AGEN Options History — June 2008

In June 2008, AGEN traded between $204.91 and $273.21. ATM implied volatility averaged 105.2%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 73.0% (HV 20d: 32.2%). 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 9 of 21 days. Put/call ratio averaged 0.47.

Notable Days

2008-06-20: Highest Volume — 1 contracts
2008-06-20: Largest IV drop — 58.9% change
2008-06-18: Highest IV Rank — 100.0%
2008-06-11: Largest Expected Move — 36.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$237.49	$204.91	$273.21	$269.68	$227.28
Max Pain	$294.41	$294.41	$294.41	$294.41	$294.41
ATM IV	105.2%	71.4%	193.3%	72.4%	94.4%
Expected Move	25.4%	20.5%	36.5%	20.7%	27.1%
HV 20d	32.2%	21.1%	56.7%	27.3%	56.7%
HV 60d	63.8%	59.6%	67.4%	67.4%	64.5%
IV Rank	43.5%	19.1%	100.0%	21.3%	34.4%
IV Percentile	61.2%	27.4%	100.0%	31.3%	58.3%
Term Structure	1.9%	-49.2%	39.7%	-14.8%	-5.6%
VWIV	112.3%	112.3%	112.3%	112.3%	112.3%
Bid-Ask Spread %	70.88	22.44	100.20	73.87	44.92
Gamma HHI	0.51	0.48	0.56	0.51	0.55
Net GEX	5.6K	4.2K	7.2K	7.2K	4.8K
Net DEX	-330.3K	-464.0K	-183.2K	-421.6K	-209.1K
Net VEX	-3.7K	-4.4K	-2.8K	-4.4K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.00	4.00	0.00	0.00
Total Volume	0.095	0	1	0	1
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	Call OI	Put OI
2008-06-02	$269.68	$294.41	72.4%	20.7%	27.3%	21.3%	0.0%	0.0%	-14.8%	7.2K	-421.6K	-4.4K	0.00	73.87	0	59	8
2008-06-03	$270.85	$294.41	78.9%	22.6%	26.7%	25.9%	0.0%	0.0%	22.8%	7.1K	-406.0K	-4.3K	0.00	72.97	0	59	8
2008-06-04	$273.21	$294.41	86.6%	24.8%	26.4%	31.5%	0.0%	0.0%	19.7%	7.0K	-433.6K	-4.4K	0.00	98.36	0	59	8
2008-06-05	$272.03	$294.41	92.4%	26.5%	25.1%	35.6%	0.0%	0.0%	-6.6%	7.2K	-447.3K	-4.4K	0.00	89.35	0	59	8
2008-06-06	$263.79	$294.41	80.7%	23.1%	21.1%	27.2%	0.0%	0.0%	-14.9%	6.6K	-381.9K	-4.2K	0.00	100.20	0	59	8
2008-06-09	$259.08	$294.41	89.1%	25.6%	21.7%	33.3%	0.0%	0.0%	6.1%	6.7K	-464.0K	-4.2K	0.00	34.66	0	59	8
2008-06-10	$249.66	$294.41	80.6%	23.1%	24.8%	27.2%	0.0%	0.0%	14.2%	6.3K	-385.7K	-4.0K	0.00	76.89	0	59	8
2008-06-11	$236.70	$294.41	127.3%	36.5%	29.6%	60.5%	0.0%	0.0%	-49.2%	5.5K	-377.0K	-3.9K	0.43	34.18	0	59	8
2008-06-12	$235.53	$294.41	101.1%	29.0%	29.6%	41.8%	0.0%	0.0%	-10.9%	5.6K	-297.1K	-3.7K	0.00	66.63	0	59	8
2008-06-13	$236.70	$294.41	108.1%	31.0%	29.8%	46.9%	0.0%	0.0%	-16.8%	5.7K	-303.5K	-3.6K	0.00	65.19	0	59	8
2008-06-16	$235.53	$294.41	164.5%	25.6%	28.4%	87.1%	0.0%	0.0%	-7.5%	5.5K	-298.2K	-3.6K	0.00	53.85	0	59	8
2008-06-17	$237.88	$294.41	154.0%	24.1%	29.2%	79.7%	0.0%	0.0%	-9.7%	5.8K	-271.8K	-3.4K	0.00	88.03	0	59	8
2008-06-18	$228.46	$294.41	188.7%	26.6%	30.4%	100.0%	0.0%	0.0%	-11.8%	5.4K	-307.7K	-3.6K	0.00	93.94	0	59	8
2008-06-19	$220.22	$294.41	193.3%	24.6%	31.1%	100.0%	0.0%	0.0%	-3.8%	5.1K	-275.5K	-3.4K	4.00	97.32	0	59	8
2008-06-20	$211.97	$294.41	79.4%	22.8%	32.6%	24.4%	0.0%	0.0%	5.3%	4.7K	-323.5K	-3.4K	0.00	80.21	1	59	8
2008-06-23	$216.68	$294.41	80.5%	23.1%	32.6%	25.2%	0.0%	0.0%	39.3%	4.7K	-313.7K	-3.5K	0.00	87.54	0	59	8
2008-06-24	$206.08	$294.41	71.4%	20.5%	35.2%	19.1%	0.0%	0.0%	21.4%	4.2K	-183.2K	-2.8K	0.00	61.90	0	59	8
2008-06-25	$217.86	$294.41	82.1%	23.5%	42.8%	26.2%	0.0%	0.0%	36.1%	4.5K	-263.4K	-3.3K	0.00	58.61	0	59	8
2008-06-26	$204.91	$294.41	92.4%	26.5%	46.1%	33.1%	112.3%	0.0%	-12.4%	4.4K	-314.0K	-3.4K	0.00	22.44	0	59	8
2008-06-27	$213.15	$294.41	91.5%	26.2%	49.8%	32.5%	0.0%	0.0%	39.7%	4.2K	-259.3K	-3.2K	1.25	87.33	0	59	8
2008-06-30	$227.28	$294.41	94.4%	27.1%	56.7%	34.4%	0.0%	0.0%	-5.6%	4.8K	-209.1K	-3.0K	0.00	44.92	1	59	8