AGQ Options History — October 2021

In October 2021, AGQ traded between $33.08 and $39.38. ATM implied volatility averaged 51.9%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 0.8% (HV 20d: 52.7%). Max pain ranged from $23.00 to $35.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2021-10-22: Highest Volume — 4,292 contracts
  • 2021-10-11: Largest IV spike — 13.8% change
  • 2021-10-12: Highest IV Rank — 13.6%
  • 2021-10-04: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.73$33.08$39.38$33.08$37.22
Max Pain$29.67$23.00$35.00$34.00$35.00
ATM IV51.9%47.0%58.8%53.2%47.0%
Expected Move14.6%13.5%15.3%15.3%13.5%
HV 20d52.7%37.7%63.9%63.9%37.7%
HV 60d52.6%50.8%53.6%53.1%53.0%
IV Rank7.8%3.6%13.6%8.9%3.6%
IV Percentile25.7%7.1%46.8%29.4%7.1%
Term Structure1.1%-0.4%2.7%-0.1%2.7%
VWIV53.8%50.7%57.4%53.8%50.9%
Skew 25d-1.6%-5.9%5.3%5.3%-3.1%
Skew 10d-5.3%-14.2%9.3%9.3%-7.5%
Call IV 25d53.9%50.9%57.9%51.4%50.9%
Put IV 25d52.3%47.8%56.7%56.7%47.8%
Bid-Ask Spread %25.2312.7337.2412.7337.24
Gamma HHI0.110.070.240.120.07
Net GEX245.6K-338.5K802.5K48.9K509.2K
Net DEX-9.9M-21.8M1.7M-1.8M-14.6M
Net VEX-181.4K-199.5K-162.8K-180.1K-188.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.051.450.730.67
Total Volume2,228.2865264,2921,9223,591
Total OI34,753.04828,43238,99136,92632,512

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$33.08$34.0053.2%15.3%63.9%8.9%53.8%5.3%-0.1%48.9K-1.8M-180.1K0.7312.73N/AN/A1,11480823,56013,366
2021-10-04$33.40$23.0056.1%15.3%57.6%11.3%55.4%-0.6%0.8%14.9K-2.7M-182.5K0.0517.67N/AN/A6703623,82513,871
2021-10-05$33.36$23.0053.7%15.1%56.9%9.2%54.1%-0.3%0.6%-23.8K-2.0M-181.4K0.6824.22N/AN/A65945023,90714,161
2021-10-06$33.43$23.0053.9%15.0%56.4%9.4%52.7%1.0%0.4%-51.6K-1.3M-178.2K0.3322.90N/AN/A54918223,85314,213
2021-10-07$33.25$23.0053.3%14.9%56.1%9.0%56.2%0.4%1.2%-70.5K-413.4K-176.1K0.4124.25N/AN/A42317424,19814,514
2021-10-08$33.47$23.0050.0%14.5%55.8%6.1%52.8%0.3%0.4%-145.9K-781.6K-173.9K0.4625.18N/AN/A76035124,07214,593
2021-10-11$33.32$25.0056.9%14.9%55.8%11.9%52.0%1.3%-0.0%-227.7K602.7K-167.2K0.3329.85N/AN/A39513124,16114,637
2021-10-12$33.24$25.0058.8%14.8%55.6%13.6%53.7%1.2%0.4%-338.5K1.7M-162.8K1.4528.41N/AN/A35151024,03714,750
2021-10-13$34.62$26.0051.6%14.8%58.0%7.5%53.7%-0.8%0.5%-92.4K-7.3M-168.5K0.2931.01N/AN/A3,08588624,05314,770
2021-10-14$36.19$26.0052.5%15.0%52.4%8.2%53.6%-1.6%0.6%802.5K-19.3M-179.0K0.2226.36N/AN/A1,65037124,26414,727
2021-10-15$35.47$29.0050.3%14.4%50.3%6.4%51.4%-1.3%-0.4%471.0K-13.4M-169.5K0.1921.76N/AN/A89916724,06914,368
2021-10-18$35.18$31.0049.7%14.2%49.9%5.9%50.7%-0.9%1.0%296.9K-8.1M-167.5K0.2220.19N/AN/A51811419,4498,983
2021-10-19$36.51$33.0049.2%14.1%50.6%5.5%51.8%-1.5%1.3%356.9K-11.4M-175.4K0.4125.94N/AN/A1,34955019,5849,075
2021-10-20$38.75$34.0050.8%14.6%54.1%6.8%53.5%-3.3%2.2%475.4K-18.3M-192.5K0.6926.23N/AN/A2,3801,63420,3429,257
2021-10-21$38.08$35.0049.6%14.2%54.5%5.9%52.8%-3.9%2.3%462.7K-16.3M-191.1K0.6935.68N/AN/A1,9121,31820,7619,477
2021-10-22$38.67$35.0050.0%14.3%53.8%6.1%52.4%-4.5%2.4%498.3K-18.4M-193.3K0.5420.91N/AN/A2,7831,50920,8469,501
2021-10-25$39.38$35.0052.6%15.1%53.5%8.4%57.4%-5.9%0.7%560.0K-21.8M-199.5K0.5717.96N/AN/A2,6071,49121,6579,574
2021-10-26$38.13$35.0050.6%14.5%54.7%6.7%57.0%-5.3%2.6%542.9K-17.8M-196.3K0.6322.70N/AN/A2,2761,42522,3539,651
2021-10-27$37.81$35.0050.9%14.6%41.6%6.9%57.2%-4.5%1.5%531.6K-17.0M-194.0K0.7427.14N/AN/A1,9121,40722,5749,789
2021-10-28$37.75$35.0049.7%14.3%38.1%5.9%56.4%-5.8%2.2%535.9K-16.7M-191.9K0.6231.58N/AN/A2,0971,30022,6589,802
2021-10-29$37.22$35.0047.0%13.5%37.7%3.6%50.9%-3.1%2.7%509.2K-14.6M-188.0K0.6737.24N/AN/A2,1441,44722,6959,817