AGQ Options History — September 2023

In September 2023, AGQ traded between $24.66 and $29.62. ATM implied volatility averaged 46.3%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 3.3% (HV 20d: 43.1%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.36.

Notable Days

  • 2023-09-29: Highest Volume — 4,258 contracts
  • 2023-09-11: Largest IV spike — 14.8% change
  • 2023-09-12: Highest IV Rank — 21.2%
  • 2023-09-29: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.81$24.66$29.62$29.62$24.66
Max Pain$27.15$26.00$29.00$27.00$26.00
ATM IV46.3%41.9%52.0%41.9%50.3%
Expected Move13.1%12.0%14.4%12.0%14.4%
HV 20d43.1%35.3%48.8%43.5%36.8%
HV 60d48.1%46.1%50.9%50.9%46.7%
IV Rank9.3%0.0%21.2%0.0%17.5%
IV Percentile12.2%0.0%29.4%0.0%29.4%
Term Structure1.0%-0.8%2.9%2.9%-0.8%
VWIV47.0%43.7%51.2%43.7%51.2%
Skew 25d-3.5%-4.7%-0.5%-4.7%-0.5%
Skew 10d-5.9%-8.1%-0.9%-5.1%-1.8%
Call IV 25d49.2%46.0%52.2%46.0%51.8%
Put IV 25d45.7%41.3%51.3%41.3%51.3%
Bid-Ask Spread %28.1814.0457.9026.9114.04
Gamma HHI0.130.080.300.120.08
Net GEX282.5K-209.5K634.8K634.8K403.9K
Net DEX-13.9M-26.1M-6.5M-26.1M-10.2M
Net VEX-131.9K-148.9K-119.1K-148.9K-132.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.061.200.120.27
Total Volume1,885.853864,2582,5494,258
Total OI34,750.2527,52141,72636,68933,952

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$29.62$27.0041.9%12.0%43.5%0.0%43.7%-4.7%2.9%634.8K-26.1M-148.9K0.1226.91N/AN/A2,28126826,7649,925
2023-09-05$28.05$29.0045.8%13.2%45.1%8.1%46.6%-4.0%1.5%316.0K-16.6M-136.3K0.2316.09N/AN/A1,60936426,19810,059
2023-09-06$27.07$29.0047.1%13.2%45.6%10.8%46.7%-4.4%1.6%110.8K-12.0M-132.2K0.2221.38N/AN/A2,27749226,82910,302
2023-09-07$26.61$29.0045.6%13.1%46.0%7.8%46.5%-3.8%2.1%138.4K-10.7M-130.6K0.2419.18N/AN/A90521628,41310,537
2023-09-08$26.41$28.0043.3%12.8%46.1%2.9%47.4%-4.0%2.7%79.1K-9.7M-130.4K0.4423.87N/AN/A54423928,88410,582
2023-09-11$26.87$28.0049.7%13.0%46.5%16.4%46.6%-3.0%2.3%172.0K-12.4M-129.7K0.3323.24N/AN/A1,10336629,09610,724
2023-09-12$26.81$28.0052.0%13.0%46.4%21.2%46.4%-4.7%1.4%211.1K-13.0M-130.5K0.1424.54N/AN/A1,41319729,75410,766
2023-09-13$26.30$27.0044.6%12.8%46.9%5.6%47.0%-3.4%1.9%-72.8K-9.4M-121.4K0.3118.38N/AN/A50315430,02910,802
2023-09-14$25.73$27.0045.1%12.9%47.4%6.6%46.9%-3.4%0.9%-209.5K-6.5M-119.1K0.3022.00N/AN/A1,66050130,12510,712
2023-09-15$26.72$27.0045.2%12.9%48.6%6.8%45.5%-4.4%1.3%-85.9K-13.1M-127.4K1.2017.54N/AN/A1,4451,73031,14510,581
2023-09-18$27.13$27.0045.7%13.1%48.8%8.0%46.9%-4.0%0.5%414.6K-15.9M-130.5K0.0628.28N/AN/A1,0796121,4596,062
2023-09-19$27.11$27.0044.9%12.9%45.8%6.2%47.2%-4.3%0.7%437.8K-16.1M-131.2K0.0733.80N/AN/A3612521,8526,095
2023-09-20$27.41$27.0044.4%12.7%45.8%5.2%45.9%-4.2%0.8%456.3K-17.5M-132.8K0.4457.90N/AN/A1,35259421,9586,117
2023-09-21$27.59$26.0046.2%13.2%36.8%9.0%46.4%-3.3%-0.3%457.6K-17.8M-135.2K0.0822.19N/AN/A1,43811422,3596,658
2023-09-22$27.88$26.0044.9%12.9%37.0%6.3%45.2%-3.3%0.5%514.2K-19.9M-140.8K1.1121.13N/AN/A83792923,1756,737
2023-09-25$26.86$27.0045.8%13.1%38.6%8.1%46.3%-3.6%0.1%418.6K-14.2M-134.4K0.5550.45N/AN/A1,47781123,2537,525
2023-09-26$26.27$26.0046.0%13.2%39.0%8.4%48.3%-3.8%0.3%416.9K-13.3M-133.3K0.7948.98N/AN/A71456223,7647,551
2023-09-27$25.48$26.0049.5%14.2%35.3%16.0%50.5%-2.1%-0.8%394.1K-11.3M-128.1K0.2849.70N/AN/A1,87752024,1107,319
2023-09-28$25.57$26.0048.6%13.9%35.6%14.1%49.2%-0.8%0.0%441.3K-12.3M-132.3K0.0923.96N/AN/A2,23920225,2677,565
2023-09-29$24.66$26.0050.3%14.4%36.8%17.5%51.2%-0.5%-0.8%403.9K-10.2M-132.2K0.2714.04N/AN/A3,34291626,3507,602