AGQ Options History — December 2024 In December 2024, AGQ traded between $33.70 and $42.34. ATM implied volatility averaged 52.6%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 1.0% (HV 20d: 53.6%). Max pain ranged from $30.00 to $34.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.28.
Notable Days 2024-12-09 : Highest Volume — 10,949 contracts2024-12-12 : Largest IV drop — 10.4% change2024-12-11 : Highest IV Rank — 46.3%2024-12-04 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $37.64 $33.70 $42.34 $38.02 $33.70 Max Pain $30.57 $30.00 $34.00 $34.00 $30.00 ATM IV 52.6% 45.1% 61.2% 55.6% 49.1% Expected Move 14.9% 13.3% 17.0% 15.8% 13.3% HV 20d 53.6% 46.1% 60.3% 58.6% 52.8% HV 60d 62.8% 61.0% 65.3% 65.2% 61.1% IV Rank 25.5% 7.4% 46.3% 32.9% 17.3% IV Percentile 28.6% 7.5% 54.0% 32.5% 22.6% Term Structure 0.2% -3.0% 5.5% -0.9% 5.5% VWIV 53.6% 48.4% 59.6% 56.2% 48.9% Skew 25d -0.9% -15.7% 16.5% -3.9% 0.8% Skew 10d -5.4% -18.3% 8.3% 2.0% -8.8% Call IV 25d 43.6% 28.6% 66.6% 54.5% 30.5% Put IV 25d 42.8% 30.1% 54.5% 50.5% 31.2% Bid-Ask Spread % 64.56 53.55 78.91 59.74 78.91 Gamma HHI 0.15 0.07 0.64 0.13 0.07 Net GEX 3.7M 1.2M 8.5M 3.9M 1.2M Net DEX -103.2M -187.6M -41.2M -115.9M -41.2M Net VEX -435.7K -522.0K -322.9K -498.1K -322.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.10 0.57 0.35 0.12 Total Volume 3,962.571 921 10,949 2,101 3,966 Total OI 88,622.81 68,939 100,947 93,824 69,905
Daily Data (21 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 2024-12-02 $38.02 $34.00 55.6% 15.8% 58.6% 32.9% 56.2% -3.9% -0.9% 3.9M -115.9M -498.1K 0.35 59.74 N/A N/A 1,551 550 83,343 10,481 2024-12-03 $39.19 $34.00 56.4% 16.5% 59.8% 34.8% 58.0% 16.5% -0.1% 4.3M -136.9M -516.8K 0.22 59.39 N/A N/A 2,484 553 83,974 10,642 2024-12-04 $39.95 $34.00 56.8% 17.0% 60.3% 35.7% 59.6% -4.0% -2.7% 4.5M -152.1M -522.0K 0.28 54.09 N/A N/A 3,286 933 84,673 10,784 2024-12-05 $39.85 $30.00 58.3% 16.2% 50.0% 39.3% 55.9% 6.0% -2.8% 4.6M -149.7M -522.0K 0.16 54.02 N/A N/A 1,796 281 85,848 10,926 2024-12-06 $39.16 $30.00 54.4% 15.3% 46.3% 29.9% 54.1% -3.8% 0.4% 4.8M -136.3M -505.2K 0.57 58.30 N/A N/A 1,957 1,118 85,974 10,848 2024-12-09 $41.39 $30.00 56.8% 16.0% 48.4% 35.7% 59.1% -1.5% -0.8% 4.5M -174.1M -516.1K 0.10 53.55 N/A N/A 9,937 1,012 83,639 9,822 2024-12-10 $41.73 $30.00 57.1% 16.0% 46.1% 36.5% 55.0% 10.7% -0.9% 4.6M -177.9M -511.1K 0.17 56.65 N/A N/A 3,523 615 83,474 10,125 2024-12-11 $42.34 $30.00 61.2% 16.3% 46.2% 46.3% 57.6% -15.7% -3.0% 4.6M -187.6M -506.1K 0.18 64.43 N/A N/A 4,748 837 83,682 10,465 2024-12-12 $39.21 $30.00 54.8% 15.2% 53.6% 30.9% 57.9% -10.7% -3.0% 4.6M -130.9M -471.7K 0.53 64.20 N/A N/A 3,608 1,920 84,223 10,525 2024-12-13 $37.63 $30.00 52.3% 14.8% 55.6% 24.9% 53.5% 1.0% -1.4% 4.5M -100.4M -439.6K 0.34 66.32 N/A N/A 4,874 1,635 84,797 11,343 2024-12-16 $37.89 $30.00 51.8% 14.9% 55.4% 23.7% 56.1% -6.6% 1.8% 4.4M -106.7M -435.7K 0.29 67.06 N/A N/A 1,932 565 83,543 11,050 2024-12-17 $37.70 $30.00 51.1% 14.7% 51.7% 21.9% 52.9% -6.2% 4.2% 4.4M -101.6M -424.1K 0.31 73.19 N/A N/A 2,223 698 84,641 11,270 2024-12-18 $35.20 $30.00 50.4% 14.5% 56.4% 20.4% 52.7% -5.1% 2.1% 3.5M -59.4M -372.2K 0.27 74.72 N/A N/A 3,104 850 85,222 11,408 2024-12-19 $34.32 $30.00 51.2% 14.6% 56.1% 22.3% 51.9% -1.2% 1.2% 2.3M -46.6M -353.3K 0.49 74.09 N/A N/A 5,321 2,615 87,190 11,179 2024-12-20 $35.69 $30.00 49.0% 14.3% 58.3% 16.9% 50.5% -2.8% -1.9% 8.5M -68.2M -393.3K 0.32 72.13 N/A N/A 2,691 848 90,428 10,519 2024-12-23 $35.86 $30.00 47.6% 13.7% 57.2% 13.6% 49.8% 3.3% -0.9% 1.8M -60.9M -386.1K 0.21 67.35 N/A N/A 1,997 428 62,206 9,210 2024-12-24 $35.96 $30.00 45.1% 13.6% 53.3% 7.4% 49.0% -5.4% 5.2% 1.8M -60.3M -380.2K 0.30 60.79 N/A N/A 706 215 62,337 9,346 2024-12-26 $36.32 $30.00 49.3% 13.8% 53.3% 17.5% 50.0% -1.6% 0.1% 1.8M -63.4M -385.0K 0.14 65.82 N/A N/A 2,205 314 62,144 9,257 2024-12-27 $35.15 $30.00 47.3% 13.3% 53.7% 12.7% 48.8% 5.9% 0.1% 1.6M -53.1M -360.5K 0.40 57.17 N/A N/A 1,939 769 62,446 9,251 2024-12-30 $34.10 $30.00 48.6% 13.4% 52.8% 16.0% 48.4% 6.1% 2.4% 1.3M -43.2M -328.0K 0.20 73.79 N/A N/A 2,177 433 60,092 8,847 2024-12-31 $33.70 $30.00 49.1% 13.3% 52.8% 17.3% 48.9% 0.8% 5.5% 1.2M -41.2M -322.9K 0.12 78.91 N/A N/A 3,543 423 60,747 9,158
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