AGQ Options History — October 2023

In October 2023, AGQ traded between $21.82 and $27.09. ATM implied volatility averaged 57.7%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 3.8% (HV 20d: 54.0%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.31.

Notable Days

  • 2023-10-02: Highest Volume — 6,898 contracts
  • 2023-10-09: Largest IV spike — 11.1% change
  • 2023-10-09: Highest IV Rank — 48.0%
  • 2023-10-04: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.79$21.82$27.09$22.34$25.80
Max Pain$25.32$24.00$27.00$26.00$25.00
ATM IV57.7%52.3%64.8%58.0%56.4%
Expected Move16.3%15.0%18.3%16.6%16.2%
HV 20d54.0%44.2%60.2%48.3%47.7%
HV 60d48.4%46.6%50.3%50.2%47.2%
IV Rank33.2%21.8%48.0%33.7%30.5%
IV Percentile56.0%34.1%81.7%55.2%51.6%
Term Structure-1.6%-5.4%0.6%-3.7%-1.9%
VWIV58.0%52.4%64.9%59.2%58.1%
Skew 25d-3.6%-6.7%0.1%-0.3%-3.3%
Skew 10d-6.7%-15.0%-0.1%-4.6%-10.5%
Call IV 25d60.4%54.3%65.0%60.3%59.6%
Put IV 25d56.8%52.6%65.1%60.0%56.3%
Bid-Ask Spread %30.1813.8848.7430.7124.97
Gamma HHI0.120.080.410.080.10
Net GEX603.8K289.8K1.5M289.8K625.1K
Net DEX-19.2M-31.9M-5.0M-5.0M-22.1M
Net VEX-156.5K-170.1K-120.1K-120.1K-162.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.080.750.180.29
Total Volume2,155.5456406,8986,8981,007
Total OI41,624.86436,47043,95436,47040,708

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$22.34$26.0058.0%16.6%48.3%33.7%59.2%-0.3%-3.7%289.8K-5.0M-120.1K0.1830.71N/AN/A5,8581,04028,4218,049
2023-10-03$22.43$25.0061.3%17.6%46.2%40.7%62.3%-1.3%-4.2%422.4K-9.3M-141.7K0.3825.25N/AN/A97436732,7568,605
2023-10-04$22.04$24.0063.9%18.3%45.4%46.2%64.9%0.1%-5.4%403.0K-8.0M-137.5K0.2315.56N/AN/A1,77841633,3488,692
2023-10-05$21.82$25.0064.1%16.5%45.3%46.5%58.9%-1.4%-1.5%413.4K-7.6M-137.5K0.2545.58N/AN/A82420434,2208,925
2023-10-06$23.05$25.0058.3%15.9%50.8%34.4%56.0%-1.7%-0.8%530.2K-13.2M-152.6K0.1731.61N/AN/A2,15536634,6048,956
2023-10-09$23.79$25.0064.8%16.6%52.0%48.0%58.4%-3.0%-1.4%560.2K-16.1M-157.0K0.7542.58N/AN/A75656534,2679,044
2023-10-10$23.59$26.0059.6%15.7%52.0%37.1%55.7%-2.7%0.6%539.2K-14.2M-154.4K0.2424.34N/AN/A85420634,2309,208
2023-10-11$24.13$25.0053.1%15.2%52.7%23.4%53.6%-2.1%-0.1%590.5K-16.5M-156.7K0.4647.85N/AN/A53924834,3369,279
2023-10-12$23.61$25.0052.3%15.0%52.7%21.8%52.4%-1.7%-0.6%530.8K-13.4M-149.4K0.4632.69N/AN/A78036034,3809,314
2023-10-13$25.52$25.0058.0%16.6%58.5%33.8%59.0%-6.6%-1.0%709.2K-25.7M-170.1K0.2939.07N/AN/A3,9731,14834,5839,371
2023-10-16$25.27$27.0054.1%15.5%58.2%25.5%55.0%-4.5%-0.7%602.8K-21.4M-161.9K0.1031.37N/AN/A1,27212533,4649,567
2023-10-17$25.89$25.0055.1%15.8%59.1%27.6%56.9%-4.0%-1.1%659.5K-25.0M-163.2K0.6444.29N/AN/A90057333,6019,575
2023-10-18$25.88$25.0056.5%16.2%58.9%30.6%57.7%-5.1%-0.9%671.1K-24.6M-163.4K0.1024.50N/AN/A4,66948133,7319,715
2023-10-19$26.32$25.0057.6%16.5%59.2%32.9%61.0%-5.4%-1.5%652.7K-26.2M-162.4K0.1723.16N/AN/A2,61545232,7599,911
2023-10-20$27.09$27.0058.9%16.9%60.1%35.7%60.6%-6.7%-2.1%1.5M-31.9M-167.9K0.2913.88N/AN/A4,3061,26333,2649,978
2023-10-23$26.06$27.0057.0%16.4%60.2%31.8%58.1%-6.5%-1.2%564.9K-23.2M-164.6K0.3519.35N/AN/A93432629,8008,299
2023-10-24$26.05$25.0054.4%15.6%59.7%26.2%55.7%-5.0%-0.2%583.4K-23.2M-162.5K0.1118.18N/AN/A6086430,2578,467
2023-10-25$25.91$25.0055.7%16.0%58.7%28.9%56.7%-4.1%-2.2%591.8K-22.7M-161.7K0.5040.98N/AN/A42621430,4508,493
2023-10-26$25.55$25.0055.0%15.8%58.9%27.6%56.2%-4.0%-0.8%567.6K-21.0M-159.9K0.3720.90N/AN/A80429530,6548,595
2023-10-27$26.34$25.0056.5%16.2%58.2%30.7%59.7%-6.0%-1.5%606.9K-25.0M-165.7K0.0848.74N/AN/A1,1099030,7268,781
2023-10-30$26.89$25.0059.6%17.1%44.2%37.1%59.6%-3.5%-3.6%680.3K-28.1M-169.9K0.3518.40N/AN/A1,09438431,5738,791
2023-10-31$25.80$25.0056.4%16.2%47.7%30.5%58.1%-3.3%-1.9%625.1K-22.1M-162.8K0.2924.97N/AN/A77822931,8588,850