AGEN Options History — January 2008

In January 2008, AGEN traded between $244.95 and $296.76. ATM implied volatility averaged 97.8%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 49.1% (HV 20d: 48.7%). Max pain ranged from $588.81 to $588.81. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.21.

Notable Days

  • 2008-01-11: Highest Volume — 6 contracts
  • 2008-01-11: Largest IV spike — 52.3% change
  • 2008-01-08: Highest IV Rank — 88.4%
  • 2008-01-08: Largest Expected Move — 42.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$272.14$244.95$296.76$244.95$255.54
Max Pain$588.81$588.81$588.81$588.81$588.81
ATM IV97.8%42.6%148.4%137.8%54.7%
Expected Move26.4%12.2%42.5%39.5%15.7%
HV 20d48.7%41.2%61.6%46.5%60.5%
HV 60d51.6%48.8%54.3%54.3%51.6%
IV Rank46.1%0.0%88.4%79.6%10.2%
IV Percentile57.2%0.0%99.2%96.4%7.1%
Term Structure-12.4%-56.6%31.8%-38.5%14.9%
VWIV106.3%58.6%150.0%134.2%62.8%
Bid-Ask Spread %42.7620.5470.0121.0370.01
Gamma HHI0.870.551.000.550.76
Net GEX-35.2K-207.0K1.7K4821.5K
Net DEX1.9M182.8K4.0M4.0M226.3K
Net VEX-2.9K-4.2K-1.3K-1.3K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.0016.700.000.00
Total Volume1.3330610
Total OI194.1433529229039

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-01-02$244.95$588.81137.8%39.5%46.5%79.6%0.0%0.0%-38.5%4824.0M-1.3K0.0021.0310119171
2008-01-03$253.19$588.81129.3%37.1%47.8%72.4%0.0%0.0%-31.4%-27.8K3.0M-4.2K0.0020.8400121171
2008-01-04$253.19$588.81133.4%38.3%47.3%75.9%134.2%0.0%-41.7%-27.8K3.0M-4.1K0.2520.6900121171
2008-01-07$254.37$588.81138.3%39.7%47.2%80.0%0.0%0.0%-50.4%-30.3K3.0M-3.9K0.0020.5400121171
2008-01-08$253.19$588.81148.4%42.5%42.7%88.4%150.0%0.0%-56.6%-29.0K3.0M-3.7K0.0021.8800121171
2008-01-09$269.68$588.81138.9%39.8%48.4%80.5%139.0%0.0%-49.5%-37.7K2.9M-4.0K0.0437.8410121171
2008-01-10$281.45$588.8194.9%27.2%43.9%43.7%104.9%0.0%21.5%-48.1K2.7M-4.2K2.8638.7812121171
2008-01-11$288.52$588.81144.6%41.4%44.0%85.2%147.5%0.0%-48.4%-45.4K2.5M-4.2K16.7037.3506121170
2008-01-14$288.52$588.81132.8%23.7%43.0%75.4%82.9%0.0%-15.1%-62.3K2.8M-3.5K0.3533.0321121167
2008-01-15$283.81$588.81107.6%24.0%41.2%54.3%0.0%0.0%-11.5%-69.1K2.8M-3.4K0.6033.0300121166
2008-01-16$295.58$588.81123.5%26.5%42.6%67.6%0.0%0.0%-22.5%-86.6K2.5M-3.3K16.6733.5102121166
2008-01-17$292.05$588.81115.1%23.3%42.8%60.5%0.0%0.0%-18.5%-80.8K2.5M-3.1K0.0064.9800121167
2008-01-18$287.34$588.8168.6%24.5%43.7%21.6%89.7%0.0%-20.4%-207.0K3.5M-2.6K0.7966.3621122167
2008-01-22$282.63$588.8160.1%17.2%44.5%14.5%58.6%0.0%1.9%1.3K217.6K-1.7K0.7435.19111916
2008-01-23$296.76$588.8160.8%17.4%46.3%15.1%60.7%0.0%8.0%1.7K228.7K-1.9K0.0647.33102117
2008-01-24$273.21$588.8163.2%18.1%56.0%17.1%139.2%0.0%1.1%1.7K197.4K-1.9K0.6537.71112117
2008-01-25$264.97$588.8145.5%13.0%55.7%2.3%0.0%0.0%29.7%1.6K201.6K-1.9K0.0069.36402117
2008-01-28$277.92$588.8163.0%18.0%56.9%17.0%62.8%0.0%5.6%1.6K224.0K-1.9K0.0552.17002217
2008-01-29$259.08$588.8142.6%12.2%61.6%0.0%0.0%0.0%31.8%1.5K182.8K-1.9K0.0069.36002217
2008-01-30$259.08$588.8151.4%14.7%60.5%7.4%0.0%0.0%29.7%1.5K190.4K-1.9K0.0067.02002217
2008-01-31$255.54$588.8154.7%15.7%60.5%10.2%0.0%0.0%14.9%1.5K226.3K-1.8K0.0070.01002217