AGQ Options History — July 2024 In July 2024, AGQ traded between $33.34 and $43.11. ATM implied volatility averaged 60.1%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded below realized volatility by 6.1% (HV 20d: 66.2%). Max pain ranged from $35.00 to $39.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.20.
Notable Days 2024-07-25 : Highest Volume — 14,746 contracts2024-07-23 : Largest IV spike — 12.1% change2024-07-23 : Highest IV Rank — 60.0%2024-07-31 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $38.50 $33.34 $43.11 $37.80 $36.19 Max Pain $36.32 $35.00 $39.00 $39.00 $36.00 ATM IV 60.1% 50.9% 66.8% 56.2% 62.3% Expected Move 17.1% 15.0% 18.7% 15.3% 18.7% HV 20d 66.2% 54.2% 84.2% 83.2% 64.7% HV 60d 77.1% 75.8% 78.8% 76.6% 77.8% IV Rank 43.9% 21.7% 60.0% 34.4% 49.2% IV Percentile 76.4% 56.3% 90.5% 68.7% 78.6% Term Structure 0.3% -8.6% 10.9% -1.1% 0.2% VWIV 61.3% 54.4% 68.2% 56.6% 68.2% Skew 25d -10.2% -15.2% -5.2% -8.8% -5.2% Skew 10d -18.3% -43.5% -8.1% -8.1% -20.4% Call IV 25d 67.7% 62.9% 72.9% 63.4% 71.0% Put IV 25d 57.5% 54.7% 65.8% 54.7% 65.8% Bid-Ask Spread % 36.69 29.51 52.28 52.28 37.05 Gamma HHI 0.23 0.18 0.30 0.21 0.18 Net GEX 3.2M 1.8M 4.1M 3.0M 3.9M Net DEX -120.1M -178.3M -60.8M -106.5M -123.8M Net VEX -479.3K -542.6K -407.9K -486.9K -542.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.05 0.51 0.22 0.05 Total Volume 5,735.5 1,725 14,746 2,841 8,460 Total OI 89,843.182 82,770 107,976 86,625 107,976
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 2024-07-01 $37.80 $39.00 56.2% 15.3% 83.2% 34.4% 56.6% -8.8% -1.1% 3.0M -106.5M -486.9K 0.22 52.28 N/A N/A 2,328 513 75,089 11,536 2024-07-02 $38.16 $39.00 50.9% 15.0% 83.1% 21.7% 54.5% -7.5% 10.9% 3.1M -112.2M -484.7K 0.06 48.48 N/A N/A 3,623 207 75,523 11,763 2024-07-03 $40.83 $39.00 56.1% 15.9% 83.3% 34.3% 54.4% -10.2% 6.1% 4.0M -151.5M -520.9K 0.24 47.51 N/A N/A 4,975 1,206 76,193 11,825 2024-07-05 $42.77 $35.00 59.7% 17.8% 84.2% 42.8% 62.7% -10.4% -0.5% 3.9M -178.3M -515.0K 0.15 36.90 N/A N/A 6,979 1,077 75,397 12,263 2024-07-08 $41.30 $35.00 59.5% 17.3% 80.3% 42.4% 61.2% -12.7% -0.7% 3.6M -150.0M -497.0K 0.37 35.26 N/A N/A 1,965 722 73,067 11,333 2024-07-09 $41.27 $35.00 61.2% 17.1% 61.6% 46.4% 57.6% -15.2% -1.7% 3.8M -151.0M -496.2K 0.21 35.59 N/A N/A 1,426 299 73,782 11,663 2024-07-10 $41.27 $35.00 61.4% 17.4% 60.4% 47.0% 60.3% -14.3% -0.7% 3.8M -150.3M -494.9K 0.51 36.88 N/A N/A 1,906 979 74,356 11,921 2024-07-11 $43.11 $35.00 63.2% 18.1% 60.3% 51.4% 62.1% -13.6% 0.1% 4.1M -176.8M -502.3K 0.09 36.94 N/A N/A 6,694 601 74,115 12,322 2024-07-12 $41.16 $35.00 59.1% 16.9% 62.8% 41.5% 59.9% -12.4% 0.2% 3.8M -140.9M -474.0K 0.13 36.98 N/A N/A 4,491 598 72,252 12,425 2024-07-15 $40.91 $35.00 59.5% 17.0% 60.6% 42.4% 62.3% -10.8% -8.6% 3.5M -135.2M -462.5K 0.09 36.41 N/A N/A 4,206 383 70,810 11,960 2024-07-16 $42.57 $35.00 64.4% 18.4% 60.6% 54.2% 66.2% -11.3% -0.5% 4.0M -164.3M -485.6K 0.18 36.69 N/A N/A 3,784 668 73,256 12,224 2024-07-17 $39.72 $35.00 63.1% 18.1% 66.1% 51.0% 63.4% -12.2% 0.4% 3.2M -122.0M -465.9K 0.34 31.45 N/A N/A 4,109 1,401 74,031 12,304 2024-07-18 $38.33 $36.00 60.0% 17.1% 67.4% 43.7% 64.9% -11.2% 3.5% 2.7M -103.1M -446.4K 0.21 33.79 N/A N/A 5,503 1,133 75,892 12,911 2024-07-19 $36.92 $37.00 58.4% 16.7% 62.7% 39.8% 60.9% -8.4% 1.1% 1.8M -83.5M -437.6K 0.15 34.94 N/A N/A 9,514 1,428 77,669 12,916 2024-07-22 $36.78 $37.00 59.6% 16.7% 56.5% 42.6% 60.3% -9.1% 0.0% 2.7M -94.8M -472.3K 0.34 29.51 N/A N/A 3,083 1,053 74,220 11,748 2024-07-23 $36.88 $38.00 66.8% 16.4% 56.4% 60.0% 60.1% -11.1% -0.6% 2.8M -99.2M -475.9K 0.16 32.77 N/A N/A 1,677 270 76,450 11,927 2024-07-24 $36.30 $37.00 59.2% 16.3% 54.2% 41.6% 58.7% -8.3% -0.8% 2.8M -91.9M -459.3K 0.42 33.38 N/A N/A 2,124 888 77,179 12,039 2024-07-25 $33.34 $37.00 60.1% 17.0% 62.0% 43.8% 65.3% -7.2% -2.4% 2.0M -60.8M -407.9K 0.10 34.27 N/A N/A 13,450 1,296 77,845 12,327 2024-07-26 $33.39 $36.50 58.8% 16.5% 61.7% 40.7% 61.8% -7.5% 1.1% 2.5M -73.1M -461.9K 0.12 35.08 N/A N/A 3,268 379 87,986 12,298 2024-07-29 $33.51 $36.50 61.8% 18.2% 61.5% 48.0% 64.9% -8.1% -0.4% 2.7M -78.2M -461.1K 0.11 35.24 N/A N/A 5,942 635 87,335 11,918 2024-07-30 $34.55 $36.00 61.6% 17.9% 62.3% 47.5% 62.4% -8.9% 0.3% 3.3M -94.7M -493.5K 0.16 29.86 N/A N/A 9,443 1,495 91,973 12,531 2024-07-31 $36.19 $36.00 62.3% 18.7% 64.7% 49.2% 68.2% -5.2% 0.2% 3.9M -123.8M -542.6K 0.05 37.05 N/A N/A 8,093 367 94,810 13,166
« Jun 2024 | All History | Aug 2024 » Home AGQ History July 2024