AGQ Options History — November 2023

In November 2023, AGQ traded between $24.20 and $31.13. ATM implied volatility averaged 50.9%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 5.6% (HV 20d: 45.2%). Max pain ranged from $25.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2023-11-27: Highest Volume — 3,311 contracts
  • 2023-11-02: Largest IV drop — 6.9% change
  • 2023-11-01: Highest IV Rank — 28.0%
  • 2023-11-01: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.09$24.20$31.13$25.86$31.13
Max Pain$26.00$25.00$27.00$26.00$27.00
ATM IV50.9%48.7%55.3%55.3%51.6%
Expected Move14.6%14.0%15.8%15.8%14.8%
HV 20d45.2%37.8%48.5%46.8%45.4%
HV 60d48.1%46.8%49.8%46.8%47.3%
IV Rank18.8%14.2%28.0%28.0%20.4%
IV Percentile32.8%27.0%47.6%45.6%37.3%
Term Structure-1.3%-3.7%0.1%-0.6%-2.6%
VWIV51.9%49.4%55.7%53.8%51.5%
Skew 25d-3.4%-5.6%-1.6%-2.8%-4.5%
Skew 10d-7.4%-11.6%-3.7%-6.3%-7.3%
Call IV 25d54.0%51.2%58.3%58.3%55.7%
Put IV 25d50.6%48.2%55.5%55.5%51.2%
Bid-Ask Spread %29.0610.1660.1560.1515.70
Gamma HHI0.130.110.130.120.12
Net GEX770.9K449.4K1.2M593.1K1.2M
Net DEX-28.6M-52.4M-12.7M-21.4M-52.4M
Net VEX-151.4K-162.4K-133.6K-155.2K-162.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.030.550.140.21
Total Volume1,517.3813693,3111,3191,875
Total OI40,955.1938,41742,84040,27042,000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$25.86$26.0055.3%15.8%46.8%28.0%53.8%-2.8%-0.6%593.1K-21.4M-155.2K0.1460.15N/AN/A1,16215731,4648,806
2023-11-02$25.55$26.0051.5%14.8%46.9%20.0%55.7%-4.1%-1.5%585.8K-19.7M-153.9K0.0733.07N/AN/A8716431,7688,910
2023-11-03$26.49$26.0051.2%14.8%44.9%19.5%53.1%-3.5%-0.9%689.4K-25.1M-160.1K0.2733.00N/AN/A1,39037832,1998,909
2023-11-06$26.13$26.0050.3%14.3%44.5%17.6%50.8%-2.2%-0.5%665.2K-22.3M-152.4K0.3446.44N/AN/A42914832,1848,918
2023-11-07$25.18$26.0051.0%14.3%46.7%19.1%50.6%-1.6%-1.4%558.3K-16.9M-145.8K0.3633.95N/AN/A91833332,2108,930
2023-11-08$24.98$26.0050.4%14.5%46.3%17.9%50.9%-4.0%-1.5%544.1K-16.6M-144.7K0.2432.81N/AN/A55213432,4729,007
2023-11-09$25.07$26.0050.2%14.4%45.4%17.5%53.5%-2.5%-0.4%553.8K-17.3M-146.2K0.2236.04N/AN/A4399532,6719,039
2023-11-10$24.20$26.0049.4%14.2%37.8%15.7%51.9%-3.8%-0.6%449.4K-12.7M-135.5K0.3226.55N/AN/A81425932,8379,053
2023-11-13$24.41$26.0050.2%14.4%37.9%17.5%51.0%-2.1%-1.8%460.4K-13.6M-133.6K0.1913.62N/AN/A1,15722332,8578,990
2023-11-14$26.19$25.0050.2%14.4%45.0%17.3%51.5%-2.8%-0.9%759.5K-25.5M-149.1K0.1429.93N/AN/A2,11129433,6128,735
2023-11-15$26.91$26.0050.6%14.5%46.0%18.3%51.0%-2.8%-2.2%869.5K-28.5M-150.3K0.3843.62N/AN/A1,62661033,3818,644
2023-11-16$27.63$26.0049.5%14.2%46.5%15.8%50.8%-5.6%0.1%977.3K-32.6M-154.5K0.1017.24N/AN/A2,54826533,3978,724
2023-11-17$27.59$26.0048.7%14.0%45.5%14.2%49.9%-3.0%-0.5%754.6K-31.8M-154.0K0.0327.57N/AN/A1,6045233,9898,851
2023-11-20$26.91$26.0049.7%14.2%44.1%16.3%50.4%-5.0%-1.2%745.1K-26.7M-148.9K0.5540.60N/AN/A87548331,1617,256
2023-11-21$27.68$26.0051.2%14.7%45.1%19.6%52.0%-3.8%-1.8%806.8K-30.9M-154.0K0.2632.29N/AN/A54414331,3097,488
2023-11-22$27.36$26.0049.3%14.1%45.3%15.4%50.4%-2.8%-0.3%788.4K-28.7M-150.0K0.4019.75N/AN/A26410531,3797,535
2023-11-24$28.88$26.0049.0%14.1%48.3%15.0%49.4%-3.0%-0.9%945.9K-37.1M-154.1K0.1312.47N/AN/A1,55520431,5127,571
2023-11-27$29.66$26.0051.9%14.9%48.1%20.9%53.6%-2.8%-2.8%1.0M-42.1M-154.4K0.1310.16N/AN/A2,92438732,1447,566
2023-11-28$30.54$26.0054.4%15.6%48.5%26.1%54.8%-5.6%-3.7%1.1M-49.0M-160.0K0.1215.67N/AN/A2,08125033,5547,603
2023-11-29$30.52$26.0053.1%15.2%45.2%23.4%53.4%-3.7%-2.4%1.2M-48.7M-161.0K0.4129.66N/AN/A1,09145133,7377,687
2023-11-30$31.13$27.0051.6%14.8%45.4%20.4%51.5%-4.5%-2.6%1.2M-52.4M-162.4K0.2115.70N/AN/A1,54732834,0008,000