AGQ Options History — November 2021

In November 2021, AGQ traded between $33.51 and $41.59. ATM implied volatility averaged 54.3%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 12.7% (HV 20d: 41.6%). Max pain ranged from $35.00 to $37.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2021-11-23: Highest Volume — 5,551 contracts
  • 2021-11-26: Largest IV spike — 9.1% change
  • 2021-11-30: Highest IV Rank — 15.2%
  • 2021-11-30: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.96$33.51$41.59$37.66$33.51
Max Pain$35.95$35.00$37.00$35.00$36.00
ATM IV54.3%48.6%60.7%48.6%60.7%
Expected Move15.6%13.9%17.4%13.9%17.4%
HV 20d41.6%37.5%44.0%37.7%43.2%
HV 60d49.2%47.3%51.0%51.0%47.3%
IV Rank9.8%5.0%15.2%5.0%15.2%
IV Percentile40.7%12.7%63.1%12.7%63.1%
Term Structure0.7%-4.7%3.0%2.1%-4.7%
VWIV58.5%52.4%64.0%53.9%64.0%
Skew 25d-4.4%-9.2%1.6%-4.4%1.6%
Skew 10d-11.6%-20.3%-0.4%-13.6%-9.2%
Call IV 25d59.2%53.0%64.9%53.0%61.7%
Put IV 25d54.8%48.6%63.3%48.6%63.3%
Bid-Ask Spread %33.6724.1360.9134.5525.05
Gamma HHI0.080.060.110.070.06
Net GEX678.7K217.2K1.2M546.6K223.6K
Net DEX-20.0M-37.9M-5.0M-15.9M-5.0M
Net VEX-179.3K-209.5K-142.1K-183.4K-143.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.320.740.740.44
Total Volume4,064.2863,4345,5513,4804,255
Total OI34,313.42931,22437,26032,51032,856

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$37.66$35.0048.6%13.9%37.7%5.0%53.9%-4.4%2.1%546.6K-15.9M-183.4K0.7434.55N/AN/A2,0011,47922,7769,734
2021-11-02$36.04$35.0050.3%14.4%41.6%6.4%52.4%-2.8%1.2%435.8K-10.9M-172.4K0.6738.82N/AN/A2,2831,52622,9439,752
2021-11-03$36.09$35.0050.9%14.6%41.7%7.0%53.2%-0.2%1.8%420.6K-10.7M-172.2K0.4160.91N/AN/A3,1191,28623,1289,821
2021-11-04$36.82$36.0050.1%14.9%41.9%6.2%59.3%-4.7%1.4%544.0K-14.4M-180.2K0.4824.98N/AN/A2,6131,24523,7229,930
2021-11-05$38.04$36.0050.4%15.3%43.0%6.5%58.7%-5.0%0.5%634.2K-19.0M-184.8K0.4927.53N/AN/A2,4801,22323,8209,927
2021-11-08$39.03$36.0054.5%15.6%43.3%10.0%58.2%-7.0%1.8%730.2K-23.4M-188.5K0.4333.42N/AN/A2,8571,21824,0999,966
2021-11-09$38.41$36.0053.0%15.3%44.0%8.7%57.3%-5.2%1.2%738.9K-22.1M-185.9K0.4033.41N/AN/A3,0181,22124,7699,936
2021-11-10$39.46$36.0053.8%15.4%42.9%9.4%58.9%-8.2%3.0%886.1K-27.4M-197.1K0.3730.13N/AN/A3,5131,29425,38910,013
2021-11-11$41.42$36.0056.1%16.1%43.4%11.3%60.4%-9.2%2.5%1.0M-36.9M-205.4K0.3729.22N/AN/A3,5521,32525,76710,031
2021-11-12$41.59$36.0056.1%16.1%42.2%11.3%59.7%-9.1%2.0%1.1M-37.9M-209.5K0.5726.10N/AN/A2,2181,26326,98010,130
2021-11-15$40.86$36.0057.1%16.4%42.9%12.2%61.1%-9.2%1.6%1.1M-34.3M-201.9K0.4330.24N/AN/A2,9931,29627,00110,138
2021-11-16$40.07$36.0055.1%15.8%42.4%10.4%58.0%-7.3%1.1%1.1M-29.7M-194.6K0.5324.13N/AN/A2,2481,18627,08710,173
2021-11-17$40.77$36.0055.0%15.8%37.5%10.4%60.2%-6.8%1.3%1.2M-32.8M-195.5K0.5425.38N/AN/A2,2421,22126,93210,175
2021-11-18$40.00$36.0054.0%15.5%37.6%9.5%58.0%-6.8%1.6%1.1M-27.9M-188.8K0.6228.05N/AN/A2,1331,31826,90710,151
2021-11-19$39.40$36.0051.5%14.8%37.8%7.4%55.5%-5.1%2.4%583.7K-23.7M-181.0K0.5726.93N/AN/A2,5721,46526,95410,140
2021-11-22$37.86$37.0052.7%15.1%39.8%8.4%55.9%-2.9%0.6%505.8K-15.4M-170.8K0.5427.60N/AN/A2,3841,28622,3818,843
2021-11-23$36.15$37.0056.9%16.3%41.5%11.9%59.4%-0.4%-1.1%384.7K-10.2M-160.5K0.3329.35N/AN/A4,1721,37922,5718,979
2021-11-24$35.77$36.0054.5%15.6%41.6%10.0%59.2%-0.8%0.6%339.4K-10.0M-156.9K0.3239.38N/AN/A3,7231,18622,5479,285
2021-11-26$34.50$36.0059.5%17.0%43.2%14.1%63.5%0.6%-2.6%276.7K-7.1M-151.3K0.4960.63N/AN/A2,3851,18022,9289,368
2021-11-29$33.65$36.0059.9%17.2%43.7%14.5%62.5%0.8%-3.7%217.2K-5.0M-142.1K0.5151.23N/AN/A2,6501,34223,0819,452
2021-11-30$33.51$36.0060.7%17.4%43.2%15.2%64.0%1.6%-4.7%223.6K-5.0M-143.1K0.4425.05N/AN/A2,9651,29023,2289,628