AGEN Options History — April 2007

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

In April 2007, AGEN traded between $282.63 and $521.69. ATM implied volatility averaged 95.3%. The 30-day expected move averaged 27.3%. IV traded below realized volatility by 61.1% (HV 20d: 156.4%). 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 2 of 20 days. Put/call ratio averaged 0.91.

Notable Days

2007-04-16: Highest Volume — 65 contracts
2007-04-19: Largest IV spike — 47.4% change
2007-04-25: Largest Expected Move — 42.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$403.34	$282.63	$521.69	$284.99	$373.31
Max Pain	$294.41	$294.41	$294.41	$294.41	$294.41
ATM IV	95.3%	66.5%	148.8%	73.5%	140.5%
Expected Move	27.3%	19.1%	42.7%	21.1%	40.3%
HV 20d	156.4%	66.2%	189.8%	73.2%	187.3%
HV 60d	103.8%	58.3%	119.8%	58.3%	119.8%
Term Structure	-21.6%	-98.1%	25.3%	25.3%	-7.5%
VWIV	88.5%	74.5%	132.2%	77.5%	100.0%
Skew 25d	-0.5%	-12.8%	17.1%	0.4%	3.4%
Skew 10d	6.2%	-22.1%	46.9%	17.1%	-0.8%
Call IV 25d	80.9%	62.1%	91.1%	73.5%	89.3%
Put IV 25d	80.5%	73.9%	92.7%	73.9%	92.7%
Bid-Ask Spread %	72.10	21.31	116.03	83.77	21.31
Gamma HHI	0.46	0.30	0.62	0.42	0.62
Net GEX	13.6K	5.7K	22.1K	5.9K	14.7K
Net DEX	-1.5M	-2.2M	-468.4K	-490.0K	-1.4M
Net VEX	-10.6K	-15.4K	-4.4K	-4.8K	-15.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.00	7.41	0.06	0.05
Total Volume	7.45	0	65	1	1
Total OI	94.75	59	149	60	149

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
2007-04-02	$284.99	$294.41	73.5%	21.1%	73.2%	0.0%	77.5%	0.4%	0.0%	5.9K	-490.0K	-4.8K	0.06	83.77	1	0	54	6
2007-04-03	$282.63	$294.41	74.0%	21.2%	66.2%	0.0%	74.9%	2.4%	0.0%	5.7K	-468.4K	-4.4K	0.00	82.47	1	0	53	6
2007-04-04	$309.72	$294.41	79.7%	22.9%	71.3%	0.0%	80.4%	17.1%	0.0%	6.1K	-615.1K	-5.2K	0.00	83.52	4	0	54	6
2007-04-05	$355.64	$294.41	72.8%	20.9%	81.6%	0.0%	74.5%	-7.4%	0.0%	7.7K	-887.1K	-6.3K	0.01	72.44	9	0	55	6
2007-04-09	$507.56	$294.41	79.2%	22.7%	141.8%	0.0%	78.1%	14.2%	0.0%	11.5K	-1.8M	-8.4K	0.05	70.87	5	0	60	6
2007-04-10	$420.41	$294.41	92.8%	26.6%	161.2%	0.0%	92.6%	-4.1%	0.0%	8.9K	-1.2M	-7.6K	0.09	55.99	8	1	59	6
2007-04-11	$386.26	$294.41	78.0%	22.4%	165.0%	0.0%	80.8%	-5.9%	0.0%	9.2K	-1.0M	-7.2K	0.05	67.87	3	0	62	7
2007-04-12	$400.39	$294.41	80.0%	22.9%	165.0%	0.0%	79.5%	-0.5%	0.0%	9.2K	-1.1M	-7.3K	0.34	56.90	3	1	60	7
2007-04-13	$432.19	$294.41	85.5%	24.5%	165.7%	0.0%	76.4%	-0.9%	0.0%	10.7K	-1.1M	-7.3K	0.48	42.21	0	0	59	8
2007-04-16	$521.69	$294.41	78.1%	22.4%	174.4%	0.0%	75.6%	4.0%	0.0%	11.3K	-1.7M	-8.6K	0.07	24.37	61	4	58	8
2007-04-17	$466.34	$0.00	87.4%	25.1%	181.8%	0.0%	0.0%	7.7%	25.3%	18.3K	-2.2M	-13.9K	0.22	116.03	2	1	94	12
2007-04-18	$451.03	$0.00	66.5%	19.1%	182.8%	0.0%	0.0%	-1.9%	22.1%	22.1K	-2.2M	-15.3K	0.30	114.91	1	0	106	13
2007-04-19	$429.83	$0.00	98.0%	28.1%	184.9%	0.0%	97.1%	0.8%	-8.2%	20.6K	-2.2M	-15.0K	0.00	112.29	1	0	106	12
2007-04-20	$406.28	$294.41	111.4%	31.9%	187.4%	0.0%	0.0%	-12.8%	-53.3%	18.6K	-1.7M	-13.6K	0.39	111.41	2	1	106	12
2007-04-23	$416.88	$294.41	92.2%	26.4%	187.1%	0.0%	92.4%	-11.5%	-22.1%	18.4K	-1.8M	-14.0K	5.78	94.35	0	3	107	12
2007-04-24	$425.12	$294.41	135.7%	38.9%	186.6%	0.0%	132.2%	-2.0%	-98.1%	19.0K	-2.0M	-14.7K	0.09	99.90	9	1	107	15
2007-04-25	$414.52	$294.41	148.8%	42.7%	187.1%	0.0%	0.0%	-5.8%	-65.4%	20.8K	-2.0M	-15.1K	2.21	54.38	2	5	116	15
2007-04-26	$398.04	$294.41	124.5%	35.7%	188.7%	0.0%	115.3%	-0.0%	-1.0%	18.8K	-1.7M	-14.4K	0.68	39.08	3	2	117	18
2007-04-27	$383.91	$294.41	107.5%	30.8%	189.8%	0.0%	0.0%	-6.7%	-7.4%	14.9K	-1.6M	-14.0K	7.41	37.86	2	12	118	20
2007-04-30	$373.31	$294.41	140.5%	40.3%	187.3%	0.0%	100.0%	3.4%	-7.5%	14.7K	-1.4M	-15.4K	0.05	21.31	1	0	118	31