AGQ Options History — July 2022

In July 2022, AGQ traded between $19.97 and $24.25. ATM implied volatility averaged 63.5%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 11.2% (HV 20d: 52.3%). Max pain ranged from $20.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-07-28: Highest Volume — 6,508 contracts
  • 2022-07-13: Largest IV drop — 23.7% change
  • 2022-07-12: Highest IV Rank — 80.6%
  • 2022-07-06: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.50$19.97$24.25$23.50$24.25
Max Pain$21.20$20.00$24.00$24.00$21.00
ATM IV63.5%53.5%80.6%60.3%53.5%
Expected Move17.4%15.3%18.4%17.3%15.3%
HV 20d52.3%47.4%64.7%52.0%63.7%
HV 60d54.5%52.7%59.0%53.3%59.0%
IV Rank43.8%21.9%80.6%37.5%21.9%
IV Percentile81.9%40.5%99.2%81.7%40.5%
Term Structure0.1%-1.4%2.9%2.9%1.2%
VWIV62.1%54.1%66.2%63.0%54.1%
Skew 25d1.3%-2.5%4.2%3.9%-0.9%
Skew 10d3.2%-1.6%6.9%5.0%-1.6%
Call IV 25d61.5%55.4%64.7%59.0%55.4%
Put IV 25d62.8%54.4%67.0%63.0%54.4%
Bid-Ask Spread %48.8433.0164.3233.0164.32
Gamma HHI0.080.060.200.070.07
Net GEX208.8K1.2K393.6K193.0K393.6K
Net DEX-55.7K-8.6M5.0M162.0K-8.6M
Net VEX-109.7K-133.2K-95.6K-120.3K-133.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.260.580.370.54
Total Volume3,961.952,8156,5085,0024,543
Total OI31,832.6529,27834,40129,27833,356

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$23.50$24.0060.3%17.3%52.0%37.5%63.0%3.9%2.9%193.0K162.0K-120.3K0.3733.01N/AN/A3,6461,35621,3697,909
2022-07-05$21.99$24.0070.6%18.2%54.8%59.5%66.2%2.7%-1.0%197.5K2.1M-108.6K0.2837.59N/AN/A3,8391,06822,8308,136
2022-07-06$21.99$23.0068.9%18.4%53.8%56.0%65.9%2.0%-0.1%201.9K1.3M-111.2K0.5839.38N/AN/A2,3791,38323,0288,118
2022-07-07$22.00$22.0066.4%17.8%53.2%50.5%63.3%3.6%0.5%209.8K1.3M-111.8K0.5243.45N/AN/A2,0141,05723,5558,463
2022-07-08$22.13$22.0064.4%17.3%53.7%46.3%62.1%0.8%-0.4%201.0K1.5M-111.2K0.4439.06N/AN/A2,20497823,4408,494
2022-07-11$21.64$22.0078.0%17.9%53.3%75.4%63.7%2.3%0.5%187.8K2.2M-107.7K0.4347.56N/AN/A2,09690423,7438,561
2022-07-12$21.23$22.0080.6%18.2%51.8%80.6%65.8%2.9%-1.4%166.3K2.5M-105.7K0.5649.94N/AN/A3,0441,70623,6818,550
2022-07-13$21.86$22.0061.5%17.6%48.9%39.3%64.6%1.7%0.9%244.0K1.6M-110.9K0.5849.32N/AN/A3,0671,77524,2109,243
2022-07-14$20.06$22.0063.8%18.3%55.8%44.3%63.9%4.2%-0.4%1.2K5.0M-95.6K0.2652.34N/AN/A4,1881,10724,1279,297
2022-07-15$20.56$20.0064.1%18.4%49.3%44.9%63.9%0.9%-0.5%158.8K2.0M-102.9K0.3244.83N/AN/A3,1921,02625,2749,127
2022-07-18$20.64$20.0062.4%17.9%47.7%41.3%62.3%-0.2%-0.6%179.0K-464.4K-106.9K0.4344.26N/AN/A2,6031,11822,1747,297
2022-07-19$20.79$20.0061.7%17.7%48.2%39.8%61.4%1.3%0.1%193.0K-1.0M-109.7K0.3650.39N/AN/A2,42688422,7967,511
2022-07-20$20.63$20.0060.2%17.3%47.8%36.5%60.6%1.3%1.2%201.2K-783.6K-107.2K0.4949.89N/AN/A1,88892723,0737,527
2022-07-21$20.93$20.0058.4%16.8%48.8%32.7%59.4%1.0%0.2%221.1K-896.6K-106.7K0.5045.50N/AN/A2,0301,01823,4117,590
2022-07-22$20.27$20.0059.3%17.0%48.3%34.6%60.1%1.1%0.7%204.8K-284.8K-104.8K0.5447.34N/AN/A2,0181,08323,8047,701
2022-07-25$19.97$20.0061.1%17.5%47.4%38.5%62.7%-0.1%0.3%197.1K256.1K-102.8K0.4654.21N/AN/A2,3791,09824,0227,833
2022-07-26$20.41$20.0060.6%17.4%48.8%37.3%62.4%1.1%-1.1%214.1K190.5K-99.9K0.5360.35N/AN/A2,0581,09224,3467,880
2022-07-27$21.47$20.0057.3%16.4%53.2%30.1%57.7%-0.2%-0.9%262.7K-1.7M-107.4K0.4663.51N/AN/A2,4231,11424,4547,893
2022-07-28$23.59$20.0056.5%16.2%64.7%28.4%58.0%-2.5%-1.0%348.8K-7.4M-129.3K0.3760.48N/AN/A4,7391,76924,9627,868
2022-07-29$24.25$21.0053.5%15.3%63.7%21.9%54.1%-0.9%1.2%393.6K-8.6M-133.2K0.5464.32N/AN/A2,9541,58925,4397,917