AGEN Options History — December 2008

In December 2008, AGEN traded between $48.28 and $71.84. ATM implied volatility averaged 179.5%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 51.5%. IV traded above realized volatility by 2.1% (HV 20d: 177.5%). Max pain ranged from $294.41 to $294.41. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2008-12-08: Largest IV drop — 100.0% change
  • 2008-12-10: Highest IV Rank — 63.1%
  • 2008-12-10: Largest Expected Move — 57.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.44$48.28$71.84$51.82$56.53
Max Pain$294.41$294.41$294.41$294.41$294.41
ATM IV179.5%163.5%199.3%181.6%194.4%
Expected Move51.5%46.9%57.1%52.1%55.7%
HV 20d177.5%134.3%204.5%134.3%165.3%
HV 60d188.1%173.6%195.2%173.6%194.3%
IV Rank55.1%48.7%63.1%56.0%61.1%
IV Percentile94.5%92.0%97.6%94.8%96.8%
Bid-Ask Spread %44.619.28101.22100.5216.76
Net GEX00000
Net DEX31.9K26.6K39.6K29.5K30.0K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume00000
Total OI67.95567686867

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-12-01$51.82$294.41181.6%52.1%134.3%56.0%0.0%0.0%0.0%029.5K00.00100.5200626
2008-12-02$62.41$294.41163.5%46.9%154.0%48.7%0.0%0.0%0.0%035.5K00.00100.5200626
2008-12-03$58.88$294.41171.6%49.2%152.3%51.9%0.0%0.0%0.0%033.5K00.00100.5200626
2008-12-04$56.53$294.41178.0%51.0%152.2%54.5%0.0%0.0%0.0%032.2K00.00100.5200626
2008-12-05$52.99$294.41187.3%53.7%152.2%58.3%0.0%0.0%0.0%030.1K00.0099.8400626
2008-12-08$49.46$294.410.0%0.0%151.5%0.0%0.0%0.0%0.0%028.1K00.0040.0200626
2008-12-09$58.88$294.41184.3%52.8%166.3%57.1%0.0%0.0%0.0%033.5K00.009.2800626
2008-12-10$52.99$294.41199.3%57.1%168.7%63.1%0.0%0.0%0.0%029.2K00.0010.2100626
2008-12-11$71.84$294.41165.9%47.6%204.5%49.7%0.0%0.0%0.0%039.6K00.0014.9000626
2008-12-12$71.84$294.41168.3%48.2%204.1%50.6%0.0%0.0%0.0%039.6K00.00101.2200626
2008-12-15$71.84$294.41175.7%50.4%204.0%53.6%0.0%0.0%0.0%039.6K00.0019.7700626
2008-12-16$68.30$294.41184.7%52.9%200.4%57.2%0.0%0.0%0.0%037.6K00.0022.5400626
2008-12-17$64.77$294.41194.4%55.7%195.6%61.1%0.0%0.0%0.0%035.7K00.0025.2700626
2008-12-18$55.35$294.410.0%0.0%201.2%0.0%0.0%0.0%0.0%030.5K00.0015.4000626
2008-12-19$56.53$294.410.0%0.0%199.4%0.0%0.0%0.0%0.0%031.2K00.0048.8100626
2008-12-22$52.99$294.410.0%0.0%197.4%0.0%0.0%0.0%0.0%029.2K00.0026.2000626
2008-12-23$51.82$294.410.0%0.0%191.2%0.0%0.0%0.0%0.0%028.6K00.0014.8600626
2008-12-24$49.46$294.410.0%0.0%179.2%0.0%0.0%0.0%0.0%027.3K00.0085.5500626
2008-12-26$48.28$294.410.0%0.0%178.4%0.0%0.0%0.0%0.0%026.6K00.009.2800626
2008-12-29$50.64$294.410.0%0.0%179.6%0.0%0.0%0.0%0.0%027.9K00.0010.1400626
2008-12-30$49.46$294.410.0%0.0%172.1%0.0%0.0%0.0%0.0%027.3K00.009.2800626
2008-12-31$56.53$294.410.0%0.0%165.3%0.0%0.0%0.0%0.0%030.0K00.0016.7600625