AGEN Options History — September 2012

In September 2012, AGEN traded between $88.13 and $98.92. ATM implied volatility averaged 71.7%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 29.0% (HV 20d: 42.7%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.15.

Notable Days

2012-09-14: Highest Volume — 9 contracts
2012-09-28: Largest IV spike — 38.1% change
2012-09-24: Highest IV Rank — 22.4%
2012-09-07: Largest Expected Move — 23.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.84	$88.13	$98.92	$92.05	$90.48
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	71.7%	54.9%	80.5%	59.8%	75.8%
Expected Move	21.1%	15.7%	23.1%	17.1%	21.7%
HV 20d	42.7%	37.4%	46.8%	46.2%	41.2%
HV 60d	40.5%	38.9%	41.5%	40.3%	41.5%
IV Rank	19.1%	12.9%	22.4%	14.7%	20.6%
IV Percentile	27.7%	3.0%	45.9%	8.2%	36.8%
Term Structure	0.6%	-8.3%	16.9%	9.8%	-3.1%
VWIV	75.5%	69.8%	80.7%	71.9%	69.8%
Bid-Ask Spread %	55.28	20.96	76.74	59.40	58.45
Gamma HHI	0.58	0.50	0.76	0.75	0.50
Net GEX	3.2K	2.1K	4.1K	2.1K	3.7K
Net DEX	-71.0K	-118.3K	-30.6K	-30.6K	-101.9K
Net VEX	-649	-774	-521	-521	-755
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	1.00	0.00	1.00
Total Volume	2.526	0	9	2	0
Total OI	64.842	50	77	50	77

Daily Data (19 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
2012-09-04	$92.05	$98.14	59.8%	17.1%	46.2%	14.7%	0.0%	0.0%	9.8%	2.1K	-30.6K	-521	0.00	59.40	2	0	43	7
2012-09-05	$94.01	$98.14	71.9%	20.6%	46.8%	19.2%	71.9%	0.0%	1.3%	2.2K	-37.6K	-524	0.00	61.22	2	0	43	7
2012-09-06	$97.35	$98.14	72.0%	20.6%	46.6%	19.2%	72.0%	0.0%	4.3%	2.8K	-61.7K	-608	0.00	48.48	6	0	44	7
2012-09-07	$98.14	$0.00	64.8%	23.1%	46.4%	16.6%	80.7%	0.0%	-3.5%	3.4K	-79.5K	-714	0.00	68.16	0	0	50	7
2012-09-10	$98.33	$98.14	72.5%	20.6%	39.2%	19.4%	0.0%	0.0%	3.8%	3.4K	-78.1K	-652	0.00	67.29	2	0	50	7
2012-09-11	$98.92	$98.14	62.6%	21.9%	37.4%	15.8%	0.0%	0.0%	1.5%	4.1K	-99.8K	-717	0.00	74.83	0	0	52	7
2012-09-12	$97.74	$98.14	72.0%	22.9%	37.9%	19.2%	0.0%	0.0%	-8.3%	3.7K	-74.6K	-611	0.00	68.11	0	0	52	7
2012-09-13	$95.78	$98.14	79.8%	22.9%	38.8%	22.1%	0.0%	0.0%	-4.2%	3.9K	-75.8K	-628	0.10	76.74	5	1	52	7
2012-09-14	$89.30	$98.14	77.3%	22.2%	44.5%	21.2%	0.0%	0.0%	-3.3%	2.9K	-44.9K	-575	0.03	44.13	9	0	56	7
2012-09-17	$88.32	$98.14	77.3%	22.2%	44.3%	21.2%	0.0%	0.0%	1.0%	3.0K	-48.4K	-614	0.00	52.17	7	0	60	7
2012-09-18	$88.13	$98.14	75.0%	21.5%	43.4%	20.4%	0.0%	0.0%	2.6%	2.5K	-43.4K	-604	0.00	47.17	1	0	65	7
2012-09-19	$88.52	$98.14	79.8%	22.9%	42.6%	22.1%	0.0%	0.0%	-1.7%	2.7K	-50.8K	-627	0.00	53.27	0	0	65	7
2012-09-20	$88.13	$98.14	78.3%	22.4%	42.5%	21.6%	0.0%	0.0%	0.3%	2.6K	-45.7K	-610	0.00	42.02	0	0	65	7
2012-09-21	$91.85	$98.14	78.3%	22.5%	45.1%	21.6%	78.3%	0.0%	-1.5%	2.9K	-58.8K	-661	0.14	38.85	7	1	65	7
2012-09-24	$93.23	$98.14	80.5%	23.1%	44.8%	22.4%	80.3%	0.0%	-6.7%	3.8K	-110.3K	-774	0.75	20.96	0	0	68	5
2012-09-25	$93.82	$98.14	69.6%	20.0%	40.6%	18.4%	69.8%	0.0%	0.1%	3.9K	-118.3K	-764	0.03	32.08	2	0	68	5
2012-09-26	$89.50	$98.14	60.3%	17.3%	42.0%	14.9%	0.0%	0.0%	2.3%	3.4K	-94.1K	-675	0.00	60.80	1	0	69	5
2012-09-27	$90.28	$98.14	54.9%	15.7%	41.2%	12.9%	0.0%	0.0%	16.9%	3.9K	-94.0K	-688	1.00	76.21	1	1	70	5
2012-09-28	$90.48	$98.14	75.8%	21.7%	41.2%	20.6%	0.0%	0.0%	-3.1%	3.7K	-101.9K	-755	0.00	58.45	0	0	71	6