AGEN Options History — November 2008

In November 2008, AGEN traded between $58.88 and $93.03. ATM implied volatility averaged 140.3%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 40.2%. IV traded below realized volatility by 38.9% (HV 20d: 179.2%). Max pain ranged from $294.41 to $294.41. Net GEX was positive for 0 of 19 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2008-11-13: Largest IV spike — 48.6% change
  • 2008-11-13: Highest IV Rank — 48.2%
  • 2008-11-13: Largest Expected Move — 46.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.97$58.88$93.03$88.32$60.06
Max Pain$294.41$294.41$294.41$294.41$294.41
ATM IV140.3%109.1%162.2%123.6%160.7%
Expected Move40.2%31.3%46.5%35.4%46.1%
HV 20d179.2%129.6%256.3%256.3%129.6%
HV 60d164.8%161.6%171.9%161.6%171.7%
IV Rank39.4%26.8%48.2%32.6%47.6%
IV Percentile86.1%69.8%93.3%81.3%92.9%
Bid-Ask Spread %49.2111.09101.9417.17100.52
Net GEX00000
Net DEX44.9K33.5K53.6K50.9K34.2K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume00000
Total OI6868686868

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-11-03$88.32$294.41123.6%35.4%256.3%32.6%0.0%0.0%0.0%050.9K00.0017.1700626
2008-11-04$93.03$294.41127.5%36.5%255.5%34.2%0.0%0.0%0.0%053.6K00.0011.5300626
2008-11-05$93.03$294.41120.2%34.5%249.2%31.3%0.0%0.0%0.0%053.6K00.0016.3800626
2008-11-06$87.14$294.41127.5%36.5%250.1%34.2%0.0%0.0%0.0%050.2K00.00101.9400626
2008-11-07$80.08$294.41154.5%44.3%216.5%45.1%0.0%0.0%0.0%046.2K00.0013.1700626
2008-11-10$82.43$294.41136.9%39.2%173.2%38.0%0.0%0.0%0.0%047.5K00.0052.5400626
2008-11-11$83.61$294.41149.8%42.9%166.7%43.2%0.0%0.0%0.0%048.2K00.0011.0900626
2008-11-12$85.97$294.41109.1%31.3%167.3%26.8%0.0%0.0%0.0%049.6K00.0016.6700626
2008-11-13$82.43$294.41162.2%46.5%163.1%48.2%0.0%0.0%0.0%047.5K00.0012.6600626
2008-11-14$83.61$294.41139.6%40.0%157.3%39.0%0.0%0.0%0.0%048.2K00.0061.9000626
2008-11-17$74.19$294.41156.1%44.7%155.4%45.7%0.0%0.0%0.0%042.8K00.00101.2200626
2008-11-18$83.61$294.41144.1%41.3%163.5%40.9%0.0%0.0%0.0%048.2K00.0012.4900626
2008-11-19$77.72$294.41124.3%35.6%163.3%32.9%0.0%0.0%0.0%044.8K00.00101.2200626
2008-11-20$70.66$294.41134.1%38.4%164.0%36.8%0.0%0.0%0.0%040.7K00.0025.4200626
2008-11-21$63.59$294.41145.1%41.6%159.8%41.3%0.0%0.0%0.0%036.7K00.0025.1400626
2008-11-24$71.84$294.41137.4%39.4%135.7%38.2%0.0%0.0%0.0%040.9K00.0052.1800626
2008-11-25$58.88$294.41158.1%45.3%146.6%46.5%0.0%0.0%0.0%033.5K00.00101.2200626
2008-11-26$61.24$294.41155.7%44.6%132.3%45.5%0.0%0.0%0.0%034.8K00.00100.5200626
2008-11-28$60.06$294.41160.7%46.1%129.6%47.6%0.0%0.0%0.0%034.2K00.00100.5200626