AGEN Options History — June 2012

In June 2012, AGEN traded between $98.14 and $115.41. ATM implied volatility averaged 76.3%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 10.9% (HV 20d: 65.4%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.00.

Notable Days

2012-06-05: Highest Volume — 2 contracts
2012-06-26: Largest IV spike — 271.4% change
2012-06-28: Highest IV Rank — 22.6%
2012-06-15: Largest Expected Move — 25.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$103.43	$98.14	$115.41	$99.51	$102.85
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	76.3%	19.9%	94.3%	85.8%	71.5%
Expected Move	21.7%	5.7%	25.1%	24.6%	20.5%
HV 20d	65.4%	47.6%	77.2%	73.9%	47.6%
HV 60d	104.8%	56.6%	204.8%	204.8%	56.6%
IV Rank	15.1%	0.0%	22.6%	17.0%	19.1%
IV Percentile	28.6%	0.0%	56.3%	39.0%	15.6%
Term Structure	2.0%	-7.1%	29.4%	-3.0%	4.4%
VWIV	52.7%	51.9%	53.5%	51.9%	53.5%
Bid-Ask Spread %	80.42	35.33	193.39	51.03	52.06
Gamma HHI	0.83	0.51	1.00	0.81	0.71
Net GEX	3.3K	2.7K	4.7K	2.8K	3.5K
Net DEX	-140.0K	-212.4K	-104.6K	-127.6K	-133.4K
Net VEX	-1.1K	-1.3K	-978	-1.1K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	10.00	0.00	0.00
Total Volume	0.524	0	2	0	0
Total OI	53.667	52	55	52	55

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
2012-06-01	$99.51	$98.14	85.8%	24.6%	73.9%	17.0%	0.0%	0.0%	-3.0%	2.8K	-127.6K	-1.1K	0.00	51.03	0	0	47	5
2012-06-04	$98.92	$98.14	85.7%	24.1%	73.8%	16.9%	0.0%	0.0%	0.7%	2.7K	-120.6K	-1.0K	0.00	92.34	0	0	47	5
2012-06-05	$102.65	$98.14	84.3%	23.7%	75.7%	16.4%	0.0%	0.0%	-1.8%	2.9K	-134.1K	-1.1K	0.00	91.86	2	0	47	5
2012-06-06	$110.11	$98.14	78.2%	21.5%	75.6%	13.9%	51.9%	0.0%	2.6%	3.9K	-172.7K	-1.2K	0.04	92.82	2	0	48	5
2012-06-07	$110.70	$98.14	68.4%	24.4%	75.6%	9.9%	0.0%	0.0%	0.3%	3.7K	-179.1K	-1.3K	0.00	78.63	0	0	49	5
2012-06-08	$115.41	$98.14	84.3%	23.6%	75.6%	16.4%	0.0%	0.0%	3.5%	4.0K	-212.4K	-1.3K	0.03	90.93	2	0	49	5
2012-06-11	$108.73	$98.14	91.4%	23.9%	77.2%	19.2%	0.0%	0.0%	-0.9%	3.6K	-174.9K	-1.2K	10.00	99.40	0	1	48	5
2012-06-12	$106.97	$98.14	94.3%	23.6%	67.7%	20.4%	0.0%	0.0%	-0.9%	3.2K	-159.5K	-1.2K	0.00	97.30	0	0	48	6
2012-06-13	$104.42	$98.14	79.7%	23.2%	66.6%	14.5%	0.0%	0.0%	-0.5%	3.1K	-146.2K	-1.1K	0.00	74.58	0	0	48	6
2012-06-14	$104.81	$98.14	83.8%	24.0%	66.1%	16.1%	0.0%	0.0%	1.8%	3.0K	-139.8K	-1.1K	0.00	88.17	0	0	48	6
2012-06-15	$103.83	$98.14	87.4%	25.1%	66.0%	17.6%	0.0%	0.0%	-7.1%	3.0K	-133.5K	-1.1K	0.00	90.81	0	0	48	6
2012-06-18	$103.24	$98.14	81.4%	23.3%	62.8%	15.2%	0.0%	0.0%	2.7%	3.2K	-139.5K	-1.1K	0.00	73.50	0	0	47	5
2012-06-19	$103.24	$98.14	72.4%	20.7%	61.9%	11.5%	0.0%	0.0%	7.1%	3.3K	-124.3K	-1.1K	0.24	37.16	2	0	47	5
2012-06-20	$98.92	$98.14	74.9%	21.5%	63.5%	12.6%	0.0%	0.0%	-1.6%	3.0K	-104.6K	-978	0.64	37.38	1	0	48	6
2012-06-21	$99.31	$98.14	73.9%	21.2%	61.4%	12.2%	0.0%	0.0%	8.0%	3.0K	-124.6K	-1.1K	0.00	40.88	0	0	48	6
2012-06-22	$98.14	$98.14	53.5%	15.3%	60.8%	3.9%	53.5%	0.0%	29.4%	2.9K	-113.8K	-1.0K	0.00	182.05	1	0	48	6
2012-06-25	$99.51	$98.14	19.9%	5.7%	60.9%	0.0%	0.0%	0.0%	-5.8%	4.7K	-130.6K	-1.0K	0.00	193.39	0	0	49	6
2012-06-26	$98.92	$98.14	73.8%	21.1%	60.4%	19.9%	0.0%	0.0%	10.3%	3.2K	-122.3K	-1.0K	0.00	48.02	0	0	49	6
2012-06-27	$102.06	$98.14	77.8%	22.3%	53.1%	21.4%	0.0%	0.0%	-2.5%	3.4K	-134.7K	-1.1K	0.00	41.27	0	0	49	6
2012-06-28	$99.90	$98.14	81.1%	23.3%	47.6%	22.6%	0.0%	0.0%	-3.5%	3.3K	-111.4K	-978	0.00	35.33	0	0	49	6
2012-06-29	$102.85	$98.14	71.5%	20.5%	47.6%	19.1%	0.0%	0.0%	4.4%	3.5K	-133.4K	-1.0K	0.00	52.06	0	0	49	6