AGEN Options History — January 2007

Name: AGEN Options Analytics - January 2007
Creator: Options Analysis Suite

In January 2007, AGEN traded between $226.10 and $246.12. ATM implied volatility averaged 83.4%. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 57.8% (HV 20d: 25.5%). Max pain ranged from $294.41 to $294.41. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.31.

Notable Days

2007-01-24: Highest Volume — 4 contracts
2007-01-19: Largest IV drop — 58.6% change
2007-01-03: Largest Expected Move — 37.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$234.94	$226.10	$246.12	$226.10	$228.46
Max Pain	$294.41	$294.41	$294.41	$294.41	$294.41
ATM IV	83.4%	42.7%	146.3%	129.6%	42.7%
Expected Move	20.5%	12.2%	37.2%	37.2%	12.2%
HV 20d	25.5%	24.2%	26.8%	24.2%	24.9%
Term Structure	-18.9%	-51.3%	3.2%	-51.3%	-29.5%
VWIV	58.6%	48.2%	62.7%	62.0%	55.6%
Skew 25d	-5.2%	-18.7%	30.9%	30.9%	-13.7%
Skew 10d	-15.5%	-28.4%	14.7%	-6.3%	-27.1%
Call IV 25d	66.1%	48.8%	77.9%	48.8%	53.6%
Put IV 25d	60.9%	39.9%	81.4%	79.6%	39.9%
Bid-Ask Spread %	44.95	5.71	84.40	35.31	84.40
Gamma HHI	0.44	0.31	0.73	0.33	0.73
Net GEX	2.0K	1.7K	2.3K	1.7K	2.2K
Net DEX	39.3K	-61.8K	138.3K	123.6K	1.6K
Net VEX	-2.1K	-2.8K	-1.5K	-2.4K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.00	2.10	0.50	0.00
Total Volume	0.35	0	4	1	0
Total OI	75.5	42	98	97	45

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 Vol	Put Vol	Call OI	Put OI
2007-01-03	$226.10	$294.41	129.6%	37.2%	0.0%	0.0%	0.0%	30.9%	-51.3%	1.7K	123.6K	-2.4K	0.50	35.31	1	0	82	15
2007-01-04	$228.46	$294.41	80.4%	23.1%	0.0%	0.0%	0.0%	8.2%	-1.6%	2.0K	56.8K	-2.8K	0.00	5.71	0	0	83	15
2007-01-05	$229.64	$294.41	83.9%	24.0%	0.0%	0.0%	0.0%	4.3%	-7.2%	1.9K	105.0K	-2.6K	0.00	9.79	0	0	83	15
2007-01-08	$230.81	$294.41	83.4%	23.9%	0.0%	0.0%	0.0%	5.0%	3.2%	1.9K	112.6K	-2.4K	0.00	10.08	0	0	83	15
2007-01-09	$235.53	$294.41	101.6%	29.1%	0.0%	0.0%	0.0%	1.1%	-18.8%	1.8K	138.3K	-2.3K	0.00	10.66	0	0	83	15
2007-01-10	$239.06	$294.41	98.5%	28.2%	0.0%	0.0%	0.0%	-7.4%	-19.8%	1.9K	68.7K	-2.4K	0.91	10.20	0	0	83	12
2007-01-11	$241.41	$294.41	94.5%	27.1%	0.0%	0.0%	0.0%	-6.3%	-26.1%	2.2K	18.9K	-2.7K	0.00	11.60	0	0	83	12
2007-01-12	$246.12	$294.41	103.3%	29.6%	0.0%	0.0%	0.0%	-9.7%	-29.5%	1.9K	81.5K	-2.3K	0.00	11.19	1	0	83	12
2007-01-16	$241.41	$294.41	123.5%	17.2%	0.0%	0.0%	0.0%	-8.1%	0.0%	2.0K	85.8K	-2.2K	0.00	55.12	0	1	84	12
2007-01-17	$242.59	$294.41	144.1%	16.8%	0.0%	0.0%	0.0%	-4.5%	0.0%	2.0K	86.0K	-2.0K	0.00	52.67	0	0	84	12
2007-01-18	$242.59	$294.41	146.3%	17.1%	0.0%	0.0%	62.0%	-9.3%	0.0%	1.9K	86.4K	-2.0K	0.57	53.08	0	0	84	12
2007-01-19	$242.59	$294.41	60.6%	17.4%	0.0%	0.0%	62.5%	-8.5%	0.0%	2.1K	47.0K	-2.3K	2.10	72.45	0	0	84	11
2007-01-22	$233.17	$294.41	62.1%	17.8%	0.0%	0.0%	59.6%	-5.1%	0.0%	1.9K	-42.9K	-2.0K	0.00	69.39	0	0	36	6
2007-01-23	$235.53	$294.41	62.3%	17.9%	0.0%	0.0%	62.7%	-8.5%	0.0%	2.0K	-61.8K	-2.1K	0.00	59.44	0	0	36	6
2007-01-24	$234.35	$294.41	53.4%	15.3%	0.0%	0.0%	59.6%	-10.9%	0.0%	1.9K	-18.3K	-1.7K	0.00	77.30	4	0	36	6
2007-01-25	$234.35	$294.41	55.2%	15.8%	24.2%	0.0%	58.3%	-12.9%	0.0%	2.3K	-42.8K	-2.0K	0.00	74.80	0	0	41	6
2007-01-26	$227.28	$294.41	44.9%	12.9%	26.8%	0.0%	48.2%	-12.9%	0.0%	2.0K	2.0K	-1.6K	0.00	63.89	0	0	39	6
2007-01-29	$229.64	$294.41	49.2%	14.1%	26.3%	0.0%	55.6%	-16.5%	0.0%	2.3K	-39.7K	-1.9K	0.00	65.16	0	0	39	6
2007-01-30	$229.64	$294.41	48.3%	13.8%	25.5%	0.0%	0.0%	-18.7%	0.0%	2.2K	-21.7K	-1.8K	0.00	66.86	0	0	39	6
2007-01-31	$228.46	$294.41	42.7%	12.2%	24.9%	0.0%	0.0%	-13.7%	0.0%	2.2K	1.6K	-1.5K	0.00	84.40	0	0	39	6