AGEN Options History — February 2013

In February 2013, AGEN traded between $80.67 and $95.78. ATM implied volatility averaged 83.0%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 39.5% (HV 20d: 43.5%). 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 18 of 19 days. Put/call ratio averaged 0.21.

Notable Days

2013-02-15: Highest Volume — 4 contracts
2013-02-07: Largest IV spike — 29.6% change
2013-02-25: Highest IV Rank — 60.4%
2013-02-12: Largest Expected Move — 28.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.40	$80.67	$95.78	$89.89	$84.00
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	83.0%	67.8%	100.8%	77.4%	67.8%
Expected Move	24.8%	19.4%	28.9%	25.7%	19.4%
HV 20d	43.5%	31.9%	53.5%	31.9%	53.5%
HV 60d	45.6%	43.5%	47.1%	46.6%	45.2%
IV Rank	42.0%	27.5%	60.4%	32.1%	39.1%
IV Percentile	63.9%	20.9%	95.3%	52.4%	20.9%
Term Structure	18.1%	-3.1%	35.1%	25.6%	35.1%
VWIV	93.7%	84.4%	108.9%	108.9%	95.1%
Bid-Ask Spread %	79.08	49.71	99.17	79.07	94.08
Gamma HHI	0.69	0.55	0.82	0.79	0.82
Net GEX	4.4K	1.8K	8.6K	6.7K	2.7K
Net DEX	-152.6K	-302.8K	60.4K	-213.8K	56.4K
Net VEX	-1.0K	-1.3K	-231	-1.2K	-338
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	0.86	0.00	0.20
Total Volume	0.737	0	4	1	0
Total OI	87.947	71	102	95	74

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	Call OI	Put OI
2013-02-01	$89.89	$98.14	77.4%	25.7%	31.9%	32.1%	108.9%	0.0%	25.6%	6.7K	-213.8K	-1.2K	0.00	79.07	1	84	11
2013-02-04	$87.93	$98.14	70.3%	25.8%	33.2%	28.1%	0.0%	0.0%	23.0%	5.4K	-183.5K	-1.2K	0.50	99.17	0	85	11
2013-02-05	$90.48	$98.14	75.8%	25.8%	33.7%	31.2%	0.0%	0.0%	20.8%	5.8K	-241.4K	-1.2K	0.00	94.04	3	85	12
2013-02-06	$95.39	$98.14	69.1%	26.0%	37.2%	27.5%	0.0%	0.0%	23.8%	8.5K	-291.8K	-1.3K	0.00	93.72	0	87	12
2013-02-07	$95.78	$98.14	89.6%	25.7%	35.1%	38.9%	0.0%	0.0%	24.8%	8.2K	-302.8K	-1.3K	0.38	79.04	0	87	12
2013-02-08	$92.25	$98.14	89.2%	25.6%	38.5%	38.6%	89.2%	0.0%	19.1%	7.9K	-240.0K	-1.3K	0.50	72.36	0	87	12
2013-02-11	$92.64	$98.14	100.0%	28.7%	37.4%	45.9%	100.0%	0.0%	6.8%	8.6K	-235.0K	-1.2K	0.00	65.13	0	87	12
2013-02-12	$89.11	$98.14	100.8%	28.9%	41.0%	46.4%	0.0%	0.0%	8.2%	2.6K	-176.2K	-1.1K	0.13	66.57	1	87	12
2013-02-13	$85.38	$98.14	80.2%	23.0%	44.4%	34.6%	84.4%	0.0%	27.9%	2.4K	-160.8K	-1.1K	0.06	76.14	3	88	12
2013-02-14	$85.77	$98.14	91.3%	26.2%	44.3%	41.0%	92.3%	0.0%	17.3%	2.6K	-167.5K	-1.1K	0.86	80.27	0	89	12
2013-02-15	$85.57	$98.14	95.8%	27.5%	44.3%	43.5%	95.8%	0.0%	17.4%	2.6K	-155.2K	-1.1K	0.04	49.71	4	90	12
2013-02-19	$89.50	$98.14	89.0%	25.5%	46.7%	56.5%	88.9%	0.0%	11.4%	3.3K	-179.2K	-1.1K	0.11	75.16	1	59	12
2013-02-20	$84.79	$98.14	83.3%	23.9%	50.6%	51.9%	94.8%	0.0%	6.8%	3.1K	-174.1K	-1.1K	0.05	60.76	1	61	12
2013-02-21	$83.61	$98.14	80.3%	23.0%	50.0%	49.4%	89.1%	0.0%	6.9%	3.0K	-162.0K	-1.1K	0.00	83.14	0	61	12
2013-02-22	$85.38	$98.14	82.4%	23.6%	49.1%	51.1%	91.8%	0.0%	12.4%	3.5K	-150.8K	-1.1K	0.00	72.20	0	61	12
2013-02-25	$80.67	$98.14	93.8%	26.9%	53.3%	60.4%	95.1%	0.0%	-3.1%	1.8K	60.4K	-231	0.80	71.32	0	61	12
2013-02-26	$81.84	$98.14	72.3%	20.7%	51.2%	42.8%	0.0%	0.0%	28.4%	3.7K	-37.4K	-826	0.00	95.93	0	62	12
2013-02-27	$80.67	$98.14	68.8%	19.7%	51.2%	40.0%	0.0%	0.0%	32.2%	2.3K	54.7K	-299	0.20	94.73	0	62	12
2013-02-28	$84.00	$98.14	67.8%	19.4%	53.5%	39.1%	0.0%	0.0%	35.1%	2.7K	56.4K	-338	0.00	94.08	0	62	12