AGQ Options History — February 2024 In February 2024, AGQ traded between $22.96 and $25.79. ATM implied volatility averaged 44.6%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 1.4% (HV 20d: 46.0%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.23.
Notable Days 2024-02-16 : Highest Volume — 4,229 contracts2024-02-07 : Largest IV drop — 5.2% change2024-02-05 : Highest IV Rank — 12.0%2024-02-16 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.20 $22.96 $25.79 $25.48 $24.11 Max Pain $23.90 $23.00 $24.00 $24.00 $24.00 ATM IV 44.6% 42.0% 47.0% 46.5% 43.7% Expected Move 12.7% 12.0% 13.4% 13.1% 12.5% HV 20d 46.0% 38.6% 51.2% 38.6% 47.2% HV 60d 48.3% 46.5% 49.4% 48.2% 47.5% IV Rank 6.4% 0.2% 12.0% 10.9% 4.3% IV Percentile 9.7% 0.4% 24.6% 18.7% 4.4% Term Structure 1.0% -2.4% 4.1% 1.9% -0.1% VWIV 46.1% 42.8% 48.7% 47.7% 45.1% Skew 25d -3.2% -7.5% 0.2% -5.1% -1.3% Skew 10d -7.4% -11.7% -2.9% -9.5% -4.5% Call IV 25d 47.5% 44.2% 50.9% 50.7% 45.7% Put IV 25d 44.3% 42.0% 46.9% 45.7% 44.3% Bid-Ask Spread % 36.10 11.78 65.39 28.24 65.39 Gamma HHI 0.24 0.18 0.34 0.18 0.28 Net GEX 1.0M 664.7K 1.7M 1.0M 1.1M Net DEX -21.2M -38.2M -12.2M -24.5M -21.6M Net VEX -153.6K -176.0K -137.3K -151.3K -161.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.10 0.53 0.27 0.21 Total Volume 1,933.9 753 4,229 2,733 883 Total OI 44,319.05 37,703 48,803 37,703 48,803
Daily Data (20 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 2024-02-01 $25.48 $24.00 46.5% 13.1% 38.6% 10.9% 47.7% -5.1% 1.9% 1.0M -24.5M -151.3K 0.27 28.24 N/A N/A 2,152 581 30,278 7,425 2024-02-02 $24.34 $24.00 46.8% 12.9% 41.9% 11.5% 48.5% -3.6% 1.0% 828.0K -18.0M -145.7K 0.12 15.03 N/A N/A 2,885 347 31,016 7,442 2024-02-05 $23.64 $24.00 47.0% 13.0% 42.7% 12.0% 46.3% -1.9% 2.3% 729.0K -13.8M -137.6K 0.10 33.23 N/A N/A 2,819 273 32,886 7,614 2024-02-06 $23.77 $24.00 44.8% 12.3% 42.8% 6.8% 45.4% -1.9% 3.9% 840.9K -16.2M -146.0K 0.22 14.65 N/A N/A 888 195 34,757 7,689 2024-02-07 $23.37 $24.00 42.5% 12.2% 43.0% 1.3% 45.6% -3.5% 2.5% 759.2K -13.7M -139.3K 0.10 17.05 N/A N/A 989 103 35,394 7,788 2024-02-08 $24.13 $24.00 42.1% 12.1% 44.8% 0.5% 43.8% -1.8% 4.1% 996.4K -19.3M -148.6K 0.31 11.89 N/A N/A 966 295 36,009 7,527 2024-02-09 $24.12 $24.00 42.0% 12.0% 44.5% 0.2% 42.8% -1.7% 3.1% 975.0K -18.4M -145.0K 0.20 13.00 N/A N/A 1,132 221 35,950 7,594 2024-02-12 $24.32 $24.00 43.5% 12.5% 42.4% 3.7% 44.1% -1.1% 2.0% 1.0M -20.6M -145.0K 0.10 12.44 N/A N/A 2,179 209 36,729 7,654 2024-02-13 $22.96 $24.00 44.0% 12.6% 46.3% 4.9% 45.6% 0.2% 1.7% 664.7K -12.2M -137.3K 0.15 11.78 N/A N/A 2,368 351 38,517 7,702 2024-02-14 $23.52 $23.00 45.6% 13.1% 46.1% 8.7% 47.1% -1.1% 1.0% 904.7K -19.2M -156.8K 0.16 13.90 N/A N/A 976 159 40,496 7,699 2024-02-15 $24.71 $23.00 46.4% 13.3% 49.3% 10.6% 47.3% -1.4% -0.8% 1.3M -28.8M -168.2K 0.39 54.93 N/A N/A 1,202 466 40,659 7,708 2024-02-16 $25.79 $24.00 46.7% 13.4% 51.2% 11.3% 47.7% -4.5% -2.4% 1.7M -38.2M -176.0K 0.20 56.22 N/A N/A 3,513 716 40,722 7,801 2024-02-20 $24.89 $24.00 46.0% 13.2% 49.7% 9.6% 46.9% -5.1% 0.1% 1.2M -27.4M -162.2K 0.53 52.47 N/A N/A 988 522 35,715 6,206 2024-02-21 $24.69 $24.00 45.1% 12.9% 48.5% 7.4% 46.1% -2.7% 0.1% 1.2M -25.6M -161.0K 0.32 55.79 N/A N/A 628 199 36,307 6,448 2024-02-22 $24.34 $24.00 43.8% 12.6% 48.4% 4.5% 45.0% -3.8% -0.2% 1.1M -23.0M -155.2K 0.16 61.14 N/A N/A 1,372 223 36,212 6,601 2024-02-23 $24.70 $24.00 45.6% 13.1% 48.1% 8.6% 46.7% -7.5% -0.4% 1.2M -25.9M -164.7K 0.47 54.53 N/A N/A 2,096 991 37,228 6,762 2024-02-26 $23.88 $24.00 43.6% 12.5% 49.4% 4.0% 48.7% -5.7% 0.2% 1.0M -19.4M -153.9K 0.18 25.08 N/A N/A 2,772 491 37,676 7,291 2024-02-27 $23.70 $24.00 43.5% 12.5% 47.6% 3.8% 44.4% -5.6% 0.9% 1.0M -19.5M -158.4K 0.20 60.72 N/A N/A 630 123 40,086 7,663 2024-02-28 $23.62 $24.00 43.5% 12.5% 47.6% 3.6% 47.4% -3.9% -0.2% 1.0M -18.8M -157.7K 0.14 64.52 N/A N/A 682 93 40,565 7,762 2024-02-29 $24.11 $24.00 43.7% 12.5% 47.2% 4.3% 45.1% -1.3% -0.1% 1.1M -21.6M -161.9K 0.21 65.39 N/A N/A 731 152 40,969 7,834
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