1.6%6.0%297.7K1.6M-186.1K0.2425.85N/AN/A81419228,79011,591
2021-08-18$36.41$40.0049.3%14.1%50.2%5.6%54.0%-1.5%4.5%298.0K3.2M-180.4K0.3124.00N/AN/A1,29940328,83011,504
2021-08-19$35.66$40.0050.1%14.4%50.0%6.3%53.5%-0.0%2.4%235.4K5.6M-174.5K0.6124.05N/AN/A64139428,93511,542
2021-08-20$35.07$40.0049.4%14.2%50.0%5.7%51.9%-0.8%2.8%-214.8K7.0M-168.7K0.9323.27N/AN/A73768728,98411,595
2021-08-23$36.92$40.0050.5%14.5%54.5%6.6%52.4%-0.5%3.2%241.9K-3.7M-187.1K0.3326.00N/AN/A1,90462322,5249,693
2021-08-24$37.77$40.0052.5%15.1%54.1%8.3%52.7%-0.3%2.1%280.9K-5.9M-195.5K0.3719.41N/AN/A94535022,9349,820
2021-08-25$37.70$40.0051.7%14.8%53.5%7.6%53.6%-0.2%1.6%309.5K-6.1M-195.0K0.3515.56N/AN/A93333023,5829,839
2021-08-26$36.61$40.0052.2%15.0%50.1%8.0%53.4%0.1%1.8%272.7K-3.1M-187.3K0.2019.56N/AN/A59711723,98210,016
2021-08-27$38.34$40.0048.4%13.9%53.8%4.9%50.2%0.2%3.9%369.6K-7.6M-200.4K0.0917.48N/AN/A9918624,19310,300
2021-08-30$38.09$40.0049.6%14.2%53.8%5.9%51.0%-0.2%2.2%348.6K-7.0M-196.0K0.1223.79N/AN/A5486524,46010,356
2021-08-31$37.81$40.0047.0%13.5%53.4%3.6%48.4%-0.4%4.1%353.8K-5.6M-189.9K0.0620.24N/AN/A7124124,86910,371