AGQ Options History — August 2022 In August 2022, AGQ traded between $18.54 and $25.52. ATM implied volatility averaged 55.7%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded below realized volatility by 4.3% (HV 20d: 60.0%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.36.
Notable Days 2022-08-31 : Highest Volume — 5,677 contracts2022-08-08 : Largest IV spike — 10.4% change2022-08-31 : Highest IV Rank — 38.5%2022-08-31 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.66 $18.54 $25.52 $24.47 $18.54 Max Pain $22.22 $21.00 $23.00 $21.00 $21.00 ATM IV 55.7% 52.4% 61.1% 55.2% 61.1% Expected Move 15.9% 15.0% 17.5% 15.8% 17.5% HV 20d 60.0% 52.6% 67.1% 61.4% 53.6% HV 60d 56.8% 55.2% 58.7% 58.4% 55.9% IV Rank 26.8% 19.7% 38.5% 25.6% 38.5% IV Percentile 53.5% 31.0% 78.6% 54.0% 78.6% Term Structure 1.9% -1.2% 5.5% 0.2% -0.7% VWIV 56.9% 53.3% 63.3% 57.8% 63.3% Skew 25d -0.6% -3.4% 3.0% -1.7% -0.2% Skew 10d -2.3% -10.9% 8.7% -4.3% -10.9% Call IV 25d 57.7% 55.0% 62.4% 59.3% 62.4% Put IV 25d 57.1% 52.7% 62.2% 57.5% 62.2% Bid-Ask Spread % 56.05 30.52 70.42 58.10 53.73 Gamma HHI 0.08 0.07 0.18 0.07 0.07 Net GEX 342.6K 132.7K 554.4K 408.0K 132.7K Net DEX -4.9M -13.0M 3.4M -9.3M 3.4M Net VEX -114.3K -135.2K -78.5K -134.7K -78.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.02 1.19 0.44 0.28 Total Volume 2,190.652 533 5,677 3,640 5,677 Total OI 35,544.696 33,591 37,693 33,979 37,693
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-08-01 $24.47 $21.00 55.2% 15.8% 61.4% 25.6% 57.8% -1.7% 0.2% 408.0K -9.3M -134.7K 0.44 58.10 N/A N/A 2,528 1,112 25,852 8,127 2022-08-02 $23.55 $21.00 55.5% 15.9% 57.9% 26.4% 58.6% -2.7% -0.8% 375.2K -7.3M -129.5K 0.43 65.63 N/A N/A 2,488 1,061 25,890 8,149 2022-08-03 $23.81 $21.00 55.6% 15.9% 58.0% 26.5% 56.3% 0.0% 0.2% 379.3K -7.3M -127.9K 0.50 69.81 N/A N/A 2,595 1,300 25,882 8,185 2022-08-04 $24.05 $22.00 55.3% 16.0% 58.0% 25.9% 57.6% -3.4% 2.9% 395.7K -8.5M -130.3K 0.36 54.17 N/A N/A 2,827 1,014 25,859 8,492 2022-08-05 $23.34 $22.00 52.6% 15.3% 59.3% 20.2% 54.7% -0.9% 3.4% 361.0K -5.2M -120.1K 0.47 58.98 N/A N/A 2,811 1,329 25,850 8,560 2022-08-08 $25.17 $22.00 58.1% 15.9% 63.8% 32.0% 57.6% -3.0% 3.1% 457.5K -11.7M -134.9K 0.34 54.20 N/A N/A 3,733 1,288 26,225 8,598 2022-08-09 $24.84 $23.00 59.8% 16.1% 63.5% 35.7% 57.1% -2.0% 3.3% 448.1K -10.6M -134.0K 0.28 58.18 N/A N/A 625 177 26,995 8,649 2022-08-10 $24.90 $23.00 54.9% 15.7% 63.0% 25.1% 55.7% -2.8% 4.1% 461.7K -11.3M -135.2K 0.02 55.46 N/A N/A 1,958 48 27,153 8,697 2022-08-11 $24.14 $23.00 54.2% 15.5% 54.8% 23.6% 55.9% -1.8% 3.9% 457.0K -8.9M -130.8K 0.24 61.16 N/A N/A 596 144 27,742 8,705 2022-08-12 $25.52 $23.00 52.4% 15.0% 57.0% 19.7% 53.3% -2.3% 5.5% 554.4K -13.0M -134.3K 0.15 64.16 N/A N/A 971 143 27,740 8,704 2022-08-15 $24.10 $23.00 53.3% 15.3% 61.9% 21.6% 53.8% -1.0% 4.3% 456.4K -8.0M -123.0K 0.55 67.43 N/A N/A 544 300 27,950 8,700 2022-08-16 $23.80 $23.00 53.1% 15.2% 62.3% 21.1% 54.6% -0.9% 3.6% 421.2K -7.8M -120.5K 0.04 66.21 N/A N/A 877 37 28,136 8,578 2022-08-17 $22.96 $23.00 53.3% 15.3% 64.0% 21.5% 54.3% -0.9% 3.3% 372.2K -5.0M -111.1K 0.37 53.48 N/A N/A 748 276 28,544 8,592 2022-08-18 $22.35 $23.00 53.3% 15.3% 64.9% 21.7% 55.8% 0.8% 1.1% 318.5K -2.7M -105.7K 1.19 30.52 N/A N/A 702 833 28,582 8,759 2022-08-19 $21.14 $23.00 56.3% 16.1% 67.1% 28.0% 57.5% 1.3% 0.4% 355.2K 214.9K -98.3K 0.96 38.73 N/A N/A 1,192 1,140 28,818 8,865 2022-08-22 $20.89 $22.00 58.9% 16.9% 67.0% 33.6% 59.8% 2.1% -1.2% 223.6K -157.4K -97.8K 0.37 31.24 N/A N/A 1,068 399 25,810 7,781 2022-08-23 $21.12 $22.00 56.8% 16.3% 66.7% 29.1% 57.7% 3.0% 0.7% 233.6K -574.7K -99.9K 0.04 57.31 N/A N/A 1,250 47 26,281 8,158 2022-08-24 $21.12 $22.00 56.3% 16.1% 64.1% 28.0% 56.1% 2.1% 1.1% 235.0K -661.4K -101.3K 0.07 41.59 N/A N/A 499 34 26,280 8,183 2022-08-25 $21.23 $22.00 54.9% 15.7% 53.6% 25.0% 55.6% 0.4% 2.0% 239.3K -966.2K -101.4K 0.34 45.78 N/A N/A 632 215 26,383 8,201 2022-08-26 $20.55 $22.00 55.3% 15.9% 52.9% 25.9% 56.1% -0.4% 2.1% 210.2K 465.4K -94.8K 0.22 70.42 N/A N/A 887 196 26,760 8,377 2022-08-29 $20.18 $22.00 57.4% 16.5% 52.6% 30.5% 59.6% 0.9% 0.8% 209.9K 558.5K -94.9K 0.24 66.51 N/A N/A 556 136 27,376 8,510 2022-08-30 $19.43 $22.00 58.0% 16.6% 52.6% 31.7% 60.5% 0.6% 1.3% 175.0K 1.9M -89.6K 0.39 66.36 N/A N/A 2,448 944 27,644 8,513 2022-08-31 $18.54 $21.00 61.1% 17.5% 53.6% 38.5% 63.3% -0.2% -0.7% 132.7K 3.4M -78.5K 0.28 53.73 N/A N/A 4,418 1,259 29,228 8,465
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