AGQ Options History — November 2024 In November 2024, AGQ traded between $36.84 and $43.55. ATM implied volatility averaged 59.9%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded below realized volatility by 8.4% (HV 20d: 68.3%). Max pain ranged from $32.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.33.
Notable Days 2024-11-06 : Highest Volume — 6,981 contracts2024-11-18 : Largest IV spike — 14.9% change2024-11-04 : Highest IV Rank — 75.3%2024-11-01 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $39.40 $36.84 $43.55 $42.95 $38.13 Max Pain $33.10 $32.00 $40.00 $40.00 $34.00 ATM IV 59.9% 51.3% 73.2% 69.8% 56.7% Expected Move 17.0% 15.1% 21.7% 21.7% 15.1% HV 20d 68.3% 58.8% 77.6% 72.9% 58.8% HV 60d 67.3% 65.1% 68.7% 65.5% 66.5% IV Rank 43.2% 22.5% 75.3% 67.2% 35.5% IV Percentile 50.0% 30.6% 93.3% 87.7% 37.3% Term Structure 0.2% -7.0% 14.5% 0.2% -3.3% VWIV 61.9% 53.9% 78.5% 77.7% 53.9% Skew 25d -3.8% -13.9% 23.1% -6.9% -9.3% Skew 10d -6.0% -34.4% 17.6% -1.9% -24.9% Call IV 25d 52.7% 31.7% 77.3% 76.5% 58.8% Put IV 25d 48.9% 30.0% 69.6% 69.6% 49.5% Bid-Ask Spread % 41.22 26.08 58.82 32.98 58.82 Gamma HHI 0.11 0.08 0.16 0.08 0.16 Net GEX 3.4M 2.3M 5.3M 2.8M 5.3M Net DEX -136.8M -194.6M -99.3M -183.6M -121.3M Net VEX -601.6K -700.5K -512.5K -700.5K -516.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.08 0.69 0.37 0.29 Total Volume 4,412.95 2,120 6,981 6,506 2,817 Total OI 98,728.55 94,962 105,837 100,581 100,129
Daily Data (20 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 2024-11-01 $42.95 $40.00 69.8% 21.7% 72.9% 67.2% 77.7% -6.9% 0.2% 2.8M -183.6M -700.5K 0.37 32.98 N/A N/A 4,760 1,746 87,327 13,254 2024-11-04 $43.31 $32.00 73.2% 20.0% 72.0% 75.3% 78.5% -7.7% -1.4% 3.3M -189.4M -696.4K 0.15 26.08 N/A N/A 3,577 537 83,009 11,953 2024-11-05 $43.55 $32.00 70.4% 19.4% 65.6% 68.7% 67.6% -8.4% 1.0% 3.4M -194.6M -699.4K 0.28 27.38 N/A N/A 1,653 467 84,105 12,249 2024-11-06 $39.61 $32.00 61.8% 17.6% 74.7% 47.8% 65.1% -5.6% 0.9% 3.0M -133.4M -630.8K 0.46 27.36 N/A N/A 4,775 2,206 84,414 12,429 2024-11-07 $41.75 $32.00 61.0% 17.9% 75.8% 45.9% 62.7% 23.1% 1.0% 3.3M -166.4M -664.1K 0.42 30.60 N/A N/A 3,129 1,325 85,300 13,431 2024-11-08 $40.05 $32.00 57.6% 16.5% 76.8% 37.6% 60.3% -13.9% 0.5% 2.3M -138.9M -630.9K 0.69 42.52 N/A N/A 2,377 1,651 85,824 13,340 2024-11-11 $38.55 $32.00 55.5% 16.0% 77.6% 32.7% 61.7% -2.1% -0.2% 3.2M -118.6M -591.5K 0.18 42.85 N/A N/A 5,388 971 84,188 11,856 2024-11-12 $38.63 $32.00 55.7% 16.4% 77.3% 33.0% 58.7% 3.4% 1.2% 3.2M -123.0M -598.8K 0.58 43.21 N/A N/A 2,761 1,613 86,145 12,025 2024-11-13 $37.61 $32.00 59.2% 16.4% 77.3% 41.6% 62.1% -10.8% -7.0% 2.9M -111.4M -589.5K 0.08 42.37 N/A N/A 5,203 405 87,907 12,831 2024-11-14 $37.89 $32.00 58.2% 16.5% 77.5% 39.1% 59.9% -2.2% 2.1% 3.1M -119.0M -604.3K 0.30 42.89 N/A N/A 3,365 1,004 91,317 12,705 2024-11-15 $37.35 $33.00 51.3% 16.2% 63.0% 22.5% 58.9% 5.9% 14.5% 3.2M -110.9M -589.3K 0.48 49.22 N/A N/A 2,415 1,154 93,244 12,593 2024-11-18 $39.45 $33.00 59.0% 17.0% 67.0% 41.0% 61.0% -5.0% -3.3% 3.8M -145.9M -617.3K 0.15 37.33 N/A N/A 4,808 738 86,795 10,079 2024-11-19 $39.89 $33.00 57.6% 16.5% 62.5% 37.6% 59.1% -4.3% -0.8% 4.0M -149.2M -601.5K 0.15 40.90 N/A N/A 2,844 437 86,834 10,446 2024-11-20 $38.65 $33.00 57.8% 16.6% 59.7% 38.1% 59.4% -5.1% 0.9% 3.8M -131.2M -584.2K 0.47 38.13 N/A N/A 2,075 982 86,999 10,630 2024-11-21 $38.67 $33.00 56.3% 16.1% 59.8% 34.5% 58.5% -4.8% 0.9% 3.5M -126.5M -560.5K 0.12 44.13 N/A N/A 2,875 352 86,465 11,318 2024-11-22 $39.80 $33.00 58.7% 16.7% 61.3% 40.3% 58.4% -5.1% -0.8% 4.0M -146.8M -575.8K 0.35 44.14 N/A N/A 4,261 1,488 86,559 11,486 2024-11-25 $37.46 $34.00 61.4% 16.6% 63.9% 46.8% 60.2% -13.1% -1.1% 3.5M -110.7M -528.8K 0.42 49.22 N/A N/A 3,947 1,646 85,959 10,425 2024-11-26 $37.83 $34.00 59.3% 16.1% 61.0% 41.9% 56.9% -2.7% -0.9% 3.7M -115.7M -539.2K 0.25 51.02 N/A N/A 2,107 519 87,169 11,846 2024-11-27 $36.84 $34.00 57.3% 15.5% 60.5% 37.0% 56.5% -1.1% -1.0% 3.3M -99.3M -512.5K 0.44 53.24 N/A N/A 2,687 1,194 88,160 11,826 2024-11-29 $38.13 $34.00 56.7% 15.1% 58.8% 35.5% 53.9% -9.3% -3.3% 5.3M -121.3M -516.9K 0.29 58.82 N/A N/A 2,191 626 88,124 12,005
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