AGQ Options History — January 2022

In January 2022, AGQ traded between $31.31 and $38.13. ATM implied volatility averaged 50.0%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 6.2% (HV 20d: 43.8%). Max pain ranged from $32.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.62.

Notable Days

  • 2022-01-20: Highest Volume — 6,317 contracts
  • 2022-01-18: Largest IV spike — 5.8% change
  • 2022-01-31: Highest IV Rank — 12.7%
  • 2022-01-31: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.16$31.31$38.13$33.57$31.96
Max Pain$33.50$32.00$35.00$32.00$34.00
ATM IV50.0%45.2%57.8%45.5%57.8%
Expected Move14.5%13.0%16.6%13.0%16.6%
HV 20d43.8%36.1%54.3%36.2%53.9%
HV 60d42.3%39.7%45.0%40.9%44.6%
IV Rank6.1%2.2%12.7%2.4%12.7%
IV Percentile28.1%1.6%70.2%2.4%70.2%
Term Structure0.6%-3.3%3.6%3.5%-2.8%
VWIV52.2%44.5%59.0%46.9%59.0%
Skew 25d-0.6%-7.1%3.8%-0.8%3.8%
Skew 10d-1.6%-9.5%5.3%1.5%3.8%
Call IV 25d52.8%45.0%58.2%48.3%56.6%
Put IV 25d52.2%46.6%60.5%47.5%60.4%
Bid-Ask Spread %34.3112.7452.6526.2949.97
Gamma HHI0.100.050.160.090.07
Net GEX476.2K227.9K922.5K416.7K324.4K
Net DEX-11.3M-31.2M-1.5M-9.7M-5.9M
Net VEX-132.9K-143.3K-121.3K-126.6K-131.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.270.890.740.48
Total Volume4,356.452,9426,3174,2934,047
Total OI28,472.717,45734,84429,73522,519

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$33.57$32.0045.5%13.0%36.2%2.4%46.9%-0.8%3.5%416.7K-9.7M-126.6K0.7426.29N/AN/A2,4741,81921,0528,683
2022-01-04$34.03$32.0045.2%13.0%36.1%2.2%45.0%1.7%3.6%491.5K-10.4M-129.9K0.4912.74N/AN/A3,2621,59321,5029,053
2022-01-05$33.19$32.0046.0%13.2%37.2%2.8%44.5%-0.9%2.8%488.3K-9.6M-126.3K0.8622.47N/AN/A2,2161,89721,7938,876
2022-01-06$31.31$32.0046.9%14.3%42.7%3.5%53.0%-0.9%1.4%235.4K-1.5M-121.3K0.7233.36N/AN/A2,6221,89621,5369,276
2022-01-07$31.77$32.0045.5%14.4%40.0%2.4%52.1%-0.5%0.6%289.3K-2.5M-126.6K0.8330.90N/AN/A2,5222,08721,8589,629
2022-01-10$32.19$32.0047.6%14.2%39.8%4.2%50.9%0.1%0.4%366.1K-4.2M-130.0K0.8429.73N/AN/A2,4052,01522,0449,861
2022-01-11$33.14$32.0046.8%14.0%40.8%3.5%50.4%-0.7%0.4%520.0K-6.5M-134.0K0.8929.31N/AN/A2,3592,10322,31610,192
2022-01-12$34.39$32.0048.8%14.0%40.1%5.2%51.3%-0.8%1.4%682.9K-12.9M-140.0K0.5917.49N/AN/A3,2201,89522,8929,933
2022-01-13$34.00$34.0047.6%13.6%40.5%4.1%52.1%-1.3%1.6%706.6K-12.1M-135.5K0.6819.59N/AN/A2,6781,83223,7039,818
2022-01-14$33.58$34.0046.5%13.3%38.9%3.3%51.1%0.1%1.9%677.3K-10.0M-130.6K0.7520.03N/AN/A2,2171,65623,7169,801
2022-01-18$35.23$34.0049.2%14.1%42.1%5.5%50.3%-2.6%1.3%922.5K-17.6M-133.7K0.6817.13N/AN/A2,4701,68323,7619,819
2022-01-19$37.29$34.0051.7%14.8%45.3%7.6%54.1%-4.9%0.7%898.2K-27.6M-138.2K0.2929.48N/AN/A4,0631,18523,9489,677
2022-01-20$38.13$34.0051.9%14.9%45.4%7.8%52.5%-7.1%-0.2%753.2K-31.2M-143.3K0.2750.21N/AN/A4,9611,35624,1219,727
2022-01-21$37.34$35.0051.0%14.6%45.7%7.0%53.0%-2.7%-3.3%327.9K-27.1M-140.6K0.4652.57N/AN/A3,0181,39124,9739,871
2022-01-24$36.39$35.0052.1%14.9%47.0%8.0%54.2%0.4%0.8%320.1K-10.5M-138.6K0.6547.46N/AN/A1,7781,16412,3325,125
2022-01-25$36.25$35.0053.7%15.4%46.9%9.3%55.4%-0.7%0.6%320.8K-11.0M-141.3K0.8647.88N/AN/A1,7261,47912,6405,312
2022-01-26$34.96$35.0053.9%15.4%48.9%9.4%55.5%-1.5%-0.4%297.1K-8.2M-138.7K0.6252.65N/AN/A1,8901,16313,0215,652
2022-01-27$32.74$35.0055.0%15.8%54.1%10.3%55.6%3.7%-0.9%227.9K-3.5M-123.6K0.3044.51N/AN/A3,27599813,3085,640
2022-01-28$31.72$35.0056.8%16.3%54.3%11.9%57.2%3.5%-1.3%256.9K-4.2M-126.6K0.3952.49N/AN/A3,4001,31414,6545,820
2022-01-31$31.96$34.0057.8%16.6%53.9%12.7%59.0%3.8%-2.8%324.4K-5.9M-131.9K0.4849.97N/AN/A2,7351,31216,4076,112