AGEN Options History — October 2008

In October 2008, AGEN traded between $70.66 and $173.11. ATM implied volatility averaged 161.4%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 46.3%. IV traded below realized volatility by 26.7% (HV 20d: 188.2%). Max pain ranged from $294.41 to $294.41. Net GEX was positive for 1 of 23 trading days. Put/call ratio averaged 0.06.

Notable Days

  • 2008-10-08: Largest IV spike — 97.0% change
  • 2008-10-08: Highest IV Rank — 100.0%
  • 2008-10-10: Largest Expected Move — 83.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$112.03$70.66$173.11$173.11$88.32
Max Pain$294.41$294.41$294.41$294.41$294.41
ATM IV161.4%71.9%290.9%71.9%208.4%
Expected Move46.3%20.6%83.4%20.6%59.8%
HV 20d188.2%91.9%257.1%91.9%257.1%
HV 60d126.7%77.6%163.0%77.6%162.0%
IV Rank53.0%19.5%100.0%19.5%66.8%
IV Percentile86.4%25.8%100.0%25.8%98.8%
Bid-Ask Spread %60.4415.31145.7472.6222.75
Gamma HHI0.990.961.000.961.00
Net GEX10602.4K2.4K0
Net DEX66.5K40.7K113.4K43.4K50.9K
Net VEX-32-7350-7350
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.500.500.00
Total Volume00000
Total OI68.34868696968

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-10-01$173.11$294.4171.9%20.6%91.9%19.5%0.0%0.0%0.0%2.4K43.4K-7350.0072.6200627
2008-10-02$162.51$294.4184.3%24.2%93.2%27.7%0.0%0.0%0.0%0113.4K00.0071.3600627
2008-10-03$149.56$294.4193.2%26.7%96.2%33.6%0.0%0.0%0.0%0103.6K00.00145.7400627
2008-10-06$137.78$294.41110.9%31.8%98.6%45.4%0.0%0.0%0.0%095.5K00.0070.4100627
2008-10-07$123.65$294.41115.3%33.1%103.3%48.3%0.0%0.0%0.0%085.7K00.5088.0600627
2008-10-08$104.81$294.41227.1%65.1%113.0%100.0%0.0%0.0%0.0%072.6K00.0098.4200627
2008-10-09$102.45$294.41232.8%66.7%107.2%100.0%0.0%0.0%0.0%071.0K00.0098.4200627
2008-10-10$71.84$294.41290.9%83.4%156.8%100.0%0.0%0.0%0.0%049.8K00.0092.5800627
2008-10-13$102.45$294.41207.7%59.5%212.5%66.5%0.0%0.0%0.0%059.1K00.0032.7400626
2008-10-14$115.41$294.41183.4%52.6%217.4%56.7%0.0%0.0%0.0%066.5K00.0058.5000626
2008-10-15$115.41$294.41128.1%36.7%216.3%34.4%0.0%0.0%0.0%066.5K00.00127.5500626
2008-10-16$102.45$294.41199.0%57.0%217.4%63.0%0.0%0.0%0.0%059.1K00.0036.1700626
2008-10-17$114.23$294.41187.7%53.8%220.8%58.4%0.0%0.0%0.0%065.9K00.0032.9100626
2008-10-20$126.01$294.41145.2%41.6%224.9%41.3%0.0%0.0%0.0%072.7K00.0021.6300626
2008-10-21$127.18$294.41149.5%42.9%225.1%43.1%0.0%0.0%0.0%073.3K00.0041.4700626
2008-10-22$117.76$294.41151.2%43.3%225.3%43.7%0.0%0.0%0.0%067.9K00.0052.9400626
2008-10-23$108.34$294.41192.1%55.1%226.0%60.2%0.0%0.0%0.0%062.5K00.0040.0600626
2008-10-24$93.03$294.41129.3%37.1%230.5%34.9%0.0%0.0%0.0%053.6K00.00102.6600626
2008-10-27$70.66$294.41162.2%46.5%238.0%48.2%0.0%0.0%0.0%040.7K00.0025.0000626
2008-10-28$78.90$294.41129.5%37.1%244.7%35.0%0.0%0.0%0.0%045.5K00.0020.1100626
2008-10-29$93.03$294.41111.3%31.9%255.2%27.7%0.0%0.0%0.0%053.6K00.0015.3100626
2008-10-30$97.74$294.41202.5%58.1%256.4%64.4%0.0%0.0%0.0%056.4K00.0022.7500626
2008-10-31$88.32$294.41208.4%59.8%257.1%66.8%0.0%0.0%0.0%050.9K00.0022.7500626