AGQ Options History — May 2024 In May 2024, AGQ traded between $31.94 and $46.44. ATM implied volatility averaged 64.6%, placing in the 59.2% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded below realized volatility by 3.9% (HV 20d: 68.5%). 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 9 of 22 days. Put/call ratio averaged 0.24.
Notable Days 2024-05-17 : Highest Volume — 25,841 contracts2024-05-15 : Largest IV drop — 22.7% change2024-05-14 : Highest IV Rank — 100.0%2024-05-20 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $39.28 $31.94 $46.44 $32.41 $41.17 Max Pain $26.82 $26.00 $32.00 $32.00 $26.00 ATM IV 64.6% 54.0% 83.4% 58.3% 55.2% Expected Move 18.2% 15.5% 23.0% 16.7% 18.6% HV 20d 68.5% 58.5% 85.2% 60.5% 85.2% HV 60d 60.0% 55.6% 68.0% 55.7% 68.0% IV Rank 59.2% 32.0% 100.0% 49.4% 32.0% IV Percentile 89.3% 70.6% 100.0% 85.3% 73.4% Term Structure -0.7% -7.7% 11.6% -1.6% 11.6% VWIV 64.9% 56.1% 80.3% 59.0% 67.7% Skew 25d -10.4% -17.1% -0.5% -6.4% -0.5% Skew 10d -19.1% -28.3% -8.6% -14.0% -18.6% Call IV 25d 69.8% 58.5% 90.9% 62.6% 63.0% Put IV 25d 59.4% 52.2% 75.0% 56.1% 62.5% Bid-Ask Spread % 42.37 31.46 55.32 51.54 41.95 Gamma HHI 0.13 0.08 0.21 0.15 0.09 Net GEX 2.2M 1.5M 3.0M 1.9M 2.0M Net DEX -146.4M -223.0M -83.3M -87.5M -144.2M Net VEX -343.1K -370.7K -291.9K -367.2K -346.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.03 0.44 0.23 0.22 Total Volume 5,689.045 996 25,841 3,245 5,219 Total OI 73,630.091 62,250 78,645 76,472 74,557
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 2024-05-01 $32.41 $32.00 58.3% 16.7% 60.5% 49.4% 59.0% -6.4% -1.6% 1.9M -87.5M -367.2K 0.23 51.54 N/A N/A 2,631 614 64,237 12,235 2024-05-02 $32.38 $32.00 58.2% 16.7% 60.3% 49.2% 61.6% -5.5% -0.9% 2.0M -87.9M -367.3K 0.24 47.68 N/A N/A 1,603 388 64,937 12,246 2024-05-03 $31.94 $32.00 54.0% 15.5% 58.5% 36.6% 57.4% -4.4% 2.3% 1.9M -83.3M -362.9K 0.40 55.32 N/A N/A 1,348 536 65,295 12,349 2024-05-06 $34.25 $26.00 58.9% 16.4% 62.9% 51.4% 58.6% -9.0% 1.0% 2.3M -109.5M -370.7K 0.32 39.20 N/A N/A 2,972 939 65,400 12,705 2024-05-07 $33.83 $26.00 56.3% 15.8% 62.4% 43.3% 60.8% -9.2% 1.2% 2.2M -102.6M -362.2K 0.28 41.44 N/A N/A 787 220 65,352 12,732 2024-05-08 $33.99 $26.00 56.3% 15.6% 62.2% 43.6% 56.1% -8.7% 2.1% 2.2M -105.3M -359.1K 0.44 40.90 N/A N/A 694 302 65,502 12,841 2024-05-09 $36.33 $26.00 64.0% 16.6% 65.1% 66.8% 59.1% -9.9% 1.3% 2.7M -134.1M -367.3K 0.14 41.78 N/A N/A 4,811 653 65,664 12,981 2024-05-10 $36.16 $26.00 58.8% 16.2% 64.5% 51.0% 56.9% -11.9% 3.4% 2.6M -129.6M -361.7K 0.13 42.56 N/A N/A 5,709 716 64,137 13,173 2024-05-13 $36.32 $26.00 70.5% 16.2% 61.8% 86.4% 59.0% -10.1% 3.5% 2.5M -127.3M -344.4K 0.18 43.66 N/A N/A 1,759 311 62,202 13,126 2024-05-14 $37.20 $26.00 83.4% 17.6% 61.0% 100.0% 64.6% -14.3% -0.2% 2.6M -139.3M -343.6K 0.27 43.74 N/A N/A 4,868 1,306 62,881 13,284 2024-05-15 $40.14 $26.00 64.4% 18.5% 66.6% 54.3% 63.9% -13.9% -1.9% 2.9M -174.0M -333.4K 0.17 43.69 N/A N/A 8,103 1,396 62,209 13,248 2024-05-16 $39.80 $26.00 62.6% 17.9% 66.7% 49.8% 63.0% -13.0% 0.1% 3.0M -167.9M -329.3K 0.34 45.63 N/A N/A 2,858 960 61,545 13,566 2024-05-17 $44.78 $26.00 72.4% 20.8% 77.7% 73.5% 69.5% -17.1% -3.5% 2.0M -223.0M -308.4K 0.08 49.32 N/A N/A 24,005 1,836 62,289 13,896 2024-05-20 $46.11 $26.00 80.2% 23.0% 64.3% 92.4% 80.3% -15.9% -6.4% 1.5M -190.2M -291.9K 0.21 37.20 N/A N/A 7,448 1,598 51,393 10,857 2024-05-21 $46.44 $26.00 75.6% 21.7% 64.3% 81.2% 74.9% -14.2% -3.8% 1.6M -195.2M -311.1K 0.22 41.07 N/A N/A 6,077 1,367 53,628 11,580 2024-05-22 $42.87 $26.00 69.4% 19.9% 72.3% 66.4% 72.0% -13.0% -3.2% 1.7M -159.3M -316.5K 0.15 31.46 N/A N/A 6,161 904 52,458 12,308 2024-05-23 $40.82 $26.00 62.1% 17.8% 75.4% 48.6% 64.4% -9.7% -2.0% 1.8M -140.4M -330.8K 0.33 35.49 N/A N/A 3,751 1,251 54,064 12,779 2024-05-24 $41.52 $26.00 62.6% 18.0% 74.8% 50.0% 66.1% -10.0% -1.7% 1.9M -147.5M -340.6K 0.03 33.55 N/A N/A 4,764 149 55,395 12,650 2024-05-28 $46.19 $26.00 68.7% 20.4% 82.0% 64.6% 70.9% -11.4% -2.8% 2.0M -201.0M -341.8K 0.16 40.91 N/A N/A 6,120 978 58,674 12,902 2024-05-29 $46.00 $26.00 67.2% 20.6% 77.2% 61.0% 73.9% -16.7% -7.7% 2.2M -200.2M -342.4K 0.37 41.17 N/A N/A 2,487 908 59,565 13,511 2024-05-30 $43.45 $26.00 62.9% 19.8% 81.7% 50.6% 68.2% -3.7% -5.0% 2.1M -172.4M -348.5K 0.41 42.80 N/A N/A 2,591 1,061 59,723 13,786 2024-05-31 $41.17 $26.00 55.2% 18.6% 85.2% 32.0% 67.7% -0.5% 11.6% 2.0M -144.2M -346.8K 0.22 41.95 N/A N/A 4,282 937 59,946 14,611
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