AGQ Options History — September 2022

In September 2022, AGQ traded between $18.03 and $22.60. ATM implied volatility averaged 63.6%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 2.0% (HV 20d: 61.6%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.22.

Notable Days

  • 2022-09-16: Highest Volume — 6,305 contracts
  • 2022-09-12: Largest IV spike — 30.6% change
  • 2022-09-13: Highest IV Rank — 65.9%
  • 2022-09-26: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.64$18.03$22.60$18.03$20.79
Max Pain$19.86$19.00$21.00$21.00$20.00
ATM IV63.6%55.7%73.8%64.3%65.5%
Expected Move17.8%16.1%19.1%18.4%18.8%
HV 20d61.6%44.2%73.2%53.2%70.1%
HV 60d59.1%55.2%62.4%55.9%61.8%
IV Rank43.9%26.7%65.9%45.3%48.0%
IV Percentile83.4%52.8%96.8%89.7%89.7%
Term Structure1.5%-1.7%3.4%0.1%-0.6%
VWIV63.4%56.2%69.6%64.5%66.3%
Skew 25d-0.4%-4.9%2.5%1.1%0.9%
Skew 10d-1.6%-12.7%6.2%3.6%0.3%
Call IV 25d64.1%57.6%68.6%65.2%67.1%
Put IV 25d63.7%57.9%68.9%66.3%67.9%
Bid-Ask Spread %43.1325.7766.2258.8857.13
Gamma HHI0.130.080.190.080.15
Net GEX320.0K132.3K468.1K132.3K374.8K
Net DEX-6.4M-13.3M2.5M2.5M-9.5M
Net VEX-109.4K-138.2K-79.1K-79.1K-123.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.030.360.230.28
Total Volume3,353.7147846,3051,5075,263
Total OI38,778.23835,44444,87138,16839,006

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$18.03$21.0064.3%18.4%53.2%45.3%64.5%1.1%0.1%132.3K2.5M-79.1K0.2358.88N/AN/A1,22927830,0898,079
2022-09-02$18.45$21.0060.9%17.5%54.4%38.0%61.5%2.5%0.1%152.9K1.4M-81.0K0.0366.22N/AN/A1,5394330,5748,008
2022-09-06$18.52$19.0062.7%17.7%44.2%41.8%63.5%-0.1%0.7%170.0K808.3K-85.6K0.3239.03N/AN/A3,6311,14731,2307,927
2022-09-07$19.51$19.0059.6%16.8%50.2%35.1%60.1%0.8%3.4%255.0K-1.6M-93.8K0.3040.40N/AN/A4,0461,20231,5187,934
2022-09-08$19.70$19.0058.9%16.5%50.6%33.6%58.7%1.8%2.5%263.4K-1.4M-89.9K0.3147.64N/AN/A59818631,7278,050
2022-09-09$20.37$19.0055.7%16.1%52.5%26.7%56.2%0.3%3.2%304.0K-2.9M-92.5K0.1048.08N/AN/A1,23612631,8828,125
2022-09-12$22.60$19.0072.7%16.9%62.2%63.6%59.9%-3.6%2.4%442.7K-10.6M-110.0K0.1134.01N/AN/A3,40838231,6458,120
2022-09-13$21.51$20.0073.8%16.9%61.4%65.9%60.6%-2.8%2.5%325.3K-6.4M-106.2K0.3338.93N/AN/A4,5301,50831,5068,235
2022-09-14$22.06$20.0061.0%17.5%62.3%38.2%62.5%-0.9%1.8%359.6K-7.6M-105.3K0.2438.59N/AN/A76218431,8488,246
2022-09-15$21.22$20.0064.4%18.5%62.5%45.6%65.1%-1.3%1.1%306.5K-5.8M-103.7K0.0535.98N/AN/A5,25724231,9688,271
2022-09-16$22.13$20.0061.5%17.6%63.9%39.4%61.9%-3.4%2.7%468.1K-12.8M-128.6K0.3537.12N/AN/A4,6841,62136,5048,367
2022-09-19$22.03$20.0061.7%17.7%60.5%39.8%62.8%-1.5%1.9%391.4K-11.6M-130.0K0.2934.33N/AN/A87725728,6686,776
2022-09-20$21.44$20.0063.0%18.1%61.2%42.6%63.2%-1.1%2.4%374.4K-10.7M-129.8K0.0725.77N/AN/A1,63312029,2516,930
2022-09-21$22.32$20.0061.8%17.7%62.7%40.0%64.0%-4.9%3.3%388.6K-12.8M-134.9K0.0546.28N/AN/A1,5648528,8207,033
2022-09-22$22.38$20.0061.0%17.5%62.7%38.3%62.8%-0.4%2.2%425.2K-13.3M-138.2K0.0939.17N/AN/A8718129,9337,082
2022-09-23$20.49$20.0063.1%18.1%70.5%42.7%64.7%1.7%3.3%325.3K-7.5M-118.0K0.2334.99N/AN/A1,39532330,0517,109
2022-09-26$19.49$20.0066.5%19.1%71.8%50.2%69.6%-1.3%0.7%290.2K-5.2M-110.0K0.3442.76N/AN/A3,9451,32430,6297,301
2022-09-27$19.39$20.0066.4%19.0%71.6%49.8%67.8%2.1%-1.7%276.5K-4.2M-102.5K0.3043.80N/AN/A3,7951,14430,9947,432
2022-09-28$20.54$20.0065.0%18.6%73.2%46.9%66.3%0.9%0.3%354.8K-8.1M-118.7K0.3344.92N/AN/A3,6261,20531,2177,501
2022-09-29$20.37$20.0066.1%18.9%71.0%49.2%68.7%0.8%-1.2%338.9K-7.5M-115.6K0.3651.65N/AN/A3,7371,34431,2477,510
2022-09-30$20.79$20.0065.5%18.8%70.1%48.0%66.3%0.9%-0.6%374.8K-9.5M-123.9K0.2857.13N/AN/A4,1271,13631,3387,668