AGQ Options History — February 2022

In February 2022, AGQ traded between $31.67 and $37.91. ATM implied volatility averaged 54.5%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 7.2% (HV 20d: 47.3%). Max pain ranged from $25.00 to $34.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.46.

Notable Days

  • 2022-02-11: Highest Volume — 6,098 contracts
  • 2022-02-11: Largest IV spike — 9.2% change
  • 2022-02-28: Highest IV Rank — 40.9%
  • 2022-02-17: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.92$31.67$37.91$32.45$37.73
Max Pain$28.89$25.00$34.00$34.00$32.00
ATM IV54.5%50.8%57.9%56.4%57.6%
Expected Move15.6%14.6%16.6%16.2%16.5%
HV 20d47.3%34.8%52.9%52.9%34.8%
HV 60d43.7%42.0%44.8%44.5%42.0%
IV Rank25.4%16.8%40.9%26.3%40.9%
IV Percentile57.6%35.3%76.2%63.9%76.2%
Term Structure0.7%-2.4%3.5%-2.4%-1.7%
VWIV57.1%53.3%60.2%57.9%60.2%
Skew 25d-3.1%-8.1%3.4%3.4%-5.6%
Skew 10d-7.2%-21.0%2.5%-2.9%-9.5%
Call IV 25d58.1%53.4%64.9%56.1%62.0%
Put IV 25d55.0%51.7%59.5%59.5%56.4%
Bid-Ask Spread %37.3629.5453.9853.9844.71
Gamma HHI0.090.060.120.070.07
Net GEX537.6K330.6K780.3K369.2K576.6K
Net DEX-14.7M-21.4M-5.7M-7.5M-20.6M
Net VEX-150.9K-168.6K-133.2K-139.1K-168.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.310.610.460.56
Total Volume4,604.6324,0556,0984,2974,157
Total OI24,856.26322,14727,81922,96824,742

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$32.45$34.0056.4%16.2%52.9%26.3%57.9%3.4%-2.4%369.2K-7.5M-139.1K0.4653.98N/AN/A2,9381,35916,7726,196
2022-02-02$32.45$34.0054.3%15.6%52.6%22.4%56.7%-0.2%-0.3%361.8K-7.4M-137.6K0.3829.85N/AN/A3,0731,16716,9246,303
2022-02-03$31.67$25.0056.1%15.9%52.5%27.5%57.4%0.5%1.6%330.6K-5.7M-133.2K0.4336.94N/AN/A2,9141,25017,2656,311
2022-02-04$31.97$25.0052.5%15.3%48.3%20.1%55.9%1.1%3.4%390.0K-6.5M-136.0K0.3835.82N/AN/A3,2851,25417,9336,459
2022-02-07$33.53$25.0055.0%15.7%50.9%25.2%58.7%-0.2%1.7%524.1K-10.8M-144.5K0.3936.64N/AN/A3,3731,33218,2086,507
2022-02-08$34.02$25.0052.8%15.1%50.9%20.8%56.2%-0.5%2.0%521.0K-11.9M-147.4K0.3930.94N/AN/A3,0691,20318,3176,614
2022-02-09$34.24$25.0051.0%14.6%50.0%17.1%54.1%-1.6%3.5%520.1K-12.2M-147.1K0.4029.89N/AN/A2,8871,16818,4226,684
2022-02-10$33.98$25.0050.8%14.6%48.3%16.8%53.3%-1.6%3.1%544.0K-11.6M-142.3K0.4644.12N/AN/A3,1651,46318,6986,630
2022-02-11$35.31$25.0055.5%15.9%50.0%26.3%57.6%-3.4%1.1%615.4K-17.4M-150.9K0.3134.84N/AN/A4,6501,44819,0446,593
2022-02-14$35.99$25.0055.6%16.0%50.1%26.6%58.4%-5.7%0.6%696.1K-20.4M-155.5K0.4233.38N/AN/A3,1061,31319,5126,610
2022-02-15$34.52$30.0054.0%15.5%49.6%23.2%55.6%-3.8%2.0%632.3K-13.4M-146.4K0.4136.39N/AN/A3,3251,37619,4296,706
2022-02-16$35.21$30.0053.8%15.4%45.5%22.9%56.7%-5.0%2.3%692.2K-17.8M-150.9K0.5336.55N/AN/A2,9531,55720,0816,786
2022-02-17$35.82$30.0057.9%16.6%45.1%31.2%60.1%-8.1%-0.3%780.3K-20.1M-155.8K0.4829.54N/AN/A3,4491,65120,2246,925
2022-02-18$36.12$31.0055.3%15.8%44.8%25.8%58.5%-6.2%0.2%580.1K-21.4M-156.2K0.4034.78N/AN/A3,8331,52720,8057,014
2022-02-22$36.85$32.0054.9%15.8%44.5%26.9%57.9%-5.4%-0.2%475.3K-18.2M-161.9K0.4933.51N/AN/A3,2391,59616,4025,745
2022-02-23$37.91$32.0055.6%15.9%45.5%30.0%57.6%-6.3%-1.4%524.2K-20.9M-165.2K0.5835.15N/AN/A2,8871,66517,0055,916
2022-02-24$36.67$32.0053.3%15.3%45.2%25.5%56.4%-5.2%-0.7%538.3K-17.9M-163.6K0.6147.95N/AN/A2,7261,66517,8566,101
2022-02-25$37.00$32.0053.7%15.4%37.4%26.7%54.9%-4.2%-0.7%542.1K-18.5M-165.0K0.6044.83N/AN/A2,7851,68018,2156,315
2022-02-28$37.73$32.0057.6%16.5%34.8%40.9%60.2%-5.6%-1.7%576.6K-20.6M-168.6K0.5644.71N/AN/A2,6591,49818,4086,334