AGQ Options History — October 2022

In October 2022, AGQ traded between $18.72 and $25.44. ATM implied volatility averaged 70.6%, placing in the 59.0% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 17.6% (HV 20d: 88.2%). 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 6 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2022-10-25: Highest Volume — 19,706 contracts
  • 2022-10-10: Largest IV spike — 6.3% change
  • 2022-10-11: Highest IV Rank — 72.2%
  • 2022-10-14: Largest Expected Move — 20.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.45$18.72$25.44$24.64$20.71
Max Pain$20.38$19.00$21.00$20.00$20.00
ATM IV70.6%66.7%76.7%71.4%68.1%
Expected Move20.1%19.1%20.9%20.5%19.5%
HV 20d88.2%58.1%94.8%90.9%58.1%
HV 60d71.7%70.0%73.5%71.0%71.1%
IV Rank59.0%50.6%72.2%60.8%53.6%
IV Percentile92.4%85.7%97.6%95.2%85.7%
Term Structure-0.9%-3.7%0.9%-3.7%-2.0%
VWIV73.0%66.7%76.7%74.1%69.2%
Skew 25d-3.5%-6.0%-0.8%-2.2%-4.1%
Skew 10d-6.8%-13.1%1.9%1.9%-9.4%
Call IV 25d74.1%68.4%77.6%74.8%70.2%
Put IV 25d70.5%64.4%73.5%72.7%66.1%
Bid-Ask Spread %36.8529.1049.2443.9049.24
Gamma HHI0.300.110.430.160.31
Net GEX613.1K429.9K823.4K539.2K680.1K
Net DEX-16.2M-27.0M-8.2M-23.1M-14.0M
Net VEX-141.3K-156.2K-128.5K-148.7K-128.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.080.470.310.28
Total Volume7,580.0954,69719,7067,3704,697
Total OI52,070.52439,32463,10439,55453,555

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$24.64$20.0071.4%20.5%90.9%60.8%74.1%-2.2%-3.7%539.2K-23.1M-148.7K0.3143.90N/AN/A5,6391,73131,8397,715
2022-10-04$25.44$21.0069.2%19.8%91.0%55.9%72.8%-0.8%-3.2%577.0K-27.0M-156.2K0.1739.72N/AN/A9,7271,63032,3387,908
2022-10-05$24.52$21.0068.9%19.8%91.8%55.4%72.9%-2.2%0.2%485.2K-20.5M-141.6K0.3146.21N/AN/A4,6891,45431,2838,041
2022-10-06$24.46$21.0070.8%19.9%91.9%59.4%71.5%-4.6%-1.0%511.9K-21.7M-149.5K0.2933.26N/AN/A4,5431,33531,7648,210
2022-10-07$23.02$21.0069.5%19.9%94.8%56.7%71.1%-4.9%0.3%482.0K-16.9M-141.1K0.3130.46N/AN/A4,4811,39832,2268,187
2022-10-10$21.95$21.0073.9%20.3%89.2%66.1%74.2%-6.0%-0.9%429.9K-13.3M-132.6K0.1230.09N/AN/A13,9871,62232,8508,413
2022-10-11$20.88$21.0076.7%20.6%89.3%72.2%74.9%-3.9%-1.5%624.1K-14.9M-145.7K0.3729.10N/AN/A4,1941,56742,7028,496
2022-10-12$20.67$21.0072.8%20.9%88.7%63.8%76.7%-4.7%-1.6%595.2K-13.9M-141.4K0.1629.73N/AN/A10,1801,58543,1008,713
2022-10-13$20.21$21.0071.1%20.4%88.0%60.0%76.1%-2.7%-0.7%672.4K-14.4M-145.1K0.4730.53N/AN/A4,4482,11349,5128,851
2022-10-14$18.72$21.0073.0%20.9%90.1%64.2%73.8%-2.6%0.3%455.8K-8.2M-130.9K0.3730.19N/AN/A4,4511,65950,5499,321
2022-10-17$19.61$19.0071.5%20.5%92.2%61.0%73.4%-2.1%-0.7%577.4K-11.4M-134.1K0.3535.36N/AN/A4,1831,45851,7009,686
2022-10-18$19.74$20.0069.8%20.0%92.0%57.3%71.7%-2.5%-0.6%589.2K-11.5M-136.1K0.3838.33N/AN/A3,5921,36352,0089,775
2022-10-19$19.22$20.0068.6%19.7%90.7%54.6%72.2%-1.1%0.1%520.3K-9.2M-130.5K0.3837.87N/AN/A3,4951,32052,0269,875
2022-10-20$19.54$20.0068.8%19.7%91.1%55.1%70.4%-2.4%0.9%541.7K-10.4M-131.1K0.2437.64N/AN/A5,0021,19852,29010,087
2022-10-21$21.00$20.0070.7%20.3%89.8%59.3%73.1%-3.8%-0.7%823.4K-19.5M-149.8K0.2233.15N/AN/A5,6491,24653,05910,045
2022-10-24$20.88$20.0072.0%20.6%87.8%62.1%74.5%-4.5%-1.4%752.7K-17.9M-144.9K0.3335.71N/AN/A4,0711,34646,5807,958
2022-10-25$21.28$20.0070.4%20.2%87.9%58.5%76.0%-5.7%-0.7%819.5K-20.1M-153.0K0.0839.14N/AN/A18,3121,39446,9088,319
2022-10-26$21.49$20.0069.9%20.0%85.7%57.4%73.1%-5.1%-1.8%722.4K-18.6M-143.9K0.2440.07N/AN/A5,3341,29643,0978,352
2022-10-27$21.50$20.0068.4%19.6%85.6%54.3%74.2%-4.0%-0.7%770.9K-19.4M-147.9K0.2240.65N/AN/A5,1031,10844,5058,414
2022-10-28$20.93$20.0066.7%19.1%86.0%50.6%66.7%-4.0%0.1%704.8K-15.5M-134.2K0.2843.40N/AN/A4,3581,22444,7828,442
2022-10-31$20.71$20.0068.1%19.5%58.1%53.6%69.2%-4.1%-2.0%680.1K-14.0M-128.5K0.2849.24N/AN/A3,6651,03244,9598,596