AGEN Options History — May 2008 In May 2008, AGEN traded between $255.54 and $279.10. ATM implied volatility averaged 84.6%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 37.5% (HV 20d: 47.1%). Max pain ranged from $294.41 to $294.41. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.36.
Notable Days 2008-05-14 : Largest IV spike — 61.7% change2008-05-14 : Highest IV Rank — 78.4%2008-05-30 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $271.08 $255.54 $279.10 $255.54 $272.03 Max Pain $294.41 $294.41 $294.41 $294.41 $294.41 ATM IV 84.6% 61.9% 152.2% 69.1% 104.0% Expected Move 23.5% 19.8% 29.8% 19.8% 29.8% HV 20d 47.1% 27.3% 94.1% 94.1% 27.3% HV 60d 73.1% 69.2% 77.8% 77.8% 69.2% IV Rank 30.0% 13.8% 78.4% 19.0% 43.9% IV Percentile 45.2% 15.1% 99.2% 24.2% 75.8% Term Structure 7.0% -14.6% 63.3% -0.9% -14.6% VWIV 96.0% 88.3% 103.7% 88.3% 103.7% Bid-Ask Spread % 74.57 25.77 139.58 25.77 78.43 Gamma HHI 0.49 0.47 0.51 0.49 0.50 Net GEX 7.1K 6.7K 7.5K 6.7K 7.3K Net DEX -464.9K -516.8K -419.4K -446.2K -446.3K Net VEX -4.8K -5.1K -4.4K -4.6K -4.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 5.00 0.00 0.00 Total Volume 0 0 0 0 0 Total OI 67 67 67 67 67
Daily Data (21 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 2008-05-01 $255.54 $294.41 69.1% 19.8% 94.1% 19.0% 0.0% 0.0% -0.9% 6.7K -446.2K -4.6K 0.00 25.77 0 0 59 8 2008-05-02 $259.08 $294.41 72.5% 20.8% 93.7% 21.4% 0.0% 0.0% -7.4% 6.7K -440.2K -4.7K 0.00 31.75 0 0 59 8 2008-05-05 $263.79 $294.41 90.2% 23.7% 94.1% 34.0% 0.0% 0.0% 7.5% 6.9K -444.1K -4.8K 0.00 51.95 0 0 59 8 2008-05-06 $267.32 $294.41 61.9% 23.3% 53.4% 13.8% 88.3% 0.0% 1.4% 7.4K -470.0K -4.7K 0.00 139.58 0 0 59 8 2008-05-07 $261.43 $294.41 68.9% 22.5% 42.8% 18.8% 0.0% 0.0% 7.1% 6.8K -474.0K -4.8K 5.00 53.08 0 0 59 8 2008-05-08 $274.39 $294.41 77.3% 22.9% 46.4% 24.8% 0.0% 0.0% 7.8% 7.3K -489.8K -5.0K 0.00 84.37 0 0 59 8 2008-05-09 $275.56 $294.41 66.3% 23.9% 46.5% 17.0% 0.0% 0.0% 6.3% 7.5K -466.8K -4.8K 0.00 91.62 0 0 59 8 2008-05-12 $274.39 $294.41 83.4% 20.9% 43.2% 29.2% 0.0% 0.0% -0.1% 7.4K -431.8K -4.7K 0.00 93.42 0 0 59 8 2008-05-13 $276.74 $294.41 94.1% 23.8% 42.0% 36.8% 0.0% 0.0% 4.3% 7.5K -434.7K -4.7K 0.00 74.98 0 0 59 8 2008-05-14 $273.21 $294.41 152.2% 23.3% 42.2% 78.4% 0.0% 0.0% 6.7% 7.3K -483.8K -4.8K 0.00 73.13 0 0 59 8 2008-05-15 $273.21 $294.41 80.8% 23.2% 42.1% 27.3% 0.0% 0.0% 63.3% 6.9K -491.4K -5.0K 0.00 88.15 0 0 59 8 2008-05-16 $277.92 $294.41 77.0% 22.1% 41.6% 24.6% 0.0% 0.0% 1.0% 7.1K -498.8K -5.0K 0.00 81.88 0 0 59 8 2008-05-19 $275.56 $294.41 83.2% 23.9% 38.9% 29.1% 0.0% 0.0% 10.6% 7.1K -482.5K -4.9K 0.00 75.96 0 0 59 8 2008-05-20 $279.10 $294.41 83.8% 24.0% 34.7% 29.5% 0.0% 0.0% 7.3% 6.9K -516.8K -5.1K 0.00 54.73 0 0 59 8 2008-05-21 $270.85 $294.41 79.0% 22.6% 36.1% 26.0% 0.0% 0.0% 11.5% 6.9K -419.4K -4.6K 0.00 87.96 0 0 59 8 2008-05-22 $268.50 $294.41 79.3% 22.7% 36.2% 26.3% 0.0% 0.0% 13.2% 7.0K -455.4K -4.7K 0.00 62.79 0 0 59 8 2008-05-23 $274.39 $294.41 82.3% 23.6% 36.3% 28.4% 0.0% 0.0% 12.7% 7.1K -511.0K -4.9K 0.00 86.55 0 0 59 8 2008-05-27 $273.21 $294.41 78.2% 22.4% 32.8% 25.5% 0.0% 0.0% 11.5% 7.3K -449.2K -4.7K 0.00 80.72 0 0 59 8 2008-05-28 $273.21 $294.41 97.5% 27.9% 32.8% 39.3% 0.0% 0.0% -0.1% 7.1K -462.6K -4.6K 0.00 77.03 0 0 59 8 2008-05-29 $273.21 $294.41 95.4% 27.3% 31.3% 37.7% 0.0% 0.0% -2.4% 7.3K -447.7K -4.6K 0.00 72.08 0 0 59 8 2008-05-30 $272.03 $294.41 104.0% 29.8% 27.3% 43.9% 103.7% 0.0% -14.6% 7.3K -446.3K -4.4K 0.00 78.43 0 0 59 8
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