AGEN Options History — September 2008 In September 2008, AGEN traded between $174.29 and $208.44. ATM implied volatility averaged 100.2%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 18.1% (HV 20d: 82.1%). 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 0 of 21 days. Put/call ratio averaged 0.37.
Notable Days 2008-09-29 : Largest IV spike — 71.6% change2008-09-15 : Highest IV Rank — 84.5%2008-09-12 : Largest Expected Move — 47.4%Monthly Statistics Metric Avg Min Max Open Close Price $192.68 $174.29 $208.44 $206.08 $186.06 Max Pain $294.41 $294.41 $294.41 $294.41 $294.41 ATM IV 100.2% 48.4% 169.9% 115.1% 70.2% Expected Move 27.1% 13.9% 47.4% 33.0% 20.1% HV 20d 82.1% 70.6% 90.2% 87.3% 88.9% HV 60d 70.5% 66.5% 76.3% 67.4% 76.3% IV Rank 38.2% 3.9% 84.5% 48.1% 18.3% IV Percentile 53.2% 2.0% 98.8% 88.1% 22.6% Term Structure -41.5% -89.5% -9.7% -18.7% -67.6% VWIV 62.1% 50.9% 71.7% 50.9% 70.2% Bid-Ask Spread % 71.97 13.63 162.84 21.57 80.05 Gamma HHI 0.82 0.61 1.00 0.65 1.00 Net GEX 3.4K 38 4.7K 4.7K 38 Net DEX -31.1K -174.4K 129.7K -156.0K 129.7K Net VEX -1.3K -2.2K -4 -2.2K -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.00 1.12 1.12 0.00 Total Volume 0 0 0 0 0 Total OI 69.476 69 70 70 69
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 2008-09-02 $206.08 $294.41 115.1% 33.0% 87.3% 48.1% 0.0% 0.0% -18.7% 4.7K -156.0K -2.2K 0.00 21.57 0 0 62 8 2008-09-03 $201.37 $294.41 103.3% 29.6% 86.7% 40.3% 0.0% 0.0% -12.9% 4.4K -122.5K -2.0K 0.00 17.69 0 0 62 8 2008-09-04 $206.08 $294.41 112.2% 32.2% 87.3% 46.2% 0.0% 0.0% -9.7% 4.4K -117.4K -2.0K 0.00 17.69 0 0 62 8 2008-09-05 $207.26 $294.41 125.8% 36.1% 72.4% 55.3% 0.0% 0.0% -11.6% 4.4K -116.5K -2.0K 0.00 19.44 0 0 62 8 2008-09-08 $208.44 $294.41 137.8% 39.5% 70.6% 63.2% 0.0% 0.0% -49.5% 4.7K -132.0K -2.1K 0.00 146.24 0 0 62 8 2008-09-09 $201.37 $294.41 152.8% 43.8% 71.4% 73.2% 0.0% 0.0% -60.4% 4.4K -130.8K -2.1K 0.00 145.33 0 0 62 8 2008-09-10 $184.89 $294.41 160.5% 46.0% 77.1% 78.2% 0.0% 0.0% -89.5% 3.9K -104.9K -1.8K 0.00 26.79 0 0 62 8 2008-09-11 $197.84 $294.41 155.2% 44.5% 81.4% 74.7% 0.0% 0.0% -53.7% 4.1K -97.3K -1.8K 0.00 16.82 0 0 62 8 2008-09-12 $190.78 $294.41 165.5% 47.4% 81.2% 81.6% 0.0% 0.0% -67.6% 4.2K -142.6K -2.0K 0.00 118.27 0 0 62 8 2008-09-15 $187.24 $294.41 169.9% 14.6% 80.6% 84.5% 50.9% 0.0% 0.0% 2.6K 81.4K -616 1.12 112.54 0 0 62 8 2008-09-16 $196.66 $294.41 56.3% 16.1% 82.1% 9.1% 71.7% 0.0% 0.0% 3.6K 39.0K -954 0.00 162.84 0 0 62 7 2008-09-17 $180.18 $294.41 52.9% 15.2% 84.7% 6.9% 0.0% 0.0% 0.0% 2.1K 82.5K -507 0.00 93.33 0 0 62 7 2008-09-18 $188.42 $294.41 55.2% 15.8% 86.7% 8.4% 52.0% 0.0% 0.0% 2.9K 61.9K -701 0.00 77.00 0 0 62 7 2008-09-19 $200.20 $294.41 78.5% 22.5% 88.7% 23.8% 0.0% 0.0% 0.0% 4.7K -121.9K -1.8K 0.00 43.93 0 0 62 7 2008-09-22 $189.60 $294.41 56.7% 16.3% 90.2% 9.4% 0.0% 0.0% 0.0% 3.0K 56.9K -802 0.00 79.14 0 0 62 7 2008-09-23 $188.42 $294.41 56.6% 16.2% 89.4% 9.3% 0.0% 0.0% 0.0% 2.9K 60.7K -692 0.00 68.45 0 0 62 7 2008-09-24 $175.47 $294.41 48.4% 13.9% 82.7% 3.9% 0.0% 0.0% 0.0% 1.4K 100.4K -285 0.00 24.60 0 0 62 7 2008-09-25 $177.82 $294.41 50.0% 14.3% 75.3% 4.9% 0.0% 0.0% 0.0% 1.7K 96.5K -347 0.00 13.63 0 0 62 7 2008-09-26 $174.29 $294.41 66.5% 19.1% 73.4% 15.9% 65.7% 0.0% 0.0% 2.4K 54.5K -655 0.00 87.04 0 0 62 7 2008-09-29 $197.84 $294.41 114.2% 32.7% 86.4% 47.5% 0.0% 0.0% 0.0% 4.3K -174.4K -1.9K 0.00 139.01 0 0 62 7 2008-09-30 $186.06 $294.41 70.2% 20.1% 88.9% 18.3% 70.2% 0.0% 0.0% 38 129.7K -4 0.00 80.05 0 0 62 7
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