AGQ Options History — August 2024 In August 2024, AGQ traded between $30.72 and $38.34. ATM implied volatility averaged 64.4%, placing in the 54.3% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 1.6% (HV 20d: 62.8%). Max pain ranged from $28.00 to $36.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.24.
Notable Days 2024-08-13 : Highest Volume — 30,400 contracts2024-08-05 : Largest IV spike — 23.2% change2024-08-05 : Highest IV Rank — 78.4%2024-08-05 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $34.80 $30.72 $38.34 $34.80 $35.16 Max Pain $28.73 $28.00 $36.00 $36.00 $28.00 ATM IV 64.4% 57.6% 74.4% 63.6% 59.4% Expected Move 18.6% 17.3% 20.9% 19.3% 17.3% HV 20d 62.8% 56.9% 65.5% 60.3% 64.2% HV 60d 74.0% 68.6% 79.3% 76.9% 68.9% IV Rank 54.3% 37.8% 78.4% 52.3% 42.1% IV Percentile 81.7% 63.5% 98.0% 82.9% 63.9% Term Structure 0.8% -11.1% 26.2% -0.1% 0.9% VWIV 70.4% 63.1% 78.5% 69.7% 63.5% Skew 25d -10.0% -14.4% -0.8% -12.6% -10.4% Skew 10d -19.0% -29.5% -6.4% -24.6% -7.7% Call IV 25d 72.8% 67.0% 79.1% 72.1% 67.0% Put IV 25d 62.8% 56.6% 73.4% 59.6% 56.6% Bid-Ask Spread % 36.20 27.03 48.55 39.43 48.38 Gamma HHI 0.14 0.10 0.19 0.17 0.10 Net GEX 2.9M 2.0M 4.3M 3.3M 2.8M Net DEX -101.2M -147.5M -57.6M -100.6M -95.5M Net VEX -447.2K -511.9K -372.7K -502.4K -414.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.02 0.90 0.12 0.17 Total Volume 7,051.591 2,072 30,400 6,307 5,864 Total OI 100,084.909 87,927 112,317 106,553 99,089
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 2024-08-01 $34.80 $36.00 63.6% 19.3% 60.3% 52.3% 69.7% -12.6% -0.1% 3.3M -100.6M -502.4K 0.12 39.43 N/A N/A 5,655 652 93,337 13,216 2024-08-02 $34.89 $36.00 60.4% 19.1% 56.9% 44.5% 68.0% -14.1% -0.5% 3.4M -103.5M -511.9K 0.16 34.96 N/A N/A 7,638 1,244 96,452 13,612 2024-08-05 $31.74 $28.00 74.4% 20.9% 63.9% 78.4% 77.3% -5.7% -2.4% 2.2M -69.1M -442.2K 0.18 27.82 N/A N/A 5,465 987 91,346 12,549 2024-08-06 $31.32 $28.00 69.2% 19.4% 63.7% 65.8% 78.5% -6.5% 1.0% 2.2M -65.3M -430.9K 0.06 27.60 N/A N/A 4,006 260 94,126 12,909 2024-08-07 $30.72 $28.00 66.9% 19.1% 63.5% 60.4% 77.8% -8.9% 1.0% 2.1M -57.6M -418.8K 0.12 27.03 N/A N/A 5,387 653 95,495 12,983 2024-08-08 $32.21 $28.00 65.7% 18.6% 64.0% 57.3% 74.5% -0.8% 0.6% 2.5M -73.7M -444.4K 0.27 29.73 N/A N/A 5,593 1,533 97,933 13,246 2024-08-09 $32.18 $28.00 57.6% 18.3% 63.0% 37.8% 70.2% -10.5% 26.2% 2.3M -70.1M -438.9K 0.34 32.06 N/A N/A 2,058 698 98,556 13,761 2024-08-12 $33.42 $28.00 65.7% 18.4% 65.5% 57.4% 72.4% -9.0% -0.2% 2.8M -84.9M -448.1K 0.09 35.78 N/A N/A 5,717 533 96,125 12,882 2024-08-13 $33.05 $28.00 64.9% 18.2% 62.8% 55.5% 77.6% -9.6% -1.8% 2.7M -79.4M -434.3K 0.02 38.47 N/A N/A 29,788 612 95,775 13,097 2024-08-14 $32.33 $28.00 63.7% 17.8% 59.3% 52.7% 69.2% -10.8% -1.4% 2.0M -62.1M -372.7K 0.22 39.04 N/A N/A 4,451 985 76,862 13,273 2024-08-15 $34.23 $28.00 62.1% 17.8% 63.0% 48.7% 70.8% -14.4% -0.6% 2.5M -87.3M -411.0K 0.05 38.06 N/A N/A 11,249 609 79,416 13,423 2024-08-16 $35.65 $28.00 66.3% 19.1% 63.9% 58.8% 73.0% -10.6% 1.0% 2.8M -107.4M -427.5K 0.12 38.21 N/A N/A 9,225 1,095 77,901 13,370 2024-08-19 $36.54 $28.00 67.4% 19.4% 64.6% 61.4% 69.8% -14.4% -0.7% 3.0M -120.5M -449.6K 0.11 38.93 N/A N/A 7,532 852 75,868 12,059 2024-08-20 $36.92 $28.00 64.3% 18.4% 64.7% 54.0% 70.5% -11.4% 1.9% 3.2M -128.9M -464.4K 0.28 34.23 N/A N/A 4,788 1,328 78,633 12,639 2024-08-21 $37.37 $28.00 64.3% 18.4% 64.5% 54.0% 65.8% -11.2% 1.1% 3.4M -135.2M -472.3K 0.15 34.85 N/A N/A 3,923 576 80,108 13,110 2024-08-22 $35.50 $28.00 64.3% 18.4% 59.4% 53.9% 69.2% -11.4% 1.3% 2.9M -108.2M -447.3K 0.28 37.13 N/A N/A 3,343 945 81,543 13,253 2024-08-23 $37.84 $28.00 64.0% 18.3% 63.2% 53.2% 69.2% -9.3% 2.9% 4.3M -147.3M -482.4K 0.11 34.31 N/A N/A 6,065 666 83,675 13,594 2024-08-26 $38.22 $28.00 65.8% 18.7% 63.2% 57.6% 67.6% -7.3% -1.1% 3.7M -147.3M -470.6K 0.90 31.21 N/A N/A 1,986 1,780 81,826 12,714 2024-08-27 $38.34 $28.00 64.0% 18.4% 62.6% 53.3% 67.7% -8.9% -11.1% 3.8M -147.5M -471.3K 0.59 34.61 N/A N/A 1,837 1,078 82,615 13,821 2024-08-28 $36.37 $28.00 62.2% 17.6% 63.8% 48.9% 63.1% -10.7% -0.7% 3.3M -114.8M -439.3K 0.56 46.07 N/A N/A 2,831 1,576 82,975 13,958 2024-08-29 $36.70 $28.00 60.9% 17.4% 62.1% 45.7% 63.3% -11.7% 0.6% 3.3M -120.9M -443.8K 0.43 48.55 N/A N/A 1,449 623 84,061 14,682 2024-08-30 $35.16 $28.00 59.4% 17.3% 64.2% 42.1% 63.5% -10.4% 0.9% 2.8M -95.5M -414.9K 0.17 48.38 N/A N/A 5,023 841 84,495 14,594
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