AGEN Options History — July 2008

In July 2008, AGEN traded between $191.95 and $231.99. ATM implied volatility averaged 89.1%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 30.1% (HV 20d: 59.0%). Max pain ranged from $294.41 to $294.41. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2008-07-29: Highest Volume — 1 contracts
2008-07-18: Largest IV spike — 112.2% change
2008-07-25: Highest IV Rank — 59.5%
2008-07-25: Largest Expected Move — 37.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$212.56	$191.95	$231.99	$217.86	$231.99
Max Pain	$294.41	$294.41	$294.41	$294.41	$294.41
ATM IV	89.1%	43.9%	132.2%	110.0%	77.7%
Expected Move	25.6%	12.6%	37.9%	31.5%	22.3%
HV 20d	59.0%	46.4%	64.4%	57.7%	46.6%
HV 60d	46.9%	44.9%	64.9%	64.9%	46.5%
IV Rank	30.9%	0.8%	59.5%	44.8%	23.3%
IV Percentile	49.1%	0.4%	93.3%	82.5%	27.8%
Term Structure	15.8%	-28.0%	41.7%	-12.9%	33.6%
VWIV	108.4%	83.2%	133.7%	83.2%	133.7%
Bid-Ask Spread %	72.37	11.71	97.67	67.54	61.08
Gamma HHI	0.55	0.49	1.00	0.51	0.54
Net GEX	4.2K	72	5.1K	4.6K	5.1K
Net DEX	-219.0K	-315.0K	-1.3K	-262.4K	-250.9K
Net VEX	-2.8K	-3.4K	-9	-3.2K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.045	0	1	0	0
Total OI	64.727	1	68	67	68

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI	Put OI
2008-07-01	$217.86	$294.41	110.0%	31.5%	57.7%	44.8%	0.0%	0.0%	-12.9%	4.6K	-262.4K	-3.2K	67.54	0	59	8
2008-07-02	$227.28	$294.41	100.1%	28.7%	60.4%	38.2%	0.0%	0.0%	7.4%	4.5K	-232.0K	-3.1K	97.67	0	59	8
2008-07-03	$217.86	$294.41	103.3%	29.6%	61.5%	40.3%	0.0%	0.0%	-2.0%	4.8K	-315.0K	-3.4K	65.11	0	59	8
2008-07-07	$211.97	$294.41	95.0%	27.2%	61.4%	34.8%	0.0%	0.0%	-3.7%	4.6K	-270.9K	-3.2K	77.67	0	59	8
2008-07-08	$214.33	$294.41	90.3%	25.9%	61.8%	31.7%	0.0%	0.0%	25.8%	4.4K	-211.2K	-3.0K	62.10	0	59	8
2008-07-09	$203.73	$294.41	69.7%	20.0%	62.8%	18.0%	0.0%	0.0%	16.6%	4.2K	-183.7K	-2.8K	91.24	0	60	8
2008-07-10	$207.26	$294.41	84.0%	24.1%	61.3%	27.5%	0.0%	0.0%	23.5%	4.5K	-243.2K	-2.9K	88.51	0	60	8
2008-07-11	$202.55	$294.41	66.1%	19.0%	61.6%	15.6%	0.0%	0.0%	41.7%	4.3K	-239.4K	-3.0K	17.01	0	60	8
2008-07-14	$201.37	$294.41	67.3%	19.3%	61.4%	16.4%	0.0%	0.0%	23.8%	72	-1.3K	-9	67.34	0	1	0
2008-07-15	$191.95	$294.41	79.8%	22.9%	63.0%	24.7%	83.2%	0.0%	24.0%	3.8K	-184.4K	-2.6K	90.38	0	60	8
2008-07-16	$193.13	$294.41	71.0%	20.4%	62.9%	18.9%	0.0%	0.0%	26.1%	3.6K	-129.3K	-2.3K	11.71	0	60	8
2008-07-17	$200.20	$294.41	43.9%	12.6%	63.9%	0.8%	0.0%	0.0%	22.3%	3.9K	-159.3K	-2.5K	88.58	0	60	8
2008-07-18	$207.26	$294.41	93.1%	26.7%	64.4%	33.5%	0.0%	0.0%	35.6%	4.2K	-239.8K	-3.0K	78.31	0	60	8
2008-07-21	$213.15	$294.41	90.8%	26.0%	63.9%	32.0%	0.0%	0.0%	17.5%	4.4K	-195.6K	-2.8K	90.33	0	60	8
2008-07-22	$216.68	$294.41	78.5%	22.5%	63.7%	23.9%	0.0%	0.0%	19.8%	4.4K	-185.8K	-2.7K	64.25	0	60	8
2008-07-23	$220.22	$294.41	100.1%	28.7%	61.1%	38.1%	0.0%	0.0%	25.7%	4.7K	-242.9K	-3.0K	90.33	0	60	8
2008-07-24	$221.39	$294.41	73.0%	20.9%	57.9%	20.2%	0.0%	0.0%	29.8%	4.6K	-272.0K	-3.2K	95.70	0	60	8
2008-07-25	$216.68	$294.41	132.2%	37.9%	53.8%	59.5%	133.7%	0.0%	-28.0%	4.5K	-276.2K	-3.1K	71.30	0	60	8
2008-07-28	$215.51	$294.41	131.1%	37.6%	52.1%	58.7%	0.0%	0.0%	-27.1%	4.6K	-277.3K	-3.1K	64.16	0	60	8
2008-07-29	$215.51	$294.41	101.0%	28.9%	46.4%	38.7%	0.0%	0.0%	22.0%	4.4K	-226.7K	-2.8K	61.19	1	60	8
2008-07-30	$228.46	$294.41	102.9%	29.5%	48.7%	40.0%	0.0%	0.0%	24.7%	4.8K	-218.0K	-2.8K	90.72	0	60	8
2008-07-31	$231.99	$294.41	77.7%	22.3%	46.6%	23.3%	0.0%	0.0%	33.6%	5.1K	-250.9K	-3.0K	61.08	0	60	8