AGEN Options History — August 2012

In August 2012, AGEN traded between $84.79 and $94.80. ATM implied volatility averaged 72.9%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 28.5% (HV 20d: 44.4%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.09.

Notable Days

2012-08-20: Highest Volume — 6 contracts
2012-08-10: Largest IV spike — 54.9% change
2012-08-15: Highest IV Rank — 27.4%
2012-08-16: Largest Expected Move — 26.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$91.06	$84.79	$94.80	$94.60	$90.09
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	72.9%	55.8%	94.2%	74.3%	57.5%
Expected Move	20.6%	15.2%	26.8%	21.3%	16.5%
HV 20d	44.4%	38.3%	51.1%	38.3%	45.7%
HV 60d	47.6%	40.8%	55.3%	55.3%	41.0%
IV Rank	19.6%	13.3%	27.4%	20.1%	13.9%
IV Percentile	26.5%	3.9%	64.1%	25.5%	7.8%
Term Structure	4.1%	-6.2%	23.2%	1.6%	14.6%
VWIV	71.0%	67.5%	74.6%	74.6%	67.5%
Bid-Ask Spread %	86.41	25.18	191.52	116.02	57.53
Gamma HHI	0.75	0.55	0.94	0.72	0.76
Net GEX	1.9K	-159	2.9K	2.4K	2.0K
Net DEX	-29.0K	-57.8K	24.1K	-44.0K	-28.2K
Net VEX	-531	-686	-159	-617	-530
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.91	0.00	0.00
Total Volume	1.304	0	6	1	0
Total OI	50.522	43	56	54	50

Daily Data (23 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
2012-08-01	$94.60	$98.14	74.3%	21.3%	38.3%	20.1%	74.6%	0.0%	1.6%	2.4K	-44.0K	-617	0.00	116.02	1	0	47	7
2012-08-02	$91.85	$98.14	66.0%	18.9%	39.2%	17.0%	0.0%	0.0%	4.3%	2.3K	-48.5K	-677	0.00	108.19	0	0	47	7
2012-08-03	$93.62	$98.14	74.3%	21.3%	39.9%	20.1%	0.0%	0.0%	3.4%	2.5K	-53.0K	-677	0.00	103.11	2	0	47	7
2012-08-06	$94.80	$98.14	60.1%	21.9%	40.5%	14.8%	0.0%	0.0%	2.6%	2.8K	-57.8K	-686	0.00	98.86	0	0	48	7
2012-08-07	$94.21	$98.14	81.4%	22.4%	40.3%	22.7%	0.0%	0.0%	1.1%	2.6K	-57.3K	-674	0.00	90.42	0	0	48	7
2012-08-08	$91.07	$98.14	67.0%	22.1%	41.5%	17.4%	0.0%	0.0%	4.0%	2.5K	-43.7K	-612	0.00	102.25	1	0	48	7
2012-08-09	$90.28	$98.14	55.8%	21.3%	41.2%	13.3%	0.0%	0.0%	-0.2%	2.2K	-20.4K	-525	0.00	105.56	0	0	49	7
2012-08-10	$84.79	$98.14	86.5%	15.2%	44.6%	24.6%	0.0%	0.0%	23.2%	1.3K	-4.8K	-465	0.07	114.31	4	0	49	7
2012-08-13	$88.13	$98.14	90.0%	22.8%	47.7%	25.9%	0.0%	0.0%	1.1%	2.0K	-20.1K	-518	0.00	101.48	0	0	49	7
2012-08-14	$88.13	$98.14	93.5%	22.9%	47.7%	27.2%	0.0%	0.0%	-2.7%	1.4K	-10.2K	-507	0.00	96.29	0	0	48	7
2012-08-15	$89.30	$98.14	94.2%	24.8%	48.2%	27.4%	0.0%	0.0%	1.6%	1.5K	-25.2K	-542	0.00	104.31	1	0	48	7
2012-08-16	$92.84	$98.14	93.6%	26.8%	50.6%	27.2%	0.0%	0.0%	-6.2%	2.7K	-48.4K	-613	0.00	91.11	0	0	48	7
2012-08-17	$93.82	$98.14	84.3%	24.2%	50.8%	23.8%	0.0%	0.0%	1.5%	2.9K	-47.3K	-607	0.00	99.26	0	0	48	7
2012-08-20	$91.27	$98.14	57.3%	16.4%	51.1%	13.8%	0.0%	0.0%	2.8%	-159	24.1K	-159	0.00	191.52	6	0	37	6
2012-08-21	$89.11	$98.14	71.7%	20.5%	44.2%	19.1%	0.0%	0.0%	3.4%	1.5K	-22.9K	-471	0.00	98.44	0	0	37	6
2012-08-22	$89.89	$98.14	68.4%	19.6%	44.2%	17.9%	0.0%	0.0%	0.0%	1.4K	-13.3K	-418	0.00	95.85	0	0	37	6
2012-08-23	$90.28	$98.14	71.2%	20.4%	44.0%	18.9%	71.1%	0.0%	8.0%	1.5K	-24.5K	-491	0.91	32.23	1	1	37	6
2012-08-24	$92.05	$98.14	70.0%	20.1%	40.8%	18.5%	70.6%	0.0%	4.6%	1.5K	-20.7K	-503	0.00	25.18	2	0	37	6
2012-08-27	$87.54	$98.14	62.1%	17.8%	43.4%	15.6%	71.3%	0.0%	5.2%	1.3K	-8.7K	-402	0.15	36.17	2	0	37	6
2012-08-28	$91.07	$98.14	57.0%	16.3%	45.6%	13.7%	0.0%	0.0%	11.0%	1.7K	-19.4K	-471	0.09	36.73	1	0	39	7
2012-08-29	$93.23	$98.14	74.1%	21.2%	46.5%	20.0%	0.0%	0.0%	1.4%	1.8K	-27.8K	-488	0.00	47.97	2	0	39	7
2012-08-30	$92.44	$98.14	66.8%	19.2%	45.4%	17.3%	67.5%	0.0%	8.8%	2.1K	-44.3K	-561	0.00	34.59	6	0	40	7
2012-08-31	$90.09	$98.14	57.5%	16.5%	45.7%	13.9%	0.0%	0.0%	14.6%	2.0K	-28.2K	-530	0.00	57.53	0	0	43	7