AGQ Options History — March 2023 In March 2023, AGQ traded between $21.66 and $31.20. ATM implied volatility averaged 60.4%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 0.2% (HV 20d: 60.2%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.23.
Notable Days 2023-03-17 : Highest Volume — 6,521 contracts2023-03-13 : Largest IV spike — 28.0% change2023-03-13 : Highest IV Rank — 86.8%2023-03-17 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $26.21 $21.66 $31.20 $23.89 $31.20 Max Pain $23.57 $23.00 $24.00 $24.00 $24.00 ATM IV 60.4% 49.9% 84.3% 51.9% 57.0% Expected Move 16.5% 14.3% 18.9% 14.9% 16.3% HV 20d 60.2% 34.8% 71.0% 49.7% 66.5% HV 60d 57.5% 55.0% 61.8% 58.0% 56.6% IV Rank 27.2% 1.0% 86.8% 6.0% 18.8% IV Percentile 45.1% 0.4% 99.6% 0.8% 29.8% Term Structure 0.4% -2.8% 2.6% 0.3% 2.4% VWIV 59.1% 49.2% 68.9% 51.8% 57.7% Skew 25d -3.6% -10.8% 3.7% 1.3% -6.8% Skew 10d -6.6% -19.2% 7.7% 5.4% -13.8% Call IV 25d 61.1% 48.6% 75.3% 52.1% 62.8% Put IV 25d 57.5% 52.3% 64.5% 53.4% 56.0% Bid-Ask Spread % 29.39 12.09 46.70 34.52 31.29 Gamma HHI 0.11 0.08 0.39 0.09 0.09 Net GEX 482.0K 264.1K 749.8K 409.5K 572.0K Net DEX -20.1M -37.4M -3.9M -9.0M -37.4M Net VEX -150.6K -189.9K -111.5K -117.2K -189.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.03 0.66 0.24 0.38 Total Volume 1,812.304 537 6,521 1,290 1,638 Total OI 32,099.957 27,101 36,459 31,165 30,587
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 2023-03-01 $23.89 $24.00 51.9% 14.9% 49.7% 6.0% 51.8% 1.3% 0.3% 409.5K -9.0M -117.2K 0.24 34.52 N/A N/A 1,042 248 24,342 6,823 2023-03-02 $23.74 $24.00 50.4% 14.4% 47.5% 2.2% 50.8% 3.7% 1.8% 426.9K -8.6M -118.9K 0.03 12.09 N/A N/A 1,567 46 25,132 6,973 2023-03-03 $24.47 $24.00 49.9% 14.3% 47.9% 1.0% 49.2% 3.6% 1.6% 513.2K -12.7M -134.3K 0.18 15.48 N/A N/A 1,071 194 26,580 6,978 2023-03-06 $23.95 $24.00 52.8% 14.7% 34.8% 8.3% 52.3% 0.0% 1.2% 452.1K -11.0M -130.1K 0.35 35.63 N/A N/A 436 154 26,831 7,060 2023-03-07 $21.81 $24.00 57.8% 15.0% 46.5% 20.8% 53.1% 1.3% 1.7% 285.1K -3.9M -111.5K 0.27 38.12 N/A N/A 2,644 716 26,933 7,116 2023-03-08 $21.73 $23.00 58.0% 14.8% 46.5% 21.3% 52.4% 1.2% 1.0% 272.0K -4.1M -112.7K 0.54 31.49 N/A N/A 354 190 27,209 7,337 2023-03-09 $21.66 $23.00 63.3% 15.6% 45.9% 34.4% 54.6% 1.3% -0.5% 264.1K -4.5M -112.9K 0.14 13.84 N/A N/A 1,367 197 27,336 7,194 2023-03-10 $22.70 $23.00 65.8% 16.0% 49.7% 40.8% 57.1% -0.4% 0.3% 372.1K -8.7M -125.7K 0.14 44.12 N/A N/A 2,825 400 28,256 7,294 2023-03-13 $25.54 $23.00 84.3% 17.9% 66.7% 86.8% 65.9% -3.2% -2.8% 696.9K -23.1M -149.3K 0.16 33.88 N/A N/A 4,351 710 29,083 7,212 2023-03-14 $25.38 $23.00 71.8% 16.6% 66.7% 55.6% 60.4% -4.8% -0.1% 638.5K -20.8M -144.0K 0.36 27.94 N/A N/A 933 338 28,607 7,539 2023-03-15 $25.64 $23.00 63.0% 18.1% 66.8% 33.8% 67.0% -6.2% -2.2% 691.3K -22.4M -146.3K 0.12 30.86 N/A N/A 2,658 312 28,930 7,477 2023-03-16 $25.46 $23.00 57.5% 16.5% 66.2% 20.1% 59.5% -3.1% 0.3% 712.6K -20.8M -142.9K 0.66 28.74 N/A N/A 845 554 28,802 7,509 2023-03-17 $27.20 $23.00 66.0% 18.9% 70.3% 41.3% 68.9% -10.8% -1.1% 749.8K -31.9M -154.7K 0.07 14.86 N/A N/A 6,105 416 28,888 7,571 2023-03-20 $27.43 $23.00 63.9% 18.3% 70.2% 36.1% 67.0% -6.2% -1.0% 361.6K -22.5M -168.4K 0.17 22.79 N/A N/A 1,082 182 21,753 5,348 2023-03-21 $26.95 $23.00 58.7% 16.8% 70.5% 23.1% 60.2% -4.3% 0.8% 370.0K -20.6M -163.9K 0.24 21.55 N/A N/A 530 129 22,078 5,450 2023-03-22 $28.36 $24.00 58.6% 16.8% 71.0% 22.8% 61.8% -5.4% -0.0% 404.2K -25.2M -172.1K 0.08 46.70 N/A N/A 1,412 116 22,157 5,540 2023-03-23 $28.69 $24.00 62.4% 17.9% 70.6% 32.4% 66.6% -6.7% 0.2% 427.2K -26.6M -174.8K 0.13 42.36 N/A N/A 845 113 22,810 5,519 2023-03-24 $28.88 $24.00 61.0% 17.5% 66.4% 28.8% 63.5% -8.4% 0.2% 453.7K -27.8M -178.0K 0.16 38.25 N/A N/A 887 143 23,148 5,506 2023-03-27 $28.74 $24.00 60.5% 17.4% 65.8% 27.6% 61.7% -7.2% 0.5% 464.4K -27.3M -175.6K 0.17 27.49 N/A N/A 570 95 23,529 5,498 2023-03-28 $29.44 $24.00 59.9% 17.2% 65.5% 26.1% 62.6% -8.1% 0.2% 495.4K -29.9M -178.0K 0.18 31.16 N/A N/A 849 154 23,714 5,497 2023-03-29 $29.27 $24.00 55.9% 16.0% 65.8% 16.0% 56.9% -6.6% 2.6% 512.2K -29.4M -176.7K 0.16 34.24 N/A N/A 464 73 23,910 5,539 2023-03-30 $30.74 $24.00 58.2% 16.7% 66.8% 21.8% 58.2% -7.0% 1.3% 542.2K -34.9M -185.2K 0.30 18.57 N/A N/A 1,326 402 24,154 5,550 2023-03-31 $31.20 $24.00 57.0% 16.3% 66.5% 18.8% 57.7% -6.8% 2.4% 572.0K -37.4M -189.9K 0.38 31.29 N/A N/A 1,185 453 24,792 5,795
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