AGQ Options History — August 2023 In August 2023, AGQ traded between $25.59 and $31.14. ATM implied volatility averaged 45.9%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 2.8% (HV 20d: 48.6%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.41.
Notable Days 2023-08-25 : Highest Volume — 2,818 contracts2023-08-07 : Largest IV spike — 6.9% change2023-08-08 : Highest IV Rank — 9.3%2023-08-21 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.08 $25.59 $31.14 $30.36 $30.32 Max Pain $26.43 $26.00 $29.00 $29.00 $27.00 ATM IV 45.9% 43.1% 48.2% 45.7% 43.1% Expected Move 13.1% 12.4% 13.6% 13.1% 12.4% HV 20d 48.6% 42.2% 59.4% 56.1% 42.4% HV 60d 50.6% 49.2% 53.6% 52.4% 50.7% IV Rank 4.7% 0.0% 9.3% 3.9% 0.0% IV Percentile 5.7% 0.0% 11.9% 2.8% 0.0% Term Structure 2.5% 0.1% 5.2% 0.6% 1.7% VWIV 48.0% 44.1% 50.2% 47.2% 44.1% Skew 25d -2.9% -4.9% -1.3% -1.3% -2.9% Skew 10d -4.9% -9.5% 1.6% -2.6% -3.7% Call IV 25d 48.9% 46.3% 51.7% 47.8% 46.3% Put IV 25d 46.0% 43.4% 48.0% 46.5% 43.4% Bid-Ask Spread % 30.72 13.47 57.02 57.02 17.61 Gamma HHI 0.12 0.11 0.14 0.13 0.11 Net GEX 559.3K 365.8K 781.0K 781.0K 712.8K Net DEX -20.3M -32.9M -11.2M -27.1M -29.4M Net VEX -145.4K -159.7K -127.8K -158.4K -151.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.05 3.11 0.19 0.48 Total Volume 1,324.522 425 2,818 425 861 Total OI 33,747.304 31,143 36,147 31,348 36,147
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 2023-08-01 $30.36 $29.00 45.7% 13.1% 56.1% 3.9% 47.2% -1.3% 0.6% 781.0K -27.1M -158.4K 0.19 57.02 N/A N/A 358 67 24,994 6,354 2023-08-02 $28.84 $29.00 47.5% 13.6% 59.1% 7.8% 49.1% -2.5% 0.1% 634.1K -21.0M -148.2K 0.13 53.26 N/A N/A 1,244 158 24,923 6,372 2023-08-03 $28.45 $26.00 47.4% 13.5% 57.3% 7.5% 47.9% -4.0% 3.2% 577.3K -18.8M -144.1K 0.33 25.74 N/A N/A 592 197 24,736 6,407 2023-08-04 $28.52 $26.00 44.9% 13.5% 56.3% 2.1% 48.7% -4.9% 4.3% 602.8K -19.2M -146.2K 0.09 21.97 N/A N/A 2,022 187 24,869 6,499 2023-08-07 $27.30 $26.00 48.0% 13.3% 58.5% 8.9% 48.9% -3.5% 4.4% 520.7K -16.7M -145.6K 0.44 24.42 N/A N/A 1,206 532 26,515 6,544 2023-08-08 $26.48 $26.00 48.2% 13.4% 59.4% 9.3% 49.6% -1.3% 4.0% 426.0K -13.5M -139.3K 0.65 15.84 N/A N/A 1,053 689 26,590 6,717 2023-08-09 $26.31 $26.00 46.5% 13.3% 49.6% 5.5% 50.2% -2.1% 3.9% 388.6K -12.9M -138.5K 0.08 25.79 N/A N/A 906 75 26,935 6,996 2023-08-10 $26.32 $26.00 45.4% 13.0% 44.6% 3.2% 49.2% -4.3% 4.0% 394.9K -13.3M -135.1K 0.11 30.53 N/A N/A 1,149 123 27,282 6,986 2023-08-11 $26.21 $26.00 43.7% 12.5% 44.0% 0.0% 47.3% -3.1% 5.2% 379.1K -12.9M -134.2K 0.35 19.28 N/A N/A 524 186 27,811 6,987 2023-08-14 $26.02 $26.00 44.0% 12.6% 44.0% 0.7% 47.5% -2.9% 4.5% 375.1K -12.2M -133.7K 0.23 27.65 N/A N/A 1,169 271 27,992 7,054 2023-08-15 $25.87 $26.00 44.0% 12.6% 43.0% 0.6% 46.9% -3.4% 3.3% 394.2K -11.8M -133.7K 0.12 42.14 N/A N/A 539 64 28,315 7,097 2023-08-16 $25.59 $26.00 45.1% 12.9% 42.2% 3.1% 47.2% -3.8% 3.3% 365.8K -11.2M -127.8K 0.09 53.66 N/A N/A 1,008 86 28,560 7,065 2023-08-17 $26.19 $26.00 45.1% 12.9% 43.2% 3.1% 46.9% -2.4% 1.8% 474.1K -14.4M -133.9K 0.15 38.25 N/A N/A 982 151 29,097 6,936 2023-08-18 $26.36 $26.00 46.5% 13.3% 43.5% 6.1% 49.8% -1.7% 1.0% 438.5K -15.4M -139.9K 0.25 22.32 N/A N/A 776 194 29,039 6,968 2023-08-21 $27.63 $26.00 47.6% 13.6% 47.3% 8.6% 49.0% -3.8% 1.9% 563.6K -20.0M -146.4K 0.21 13.71 N/A N/A 1,157 248 25,465 6,073 2023-08-22 $27.87 $26.00 46.3% 13.3% 46.1% 5.8% 48.1% -2.8% 1.0% 588.4K -20.8M -148.9K 0.18 14.59 N/A N/A 543 98 25,520 6,178 2023-08-23 $29.98 $26.00 47.4% 13.6% 53.2% 8.3% 49.7% -2.9% 1.3% 726.8K -29.5M -159.7K 0.15 13.47 N/A N/A 2,146 320 25,704 6,206 2023-08-24 $29.57 $26.00 46.8% 13.4% 47.5% 6.9% 49.0% -3.1% 1.4% 714.7K -27.4M -157.9K 1.75 21.93 N/A N/A 815 1,429 25,740 6,270 2023-08-25 $29.88 $26.00 44.9% 12.9% 47.3% 2.6% 48.0% -1.5% 2.3% 713.7K -28.2M -156.5K 3.11 54.42 N/A N/A 686 2,132 25,818 7,557 2023-08-28 $29.84 $27.00 46.6% 13.4% 45.4% 6.5% 46.8% -3.6% 0.5% 607.4K -26.9M -153.0K 0.05 53.08 N/A N/A 569 27 25,863 9,587 2023-08-29 $31.14 $27.00 46.1% 13.2% 46.4% 5.4% 47.3% -1.3% 1.4% 744.3K -32.9M -157.0K 0.15 38.72 N/A N/A 1,409 218 25,864 9,611 2023-08-30 $30.75 $27.00 44.5% 12.7% 42.4% 1.7% 46.1% -3.6% 2.4% 739.7K -31.8M -154.3K 0.11 21.23 N/A N/A 1,170 128 26,280 9,665 2023-08-31 $30.32 $27.00 43.1% 12.4% 42.4% 0.0% 44.1% -2.9% 1.7% 712.8K -29.4M -151.0K 0.48 17.61 N/A N/A 583 278 26,467 9,680
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