AGQ Options History — January 2024

In January 2024, AGQ traded between $23.11 and $26.82. ATM implied volatility averaged 46.9%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 6.0% (HV 20d: 40.9%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2024-01-22: Highest Volume — 4,606 contracts
  • 2024-01-29: Largest IV spike — 7.1% change
  • 2024-01-02: Highest IV Rank — 19.2%
  • 2024-01-02: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.94$23.11$26.82$26.82$24.71
Max Pain$25.38$24.00$27.00$25.00$25.00
ATM IV46.9%43.9%50.0%50.0%46.1%
Expected Move13.5%12.6%14.3%14.3%13.2%
HV 20d40.9%31.9%54.8%54.8%41.3%
HV 60d48.4%46.9%50.2%50.0%48.3%
IV Rank11.7%4.7%19.2%19.2%9.8%
IV Percentile19.2%1.6%36.5%36.5%14.7%
Term Structure0.0%-0.8%1.5%1.5%0.0%
VWIV48.4%45.5%51.6%51.6%49.1%
Skew 25d-3.0%-8.0%-0.9%-3.5%-1.1%
Skew 10d-7.8%-17.3%-2.8%-6.5%-13.3%
Call IV 25d50.2%45.2%54.8%53.9%48.3%
Put IV 25d47.3%44.1%50.4%50.4%47.3%
Bid-Ask Spread %21.1910.6163.6713.5463.67
Gamma HHI0.170.140.230.140.19
Net GEX771.2K491.5K1.1M1.1M869.3K
Net DEX-18.1M-28.7M-10.6M-28.7M-19.1M
Net VEX-137.6K-155.2K-117.1K-155.2K-144.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.090.990.270.09
Total Volume1,805.5244994,6061,4571,693
Total OI44,548.66730,75752,83247,21237,087

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$26.82$25.0050.0%14.3%54.8%19.2%51.6%-3.5%1.5%1.1M-28.7M-155.2K0.2713.54N/AN/A1,14731039,0348,178
2024-01-03$25.41$25.0049.8%14.3%50.8%18.5%50.0%-1.6%-0.1%808.2K-19.1M-141.4K0.2450.02N/AN/A2,02947739,5298,307
2024-01-04$25.38$27.0047.9%13.9%50.1%14.0%49.9%-5.6%0.1%817.1K-18.8M-142.2K0.7216.52N/AN/A87762940,0468,560
2024-01-05$25.66$27.0046.6%14.0%50.1%11.1%50.0%-8.0%-0.1%874.7K-20.8M-146.5K0.5916.12N/AN/A90853540,4578,944
2024-01-08$25.46$27.0047.2%13.8%50.1%12.5%49.8%-5.0%-0.6%809.8K-18.9M-140.0K0.1216.44N/AN/A1,80422540,5779,210
2024-01-09$25.18$27.0044.9%13.5%44.0%7.1%48.6%-3.4%0.7%736.0K-16.9M-135.6K0.6118.17N/AN/A56934540,7479,347
2024-01-10$25.02$27.0048.0%13.8%43.6%14.3%50.0%-4.3%-0.1%707.9K-16.4M-133.2K0.2516.33N/AN/A86221940,8779,189
2024-01-11$24.62$27.0046.6%13.4%43.9%11.0%48.8%-2.5%0.8%591.2K-13.4M-125.9K0.1225.34N/AN/A2,00823640,9249,031
2024-01-12$25.54$27.0048.9%14.0%34.2%16.5%50.4%-4.5%0.2%900.9K-21.0M-136.3K0.3724.79N/AN/A1,63360942,3479,141
2024-01-16$25.02$27.0047.7%13.7%32.0%13.6%47.4%-4.8%-0.2%661.0K-15.3M-124.2K0.1818.58N/AN/A1,01918641,9009,310
2024-01-17$24.23$25.0046.9%13.5%32.5%11.9%48.1%-3.4%0.1%491.5K-10.7M-117.1K0.9917.83N/AN/A1,0621,05642,3549,244
2024-01-18$24.59$24.0046.4%13.3%33.3%10.5%47.2%-1.7%-0.2%528.0K-13.8M-119.6K0.2819.00N/AN/A81922942,6578,850
2024-01-19$24.24$24.0044.3%12.7%31.9%5.7%46.7%-0.9%0.2%529.0K-12.6M-122.8K0.2218.41N/AN/A3,49876643,8518,981
2024-01-22$23.11$24.0046.6%13.4%34.4%11.0%48.4%-0.9%-0.5%556.0K-10.6M-117.7K0.3511.94N/AN/A3,4061,20025,0875,670
2024-01-23$23.93$24.0046.9%13.4%36.6%11.7%47.6%-1.8%-0.6%716.3K-15.7M-140.2K0.0910.61N/AN/A1,51113028,0366,692
2024-01-24$24.36$24.0045.9%13.1%37.6%9.3%46.3%-2.6%-0.7%807.5K-19.3M-147.8K0.1411.26N/AN/A1,66823028,9896,789
2024-01-25$24.88$24.0046.0%13.2%38.5%9.7%46.2%-1.4%-0.6%866.1K-20.9M-149.8K0.2714.22N/AN/A79421729,1356,879
2024-01-26$24.66$24.0043.9%12.6%38.4%4.7%45.5%-1.1%1.2%872.3K-19.5M-146.2K0.3411.92N/AN/A37212729,3386,898
2024-01-29$25.52$24.0047.0%13.5%40.6%12.0%47.3%-2.7%0.1%997.9K-25.1M-152.4K0.3711.74N/AN/A1,22344829,6296,969
2024-01-30$25.49$25.0047.3%13.6%40.3%12.8%47.7%-2.0%-0.8%967.5K-24.0M-151.6K0.5838.58N/AN/A53230829,4507,282
2024-01-31$24.71$25.0046.1%13.2%41.3%9.8%49.1%-1.1%0.0%869.3K-19.1M-144.4K0.0963.67N/AN/A1,55114229,6927,395