AGQ Options History — June 2024

In June 2024, AGQ traded between $36.27 and $43.46. ATM implied volatility averaged 64.3%, placing in the 54.0% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 29.9% (HV 20d: 94.1%). Max pain ranged from $26.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.24.

Notable Days

  • 2024-06-07: Highest Volume — 23,451 contracts
  • 2024-06-06: Largest IV spike — 16.1% change
  • 2024-06-06: Highest IV Rank — 80.0%
  • 2024-06-07: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.67$36.27$43.46$41.73$37.09
Max Pain$37.53$26.00$40.00$26.00$39.00
ATM IV64.3%55.8%75.1%65.4%55.8%
Expected Move18.4%15.2%19.9%19.5%15.2%
HV 20d94.1%84.6%104.4%84.6%84.6%
HV 60d75.8%68.0%79.7%68.0%76.6%
IV Rank54.0%33.5%80.0%56.7%33.5%
IV Percentile86.5%68.3%98.8%92.5%68.3%
Term Structure-1.8%-12.8%5.9%-10.7%2.1%
VWIV68.1%56.4%77.0%72.3%56.4%
Skew 25d-9.1%-21.6%8.1%-3.4%-8.8%
Skew 10d-18.1%-38.3%10.8%10.8%-26.7%
Call IV 25d73.0%61.1%86.2%78.0%61.1%
Put IV 25d63.9%52.2%83.3%74.6%52.3%
Bid-Ask Spread %35.8321.6547.5145.7347.51
Gamma HHI0.160.080.250.090.17
Net GEX2.7M2.1M3.9M2.1M2.2M
Net DEX-141.1M-222.2M-87.4M-154.2M-100.0M
Net VEX-466.0K-550.0K-340.9K-343.2K-486.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.090.520.160.25
Total Volume6,057.5261,84323,4513,5243,556
Total OI93,758.84273,781111,80673,78188,892

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$41.73$26.0065.4%19.5%84.6%56.7%72.3%-3.4%-10.7%2.1M-154.2M-343.2K0.1645.73N/AN/A3,03349159,55914,222
2024-06-04$38.98$26.0059.2%19.1%86.6%41.7%70.4%4.9%5.9%2.1M-124.9M-340.9K0.2246.73N/AN/A5,5691,23961,33714,351
2024-06-05$40.17$26.0064.6%19.5%86.7%54.8%69.6%-2.6%1.1%2.3M-139.8M-357.7K0.0947.05N/AN/A2,99128063,84214,954
2024-06-06$43.46$40.0075.1%19.6%90.1%80.0%75.1%-16.7%-11.2%2.4M-181.9M-357.9K0.1128.61N/AN/A8,71493464,45415,011
2024-06-07$37.77$40.0063.1%19.9%102.7%51.0%74.2%8.1%-11.6%2.1M-117.1M-380.1K0.1021.65N/AN/A21,3082,14368,03615,392
2024-06-10$39.20$40.0069.3%19.4%103.4%66.2%71.1%-10.2%-0.6%2.9M-162.7M-498.6K0.2822.36N/AN/A3,6931,02582,52015,946
2024-06-11$37.80$40.0069.6%19.7%104.4%66.7%69.6%-10.8%0.6%2.7M-142.1M-481.1K0.1325.83N/AN/A7,20993383,58416,487
2024-06-12$38.58$40.0068.2%19.2%104.3%63.4%71.8%-19.5%-1.1%3.1M-163.4M-531.2K0.4130.70N/AN/A3,4531,40289,52316,712
2024-06-13$36.96$40.0067.7%19.0%101.5%62.2%70.3%-12.8%-12.8%2.8M-134.8M-509.0K0.1731.21N/AN/A7,4651,26589,70617,139
2024-06-14$38.45$40.0066.2%18.9%102.7%58.5%72.0%-21.6%-0.5%3.4M-165.7M-550.0K0.3230.32N/AN/A2,62385094,29517,157
2024-06-17$38.33$40.0066.6%19.0%92.5%59.4%77.0%-9.9%0.7%3.5M-162.9M-531.8K0.2730.06N/AN/A2,47365692,81916,200
2024-06-18$38.53$39.0065.6%18.8%91.6%57.0%67.4%-11.3%-2.0%3.7M-166.7M-525.3K0.4733.25N/AN/A1,25758693,94716,222
2024-06-20$41.43$39.0067.3%19.2%96.0%61.1%68.2%-9.8%1.9%3.9M-222.2M-538.4K0.2333.07N/AN/A7,0591,58994,15516,305
2024-06-21$38.28$40.0064.2%18.2%95.9%53.8%68.7%-10.8%1.7%2.7M-162.3M-505.1K0.5235.70N/AN/A4,7022,43695,18916,617
2024-06-24$38.42$40.0061.8%17.5%94.5%47.9%65.1%-8.2%-0.1%2.5M-112.1M-504.2K0.1035.30N/AN/A2,28022469,41911,263
2024-06-25$36.67$40.0057.2%16.3%95.4%36.9%60.9%-7.7%0.8%2.3M-89.1M-467.4K0.1241.62N/AN/A5,63169471,06011,433
2024-06-26$36.27$39.0056.4%15.7%85.6%35.0%56.4%-13.1%1.1%2.4M-87.4M-467.4K0.4947.25N/AN/A1,64080674,45611,808
2024-06-27$36.67$39.0058.4%15.6%86.0%39.6%57.2%-8.8%-0.4%2.5M-92.1M-478.0K0.1346.74N/AN/A2,54334175,08012,326
2024-06-28$37.09$39.0055.8%15.2%84.6%33.5%56.4%-8.8%2.1%2.2M-100.0M-486.5K0.2547.51N/AN/A2,83871876,63812,254