AGEN Options History — October 2012

In October 2012, AGEN traded between $86.75 and $94.01. ATM implied volatility averaged 61.2%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 25.2% (HV 20d: 36.1%). 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 19 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2012-10-05: Highest Volume — 5 contracts
2012-10-11: Largest IV spike — 38.0% change
2012-10-26: Highest IV Rank — 22.3%
2012-10-26: Largest Expected Move — 23.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$90.20	$86.75	$94.01	$89.70	$87.73
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	61.2%	41.3%	80.3%	41.3%	79.7%
Expected Move	18.8%	11.8%	23.0%	11.8%	22.8%
HV 20d	36.1%	29.8%	40.2%	40.2%	39.3%
HV 60d	41.1%	39.1%	42.7%	41.5%	41.1%
IV Rank	15.3%	7.9%	22.3%	7.9%	22.1%
IV Percentile	17.5%	0.9%	50.6%	0.9%	49.4%
Term Structure	28.3%	-4.9%	51.9%	35.9%	3.3%
VWIV	59.2%	36.8%	70.7%	36.8%	70.2%
Bid-Ask Spread %	103.27	31.10	181.61	31.10	105.25
Gamma HHI	0.52	0.50	0.59	0.51	0.56
Net GEX	3.4K	2.4K	4.4K	3.8K	2.8K
Net DEX	-91.2K	-126.2K	-52.4K	-90.2K	-59.8K
Net VEX	-686	-831	-558	-711	-567
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.714	0	5	1	0
Total OI	81.571	76	85	77	85

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	Spread %	Call Vol	Put Vol	Call OI	Put OI
2012-10-01	$89.70	$98.14	41.3%	11.8%	40.2%	7.9%	36.8%	0.0%	35.9%	3.8K	-90.2K	-711	31.10	1	0	71	6
2012-10-02	$90.68	$98.14	46.5%	13.3%	39.6%	9.8%	0.0%	0.0%	29.5%	3.7K	-92.5K	-705	76.99	0	0	70	6
2012-10-03	$91.46	$98.14	41.4%	11.9%	39.0%	7.9%	0.0%	0.0%	31.9%	3.7K	-87.5K	-698	181.61	0	0	70	6
2012-10-04	$91.07	$98.14	46.2%	13.2%	36.5%	9.7%	0.0%	0.0%	33.4%	3.8K	-86.8K	-688	102.35	0	0	70	6
2012-10-05	$92.25	$98.14	48.5%	21.1%	36.8%	10.6%	0.0%	0.0%	39.1%	3.7K	-95.9K	-722	104.68	5	0	70	6
2012-10-08	$94.01	$98.14	48.0%	21.1%	37.6%	10.4%	0.0%	0.0%	35.1%	4.4K	-126.2K	-831	93.05	1	0	76	6
2012-10-09	$92.64	$98.14	53.1%	20.9%	37.7%	12.3%	0.0%	0.0%	42.4%	4.2K	-125.2K	-815	104.21	0	0	76	6
2012-10-10	$90.68	$98.14	53.8%	21.3%	38.1%	12.5%	0.0%	0.0%	38.5%	3.8K	-111.6K	-754	102.02	0	0	76	6
2012-10-11	$93.42	$98.14	74.3%	21.3%	39.4%	20.1%	0.0%	0.0%	34.3%	3.7K	-117.2K	-757	101.93	0	0	76	6
2012-10-12	$89.89	$98.14	71.8%	20.6%	33.2%	19.2%	0.0%	0.0%	49.9%	3.3K	-107.7K	-717	108.28	0	0	76	6
2012-10-15	$90.87	$98.14	71.7%	20.6%	33.1%	19.1%	0.0%	0.0%	51.9%	4.0K	-115.3K	-766	114.77	0	0	76	6
2012-10-16	$91.07	$98.14	71.7%	20.6%	33.1%	19.1%	0.0%	0.0%	38.5%	3.7K	-105.0K	-707	112.59	0	0	76	6
2012-10-17	$92.44	$98.14	70.7%	20.3%	33.4%	18.8%	70.7%	0.0%	36.8%	3.9K	-103.4K	-710	114.45	2	0	76	6
2012-10-18	$90.87	$98.14	63.2%	18.1%	34.0%	16.0%	0.0%	0.0%	29.7%	3.0K	-87.1K	-673	114.00	1	0	78	6
2012-10-19	$86.75	$98.14	63.4%	18.2%	34.7%	16.0%	70.2%	0.0%	24.9%	2.4K	-52.4K	-558	85.20	4	0	78	6
2012-10-22	$86.95	$98.14	65.0%	18.6%	34.1%	16.6%	0.0%	0.0%	6.8%	2.7K	-65.1K	-593	94.72	0	0	78	6
2012-10-23	$86.75	$98.14	72.0%	20.7%	33.9%	19.3%	0.0%	0.0%	-4.9%	2.8K	-76.9K	-629	97.43	0	1	78	6
2012-10-24	$86.95	$98.14	51.8%	14.9%	29.8%	11.8%	0.0%	0.0%	35.2%	2.6K	-54.8K	-570	116.94	0	0	78	7
2012-10-25	$91.27	$98.14	71.3%	20.4%	34.6%	19.0%	0.0%	0.0%	-1.0%	3.1K	-72.8K	-619	107.56	0	0	78	7
2012-10-26	$86.75	$98.14	80.3%	23.0%	39.1%	22.3%	0.0%	0.0%	2.4%	3.0K	-82.8K	-615	99.53	0	0	78	7
2012-10-31	$87.73	$98.14	79.7%	22.8%	39.3%	22.1%	0.0%	0.0%	3.3%	2.8K	-59.8K	-567	105.25	0	0	78	7