AGQ Options History — December 2021 In December 2021, AGQ traded between $30.87 and $34.82. ATM implied volatility averaged 53.4%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 14.1% (HV 20d: 39.3%). Max pain ranged from $32.00 to $36.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2021-12-15 : Highest Volume — 4,339 contracts2021-12-10 : Largest IV drop — 15.2% change2021-12-14 : Highest IV Rank — 16.5%2021-12-01 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $32.57 $30.87 $34.82 $31.79 $34.82 Max Pain $33.27 $32.00 $36.00 $36.00 $32.00 ATM IV 53.4% 43.3% 62.3% 61.8% 43.3% Expected Move 14.9% 12.4% 17.7% 17.7% 12.4% HV 20d 39.3% 33.2% 44.9% 44.4% 33.4% HV 60d 44.8% 39.7% 48.4% 48.0% 40.2% IV Rank 9.1% 0.6% 16.5% 16.1% 0.6% IV Percentile 36.4% 0.4% 71.0% 67.1% 0.4% Term Structure 2.6% -4.3% 6.1% -4.3% 4.4% VWIV 55.0% 45.7% 64.0% 63.2% 45.7% Skew 25d 0.6% -1.9% 5.7% 0.5% 0.5% Skew 10d -2.1% -17.2% 3.4% -17.2% 0.3% Call IV 25d 53.5% 44.2% 64.3% 64.3% 44.2% Put IV 25d 54.1% 44.7% 66.3% 64.8% 44.7% Bid-Ask Spread % 31.83 17.23 61.01 18.72 26.43 Gamma HHI 0.07 0.06 0.11 0.07 0.09 Net GEX 237.4K 83.1K 496.3K 133.3K 496.3K Net DEX -4.3M -13.2M 1.9M -799.6K -13.2M Net VEX -130.4K -136.9K -120.0K -132.2K -134.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.38 0.75 0.42 0.64 Total Volume 3,546.727 2,755 4,339 4,014 3,412 Total OI 32,464.955 27,587 37,597 33,214 29,571
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-12-01 $31.79 $36.00 61.8% 17.7% 44.4% 16.1% 63.2% 0.5% -4.3% 133.3K -799.6K -132.2K 0.42 18.72 N/A N/A 2,821 1,193 23,563 9,651 2021-12-02 $32.23 $35.00 60.5% 17.3% 44.9% 15.0% 64.0% 3.9% -3.0% 163.7K -2.1M -136.9K 0.44 60.13 N/A N/A 2,521 1,098 23,916 9,842 2021-12-03 $32.60 $35.00 61.2% 17.5% 44.3% 15.5% 62.0% 5.7% -3.5% 170.3K -2.4M -135.8K 0.42 61.01 N/A N/A 2,479 1,049 23,913 9,931 2021-12-06 $32.21 $35.00 58.9% 15.9% 41.9% 13.6% 58.6% 0.1% 3.0% 137.1K -903.2K -130.4K 0.56 30.54 N/A N/A 1,981 1,118 23,960 9,940 2021-12-07 $32.60 $35.00 58.3% 15.6% 40.7% 13.2% 59.9% -1.4% 5.0% 159.8K -2.2M -133.6K 0.49 27.41 N/A N/A 2,389 1,175 24,083 10,057 2021-12-08 $32.43 $35.00 57.6% 15.5% 40.6% 12.5% 59.1% -1.9% 4.1% 152.3K -2.0M -133.4K 0.51 36.28 N/A N/A 2,196 1,130 24,632 10,152 2021-12-09 $31.03 $34.00 59.3% 15.4% 40.2% 14.0% 57.2% -0.9% 4.3% 83.1K 1.5M -125.6K 0.38 26.42 N/A N/A 2,921 1,122 24,872 10,222 2021-12-10 $31.58 $34.00 50.3% 14.3% 35.3% 6.4% 54.2% -0.5% 6.1% 116.3K 498.3K -128.3K 0.45 26.44 N/A N/A 2,577 1,148 25,098 10,370 2021-12-13 $32.00 $34.00 57.9% 14.4% 36.0% 12.8% 55.0% 0.8% 5.0% 177.9K -1.5M -128.1K 0.57 25.40 N/A N/A 2,123 1,219 25,544 10,301 2021-12-14 $30.87 $34.00 62.3% 14.8% 36.9% 16.5% 54.5% 0.3% 4.5% 83.8K 1.9M -120.0K 0.47 25.17 N/A N/A 2,783 1,313 25,764 10,267 2021-12-15 $31.15 $33.00 52.9% 15.2% 37.7% 8.6% 55.9% 0.1% 2.6% 123.9K 815.2K -121.6K 0.53 56.03 N/A N/A 2,841 1,498 25,995 10,440 2021-12-16 $32.34 $32.00 52.0% 14.9% 40.4% 7.8% 55.2% 1.0% 3.4% 277.5K -4.4M -132.0K 0.48 25.88 N/A N/A 2,863 1,387 26,548 10,629 2021-12-17 $32.15 $32.00 50.7% 14.5% 40.4% 6.8% 55.2% -0.6% 2.9% 258.7K -4.6M -131.1K 0.51 49.16 N/A N/A 2,768 1,398 26,974 10,623 2021-12-20 $31.71 $32.00 51.7% 14.8% 40.3% 7.6% 56.4% 0.6% 2.5% 207.3K -3.9M -127.6K 0.47 27.44 N/A N/A 2,134 1,005 19,027 8,560 2021-12-21 $32.36 $32.00 50.6% 14.5% 40.3% 6.7% 55.1% 1.1% 3.2% 247.9K -5.2M -129.7K 0.46 49.70 N/A N/A 2,036 946 19,194 8,619 2021-12-22 $33.38 $32.00 49.3% 14.1% 39.8% 5.5% 51.0% 2.3% 3.2% 312.0K -7.4M -133.7K 0.62 20.90 N/A N/A 1,701 1,054 19,457 8,632 2021-12-23 $33.55 $32.00 47.9% 13.7% 39.9% 4.4% 49.3% 1.7% 3.4% 338.4K -8.4M -133.0K 0.66 19.03 N/A N/A 2,016 1,338 19,724 8,564 2021-12-27 $34.12 $32.00 49.5% 14.2% 38.5% 5.8% 51.3% 0.9% 2.3% 376.2K -10.2M -131.9K 0.75 17.23 N/A N/A 1,587 1,194 19,941 8,683 2021-12-28 $33.98 $32.00 47.5% 13.6% 37.4% 4.0% 51.2% -1.0% 2.8% 400.7K -10.4M -130.2K 0.50 18.32 N/A N/A 2,101 1,052 20,087 8,566 2021-12-29 $33.41 $32.00 46.7% 13.4% 37.9% 3.4% 47.7% 1.0% 2.7% 377.7K -8.6M -125.2K 0.70 28.65 N/A N/A 1,972 1,380 20,415 8,544 2021-12-30 $34.18 $32.00 45.6% 13.1% 33.2% 2.4% 48.0% -1.0% 3.4% 428.8K -11.3M -134.6K 0.43 24.06 N/A N/A 2,792 1,197 20,465 8,893 2021-12-31 $34.82 $32.00 43.3% 12.4% 33.4% 0.6% 45.7% 0.5% 4.4% 496.3K -13.2M -134.4K 0.64 26.43 N/A N/A 2,084 1,328 20,772 8,799
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