AGEN Options History — July 2012

In July 2012, AGEN traded between $89.30 and $105.59. ATM implied volatility averaged 69.6%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 35.2% (HV 20d: 34.4%). 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 12 of 21 days. Put/call ratio averaged 0.40.

Notable Days

2012-07-23: Highest Volume — 3 contracts
2012-07-19: Largest IV spike — 154.2% change
2012-07-23: Highest IV Rank — 24.1%
2012-07-23: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$99.61	$89.30	$105.59	$105.59	$94.80
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	69.6%	29.7%	85.2%	69.1%	76.0%
Expected Move	20.9%	8.5%	24.4%	19.8%	21.8%
HV 20d	34.4%	26.2%	48.3%	48.3%	38.3%
HV 60d	54.7%	53.7%	56.7%	56.7%	55.4%
IV Rank	18.3%	3.6%	24.1%	18.2%	20.7%
IV Percentile	19.5%	0.4%	44.6%	10.8%	29.0%
Term Structure	6.2%	-19.0%	75.1%	-15.2%	2.5%
VWIV	61.1%	29.7%	78.3%	29.7%	78.3%
Bid-Ask Spread %	105.57	43.80	194.84	56.97	104.24
Gamma HHI	0.69	0.50	0.91	0.68	0.74
Net GEX	3.3K	2.1K	4.7K	3.7K	2.6K
Net DEX	-98.4K	-142.3K	-41.6K	-128.7K	-64.6K
Net VEX	-851	-1.0K	-636	-1.0K	-706
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	1.50	0.00	0.00
Total Volume	0.286	0	3	0	0
Total OI	54.857	53	56	55	54

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
2012-07-02	$105.59	$98.14	69.1%	19.8%	48.3%	18.2%	0.0%	0.0%	-15.2%	3.7K	-128.7K	-1.0K	0.00	56.97	0	0	49	6
2012-07-03	$104.81	$98.14	55.9%	0.0%	46.7%	13.3%	0.0%	0.0%	-18.1%	3.9K	-118.9K	-958	0.00	191.20	0	0	49	6
2012-07-05	$104.81	$98.14	61.5%	17.6%	38.9%	15.4%	0.0%	0.0%	5.5%	3.6K	-134.2K	-1.0K	0.00	72.79	0	0	49	6
2012-07-06	$105.59	$98.14	75.7%	23.2%	39.0%	20.6%	0.0%	0.0%	0.3%	3.8K	-142.3K	-1.0K	0.00	68.28	0	0	49	6
2012-07-09	$104.81	$98.14	64.0%	23.9%	35.3%	16.3%	0.0%	0.0%	2.0%	3.7K	-137.8K	-1.0K	0.00	65.15	0	0	49	6
2012-07-10	$105.20	$98.14	71.5%	22.2%	28.9%	19.1%	0.0%	0.0%	-1.5%	3.9K	-123.6K	-955	0.00	57.30	0	0	49	6
2012-07-11	$104.02	$98.14	56.1%	22.3%	28.6%	13.4%	0.0%	0.0%	3.4%	3.7K	-124.6K	-969	0.00	77.91	0	0	49	6
2012-07-12	$104.81	$98.14	65.0%	18.6%	27.5%	16.7%	0.0%	0.0%	21.9%	3.7K	-116.7K	-910	0.00	81.96	0	0	49	6
2012-07-13	$101.08	$98.14	72.6%	20.8%	30.3%	19.5%	0.0%	0.0%	10.1%	3.6K	-106.0K	-899	0.00	82.08	1	0	49	6
2012-07-16	$100.10	$98.14	78.3%	22.4%	30.3%	21.5%	0.0%	0.0%	-1.2%	3.7K	-100.3K	-840	0.00	66.05	0	0	50	6
2012-07-17	$99.71	$98.14	73.1%	0.0%	30.3%	19.6%	0.0%	0.0%	-19.0%	4.0K	-108.0K	-858	0.00	194.84	0	0	50	6
2012-07-18	$99.51	$98.14	29.7%	8.5%	30.3%	3.6%	29.7%	0.0%	75.1%	4.7K	-110.0K	-851	1.00	192.15	0	0	50	6
2012-07-19	$99.90	$98.14	75.4%	21.6%	26.2%	20.5%	75.4%	0.0%	-0.5%	3.6K	-96.6K	-815	0.50	43.80	1	0	50	6
2012-07-20	$98.92	$98.14	77.6%	22.3%	26.4%	21.3%	0.0%	0.0%	3.1%	3.6K	-88.7K	-792	1.50	44.71	0	0	50	6
2012-07-23	$96.76	$98.14	85.2%	24.4%	27.2%	24.1%	0.0%	0.0%	-7.6%	2.7K	-93.1K	-818	0.59	157.61	2	1	47	6
2012-07-24	$89.70	$98.14	72.8%	20.9%	37.5%	19.5%	78.3%	0.0%	1.2%	2.2K	-51.3K	-675	0.00	90.81	1	0	47	7
2012-07-25	$89.30	$98.14	71.6%	20.5%	37.5%	19.1%	0.0%	0.0%	-0.4%	2.1K	-41.6K	-636	0.00	111.03	0	0	47	7
2012-07-26	$90.48	$98.14	81.8%	23.4%	35.7%	22.8%	0.0%	0.0%	-0.8%	2.2K	-45.8K	-645	0.00	90.15	0	0	47	7
2012-07-27	$95.00	$98.14	70.3%	20.1%	40.1%	18.6%	0.0%	0.0%	0.0%	2.2K	-74.6K	-802	0.00	186.60	0	0	47	7
2012-07-30	$96.96	$98.14	78.3%	22.4%	39.3%	21.6%	0.0%	0.0%	68.8%	2.4K	-59.5K	-706	0.00	181.36	0	0	47	7
2012-07-31	$94.80	$98.14	76.0%	21.8%	38.3%	20.7%	0.0%	0.0%	2.5%	2.6K	-64.6K	-706	0.00	104.24	0	0	47	7