AGQ Options History — June 2022

In June 2022, AGQ traded between $24.62 and $30.29. ATM implied volatility averaged 56.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 0.5% (HV 20d: 55.8%). Max pain ranged from $25.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2022-06-02: Highest Volume — 5,044 contracts
  • 2022-06-13: Largest IV spike — 12.7% change
  • 2022-06-14: Highest IV Rank — 41.3%
  • 2022-06-14: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.98$24.62$30.29$29.07$24.62
Max Pain$28.81$25.00$31.00$31.00$25.00
ATM IV56.3%51.7%62.1%54.1%58.1%
Expected Move16.1%14.8%17.8%15.5%16.7%
HV 20d55.8%47.6%61.7%61.7%53.7%
HV 60d52.3%50.3%56.0%56.0%52.7%
IV Rank29.1%19.4%41.3%24.3%32.9%
IV Percentile65.5%40.1%88.1%55.2%76.6%
Term Structure1.6%-1.0%3.8%0.3%1.2%
VWIV59.0%53.2%66.7%60.6%61.4%
Skew 25d-0.5%-2.9%2.5%0.1%2.5%
Skew 10d-0.4%-5.3%6.8%-0.4%6.8%
Call IV 25d58.2%53.6%65.4%56.0%59.0%
Put IV 25d57.7%52.2%63.8%56.1%61.5%
Bid-Ask Spread %41.6917.5163.1963.1944.64
Gamma HHI0.090.070.150.070.07
Net GEX341.3K210.5K567.2K335.7K210.5K
Net DEX-4.5M-8.0M5.5K-4.8M-1.8M
Net VEX-154.7K-175.2K-131.6K-167.8K-131.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.291.040.650.45
Total Volume3,745.192,6125,0444,2284,808
Total OI34,318.04825,15041,39736,79528,852

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$29.07$31.0054.1%15.5%61.7%24.3%60.6%0.1%0.3%335.7K-4.8M-167.8K0.6563.19N/AN/A2,5581,67027,2279,568
2022-06-02$30.29$30.0054.6%15.8%61.7%25.4%56.7%-2.4%1.6%411.8K-8.0M-175.2K0.4734.97N/AN/A3,4331,61127,3359,628
2022-06-03$29.19$30.0053.1%15.4%60.9%22.3%54.8%-1.4%1.2%403.6K-5.6M-169.6K0.4636.73N/AN/A2,8381,29728,1819,638
2022-06-06$29.70$31.0056.5%15.6%61.3%29.5%56.4%-1.5%3.1%453.7K-6.8M-169.2K0.4217.51N/AN/A2,9901,25528,3399,693
2022-06-07$30.08$31.0053.5%15.1%56.6%23.0%54.4%-0.6%2.9%481.5K-7.5M-170.6K0.5936.20N/AN/A2,0931,22628,3849,697
2022-06-08$29.54$31.0051.7%14.8%55.1%19.4%53.2%-1.4%2.6%476.5K-6.1M-168.1K0.6039.81N/AN/A2,0671,24028,6659,694
2022-06-09$28.53$30.0051.9%14.9%56.1%19.6%56.1%-0.7%3.8%403.2K-3.3M-157.1K0.6139.32N/AN/A2,3921,44828,7279,705
2022-06-10$29.09$30.0054.7%15.7%47.6%25.7%57.7%-2.9%3.1%461.2K-6.2M-167.3K0.5436.45N/AN/A2,8791,55029,2009,990
2022-06-13$26.95$29.0061.7%17.7%54.9%40.5%63.0%-0.9%-0.7%291.2K-647.9K-149.4K0.6242.20N/AN/A2,2721,41129,8359,992
2022-06-14$26.63$29.0062.1%17.8%51.2%41.3%66.7%0.7%-1.0%266.7K5.5K-145.8K1.0440.75N/AN/A1,7611,83730,15610,127
2022-06-15$28.47$29.0059.3%17.0%56.9%35.5%59.6%-1.4%0.7%441.2K-4.5M-159.4K0.7951.03N/AN/A2,5962,04530,30310,599
2022-06-16$29.12$29.0061.6%17.7%56.8%40.4%64.6%-2.3%0.5%567.2K-6.8M-162.2K0.8437.14N/AN/A1,9531,63630,44210,747
2022-06-17$28.24$29.0058.7%16.8%54.6%34.2%61.4%-1.1%1.6%262.1K-4.6M-157.5K0.9440.49N/AN/A1,6541,55330,64910,748
2022-06-21$28.35$29.0054.9%15.7%54.2%26.1%56.9%-1.5%3.3%271.3K-6.0M-152.9K0.5745.53N/AN/A1,66694617,8537,297
2022-06-22$27.66$29.0056.8%16.3%54.8%30.1%57.9%0.7%2.0%260.4K-5.0M-150.0K0.4547.15N/AN/A2,04792218,2537,406
2022-06-23$26.56$29.0057.3%16.4%54.8%31.2%59.8%1.1%2.0%219.2K-2.9M-139.7K0.4842.39N/AN/A1,98896318,4017,489
2022-06-24$26.88$29.0054.7%15.7%55.1%25.8%60.0%-0.3%1.6%233.9K-3.6M-143.3K0.4647.18N/AN/A2,2051,01618,5637,630
2022-06-27$26.90$25.0056.0%16.0%55.1%28.4%56.7%1.7%1.4%255.4K-4.6M-142.4K0.4848.50N/AN/A2,06198819,3057,681
2022-06-28$26.00$25.0055.9%16.0%55.9%28.2%61.5%-1.1%0.6%230.3K-3.1M-134.5K0.4339.26N/AN/A2,21795219,4697,684
2022-06-29$25.80$25.0055.3%15.9%53.4%27.0%60.0%1.9%1.1%231.2K-3.0M-134.0K0.2945.10N/AN/A3,5761,02919,8307,697
2022-06-30$24.62$25.0058.1%16.7%53.7%32.9%61.4%2.5%1.2%210.5K-1.8M-131.6K0.4544.64N/AN/A3,3191,48921,0537,799