AGEN Options History — January 2013

In January 2013, AGEN traded between $78.31 and $89.30. ATM implied volatility averaged 79.9%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 35.3% (HV 20d: 44.6%). 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 13 of 21 days. Put/call ratio averaged 0.55.

Notable Days

2013-01-31: Highest Volume — 24 contracts
2013-01-25: Largest IV spike — 27.2% change
2013-01-09: Highest IV Rank — 48.0%
2013-01-09: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.13	$78.31	$89.30	$83.22	$89.30
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	79.9%	62.2%	106.0%	68.5%	74.4%
Expected Move	22.9%	17.8%	29.3%	19.6%	21.3%
HV 20d	44.6%	31.9%	49.3%	49.3%	33.2%
HV 60d	47.2%	45.9%	48.2%	48.0%	46.8%
IV Rank	33.5%	23.6%	48.0%	27.1%	30.4%
IV Percentile	55.2%	12.6%	87.0%	22.5%	44.6%
Term Structure	5.6%	-9.0%	42.7%	24.2%	11.4%
VWIV	79.7%	63.0%	91.9%	63.0%	84.2%
Bid-Ask Spread %	63.64	36.62	112.54	112.54	83.35
Gamma HHI	0.63	0.52	0.75	0.55	0.75
Net GEX	2.8K	786	4.6K	2.6K	4.6K
Net DEX	-65.5K	-140.2K	-10.2K	-78.4K	-140.2K
Net VEX	-666	-847	-490	-697	-847
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.00	5.00	5.00	0.14
Total Volume	1.762	0	24	1	24
Total OI	64.81	60	74	60	74

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
2013-01-02	$83.22	$98.14	68.5%	19.6%	49.3%	27.1%	0.0%	0.0%	24.2%	2.6K	-78.4K	-697	5.00	112.54	0	1	53	7
2013-01-03	$81.45	$98.14	76.2%	21.8%	49.0%	31.4%	0.0%	0.0%	21.9%	2.5K	-78.6K	-744	0.00	112.25	0	0	53	9
2013-01-04	$82.04	$98.14	75.4%	22.6%	49.0%	31.0%	0.0%	0.0%	1.0%	2.6K	-82.2K	-742	0.00	37.77	0	0	53	9
2013-01-07	$80.86	$98.14	77.5%	23.5%	48.6%	32.1%	0.0%	0.0%	-2.2%	2.6K	-82.2K	-723	0.00	38.14	0	0	53	9
2013-01-08	$80.27	$98.14	84.5%	22.5%	46.4%	36.1%	0.0%	0.0%	4.4%	2.4K	-66.4K	-688	0.00	36.85	0	0	53	9
2013-01-09	$78.31	$98.14	106.0%	29.3%	45.1%	48.0%	0.0%	0.0%	-9.0%	2.3K	-55.8K	-644	0.00	39.65	1	0	53	9
2013-01-10	$80.27	$98.14	77.8%	22.3%	45.9%	32.3%	0.0%	0.0%	3.3%	2.6K	-74.5K	-702	0.35	36.62	1	0	54	9
2013-01-11	$78.90	$98.14	84.6%	24.2%	44.9%	36.1%	0.0%	0.0%	-6.5%	2.5K	-60.4K	-652	0.00	37.45	0	0	55	9
2013-01-14	$79.29	$98.14	87.6%	25.1%	44.9%	37.8%	0.0%	0.0%	-6.7%	2.5K	-60.6K	-652	0.00	46.94	0	0	55	9
2013-01-15	$80.08	$98.14	80.4%	23.0%	45.0%	33.7%	0.0%	0.0%	3.2%	2.5K	-48.9K	-605	0.00	40.26	0	0	55	9
2013-01-16	$79.69	$98.14	81.8%	23.5%	44.9%	34.5%	0.0%	0.0%	-1.5%	2.3K	-16.2K	-514	0.00	43.17	0	0	55	9
2013-01-17	$80.47	$98.14	80.4%	23.0%	44.4%	33.7%	0.0%	0.0%	4.3%	2.5K	-27.5K	-549	1.00	41.23	0	0	55	9
2013-01-18	$81.26	$98.14	62.2%	17.8%	43.5%	23.6%	0.0%	0.0%	42.7%	786	-10.2K	-490	0.00	70.55	0	0	55	9
2013-01-22	$83.02	$98.14	74.4%	21.3%	43.4%	30.4%	63.0%	0.0%	-3.0%	2.8K	-49.9K	-600	0.40	81.68	0	0	55	8
2013-01-23	$85.18	$98.14	78.8%	22.6%	44.1%	32.8%	0.0%	0.0%	10.6%	2.9K	-53.4K	-622	0.71	82.14	0	0	55	9
2013-01-24	$82.43	$98.14	71.5%	20.5%	45.2%	28.8%	0.0%	0.0%	3.6%	2.9K	-40.7K	-572	0.00	79.09	0	0	55	9
2013-01-25	$81.84	$98.14	90.9%	26.1%	45.4%	39.6%	0.0%	0.0%	-1.9%	2.8K	-52.5K	-604	0.00	84.44	4	0	55	9
2013-01-28	$85.38	$98.14	81.7%	23.4%	46.8%	34.5%	91.9%	0.0%	5.5%	3.4K	-79.2K	-703	0.00	81.90	5	0	59	9
2013-01-29	$85.97	$98.14	73.9%	21.2%	46.0%	30.1%	0.0%	0.0%	15.0%	4.0K	-104.7K	-808	0.08	81.16	1	0	64	9
2013-01-30	$85.57	$98.14	90.2%	25.9%	31.9%	39.2%	0.0%	0.0%	-2.8%	4.3K	-113.7K	-819	0.00	69.32	0	0	65	9
2013-01-31	$89.30	$98.14	74.4%	21.3%	33.2%	30.4%	84.2%	0.0%	11.4%	4.6K	-140.2K	-847	0.14	83.35	21	3	65	9