AGQ Options History — April 2024 In April 2024, AGQ traded between $28.95 and $38.25. ATM implied volatility averaged 65.8%, placing in the 75.6% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 6.3% (HV 20d: 59.5%). Max pain ranged from $26.00 to $32.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.19.
Notable Days 2024-04-12 : Highest Volume — 23,442 contracts2024-04-08 : Largest IV spike — 18.4% change2024-04-08 : Highest IV Rank — 100.0%2024-04-15 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $34.86 $28.95 $38.25 $28.95 $31.77 Max Pain $29.82 $26.00 $32.00 $26.00 $32.00 ATM IV 65.8% 56.5% 75.0% 56.5% 57.3% Expected Move 18.5% 16.2% 21.5% 16.2% 16.4% HV 20d 59.5% 49.6% 67.6% 49.6% 65.3% HV 60d 52.2% 45.4% 56.2% 45.4% 56.0% IV Rank 75.6% 46.4% 100.0% 53.1% 46.4% IV Percentile 95.0% 83.3% 100.0% 84.5% 83.3% Term Structure -3.8% -7.0% -0.2% -3.7% -1.8% VWIV 66.2% 55.8% 78.9% 55.8% 59.4% Skew 25d -12.9% -20.1% -5.3% -9.5% -5.3% Skew 10d -24.7% -33.2% -12.2% -22.3% -12.2% Call IV 25d 74.2% 61.1% 90.6% 62.4% 61.1% Put IV 25d 61.3% 52.9% 70.5% 52.9% 55.9% Bid-Ask Spread % 43.50 34.99 61.36 57.26 51.68 Gamma HHI 0.13 0.09 0.21 0.14 0.15 Net GEX 1.7M 1.0M 2.9M 1.0M 1.9M Net DEX -106.6M -147.1M -54.1M -54.1M -80.4M Net VEX -317.3K -398.6K -238.1K -238.1K -360.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.07 0.43 0.20 0.31 Total Volume 6,155.864 1,219 23,442 2,551 4,604 Total OI 63,090.864 44,055 75,534 44,055 75,039
Daily Data (22 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 2024-04-01 $28.95 $26.00 56.5% 16.2% 49.6% 53.1% 55.8% -9.5% -3.7% 1.0M -54.1M -238.1K 0.20 57.26 N/A N/A 2,129 422 35,773 8,282 2024-04-02 $31.52 $26.00 66.1% 18.9% 53.6% 87.9% 65.2% -11.5% -5.8% 1.0M -71.8M -238.4K 0.20 46.46 N/A N/A 5,516 1,102 36,059 8,522 2024-04-03 $33.81 $26.00 68.4% 19.6% 56.8% 96.4% 67.9% -13.1% -7.0% 1.1M -92.8M -239.3K 0.09 61.36 N/A N/A 19,027 1,669 38,727 9,116 2024-04-04 $33.28 $28.00 63.2% 16.7% 56.6% 77.5% 59.1% -14.2% -2.3% 1.2M -83.8M -246.4K 0.31 34.99 N/A N/A 3,458 1,078 39,183 10,151 2024-04-05 $34.59 $30.00 62.8% 16.8% 57.5% 76.0% 59.2% -13.5% -1.3% 1.2M -93.4M -245.5K 0.16 38.61 N/A N/A 2,966 486 39,798 10,670 2024-04-08 $35.77 $30.00 74.3% 18.9% 57.6% 100.0% 68.5% -15.7% -3.9% 1.2M -102.8M -243.9K 0.15 37.71 N/A N/A 5,395 818 40,778 10,667 2024-04-09 $36.48 $30.00 73.6% 18.4% 57.6% 97.9% 65.5% -13.4% -3.1% 1.3M -108.3M -249.9K 0.24 39.86 N/A N/A 4,625 1,121 42,208 11,138 2024-04-10 $35.75 $30.00 67.3% 19.3% 57.0% 78.2% 67.5% -14.9% -2.9% 1.3M -103.0M -262.6K 0.08 39.89 N/A N/A 6,531 537 43,401 11,681 2024-04-11 $37.27 $30.00 67.5% 19.3% 54.6% 78.8% 65.7% -14.1% -2.8% 1.3M -114.2M -268.0K 0.07 41.73 N/A N/A 6,240 406 44,482 11,953 2024-04-12 $36.38 $30.00 71.0% 20.4% 55.7% 89.7% 71.1% -20.1% -5.2% 1.5M -117.9M -306.0K 0.12 38.67 N/A N/A 20,885 2,557 49,276 12,231 2024-04-15 $38.25 $30.00 75.0% 21.5% 57.0% 100.0% 78.9% -20.0% -6.1% 1.7M -144.0M -346.4K 0.10 41.75 N/A N/A 9,091 872 55,381 13,490 2024-04-16 $36.83 $30.00 71.5% 20.5% 59.1% 89.4% 73.5% -18.5% -5.3% 2.1M -137.7M -366.9K 0.23 39.31 N/A N/A 3,363 760 60,969 13,829 2024-04-17 $36.93 $30.00 66.9% 19.2% 58.5% 75.6% 71.3% -14.4% -4.0% 2.2M -138.3M -363.1K 0.23 43.03 N/A N/A 2,660 603 61,441 14,075 2024-04-18 $36.85 $30.00 65.1% 18.7% 57.4% 70.0% 67.4% -13.8% -4.2% 2.2M -135.3M -356.6K 0.43 43.19 N/A N/A 1,300 561 61,207 14,327 2024-04-19 $38.02 $30.00 67.3% 19.3% 51.7% 76.9% 69.0% -14.5% -4.2% 2.9M -147.1M -358.1K 0.08 37.30 N/A N/A 3,978 299 60,804 14,566 2024-04-22 $34.09 $30.00 62.9% 18.0% 67.6% 63.5% 65.0% -9.6% -4.2% 1.7M -94.4M -345.8K 0.16 38.84 N/A N/A 8,978 1,435 53,455 10,435 2024-04-23 $34.20 $31.00 64.8% 18.6% 67.5% 69.0% 67.3% -10.8% -5.0% 1.9M -104.6M -387.1K 0.07 42.25 N/A N/A 3,522 262 59,396 10,932 2024-04-24 $33.97 $31.00 63.9% 18.3% 66.8% 66.6% 65.0% -10.8% -3.5% 2.0M -105.3M -392.8K 0.28 44.06 N/A N/A 952 267 61,660 11,089 2024-04-25 $34.48 $32.00 63.7% 18.3% 66.9% 66.0% 68.7% -10.5% -3.9% 2.1M -110.8M -398.6K 0.08 38.86 N/A N/A 1,552 130 61,894 11,270 2024-04-26 $33.84 $32.00 58.5% 16.8% 67.5% 50.2% 59.7% -7.6% -0.2% 2.1M -103.3M -387.6K 0.42 49.32 N/A N/A 1,342 561 62,740 11,284 2024-04-29 $33.80 $32.00 59.5% 17.1% 67.5% 53.1% 65.8% -8.3% -3.1% 2.1M -102.7M -379.4K 0.16 50.77 N/A N/A 1,185 184 63,164 11,456 2024-04-30 $31.77 $32.00 57.3% 16.4% 65.3% 46.4% 59.4% -5.3% -1.8% 1.9M -80.4M -360.7K 0.31 51.68 N/A N/A 3,504 1,100 63,491 11,548
« Mar 2024 | All History | May 2024 » Home AGQ History April 2024