AGEN Options History — February 2007

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

In February 2007, AGEN traded between $215.51 and $246.12. ATM implied volatility averaged 57.6%. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 23.0% (HV 20d: 34.6%). Max pain ranged from $294.41 to $294.41. Net GEX was positive for 19 of 19 trading days. Put/call ratio averaged 0.00.

Notable Days

2007-02-02: Highest Volume — 1 contracts
2007-02-26: Largest IV spike — 17.1% change
2007-02-13: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$230.19	$215.51	$246.12	$228.46	$215.51
Max Pain	$294.41	$294.41	$294.41	$294.41	$294.41
ATM IV	57.6%	48.9%	67.4%	49.2%	60.1%
Expected Move	16.5%	14.0%	19.3%	14.1%	17.2%
HV 20d	34.6%	24.2%	46.0%	24.2%	46.0%
VWIV	64.1%	54.0%	76.6%	54.0%	60.1%
Skew 25d	-11.6%	-25.9%	0.8%	-16.9%	-11.9%
Skew 10d	-14.7%	-28.5%	12.7%	-28.5%	-21.0%
Call IV 25d	67.4%	60.0%	73.9%	61.2%	72.0%
Put IV 25d	55.8%	44.4%	67.4%	44.4%	60.0%
Bid-Ask Spread %	49.72	8.05	79.09	77.93	53.27
Gamma HHI	0.53	0.42	0.65	0.63	0.55
Net GEX	2.7K	2.1K	3.1K	2.1K	2.7K
Net DEX	-74.7K	-130.2K	-5.8K	-7.0K	-81.5K
Net VEX	-2.2K	-2.7K	-1.6K	-1.6K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.02	0.00	0.00
Total Volume	0.211	0	1	0	0
Total OI	47.474	45	49	45	49

Daily Data (19 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	Call OI	Put OI
2007-02-01	$228.46	$294.41	49.2%	14.1%	24.2%	0.0%	54.0%	-16.9%	0.0%	2.1K	-7.0K	-1.6K	0.00	77.93	0	39	6
2007-02-02	$234.35	$294.41	48.9%	14.0%	25.6%	0.0%	76.1%	-14.8%	0.0%	2.2K	-5.8K	-1.6K	0.00	79.09	1	39	6
2007-02-05	$230.81	$294.41	49.2%	14.1%	26.2%	0.0%	65.0%	-15.9%	0.0%	2.1K	-11.6K	-1.7K	0.00	66.98	0	40	6
2007-02-06	$227.28	$294.41	50.8%	14.6%	26.7%	0.0%	64.3%	-19.6%	0.0%	2.5K	-61.6K	-2.0K	0.00	47.29	0	41	6
2007-02-07	$219.04	$294.41	50.2%	14.4%	28.4%	0.0%	0.0%	-17.7%	0.0%	2.4K	-52.7K	-2.0K	0.00	49.34	0	41	6
2007-02-08	$227.28	$294.41	55.9%	16.0%	31.2%	0.0%	57.9%	-6.9%	0.0%	2.2K	-25.8K	-1.8K	0.00	38.18	0	41	6
2007-02-09	$226.10	$294.41	55.6%	15.9%	30.9%	0.0%	0.0%	-7.7%	0.0%	2.4K	-40.7K	-1.9K	0.00	42.01	0	41	6
2007-02-12	$226.10	$294.41	59.3%	17.0%	29.8%	0.0%	60.3%	-6.7%	0.0%	2.4K	-55.0K	-2.0K	0.00	41.02	1	41	6
2007-02-13	$236.70	$294.41	67.4%	19.3%	34.0%	0.0%	67.1%	0.8%	0.0%	2.8K	-124.3K	-2.7K	0.02	8.05	1	41	6
2007-02-14	$246.12	$294.41	64.5%	18.5%	36.9%	0.0%	66.4%	-8.8%	0.0%	3.0K	-126.5K	-2.7K	0.00	12.64	1	42	6
2007-02-15	$237.88	$294.41	61.1%	17.5%	38.9%	0.0%	60.4%	-5.6%	0.0%	2.9K	-91.9K	-2.4K	0.00	71.52	0	43	6
2007-02-16	$241.41	$294.41	59.5%	17.0%	39.3%	0.0%	0.0%	-8.9%	0.0%	3.0K	-89.5K	-2.4K	0.00	72.09	0	43	6
2007-02-20	$234.35	$294.41	59.2%	17.0%	38.1%	0.0%	76.6%	-11.9%	0.0%	3.1K	-106.3K	-2.5K	0.00	38.37	0	43	6
2007-02-21	$234.35	$294.41	59.2%	17.0%	37.9%	0.0%	0.0%	-11.6%	0.0%	2.9K	-88.6K	-2.3K	0.00	56.61	0	42	6
2007-02-22	$233.17	$294.41	63.1%	18.1%	37.9%	0.0%	63.9%	-10.3%	0.0%	3.0K	-123.6K	-2.5K	0.00	40.27	0	42	6
2007-02-23	$224.93	$294.41	55.6%	15.9%	40.0%	0.0%	0.0%	-25.9%	0.0%	3.0K	-130.2K	-2.5K	0.00	40.57	0	42	6
2007-02-26	$231.99	$294.41	65.1%	18.7%	40.1%	0.0%	0.0%	-9.0%	0.0%	3.0K	-121.0K	-2.5K	0.00	56.82	0	42	6
2007-02-27	$217.86	$294.41	61.7%	17.7%	45.9%	0.0%	61.6%	-10.8%	0.0%	2.7K	-74.8K	-2.1K	0.00	52.64	0	42	6
2007-02-28	$215.51	$294.41	60.1%	17.2%	46.0%	0.0%	60.1%	-11.9%	0.0%	2.7K	-81.5K	-2.2K	0.00	53.27	0	43	6