AGQ Options History — October 2024 In October 2024, AGQ traded between $38.67 and $49.90. ATM implied volatility averaged 73.6%, placing in the 76.3% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 6.9% (HV 20d: 66.6%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.27.
Notable Days 2024-10-18 : Highest Volume — 26,684 contracts2024-10-18 : Largest IV spike — 13.2% change2024-10-22 : Highest IV Rank — 92.6%2024-10-22 : Largest Expected Move — 24.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.67 $38.67 $49.90 $41.01 $43.89 Max Pain $39.74 $37.00 $40.00 $37.00 $40.00 ATM IV 73.6% 67.8% 80.3% 67.8% 72.8% Expected Move 21.6% 19.8% 24.2% 19.9% 22.5% HV 20d 66.6% 58.4% 72.5% 68.6% 72.5% HV 60d 65.0% 63.6% 67.6% 64.5% 65.8% IV Rank 76.3% 62.3% 92.6% 62.3% 74.3% IV Percentile 95.1% 90.1% 99.6% 90.9% 92.9% Term Structure 0.1% -3.1% 5.9% 2.4% -0.7% VWIV 75.7% 67.9% 84.5% 70.1% 79.1% Skew 25d -5.4% -18.7% 32.5% -6.6% -6.9% Skew 10d -14.1% -52.2% 26.4% -38.1% -16.8% Call IV 25d 77.4% 38.0% 95.2% 73.3% 78.4% Put IV 25d 71.9% 66.6% 79.0% 66.6% 71.5% Bid-Ask Spread % 25.80 17.24 41.42 41.42 26.23 Gamma HHI 0.09 0.07 0.12 0.10 0.08 Net GEX 3.3M 2.6M 4.2M 2.9M 3.2M Net DEX -188.9M -266.8M -117.9M -139.8M -192.2M Net VEX -568.7K -673.7K -431.3K -431.3K -673.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.08 0.70 0.14 0.41 Total Volume 7,669.304 1,963 26,684 8,209 9,249 Total OI 85,307.87 74,139 97,159 74,139 97,159
Daily Data (23 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 2024-10-01 $41.01 $37.00 67.8% 19.9% 68.6% 62.3% 70.1% -6.6% 2.4% 2.9M -139.8M -431.3K 0.14 41.42 N/A N/A 7,197 1,012 63,925 10,214 2024-10-02 $42.27 $37.00 69.2% 20.4% 69.0% 65.8% 71.4% -6.0% 2.5% 3.3M -159.2M -453.5K 0.11 40.87 N/A N/A 4,528 497 66,207 10,276 2024-10-03 $42.84 $40.00 70.5% 20.8% 68.0% 69.0% 72.4% -5.3% 2.6% 3.5M -166.6M -451.4K 0.25 20.41 N/A N/A 3,264 812 66,257 10,499 2024-10-04 $43.14 $40.00 70.6% 20.8% 62.6% 69.0% 73.3% -5.5% 3.9% 4.2M -169.4M -447.3K 0.19 24.16 N/A N/A 8,410 1,587 66,541 10,819 2024-10-07 $41.83 $40.00 72.6% 21.0% 64.2% 73.9% 74.7% -3.7% 0.6% 3.1M -158.4M -500.6K 0.29 29.43 N/A N/A 2,799 814 68,073 9,432 2024-10-08 $38.69 $40.00 72.0% 20.7% 71.5% 72.6% 73.2% -5.4% -0.6% 2.6M -117.9M -488.7K 0.33 22.30 N/A N/A 7,604 2,496 69,116 10,094 2024-10-09 $38.67 $40.00 71.3% 20.2% 71.5% 70.9% 71.7% 32.5% -0.4% 2.7M -122.2M -512.1K 0.70 22.05 N/A N/A 1,156 807 72,373 11,472 2024-10-10 $40.17 $40.00 68.9% 20.0% 66.2% 65.0% 70.2% -8.2% 0.8% 3.0M -143.8M -521.7K 0.16 19.26 N/A N/A 5,875 935 72,747 11,981 2024-10-11 $41.23 $40.00 69.5% 19.8% 64.3% 66.6% 72.6% -7.8% -0.7% 3.1M -162.1M -557.8K 0.08 23.36 N/A N/A 6,095 462 73,865 11,956 2024-10-14 $40.33 $40.00 69.9% 19.9% 64.8% 67.5% 67.9% -6.7% 0.5% 3.1M -147.1M -552.6K 0.32 26.22 N/A N/A 4,128 1,319 71,868 10,154 2024-10-15 $40.99 $40.00 71.6% 20.5% 64.9% 71.6% 70.5% -8.1% -1.9% 3.4M -162.1M -593.4K 0.20 26.48 N/A N/A 2,454 482 74,753 11,163 2024-10-16 $41.71 $40.00 69.5% 19.9% 62.1% 66.4% 70.8% -6.0% -1.2% 3.9M -173.5M -596.7K 0.12 28.00 N/A N/A 5,149 605 76,074 11,262 2024-10-17 $41.56 $40.00 69.4% 20.0% 58.4% 66.3% 68.7% -6.0% -2.0% 4.1M -168.7M -591.4K 0.49 30.44 N/A N/A 2,744 1,356 76,432 11,299 2024-10-18 $46.67 $40.00 78.6% 22.7% 70.8% 88.4% 78.5% -9.1% -2.1% 3.2M -250.4M -601.0K 0.52 27.77 N/A N/A 17,515 9,169 77,403 11,706 2024-10-21 $47.01 $40.00 79.4% 23.1% 69.2% 90.3% 82.3% -9.2% -3.1% 3.1M -226.0M -593.3K 0.26 21.58 N/A N/A 7,408 1,899 71,268 10,021 2024-10-22 $49.90 $40.00 80.3% 24.2% 63.7% 92.6% 84.5% 1.0% 4.5% 3.1M -266.8M -601.8K 0.23 24.40 N/A N/A 8,530 1,946 73,822 10,727 2024-10-23 $46.77 $40.00 79.9% 23.8% 67.7% 91.5% 83.5% -8.8% -2.2% 3.3M -225.0M -622.1K 0.15 17.24 N/A N/A 10,537 1,607 75,971 11,595 2024-10-24 $46.70 $40.00 78.9% 23.6% 67.6% 89.2% 82.4% -6.6% -2.3% 3.6M -234.4M -658.5K 0.25 23.43 N/A N/A 4,630 1,147 81,611 12,423 2024-10-25 $46.59 $40.00 77.3% 23.2% 66.3% 85.4% 79.2% -8.0% -1.4% 3.7M -233.9M -656.5K 0.19 21.92 N/A N/A 8,068 1,523 82,872 12,824 2024-10-28 $46.69 $40.00 78.6% 23.4% 65.0% 88.5% 82.7% -18.7% -2.2% 3.5M -231.7M -667.6K 0.24 19.18 N/A N/A 3,984 972 80,155 10,906 2024-10-29 $48.82 $40.00 78.8% 23.8% 66.3% 88.8% 82.6% -9.0% 5.9% 3.6M -260.0M -654.0K 0.23 27.13 N/A N/A 3,811 879 79,867 11,221 2024-10-30 $46.99 $40.00 75.0% 23.0% 67.8% 79.7% 79.3% -6.8% -0.1% 3.6M -233.7M -653.8K 0.36 30.22 N/A N/A 6,561 2,372 80,228 11,450 2024-10-31 $43.89 $40.00 72.8% 22.5% 72.5% 74.3% 79.1% -6.9% -0.7% 3.2M -192.2M -673.7K 0.41 26.23 N/A N/A 6,552 2,697 84,649 12,510
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