AGEN Options History — November 2012

In November 2012, AGEN traded between $67.71 and $89.89. ATM implied volatility averaged 78.6%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 32.7% (HV 20d: 45.9%). Max pain ranged from $49.07 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 0.35.

Notable Days

2012-11-16: Highest Volume — 6 contracts
2012-11-12: Largest IV spike — 49.5% change
2012-11-12: Highest IV Rank — 32.5%
2012-11-23: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.03	$67.71	$89.89	$87.93	$84.99
Max Pain	$77.11	$49.07	$98.14	$98.14	$49.07
ATM IV	78.6%	55.4%	107.8%	71.0%	55.5%
Expected Move	22.0%	15.9%	29.3%	20.4%	15.9%
HV 20d	45.9%	38.8%	55.4%	39.0%	55.4%
HV 60d	41.7%	39.2%	44.6%	41.0%	44.6%
IV Rank	21.7%	13.1%	32.5%	18.9%	13.2%
IV Percentile	45.6%	6.5%	77.5%	26.4%	6.5%
Term Structure	3.0%	-26.8%	36.4%	11.3%	34.2%
VWIV	70.1%	50.5%	82.3%	74.4%	57.3%
Bid-Ask Spread %	108.29	89.37	185.64	103.76	114.14
Gamma HHI	0.57	0.51	0.69	0.58	0.51
Net GEX	1.9K	1.0K	3.5K	2.9K	2.6K
Net DEX	-50.5K	-100.2K	-10.3K	-61.9K	-100.2K
Net VEX	-469	-709	-295	-566	-709
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.00	2.50	0.00	1.15
Total Volume	1.571	0	6	0	6
Total OI	69.238	40	92	85	49

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
2012-11-01	$87.93	$98.14	71.0%	20.4%	39.0%	18.9%	0.0%	0.0%	11.3%	2.9K	-61.9K	-566	0.00	103.76	0	0	78	7
2012-11-02	$87.73	$98.14	55.4%	15.9%	38.8%	13.1%	0.0%	0.0%	31.0%	2.8K	-43.1K	-533	0.00	113.80	5	0	78	7
2012-11-05	$89.30	$98.14	78.0%	19.5%	39.5%	21.5%	0.0%	0.0%	20.3%	3.4K	-77.8K	-621	0.00	100.69	0	0	83	7
2012-11-06	$89.89	$98.14	73.0%	21.3%	39.2%	19.6%	74.4%	0.0%	15.4%	3.5K	-78.9K	-624	0.33	105.76	1	0	83	7
2012-11-07	$86.36	$98.14	80.5%	22.5%	40.8%	22.4%	79.3%	0.0%	11.3%	3.1K	-63.9K	-589	0.00	89.37	0	0	83	7
2012-11-08	$83.42	$98.14	72.9%	20.9%	42.0%	19.6%	74.6%	0.0%	20.9%	1.6K	-45.1K	-500	0.00	92.25	1	0	83	6
2012-11-09	$82.04	$98.14	72.1%	19.6%	41.8%	19.3%	0.0%	0.0%	11.7%	1.8K	-54.0K	-532	2.50	104.52	0	0	86	6
2012-11-12	$77.92	$98.14	107.8%	22.9%	42.8%	32.5%	0.0%	0.0%	-1.7%	1.5K	-34.3K	-456	0.00	97.49	0	0	85	6
2012-11-13	$72.42	$98.14	88.2%	25.3%	47.5%	25.2%	0.0%	0.0%	-11.7%	1.2K	-11.6K	-354	0.00	110.78	0	0	85	6
2012-11-14	$70.46	$98.14	86.4%	24.8%	47.1%	24.6%	0.0%	0.0%	-11.5%	1.1K	-10.3K	-343	0.00	94.95	0	0	85	6
2012-11-15	$67.71	$98.14	82.5%	23.6%	47.7%	23.1%	0.0%	0.0%	-10.2%	1.0K	-33.7K	-376	0.00	97.13	0	0	85	3
2012-11-16	$69.09	$98.14	84.1%	24.1%	48.1%	23.7%	82.3%	0.0%	-15.2%	1.0K	-20.4K	-317	0.00	112.53	6	0	85	4
2012-11-19	$70.46	$49.07	88.2%	25.3%	49.6%	25.2%	0.0%	0.0%	-9.3%	1.2K	-33.7K	-295	0.00	111.59	1	0	37	3
2012-11-20	$71.44	$49.07	81.0%	23.2%	48.8%	22.6%	0.0%	0.0%	3.4%	1.3K	-48.0K	-389	0.00	185.64	0	0	38	3
2012-11-21	$71.05	$49.07	89.1%	25.5%	48.6%	25.5%	0.0%	0.0%	-15.7%	1.3K	-46.2K	-380	0.00	112.72	0	0	38	3
2012-11-23	$72.42	$49.07	102.1%	29.3%	49.7%	30.3%	0.0%	0.0%	-26.8%	1.4K	-52.3K	-388	0.00	112.83	0	0	38	3
2012-11-26	$71.64	$49.07	89.0%	25.5%	49.5%	25.5%	72.3%	0.0%	0.9%	1.4K	-50.5K	-380	0.00	111.87	3	0	38	3
2012-11-27	$74.78	$49.07	72.8%	20.9%	48.7%	19.5%	0.0%	0.0%	-23.7%	1.4K	-48.1K	-409	0.00	111.11	1	0	38	3
2012-11-28	$76.55	$49.07	62.2%	17.8%	47.5%	15.6%	0.0%	0.0%	-8.7%	1.5K	-60.0K	-467	0.00	96.73	6	0	38	3
2012-11-29	$81.06	$49.07	59.4%	17.0%	52.3%	14.6%	50.5%	0.0%	36.4%	2.2K	-87.4K	-621	0.57	94.39	2	1	45	3
2012-11-30	$84.99	$49.07	55.5%	15.9%	55.4%	13.2%	57.3%	0.0%	34.2%	2.6K	-100.2K	-709	1.15	114.14	3	3	45	4