AGQ Options History — May 2022

In May 2022, AGQ traded between $26.16 and $32.43. ATM implied volatility averaged 61.9%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 8.5% (HV 20d: 53.4%). Max pain ranged from $31.00 to $36.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-05-20: Highest Volume — 4,736 contracts
  • 2022-05-09: Largest IV spike — 16.9% change
  • 2022-05-10: Highest IV Rank — 62.0%
  • 2022-05-12: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.17$26.16$32.43$31.30$28.21
Max Pain$33.10$31.00$36.00$36.00$31.00
ATM IV61.9%52.3%71.7%62.8%55.6%
Expected Move17.5%15.0%18.9%18.0%15.9%
HV 20d53.4%43.5%60.4%43.5%60.4%
HV 60d55.3%52.0%58.0%52.3%55.5%
IV Rank41.1%20.7%62.0%43.0%27.6%
IV Percentile83.1%42.1%97.6%91.3%63.1%
Term Structure-0.9%-4.0%1.5%-2.0%-0.1%
VWIV64.3%57.4%69.0%65.2%57.4%
Skew 25d-0.3%-3.1%2.6%0.7%2.3%
Skew 10d-1.8%-6.7%2.2%-1.6%2.2%
Call IV 25d62.7%53.5%67.3%64.4%55.8%
Put IV 25d62.4%53.1%68.8%65.1%58.1%
Bid-Ask Spread %57.1945.0666.2648.3145.06
Gamma HHI0.080.070.090.080.07
Net GEX288.2K204.0K361.3K263.4K283.7K
Net DEX-575.3K-6.9M7.0M-2.3M-2.5M
Net VEX-167.5K-189.1K-141.7K-178.4K-159.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.470.940.920.65
Total Volume4,049.1433,2304,7364,2744,263
Total OI37,972.76233,65042,36634,63736,093

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$31.30$36.0062.8%18.0%43.5%43.0%65.2%0.7%-2.0%263.4K-2.3M-178.4K0.9248.31N/AN/A2,2242,05025,5489,089
2022-05-03$31.14$35.0062.1%17.8%43.5%41.4%64.0%-3.1%-1.9%254.2K-2.7M-180.9K0.8056.21N/AN/A2,0791,65326,1159,454
2022-05-04$32.43$35.0060.6%17.4%46.8%38.2%60.2%-0.5%-4.0%288.0K-5.5M-189.1K0.7655.79N/AN/A2,4031,81526,5399,486
2022-05-05$30.94$34.0064.4%17.9%48.4%46.3%68.0%-2.1%-0.3%285.1K-2.7M-181.3K0.7248.22N/AN/A2,2301,60227,1649,758
2022-05-06$30.69$34.0061.3%17.5%47.7%39.8%69.0%-2.5%0.5%277.7K-2.1M-179.3K0.8449.12N/AN/A1,8521,55627,6899,995
2022-05-09$28.76$34.0071.7%18.1%50.4%61.9%68.0%-1.2%-0.3%233.4K2.1M-158.9K0.6655.78N/AN/A2,7281,81127,8609,997
2022-05-10$27.67$34.0071.7%17.8%49.1%62.0%65.5%-0.9%-0.4%221.9K5.1M-153.1K0.6557.29N/AN/A2,2421,45528,62910,388
2022-05-11$28.35$33.0062.0%17.8%48.1%41.3%65.2%-0.0%-0.6%246.1K3.2M-161.2K0.4757.37N/AN/A2,6681,24529,07210,470
2022-05-12$26.16$33.0065.8%18.9%50.2%49.4%68.8%2.1%-2.9%204.0K7.0M-141.7K0.4860.53N/AN/A3,1441,51129,34510,533
2022-05-13$26.89$33.0064.6%18.5%53.2%46.8%67.2%2.6%-1.7%270.5K5.3M-149.0K0.6859.19N/AN/A2,5701,73930,22910,690
2022-05-16$28.39$33.0065.1%18.7%57.9%47.9%68.9%-0.3%-2.7%307.7K2.9M-162.7K0.7449.63N/AN/A2,6901,99330,39011,064
2022-05-17$28.49$33.0061.9%17.7%55.8%40.9%64.6%-0.9%-0.9%314.5K3.6M-165.6K0.8056.24N/AN/A2,0681,65930,60411,380
2022-05-18$27.86$33.0062.6%18.0%55.2%42.5%63.8%-0.1%-0.2%318.2K4.4M-158.5K0.6066.26N/AN/A2,0151,21530,68111,206
2022-05-19$29.36$33.0063.1%18.1%59.5%43.7%64.3%-0.7%-1.9%319.7K1.1M-168.9K0.5159.74N/AN/A2,9801,52430,72011,192
2022-05-20$28.72$32.0061.8%17.7%58.8%40.8%61.6%-1.3%-2.2%273.9K2.4M-166.0K0.9064.09N/AN/A2,4962,24031,17011,196
2022-05-23$28.76$32.0062.1%17.8%57.5%41.5%64.5%-0.9%-1.6%293.8K-4.7M-165.8K0.6759.44N/AN/A2,1411,44225,3598,291
2022-05-24$29.73$32.0059.2%17.0%59.3%35.2%63.3%-0.1%-0.2%340.9K-6.9M-174.8K0.6459.72N/AN/A2,2181,42725,7498,467
2022-05-25$29.49$32.0056.4%16.2%59.1%29.2%60.3%-0.2%1.5%348.1K-6.6M-173.7K0.6866.20N/AN/A2,5141,70626,3298,481
2022-05-26$29.49$32.0053.7%15.4%59.2%23.5%57.4%0.2%1.5%345.1K-6.2M-173.6K0.6963.03N/AN/A2,2741,57626,4328,956
2022-05-27$29.70$31.0052.3%15.0%58.1%20.7%63.6%-0.5%0.6%361.3K-6.8M-174.7K0.9463.82N/AN/A2,0671,94726,5749,044
2022-05-31$28.21$31.0055.6%15.9%60.4%27.6%57.4%2.3%-0.1%283.7K-2.5M-159.9K0.6545.06N/AN/A2,5811,68226,6719,422