AGEN Options History — December 2012

In December 2012, AGEN traded between $73.01 and $85.18. ATM implied volatility averaged 83.2%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 34.1% (HV 20d: 49.2%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.03.

Notable Days

2012-12-28: Highest Volume — 5 contracts
2012-12-13: Largest IV drop — 53.0% change
2012-12-12: Highest IV Rank — 64.9%
2012-12-31: Largest Expected Move — 34.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.42	$73.01	$85.18	$82.24	$80.47
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	83.2%	65.4%	142.3%	70.8%	120.6%
Expected Move	21.7%	17.3%	34.6%	20.3%	34.6%
HV 20d	49.2%	37.4%	57.8%	56.5%	49.1%
HV 60d	44.3%	42.7%	47.5%	44.8%	47.5%
IV Rank	31.5%	16.8%	64.9%	18.8%	53.4%
IV Percentile	47.7%	16.5%	87.0%	24.2%	86.6%
Term Structure	13.3%	-38.0%	31.8%	2.0%	-35.1%
VWIV	56.4%	56.4%	56.4%	56.4%	56.4%
Bid-Ask Spread %	112.74	103.13	118.88	112.17	118.88
Gamma HHI	0.51	0.50	0.55	0.51	0.55
Net GEX	1.9K	1.6K	2.5K	2.4K	2.4K
Net DEX	-63.9K	-91.9K	-36.1K	-85.5K	-86.5K
Net VEX	-684	-826	-550	-761	-720
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.17	0.00	0.01
Total Volume	0.9	0	5	3	0
Total OI	56.4	54	60	54	60

Daily Data (20 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
2012-12-03	$82.24	$98.14	70.8%	20.3%	56.5%	18.8%	0.0%	0.0%	2.0%	2.4K	-85.5K	-761	0.00	112.17	3	0	47	7
2012-12-04	$84.40	$98.14	73.0%	20.9%	57.0%	19.6%	0.0%	0.0%	18.9%	2.4K	-89.8K	-771	0.00	111.77	0	0	47	7
2012-12-05	$83.61	$98.14	69.0%	19.8%	56.9%	18.1%	0.0%	0.0%	14.9%	2.4K	-80.4K	-737	0.00	113.67	0	1	47	7
2012-12-06	$85.18	$98.14	65.4%	18.8%	55.7%	16.8%	0.0%	0.0%	14.7%	2.5K	-91.9K	-826	0.00	113.50	0	0	47	8
2012-12-07	$81.65	$0.00	82.9%	17.3%	56.4%	23.3%	56.4%	0.0%	29.4%	2.3K	-85.9K	-777	0.00	116.46	0	0	47	8
2012-12-10	$78.51	$98.14	92.3%	19.0%	57.8%	38.4%	0.0%	0.0%	28.8%	1.7K	-61.9K	-695	0.00	109.50	2	0	47	8
2012-12-11	$78.51	$98.14	96.4%	20.0%	54.8%	40.6%	0.0%	0.0%	23.5%	1.7K	-54.8K	-674	0.00	112.27	0	0	48	8
2012-12-12	$76.15	$98.14	142.3%	18.9%	48.9%	64.9%	0.0%	0.0%	21.8%	1.7K	-57.7K	-672	0.00	113.22	4	0	48	8
2012-12-13	$76.15	$98.14	66.8%	19.2%	47.7%	24.9%	0.0%	0.0%	24.3%	1.8K	-59.2K	-673	0.00	113.51	0	0	50	8
2012-12-14	$76.74	$98.14	65.6%	18.8%	44.8%	24.2%	0.0%	0.0%	27.7%	1.8K	-54.8K	-668	0.00	114.70	0	0	50	8
2012-12-17	$77.72	$98.14	66.5%	19.1%	44.6%	24.7%	0.0%	0.0%	29.4%	1.8K	-60.3K	-679	0.00	113.34	0	0	50	8
2012-12-18	$79.29	$98.14	83.3%	23.9%	44.6%	33.6%	0.0%	0.0%	21.9%	1.9K	-60.7K	-690	0.00	111.51	0	0	50	8
2012-12-19	$77.33	$98.14	68.2%	19.6%	45.8%	25.7%	0.0%	0.0%	31.8%	1.8K	-54.2K	-643	0.00	112.85	1	0	50	8
2012-12-20	$76.15	$98.14	90.3%	25.9%	46.2%	37.3%	0.0%	0.0%	-13.4%	1.8K	-52.5K	-632	0.00	103.13	0	0	50	8
2012-12-21	$76.74	$98.14	73.0%	20.9%	45.8%	28.2%	0.0%	0.0%	20.6%	1.7K	-52.6K	-627	0.17	112.23	2	0	50	8
2012-12-24	$75.17	$98.14	75.3%	21.6%	46.4%	29.4%	0.0%	0.0%	17.5%	1.8K	-54.3K	-646	0.00	113.69	0	0	48	8
2012-12-26	$75.17	$98.14	74.6%	21.4%	43.8%	29.0%	0.0%	0.0%	4.2%	1.7K	-45.2K	-606	0.00	114.18	0	0	48	8
2012-12-27	$74.19	$98.14	78.8%	22.6%	43.2%	31.2%	0.0%	0.0%	21.8%	1.8K	-53.0K	-628	0.00	111.78	0	0	48	8
2012-12-28	$73.01	$98.14	109.5%	31.4%	37.4%	47.5%	0.0%	0.0%	-38.0%	1.6K	-36.1K	-550	0.01	112.54	5	0	48	7
2012-12-31	$80.47	$98.14	120.6%	34.6%	49.1%	53.4%	0.0%	0.0%	-35.1%	2.4K	-86.5K	-720	0.00	118.88	0	0	53	7