AGQ Options History — April 2022

In April 2022, AGQ traded between $31.86 and $41.86. ATM implied volatility averaged 56.1%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 9.6% (HV 20d: 46.4%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.66.

Notable Days

  • 2022-04-13: Highest Volume — 4,799 contracts
  • 2022-04-11: Largest IV spike — 31.5% change
  • 2022-04-11: Highest IV Rank — 47.8%
  • 2022-04-18: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.46$31.86$41.86$37.83$31.86
Max Pain$36.55$36.00$38.00$36.00$36.00
ATM IV56.1%49.5%65.1%53.8%58.9%
Expected Move15.9%15.2%17.2%16.0%16.9%
HV 20d46.4%41.1%63.3%63.3%43.6%
HV 60d52.3%50.7%54.2%54.2%52.4%
IV Rank28.6%14.5%47.8%23.6%34.6%
IV Percentile64.2%23.4%93.3%54.4%79.0%
Term Structure1.6%-0.8%3.8%2.4%1.2%
VWIV58.5%55.7%62.4%61.7%59.0%
Skew 25d-6.6%-11.7%-0.9%-8.2%-0.9%
Skew 10d-15.6%-25.1%-3.1%-16.6%-9.2%
Call IV 25d61.5%57.4%67.6%62.0%61.4%
Put IV 25d54.9%52.1%60.4%53.9%60.4%
Bid-Ask Spread %35.0222.0650.7822.0650.78
Gamma HHI0.100.080.280.080.08
Net GEX668.9K272.8K1.3M620.1K272.8K
Net DEX-21.1M-39.5M-3.5M-22.3M-3.5M
Net VEX-215.6K-240.0K-185.0K-221.2K-185.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.331.240.590.98
Total Volume3,746.41,7124,7992,6344,044
Total OI30,886.9527,40733,99029,83133,990

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$37.83$36.0053.8%16.0%63.3%23.6%61.7%-8.2%2.4%620.1K-22.3M-221.2K0.5922.06N/AN/A1,65498023,0976,734
2022-04-04$37.40$36.0055.0%15.6%63.3%26.3%58.8%-10.1%2.8%597.5K-20.1M-213.4K0.7723.86N/AN/A1,6621,27623,2036,782
2022-04-05$36.79$36.0053.9%15.2%52.7%24.0%56.8%-9.5%1.5%563.7K-18.1M-212.4K0.6326.98N/AN/A2,1461,35923,6577,051
2022-04-06$37.24$36.0055.0%15.2%47.5%26.4%58.0%-7.6%2.9%606.6K-19.0M-216.5K0.5424.38N/AN/A2,1831,18723,8817,249
2022-04-07$37.71$36.0054.0%15.3%46.9%24.2%57.7%-7.9%2.6%654.4K-20.6M-217.4K0.5822.71N/AN/A2,3211,34423,9637,252
2022-04-08$38.31$36.0049.5%15.2%47.6%14.5%56.8%-7.9%3.7%767.4K-22.7M-223.5K0.5425.71N/AN/A2,3311,26923,9777,225
2022-04-11$39.19$36.0065.1%16.3%42.1%47.8%60.3%-11.2%2.0%920.2K-27.6M-225.1K0.4030.31N/AN/A2,9981,20324,2717,157
2022-04-12$40.48$36.0063.2%16.4%43.1%43.8%61.1%-11.7%1.9%1.2M-33.9M-230.0K0.3929.29N/AN/A3,1761,22924,6607,153
2022-04-13$41.50$36.0056.0%16.0%43.9%28.3%59.0%-10.5%3.8%1.3M-39.5M-236.3K0.3332.42N/AN/A3,6131,18625,0227,218
2022-04-14$41.02$36.0056.3%16.1%43.2%29.0%58.8%-10.4%1.9%1.3M-38.1M-234.7K0.5130.42N/AN/A2,8181,42325,8637,283
2022-04-18$41.86$37.0059.8%17.2%41.1%36.6%62.4%-9.6%1.7%697.3K-34.5M-240.0K0.5136.41N/AN/A2,8141,42121,2906,117
2022-04-19$39.25$38.0055.5%15.9%46.0%27.3%58.0%-6.7%1.4%636.5K-25.1M-226.6K0.6334.81N/AN/A2,3141,45421,8716,479
2022-04-20$39.50$38.0053.9%15.4%43.4%23.9%57.5%-4.5%1.1%676.7K-26.1M-232.7K0.6335.34N/AN/A2,0451,28022,4726,898
2022-04-21$37.80$38.0053.9%15.5%44.4%24.0%57.0%-4.1%0.1%568.2K-20.1M-217.3K0.4540.60N/AN/A2,8321,26222,2846,988
2022-04-22$36.30$38.0054.3%15.6%43.4%24.9%57.3%-3.6%1.5%501.7K-15.9M-209.3K0.5742.28N/AN/A2,0381,15622,7737,163
2022-04-25$34.68$38.0055.5%15.9%45.4%27.5%59.9%-1.9%-0.8%426.4K-11.1M-194.3K0.7442.69N/AN/A2,6771,96923,1527,308
2022-04-26$34.09$36.0055.6%15.9%42.5%27.6%55.7%-2.1%-0.2%420.8K-9.8M-196.6K1.0348.71N/AN/A2,0442,09923,8457,707
2022-04-27$33.40$36.0056.2%16.1%42.7%28.9%57.7%-2.1%-0.8%373.2K-7.9M-190.2K1.2450.59N/AN/A76494823,9527,862
2022-04-28$33.07$36.0055.6%15.9%42.4%27.6%57.1%-1.4%0.8%310.1K-5.5M-189.7K1.1450.00N/AN/A2,0622,34724,3108,580
2022-04-29$31.86$36.0058.9%16.9%43.6%34.6%59.0%-0.9%1.2%272.8K-3.5M-185.0K0.9850.78N/AN/A2,0461,99825,0768,914