AGQ Options History — September 2024

In September 2024, AGQ traded between $32.84 and $43.47. ATM implied volatility averaged 63.5%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded below realized volatility by 2.8% (HV 20d: 66.3%). Max pain ranged from $28.00 to $37.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-09-13: Highest Volume — 15,830 contracts
  • 2024-09-24: Largest IV spike — 7.7% change
  • 2024-09-26: Highest IV Rank — 75.0%
  • 2024-09-26: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.05$32.84$43.47$33.17$40.40
Max Pain$34.05$28.00$37.00$28.00$37.00
ATM IV63.5%59.5%73.0%60.4%67.0%
Expected Move18.2%16.3%21.5%17.8%19.8%
HV 20d66.3%57.8%75.5%58.1%72.8%
HV 60d63.6%61.2%67.7%67.7%64.8%
IV Rank52.0%42.3%75.0%44.5%60.5%
IV Percentile75.6%63.5%96.8%67.5%88.1%
Term Structure-0.1%-2.9%5.2%-0.4%2.8%
VWIV65.2%58.6%73.8%66.6%69.8%
Skew 25d-6.2%-13.1%15.9%-13.1%15.9%
Skew 10d-12.9%-43.5%13.2%-20.5%-3.5%
Call IV 25d67.8%51.3%78.8%71.2%51.3%
Put IV 25d61.6%56.7%69.9%58.1%67.2%
Bid-Ask Spread %37.7129.7255.5247.4439.27
Gamma HHI0.140.100.300.100.10
Net GEX3.4M2.3M6.3M2.4M2.9M
Net DEX-131.5M-203.4M-68.1M-72.8M-130.9M
Net VEX-405.1K-449.2K-360.1K-376.7K-431.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.070.550.330.51
Total Volume7,545.51,54815,8307,0793,545
Total OI92,567.8564,022107,48196,50272,985

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$33.17$28.0060.4%17.8%58.1%44.5%66.6%-13.1%-0.4%2.4M-72.8M-376.7K0.3347.44N/AN/A5,3321,74782,86913,633
2024-09-04$33.45$28.0060.9%17.6%57.8%45.8%64.1%-13.0%5.2%2.5M-77.7M-384.5K0.5555.52N/AN/A1,46880386,12313,848
2024-09-05$34.91$33.0059.9%17.1%58.8%43.3%61.2%-8.0%0.9%3.1M-98.1M-407.3K0.2531.71N/AN/A3,67192086,70114,184
2024-09-06$32.84$33.0059.5%16.8%61.3%42.3%62.7%-7.4%2.2%2.3M-68.1M-368.2K0.3930.87N/AN/A2,7391,06887,85414,263
2024-09-09$33.80$33.0059.5%16.6%62.1%42.3%64.3%-9.0%-1.9%2.5M-78.7M-363.6K0.2631.14N/AN/A2,78271385,69613,739
2024-09-10$33.95$33.0060.4%16.6%60.7%44.4%58.6%-5.1%-2.7%2.4M-79.2M-360.1K0.1633.09N/AN/A1,33321585,86113,730
2024-09-11$34.38$34.0059.7%16.3%60.7%42.8%60.5%-7.0%-2.3%2.7M-85.8M-362.9K0.2135.15N/AN/A2,72557686,23913,829
2024-09-12$37.47$33.0062.1%16.9%66.8%48.5%61.4%-6.2%-2.9%4.2M-137.0M-403.1K0.1339.25N/AN/A8,5961,09987,50813,900
2024-09-13$39.50$34.0063.9%18.1%66.4%52.9%64.4%-7.5%-1.0%4.7M-175.2M-419.1K0.1340.79N/AN/A14,0271,80387,60713,967
2024-09-16$39.77$35.0064.8%18.6%65.2%55.0%65.3%-7.8%-2.3%4.7M-167.4M-400.2K0.0940.33N/AN/A10,57593684,03713,409
2024-09-17$39.38$35.0063.5%18.1%65.0%51.9%63.7%-7.8%-1.2%5.0M-175.1M-431.4K0.2130.09N/AN/A4,53196089,87214,041
2024-09-18$37.45$35.0062.0%17.8%67.7%48.3%64.5%-7.1%-0.4%4.1M-134.2M-401.3K0.2240.20N/AN/A9,5792,14989,44014,256
2024-09-19$39.84$35.0061.5%17.7%71.0%47.2%62.3%-6.8%0.4%6.3M-183.4M-427.7K0.1843.96N/AN/A10,0961,86692,71414,767
2024-09-20$40.77$35.0060.2%17.2%68.3%44.1%60.7%-5.1%0.2%4.7M-203.4M-399.5K0.1744.18N/AN/A5,65996190,05915,043
2024-09-23$39.41$36.0063.6%18.4%66.3%52.3%64.4%-4.3%-0.3%2.3M-114.8M-397.4K0.1437.40N/AN/A8,5721,20255,1568,866
2024-09-24$43.47$36.0068.5%20.2%74.5%64.0%72.2%-8.9%-1.7%2.6M-166.7M-431.3K0.1740.56N/AN/A10,5441,77859,2639,593
2024-09-25$42.32$36.0071.3%20.7%75.5%70.8%73.0%-6.2%1.2%2.9M-159.2M-443.9K0.1129.78N/AN/A7,42078763,13610,137
2024-09-26$42.99$36.0073.0%21.5%72.4%75.0%73.8%-8.9%-0.4%3.1M-171.3M-449.2K0.0729.72N/AN/A10,88681064,89410,697
2024-09-27$41.66$36.0068.4%19.7%73.7%63.8%70.2%-0.4%2.2%3.1M-151.9M-443.3K0.1933.65N/AN/A5,3981,03966,39111,050
2024-09-30$40.40$37.0067.0%19.8%72.8%60.5%69.8%15.9%2.8%2.9M-130.9M-431.0K0.5139.27N/AN/A2,3501,19563,5229,463