AGEN Options History — August 2008

In August 2008, AGEN traded between $204.91 and $242.59. ATM implied volatility averaged 83.9%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 15.9% (HV 20d: 68.1%). 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 20 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2008-08-01: Highest Volume — 1 contracts
  • 2008-08-06: Largest IV drop — 28.0% change
  • 2008-08-26: Highest IV Rank — 47.2%
  • 2008-08-26: Largest Expected Move — 32.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$221.56$204.91$242.59$242.59$204.91
Max Pain$294.41$294.41$294.41$294.41$294.41
ATM IV83.9%64.8%113.7%90.8%104.8%
Expected Move24.1%18.6%32.6%26.0%30.1%
HV 20d68.1%44.7%89.0%46.1%88.6%
HV 60d56.7%47.1%67.5%47.3%67.5%
IV Rank27.4%14.8%47.2%32.0%41.3%
IV Percentile41.0%12.3%86.1%50.0%75.8%
Term Structure18.7%-5.6%35.8%31.7%-5.6%
Bid-Ask Spread %51.7515.60147.4393.70147.43
Gamma HHI0.570.520.690.520.59
Net GEX5.1K4.5K5.8K5.6K4.5K
Net DEX-231.5K-330.2K-112.7K-307.0K-182.3K
Net VEX-2.7K-3.3K-2.2K-3.3K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0480110
Total OI69.09568706870

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-08-01$242.59$294.4190.8%26.0%46.1%32.0%0.0%0.0%31.7%5.6K-307.0K-3.3K0.0093.7010608
2008-08-04$230.81$294.4171.7%20.5%48.8%19.3%0.0%0.0%19.8%5.7K-330.2K-3.3K0.0094.8600618
2008-08-05$236.70$294.4190.1%25.8%49.3%31.5%0.0%0.0%2.5%5.7K-299.1K-3.2K0.0034.8100618
2008-08-06$237.88$294.4164.8%18.6%44.7%14.8%0.0%0.0%35.6%5.8K-267.1K-3.0K0.0068.0900618
2008-08-07$207.26$294.4172.6%20.8%68.1%19.9%0.0%0.0%21.5%4.8K-239.5K-2.8K0.0063.0200618
2008-08-08$216.68$294.4172.1%20.7%69.3%19.6%0.0%0.0%12.1%5.0K-168.8K-2.5K0.0064.4200618
2008-08-11$217.86$294.4169.6%20.0%69.2%17.9%0.0%0.0%20.2%5.1K-210.4K-2.6K0.0066.1200618
2008-08-12$215.51$294.4175.4%21.6%66.7%21.8%0.0%0.0%11.6%4.6K-112.7K-2.2K0.0063.2100618
2008-08-13$217.86$294.4170.9%20.3%66.8%18.8%0.0%0.0%15.2%4.9K-178.7K-2.5K0.0063.8400618
2008-08-14$223.75$294.4168.5%19.6%66.3%17.2%0.0%0.0%29.6%5.1K-231.8K-2.7K0.0061.4000618
2008-08-15$228.46$294.4176.0%21.8%65.7%22.2%0.0%0.0%33.6%5.2K-266.9K-3.0K0.0064.2700618
2008-08-18$235.53$294.4177.5%22.2%65.8%23.2%0.0%0.0%35.8%5.6K-291.9K-3.0K0.0015.6000618
2008-08-19$221.39$294.4184.7%24.3%69.7%28.0%0.0%0.0%20.0%5.2K-239.2K-2.8K0.0025.1600618
2008-08-20$223.75$294.4186.6%24.8%69.6%29.2%0.0%0.0%25.9%5.2K-263.7K-2.8K0.0020.4000618
2008-08-21$213.15$294.4197.8%28.0%71.7%36.6%0.0%0.0%6.2%4.8K-183.5K-2.5K0.0036.9300618
2008-08-22$216.68$294.4187.7%25.2%71.6%30.0%0.0%0.0%17.1%4.7K-201.8K-2.6K0.0016.4400618
2008-08-25$208.44$294.4196.7%27.7%72.9%35.9%0.0%0.0%10.1%4.7K-233.7K-2.6K0.0022.6000618
2008-08-26$230.81$294.41113.7%32.6%81.7%47.2%0.0%0.0%19.3%5.2K-210.3K-2.6K0.0020.7900618
2008-08-27$207.26$294.4192.2%26.4%87.9%32.9%0.0%0.0%26.3%4.7K-265.3K-2.7K0.0026.7200628
2008-08-28$215.51$294.4198.1%28.1%89.0%36.8%0.0%0.0%4.6%4.7K-176.6K-2.4K0.0017.0100628
2008-08-29$204.91$294.41104.8%30.1%88.6%41.3%0.0%0.0%-5.6%4.5K-182.3K-2.4K0.00147.4300628