AGQ Options History — November 2022

In November 2022, AGQ traded between $21.21 and $27.70. ATM implied volatility averaged 66.4%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded below realized volatility by 2.7% (HV 20d: 69.1%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2022-11-08: Highest Volume — 7,299 contracts
  • 2022-11-09: Largest IV drop — 11.9% change
  • 2022-11-08: Highest IV Rank — 78.1%
  • 2022-11-08: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.14$21.21$27.70$21.86$27.70
Max Pain$21.24$20.00$22.00$20.00$22.00
ATM IV66.4%58.8%79.5%68.7%61.6%
Expected Move18.8%16.9%20.6%19.7%17.7%
HV 20d69.1%60.3%75.3%60.7%74.7%
HV 60d74.6%70.2%76.9%70.2%76.9%
IV Rank49.8%33.5%78.1%54.9%39.6%
IV Percentile76.9%48.0%98.8%87.3%60.3%
Term Structure-3.1%-5.7%-0.5%-2.8%-3.2%
VWIV67.4%59.4%75.5%70.0%62.4%
Skew 25d-3.3%-6.8%0.1%-4.5%0.1%
Skew 10d-8.0%-15.7%1.5%-15.7%1.5%
Call IV 25d69.0%61.6%77.4%71.9%63.1%
Put IV 25d65.6%59.7%71.3%67.5%63.2%
Bid-Ask Spread %56.2441.8570.0753.5764.91
Gamma HHI0.350.210.810.330.21
Net GEX1.3M732.1K3.7M852.1K1.1M
Net DEX-37.4M-64.1M-14.6M-20.9M-45.6M
Net VEX-145.3K-168.9K-123.2K-141.6K-129.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.070.830.500.11
Total Volume5,089.6196007,2995,8363,056
Total OI54,488.76245,86860,25953,76848,949

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$21.86$20.0068.7%19.7%60.7%54.9%70.0%-4.5%-2.8%852.1K-20.9M-141.6K0.5053.57N/AN/A3,8851,95145,1668,602
2022-11-02$21.21$21.0067.1%19.2%60.3%51.5%70.3%-3.6%-3.6%732.1K-14.6M-130.4K0.5566.63N/AN/A3,7112,05945,3979,550
2022-11-03$21.64$21.0068.9%18.9%61.1%55.4%67.8%-4.1%-0.5%753.1K-15.1M-137.9K0.8354.47N/AN/A3,5952,96745,29010,639
2022-11-04$24.73$21.0072.4%19.9%75.3%62.9%70.7%-5.3%-1.5%1.1M-38.2M-165.3K0.2743.45N/AN/A5,2021,39045,4969,794
2022-11-07$24.59$21.0075.9%20.3%72.9%70.4%75.5%-6.8%-3.7%1.1M-36.7M-163.2K0.2548.15N/AN/A4,1591,04146,08210,604
2022-11-08$25.98$21.0079.5%20.6%71.8%78.1%73.4%-6.1%-5.6%1.2M-47.7M-168.6K0.3441.85N/AN/A5,4451,85446,21010,638
2022-11-09$25.11$21.0070.0%20.1%73.2%57.7%72.7%-4.5%-3.5%1.2M-39.6M-159.9K0.3344.94N/AN/A3,6691,20246,72911,167
2022-11-10$26.65$21.0067.8%19.4%74.2%52.9%69.5%-5.3%-3.7%1.3M-53.6M-168.9K0.2745.81N/AN/A4,9601,34947,13111,220
2022-11-11$26.58$21.0065.8%18.9%66.5%48.6%70.5%-3.7%-3.2%1.4M-53.4M-158.0K0.3346.97N/AN/A4,1261,36347,85811,120
2022-11-14$27.53$21.0065.9%18.9%66.0%48.8%69.7%-5.8%-3.5%1.4M-64.1M-158.2K0.2651.09N/AN/A5,2041,37848,38311,198
2022-11-15$26.53$21.0066.6%19.1%68.7%50.4%68.4%-5.5%-3.6%1.5M-54.3M-153.6K0.3151.71N/AN/A4,0191,25048,20411,242
2022-11-16$26.21$21.0064.9%18.6%67.7%46.7%67.7%-3.6%-3.4%1.6M-52.4M-151.2K0.2854.10N/AN/A4,3401,20248,61511,362
2022-11-17$24.92$22.0065.2%18.7%71.6%47.4%67.0%-1.8%-3.5%1.8M-36.5M-143.6K0.2959.10N/AN/A4,1941,23448,64311,444
2022-11-18$24.77$22.0061.8%17.7%68.2%40.0%64.1%-1.7%-1.7%3.7M-31.8M-134.9K0.5060.22N/AN/A3,9401,96448,73311,526
2022-11-21$24.61$21.0064.6%18.5%68.3%46.0%66.3%-1.5%-3.3%851.8K-25.5M-130.3K0.2261.56N/AN/A4,9101,05738,6427,226
2022-11-22$25.10$21.0061.9%17.8%68.3%40.3%62.4%-0.7%-3.3%969.1K-29.0M-133.2K0.2962.58N/AN/A4,3091,23040,1997,252
2022-11-23$26.20$21.0061.7%17.7%69.4%39.7%63.3%-2.1%-2.5%1.0M-36.3M-140.5K0.2863.45N/AN/A4,4011,24240,8657,385
2022-11-25$25.80$22.0058.8%16.9%69.9%33.5%59.4%-1.9%-1.0%1.1M-33.6M-133.9K0.0770.02N/AN/A5594141,3287,440
2022-11-28$24.71$22.0063.4%18.2%71.2%43.5%63.7%0.0%-5.7%1.0M-25.8M-123.2K0.1666.44N/AN/A2,04332141,1277,481
2022-11-29$25.41$22.0061.2%17.5%71.2%38.6%61.5%-1.3%-3.2%1.1M-30.5M-124.8K0.0770.07N/AN/A9956540,8387,489
2022-11-30$27.70$22.0061.6%17.7%74.7%39.6%62.4%0.1%-3.2%1.1M-45.6M-129.8K0.1164.91N/AN/A2,74131541,4347,515