AGQ Options History — September 2021

In September 2021, AGQ traded between $30.21 and $40.42. ATM implied volatility averaged 50.1%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 2.4% (HV 20d: 52.5%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-09-16: Highest Volume — 5,315 contracts
  • 2021-09-16: Largest IV spike — 11.2% change
  • 2021-09-29: Highest IV Rank — 14.1%
  • 2021-09-29: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.35$30.21$40.42$38.64$31.98
Max Pain$37.00$35.00$40.00$40.00$35.00
ATM IV50.1%44.7%59.5%46.1%55.1%
Expected Move14.4%13.2%17.0%13.2%15.8%
HV 20d52.5%46.1%62.4%54.3%62.4%
HV 60d48.4%44.9%52.5%46.9%52.5%
IV Rank6.3%1.7%14.1%2.8%10.4%
IV Percentile17.0%0.4%44.8%2.8%34.5%
Term Structure1.8%-3.2%5.3%3.2%-0.7%
VWIV51.7%46.6%58.8%47.3%57.1%
Skew 25d0.3%-4.8%6.7%-0.6%4.1%
Skew 10d-1.4%-10.9%12.9%-4.0%12.9%
Call IV 25d52.4%47.1%58.3%47.1%55.9%
Put IV 25d52.7%46.5%64.5%46.5%60.1%
Bid-Ask Spread %25.3415.1543.9530.8820.71
Gamma HHI0.100.060.160.070.12
Net GEX219.4K-124.4K587.1K442.2K43.7K
Net DEX-1.4M-14.7M9.1M-8.3M3.7M
Net VEX-176.2K-205.1K-149.7K-195.1K-163.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.051.110.090.65
Total Volume1,863.2385065,3159141,900
Total OI34,991.90526,60139,90235,48234,517

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$38.64$40.0046.1%13.2%54.3%2.8%47.3%-0.6%3.2%442.2K-8.3M-195.1K0.0930.88N/AN/A8377725,09810,384
2021-09-02$37.69$38.0044.7%13.7%54.6%1.7%49.3%-3.2%5.3%371.7K-5.1M-187.5K0.2630.80N/AN/A51513325,33910,407
2021-09-03$40.42$38.0045.4%13.9%54.8%2.3%49.9%-4.8%3.9%587.1K-14.7M-205.1K0.2315.15N/AN/A2,36853725,60710,397
2021-09-07$39.05$38.0047.9%13.6%48.5%4.4%51.5%-4.1%3.9%547.2K-10.5M-192.9K0.1421.62N/AN/A85712025,75910,422
2021-09-08$37.88$39.0046.9%13.5%49.8%3.6%49.0%-2.8%3.3%458.6K-5.6M-184.9K0.1215.30N/AN/A91110526,54710,434
2021-09-09$38.22$39.0046.8%13.4%49.6%3.5%48.7%-0.8%3.5%473.2K-6.6M-189.8K0.1926.70N/AN/A60811626,60010,487
2021-09-10$37.27$39.0046.8%13.4%49.4%3.5%48.0%-1.7%3.7%433.9K-3.6M-179.3K0.2420.57N/AN/A1,03225227,06310,559
2021-09-13$37.07$38.0047.7%13.7%47.2%4.3%49.1%-0.3%3.0%394.1K-2.1M-174.1K0.1921.30N/AN/A1,38425827,40010,588
2021-09-14$37.38$38.0046.4%13.3%46.9%3.2%47.9%-0.8%4.8%525.4K-3.6M-175.2K1.0921.25N/AN/A70176628,12410,713
2021-09-15$37.33$38.0046.4%13.3%46.1%3.1%46.6%-0.3%4.0%536.3K-3.7M-180.9K0.6828.15N/AN/A38826428,26110,748
2021-09-16$34.38$38.0051.5%14.8%54.6%7.5%52.1%1.3%1.3%15.4K4.8M-163.7K0.9231.20N/AN/A2,7662,54928,64011,164
2021-09-17$32.92$38.0052.8%15.2%56.2%8.6%54.0%1.1%-0.2%-124.4K7.5M-154.0K0.9630.41N/AN/A1,8621,78228,72511,177
2021-09-20$32.32$36.0056.8%16.3%56.2%11.9%58.8%2.0%-1.2%27.9K3.1M-155.1K0.4033.66N/AN/A1,30451616,7779,824
2021-09-21$33.22$35.0053.4%15.3%53.7%9.0%54.8%1.5%0.5%-39.3K2.4M-169.9K0.0829.07N/AN/A1,70014117,76211,130
2021-09-22$33.70$35.0053.0%15.2%53.2%8.7%55.0%0.6%0.8%95168.0K-176.5K0.4643.95N/AN/A1,66577418,73011,391
2021-09-23$33.36$35.0051.3%14.7%53.2%7.3%52.3%-2.2%0.6%24.0K-701.0K-178.9K0.1123.69N/AN/A4555119,86411,487
2021-09-24$32.75$35.0050.7%14.5%52.7%6.8%50.1%4.3%0.9%-71.1K3.4M-172.3K0.0526.68N/AN/A2,43212819,98312,093
2021-09-27$33.61$35.0049.9%14.3%50.5%6.0%51.4%2.0%1.0%-71.5K214.5K-176.9K0.1320.35N/AN/A5416920,18412,113
2021-09-28$33.05$35.0053.6%15.4%50.6%9.2%55.0%3.2%0.2%38.0K1.4M-175.8K1.1121.10N/AN/A84093621,67412,352
2021-09-29$30.21$35.0059.5%17.0%58.5%14.1%58.6%6.7%-3.2%-4.0K9.1M-149.7K0.5419.54N/AN/A2,9171,57121,92212,384
2021-09-30$31.98$35.0055.1%15.8%62.4%10.4%57.1%4.1%-0.7%43.7K3.7M-163.3K0.6520.71N/AN/A1,15374722,38812,129