AGQ Options History — December 2022

In December 2022, AGQ traded between $27.61 and $32.80. ATM implied volatility averaged 65.2%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded below realized volatility by 7.5% (HV 20d: 72.7%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2022-12-20: Highest Volume — 6,697 contracts
  • 2022-12-14: Largest IV drop — 28.4% change
  • 2022-12-12: Highest IV Rank — 99.9%
  • 2022-12-02: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.61$27.61$32.80$29.23$31.96
Max Pain$22.95$22.00$25.00$22.00$25.00
ATM IV65.2%56.0%89.5%65.2%59.3%
Expected Move17.2%16.1%19.1%18.7%17.0%
HV 20d72.7%65.4%79.9%74.3%73.5%
HV 60d76.1%70.1%79.5%77.0%70.1%
IV Rank47.3%27.4%99.9%47.4%34.6%
IV Percentile64.6%34.9%99.6%76.2%47.6%
Term Structure1.3%-4.8%4.2%-4.6%2.2%
VWIV61.2%57.7%66.7%65.8%60.5%
Skew 25d-2.5%-4.7%-0.1%-0.9%-1.5%
Skew 10d-4.8%-10.2%1.4%1.3%-0.6%
Call IV 25d62.9%59.2%67.4%67.4%61.5%
Put IV 25d60.4%57.3%66.8%66.5%60.0%
Bid-Ask Spread %49.2134.1464.4364.4352.46
Gamma HHI0.140.070.610.150.09
Net GEX913.8K449.9K1.9M1.1M553.0K
Net DEX-50.3M-76.1M-26.4M-56.2M-36.6M
Net VEX-122.8K-134.5K-107.9K-134.0K-119.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.080.920.180.74
Total Volume2,552.3337706,6974,0271,444
Total OI44,866.61933,69552,34749,31237,552

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$29.23$22.0065.2%18.7%74.3%47.4%65.8%-0.9%-4.6%1.1M-56.2M-134.0K0.1864.43N/AN/A3,40062741,7927,520
2022-12-02$30.30$23.0066.6%19.1%74.7%50.3%66.7%-0.1%-4.8%1.1M-62.7M-134.5K0.1360.76N/AN/A4,32454241,8907,809
2022-12-05$27.70$22.0069.1%17.3%70.3%55.8%62.1%-1.9%1.6%1.2M-46.6M-128.2K0.1651.72N/AN/A2,49640342,9128,009
2022-12-06$27.61$22.0072.4%17.6%70.3%62.8%62.8%-1.5%1.9%1.2M-45.6M-126.4K0.2344.42N/AN/A1,34431042,7938,097
2022-12-07$28.99$22.0075.8%17.8%69.7%70.1%62.5%-3.4%0.7%1.2M-55.6M-126.6K0.2042.03N/AN/A2,21945343,2678,292
2022-12-08$29.86$22.0074.9%17.6%68.6%68.2%63.8%-4.2%1.9%1.2M-63.6M-130.6K0.0844.44N/AN/A2,32119744,0608,287
2022-12-09$30.94$22.0073.7%17.4%66.7%65.7%62.4%-4.7%4.2%1.1M-70.7M-128.7K0.1734.14N/AN/A4,42774943,5698,324
2022-12-12$30.49$22.0089.5%17.6%67.1%99.9%63.1%-3.9%1.1%1.1M-67.4M-121.8K0.1043.19N/AN/A1,42614143,6918,563
2022-12-13$31.74$23.0080.6%17.1%67.4%80.6%60.2%-2.8%1.1%1.0M-75.5M-120.0K0.1749.62N/AN/A3,28855443,4708,809
2022-12-14$32.19$23.0057.7%16.5%65.4%31.1%58.2%-3.6%2.7%955.8K-76.1M-119.3K0.2753.31N/AN/A2,36463942,8869,019
2022-12-15$29.87$23.0057.4%16.5%71.6%30.5%58.9%-2.9%2.1%1.2M-59.1M-113.5K0.2948.81N/AN/A1,57346242,5219,138
2022-12-16$30.20$23.0056.9%16.3%68.4%29.3%58.8%-2.6%2.3%1.9M-61.5M-112.8K0.1253.24N/AN/A1,78721142,5599,268
2022-12-19$29.41$23.0056.0%16.1%69.4%27.4%57.7%-2.0%2.6%449.9K-26.4M-107.9K0.2259.95N/AN/A76717026,7966,899
2022-12-20$32.80$23.0060.3%17.3%77.7%36.6%61.5%-2.9%1.4%535.1K-39.9M-119.2K0.3543.60N/AN/A4,9631,73427,2256,703
2022-12-21$32.16$23.0058.3%16.7%78.6%32.3%59.3%-2.4%1.8%548.0K-37.3M-126.7K0.5654.07N/AN/A71840128,3607,905
2022-12-22$30.86$23.0059.0%16.9%79.9%34.0%59.7%-2.2%1.9%502.5K-32.1M-123.4K0.2157.92N/AN/A1,95841928,4547,948
2022-12-23$31.44$24.0057.1%16.4%79.5%29.9%58.2%-2.3%3.3%535.0K-35.2M-123.8K0.1942.42N/AN/A80615328,8568,030
2022-12-27$32.31$24.0061.0%17.5%77.2%38.3%62.2%-3.3%0.7%589.4K-39.1M-123.8K0.2046.27N/AN/A1,61631728,9338,073
2022-12-28$30.80$24.0060.2%17.3%79.9%36.5%60.3%-2.1%0.9%504.6K-31.9M-119.0K0.3938.94N/AN/A55221828,6638,174
2022-12-29$31.98$24.0058.3%16.7%75.5%32.3%59.5%-1.9%2.6%574.0K-37.0M-120.4K0.9247.68N/AN/A57752928,8668,217
2022-12-30$31.96$25.0059.3%17.0%73.5%34.6%60.5%-1.5%2.2%553.0K-36.6M-119.1K0.7452.46N/AN/A82961529,1578,395