AGQ Options History — June 2023

In June 2023, AGQ traded between $26.11 and $30.93. ATM implied volatility averaged 50.3%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 0.2% (HV 20d: 50.5%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.44.

Notable Days

  • 2023-06-29: Highest Volume — 2,699 contracts
  • 2023-06-14: Largest IV drop — 24.6% change
  • 2023-06-13: Highest IV Rank — 35.8%
  • 2023-06-01: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.58$26.11$30.93$29.94$26.94
Max Pain$28.81$27.00$29.00$29.00$27.00
ATM IV50.3%44.0%64.1%54.7%44.1%
Expected Move13.7%12.6%15.7%15.7%12.6%
HV 20d50.5%43.7%56.5%54.2%50.3%
HV 60d48.5%45.4%52.0%51.6%45.5%
IV Rank5.9%0.0%35.8%12.1%0.3%
IV Percentile8.8%0.0%73.4%14.7%0.4%
Term Structure2.2%-1.8%3.5%-1.8%2.2%
VWIV49.6%45.3%55.1%55.1%45.5%
Skew 25d-3.3%-5.5%-0.2%-4.0%-0.2%
Skew 10d-7.9%-13.0%-2.2%-7.2%-4.4%
Call IV 25d51.4%45.2%58.5%58.5%45.2%
Put IV 25d48.1%44.6%54.5%54.5%45.0%
Bid-Ask Spread %28.4612.4263.5663.5650.35
Gamma HHI0.120.090.150.090.15
Net GEX537.0K295.4K840.5K574.2K544.3K
Net DEX-21.7M-33.7M-11.8M-27.6M-16.7M
Net VEX-159.5K-177.6K-143.5K-177.6K-154.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.052.110.250.11
Total Volume1,331.3335302,6991,105573
Total OI33,772.85725,76638,44736,29932,421

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$29.94$29.0054.7%15.7%54.2%12.1%55.1%-4.0%-1.8%574.2K-27.6M-177.6K0.2563.56N/AN/A88422127,8488,451
2023-06-02$29.23$29.0051.4%14.8%50.1%4.0%54.2%-1.0%-1.1%575.8K-24.1M-171.8K0.4242.70N/AN/A78132928,1018,437
2023-06-05$29.21$28.0053.0%14.1%49.7%8.0%51.1%-4.6%2.4%583.1K-23.3M-167.2K0.1223.78N/AN/A96511328,0778,641
2023-06-06$29.19$28.0053.0%13.7%49.8%8.0%48.1%-3.3%2.8%616.9K-23.5M-166.4K1.8221.25N/AN/A47987328,2858,627
2023-06-07$28.88$29.0052.3%13.6%49.6%6.0%48.1%-3.8%2.9%629.3K-22.3M-163.4K2.1122.87N/AN/A6491,37028,5078,698
2023-06-08$30.90$29.0054.6%13.9%56.5%12.0%50.7%-4.6%3.5%727.8K-32.9M-172.9K0.1427.78N/AN/A1,77624128,5678,931
2023-06-09$30.93$29.0051.1%13.9%43.7%3.0%50.3%-5.3%3.2%769.1K-33.7M-175.9K0.2412.42N/AN/A54913429,1298,972
2023-06-12$30.37$29.0061.3%14.0%43.7%28.7%50.5%-3.4%2.4%771.3K-30.2M-169.6K0.3430.29N/AN/A69523529,2909,038
2023-06-13$29.30$29.0064.1%14.1%45.4%35.8%50.7%-4.1%2.4%730.0K-23.7M-164.3K0.2216.93N/AN/A4339729,2529,087
2023-06-14$29.98$29.0048.3%13.8%45.3%0.0%49.4%-4.5%3.4%801.1K-27.5M-164.8K0.3038.82N/AN/A52515729,2579,111
2023-06-15$29.85$29.0048.1%13.8%45.4%0.0%48.7%-2.6%1.9%840.5K-26.6M-161.8K0.1815.54N/AN/A78514529,3048,998
2023-06-16$30.52$29.0047.9%13.7%45.2%0.0%48.6%-2.5%2.3%405.2K-33.7M-161.9K0.2215.14N/AN/A2,12847029,3899,058
2023-06-20$28.09$29.0048.4%13.9%53.6%1.0%49.5%-3.1%1.5%353.6K-16.5M-150.3K0.5226.83N/AN/A1,49077819,9785,788
2023-06-21$26.84$29.0047.9%13.7%55.6%0.0%50.4%-5.5%1.3%306.9K-13.7M-146.1K0.3016.68N/AN/A1,17534920,5646,372
2023-06-22$26.11$29.0046.4%13.3%56.1%0.0%49.7%-4.7%3.0%295.4K-11.8M-143.5K0.4741.87N/AN/A1,10051321,1866,572
2023-06-23$26.14$29.0046.8%13.4%55.0%0.8%50.8%-2.2%2.3%301.1K-11.9M-144.8K0.2115.66N/AN/A1,15524121,5446,741
2023-06-26$27.05$29.0047.9%13.7%55.6%3.4%49.6%-1.9%2.3%346.4K-14.5M-148.9K0.2313.85N/AN/A68115921,7936,801
2023-06-27$27.29$29.0046.2%13.2%52.1%0.0%48.1%-2.1%2.5%377.3K-15.2M-150.8K0.7350.28N/AN/A37527422,0266,898
2023-06-28$26.94$29.0044.4%12.7%52.2%0.0%47.7%-2.9%2.9%361.2K-13.9M-147.7K0.2334.47N/AN/A1,10725522,1937,051
2023-06-29$26.48$29.0044.0%12.6%51.1%0.0%45.3%-2.1%2.9%366.4K-12.6M-145.9K0.0516.50N/AN/A2,57012923,0677,180
2023-06-30$26.94$27.0044.1%12.6%50.3%0.3%45.5%-0.2%2.2%544.3K-16.7M-154.9K0.1150.35N/AN/A5155825,2077,214