AGEN Options History — February 2008

In February 2008, AGEN traded between $246.12 and $281.45. ATM implied volatility averaged 60.3%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 6.7% (HV 20d: 67.0%). Max pain ranged from $588.81 to $588.81. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2008-02-11: Largest IV spike — 41.0% change
  • 2008-02-19: Highest IV Rank — 26.2%
  • 2008-02-19: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$261.90$246.12$281.45$248.48$264.97
Max Pain$588.81$588.81$588.81$588.81$588.81
ATM IV60.3%46.4%74.0%46.4%55.1%
Expected Move17.3%13.3%21.2%13.3%15.8%
HV 20d67.0%60.1%77.3%60.3%69.9%
HV 60d54.0%50.0%58.8%51.4%58.8%
IV Rank14.8%3.2%26.2%3.2%10.5%
IV Percentile16.2%1.6%35.7%1.6%8.3%
Term Structure13.7%-4.6%30.4%22.9%-1.5%
VWIV45.6%38.0%53.1%38.0%53.1%
Bid-Ask Spread %57.8419.5897.2224.8767.74
Gamma HHI0.750.680.840.750.78
Net GEX1.7K1.4K2.1K1.5K1.9K
Net DEX205.7K177.3K230.2K216.1K230.2K
Net VEX-1.8K-2.0K-1.7K-1.8K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume00000
Total OI3939393939

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-02-01$248.48$588.8146.4%13.3%60.3%3.2%0.0%0.0%22.9%1.5K216.1K-1.8K0.0024.87002217
2008-02-04$255.54$588.8165.3%18.7%61.1%19.0%0.0%0.0%-3.8%1.4K212.7K-1.8K0.0048.32002217
2008-02-05$246.12$588.8170.7%20.3%62.6%23.5%0.0%0.0%-4.6%1.5K195.6K-1.7K0.0049.58002217
2008-02-06$254.37$588.8154.0%15.5%63.8%9.6%0.0%0.0%14.2%1.5K211.5K-1.8K0.0070.01002217
2008-02-07$266.14$588.8163.2%18.1%61.7%17.2%38.0%0.0%26.9%1.4K222.0K-1.8K0.0026.07002217
2008-02-08$255.54$588.8151.0%14.6%61.0%7.1%0.0%0.0%28.3%1.6K200.5K-1.8K0.0026.72002217
2008-02-11$255.54$588.8171.9%20.6%60.1%24.5%0.0%0.0%4.3%1.5K192.8K-1.8K0.0038.70002217
2008-02-12$263.79$588.8161.2%17.5%61.5%15.5%0.0%0.0%30.4%1.6K205.6K-1.9K0.0020.82002217
2008-02-13$272.03$588.8169.9%20.0%62.6%22.8%0.0%0.0%5.2%1.7K203.8K-1.9K0.0049.74002217
2008-02-14$254.37$588.8154.9%15.7%64.5%10.3%0.0%0.0%20.3%1.6K187.4K-1.8K0.0071.27002217
2008-02-15$248.48$588.8154.6%15.6%64.7%10.0%53.1%0.0%22.2%1.5K177.3K-1.8K0.0019.58002217
2008-02-19$274.39$588.8174.0%21.2%74.9%26.2%0.0%0.0%27.5%1.5K196.8K-2.0K0.0072.14002217
2008-02-20$259.08$588.8165.5%18.8%77.3%19.2%0.0%0.0%16.9%1.6K186.0K-1.9K0.0074.21002217
2008-02-21$250.83$588.8160.2%17.3%75.3%14.7%0.0%0.0%0.8%1.6K215.3K-1.7K0.0076.76002217
2008-02-22$267.32$588.8163.4%18.2%74.0%17.4%0.0%0.0%12.1%1.8K226.4K-1.8K0.0076.89002217
2008-02-25$268.50$588.8161.8%17.7%73.2%16.1%0.0%0.0%10.5%1.9K209.5K-1.8K0.0080.53002217
2008-02-26$281.45$588.8153.3%15.3%73.2%9.0%0.0%0.0%19.4%2.1K203.3K-1.9K0.0083.48002217
2008-02-27$280.27$588.8154.4%15.6%68.3%9.9%0.0%0.0%12.9%2.1K211.9K-1.9K0.0082.08002217
2008-02-28$270.85$588.8154.9%15.7%69.6%10.3%0.0%0.0%8.1%2.0K209.2K-1.9K0.0097.22002217
2008-02-29$264.97$588.8155.1%15.8%69.9%10.5%0.0%0.0%-1.5%1.9K230.2K-1.8K0.0067.74002217