AGEN Options History — March 2013

In March 2013, AGEN traded between $76.35 and $87.73. ATM implied volatility averaged 87.1%, placing in the 54.9% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 46.6% (HV 20d: 40.5%). 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 0.68.

Notable Days

2013-03-18: Highest Volume — 3 contracts
2013-03-28: Largest IV spike — 68.5% change
2013-03-13: Highest IV Rank — 88.2%
2013-03-28: Largest Expected Move — 30.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.10	$76.35	$87.73	$84.40	$76.35
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	87.1%	60.1%	127.8%	88.1%	107.4%
Expected Move	26.0%	18.3%	30.8%	25.2%	30.8%
HV 20d	40.5%	26.0%	51.8%	51.1%	26.0%
HV 60d	43.1%	38.7%	44.7%	44.7%	38.7%
IV Rank	54.9%	32.8%	88.2%	55.7%	71.5%
IV Percentile	67.5%	10.2%	99.6%	81.7%	98.0%
Term Structure	12.9%	-20.7%	49.9%	-0.9%	-20.7%
VWIV	85.5%	47.2%	107.2%	82.1%	47.2%
Bid-Ask Spread %	81.17	29.00	96.00	79.55	86.82
Gamma HHI	0.66	0.54	0.83	0.61	0.68
Net GEX	3.5K	1.1K	6.6K	3.4K	2.4K
Net DEX	-50.0K	-141.6K	72.2K	-141.6K	-24.9K
Net VEX	-777	-1.0K	-192	-1.0K	-635
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.00	8.75	0.36	1.00
Total Volume	0.65	0	3	1	0
Total OI	75.7	73	79	74	75

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
2013-03-01	$84.40	$98.14	88.1%	25.2%	51.1%	55.7%	82.1%	0.0%	-0.9%	3.4K	-141.6K	-1.0K	0.36	79.55	1	0	62	12
2013-03-04	$86.36	$98.14	72.6%	28.9%	51.8%	43.1%	0.0%	0.0%	6.9%	1.1K	72.2K	-192	0.00	94.88	0	0	62	12
2013-03-05	$87.54	$98.14	68.7%	27.4%	51.5%	39.9%	95.4%	0.0%	3.9%	6.2K	24.7K	-558	0.36	89.91	1	0	62	12
2013-03-06	$87.34	$98.14	76.3%	29.6%	50.4%	46.1%	0.0%	0.0%	0.3%	6.6K	-11.4K	-748	8.75	93.53	0	2	63	12
2013-03-07	$87.73	$98.14	60.1%	27.3%	46.2%	32.8%	0.0%	0.0%	11.6%	5.7K	-14.1K	-798	0.00	86.39	1	0	63	14
2013-03-08	$86.56	$98.14	99.4%	27.7%	46.2%	65.0%	96.6%	0.0%	5.5%	5.7K	-2.3K	-752	0.00	89.48	2	0	63	14
2013-03-11	$86.95	$98.14	107.3%	25.6%	44.6%	71.4%	89.1%	0.0%	26.9%	3.9K	-97.2K	-995	0.00	93.67	0	0	65	14
2013-03-12	$85.77	$98.14	93.7%	28.7%	44.7%	60.3%	0.0%	0.0%	12.1%	3.7K	-95.4K	-967	0.00	71.13	0	0	65	14
2013-03-13	$86.16	$98.14	127.8%	28.5%	42.8%	88.2%	0.0%	0.0%	10.2%	3.4K	-111.5K	-994	0.00	79.01	0	0	65	14
2013-03-14	$86.16	$98.14	95.3%	27.3%	40.0%	61.6%	0.0%	0.0%	9.7%	3.5K	-111.9K	-993	0.00	29.00	0	0	65	14
2013-03-15	$85.38	$98.14	95.8%	27.5%	40.1%	62.0%	0.0%	0.0%	13.4%	2.8K	-134.2K	-1.0K	0.00	74.99	0	0	65	14
2013-03-18	$82.63	$98.14	97.6%	28.0%	41.7%	63.5%	98.5%	0.0%	7.2%	3.0K	-92.1K	-880	0.00	68.51	3	0	59	14
2013-03-19	$81.65	$98.14	93.5%	26.8%	38.0%	60.2%	93.5%	0.0%	4.9%	3.2K	-63.7K	-815	0.03	72.68	2	0	60	14
2013-03-20	$81.45	$98.14	78.8%	22.6%	33.2%	48.1%	0.0%	0.0%	24.2%	3.0K	-29.5K	-719	0.00	96.00	0	0	60	14
2013-03-21	$77.92	$98.14	72.7%	20.8%	36.3%	43.2%	0.0%	0.0%	24.0%	2.7K	-38.7K	-707	1.00	92.30	0	0	60	14
2013-03-22	$76.94	$98.14	90.3%	25.9%	35.2%	57.6%	107.2%	0.0%	-1.9%	2.5K	-27.8K	-687	0.00	68.50	0	0	60	14
2013-03-25	$78.51	$98.14	75.3%	21.6%	30.5%	45.3%	59.4%	0.0%	47.8%	2.7K	-47.0K	-733	0.00	93.98	1	0	60	14
2013-03-26	$78.12	$98.14	76.7%	22.0%	30.0%	46.4%	0.0%	0.0%	22.1%	2.6K	-30.3K	-691	0.00	93.39	0	0	61	14
2013-03-27	$78.12	$98.14	63.7%	18.3%	29.6%	35.8%	47.2%	0.0%	49.9%	2.5K	-23.8K	-632	0.00	69.65	0	0	61	14
2013-03-28	$76.35	$98.14	107.4%	30.8%	26.0%	71.5%	0.0%	0.0%	-20.7%	2.4K	-24.9K	-635	1.00	86.82	0	0	61	14