AGEN Options History — April 2013

In April 2013, AGEN traded between $75.17 and $96.76. ATM implied volatility averaged 98.5%, placing in the 64.3% IV rank vs the trailing year. The 30-day expected move averaged 29.4%. IV traded above realized volatility by 48.9% (HV 20d: 49.6%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.71.

Notable Days

2013-04-30: Highest Volume — 13 contracts
2013-04-10: Largest IV spike — 36.8% change
2013-04-23: Highest IV Rank — 82.5%
2013-04-23: Largest Expected Move — 34.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$85.29	$75.17	$96.76	$75.37	$95.39
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	98.5%	62.5%	120.9%	88.4%	116.7%
Expected Move	29.4%	17.9%	34.7%	25.3%	33.5%
HV 20d	49.6%	25.9%	62.0%	25.9%	62.0%
HV 60d	45.1%	38.1%	49.6%	38.1%	49.6%
IV Rank	64.3%	34.8%	82.5%	56.0%	79.1%
IV Percentile	82.3%	12.7%	99.2%	82.1%	97.2%
Term Structure	-2.8%	-20.3%	43.7%	1.9%	-14.7%
VWIV	111.4%	82.3%	157.3%	99.0%	115.8%
Bid-Ask Spread %	48.89	24.60	94.91	94.14	27.81
Gamma HHI	0.68	0.60	0.80	0.72	0.68
Net GEX	3.6K	2.1K	5.9K	2.1K	5.4K
Net DEX	-86.6K	-194.3K	1.2K	1.2K	-187.6K
Net VEX	-736	-983	-529	-538	-983
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.00	6.00	1.25	0.22
Total Volume	2.091	0	13	0	13
Total OI	79.364	75	95	75	95

Daily Data (22 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
2013-04-01	$75.37	$98.14	88.4%	25.3%	25.9%	56.0%	0.0%	0.0%	1.9%	2.1K	1.2K	-538	1.25	94.14	0	0	61	14
2013-04-02	$77.92	$98.14	86.4%	24.8%	27.6%	54.3%	0.0%	0.0%	11.5%	2.3K	-16.1K	-585	0.00	94.91	0	0	61	14
2013-04-03	$75.17	$98.14	62.5%	17.9%	28.7%	34.8%	0.0%	0.0%	38.2%	2.2K	-5.4K	-546	0.00	67.98	0	0	61	14
2013-04-04	$76.74	$98.14	80.0%	22.9%	30.4%	49.1%	0.0%	0.0%	43.7%	2.4K	-29.2K	-605	0.00	24.60	0	0	61	14
2013-04-05	$75.17	$98.14	84.2%	29.4%	30.5%	52.5%	0.0%	0.0%	-10.2%	2.1K	-3.7K	-529	6.00	62.60	0	1	61	14
2013-04-08	$80.67	$98.14	77.0%	27.9%	41.1%	46.6%	99.0%	0.0%	8.2%	2.7K	-35.5K	-644	0.04	92.12	1	0	61	15
2013-04-09	$81.84	$98.14	72.9%	30.8%	41.6%	43.4%	107.5%	0.0%	-9.2%	2.9K	-63.8K	-705	0.00	24.78	1	0	61	15
2013-04-10	$89.50	$98.14	99.8%	32.9%	52.7%	65.3%	108.9%	0.0%	-12.9%	3.8K	-129.1K	-847	0.12	63.35	4	1	61	15
2013-04-11	$91.85	$98.14	110.0%	31.5%	53.3%	73.6%	109.1%	0.0%	-9.0%	4.3K	-153.0K	-891	3.75	46.49	0	2	63	16
2013-04-12	$88.52	$98.14	113.1%	32.4%	55.2%	76.2%	0.0%	0.0%	-12.0%	3.9K	-121.6K	-882	0.17	36.34	0	0	63	17
2013-04-15	$87.54	$98.14	109.5%	31.4%	55.3%	73.2%	0.0%	0.0%	-10.2%	3.6K	-109.4K	-829	0.00	40.72	0	0	63	17
2013-04-16	$87.54	$98.14	111.2%	31.9%	53.8%	74.6%	0.0%	0.0%	-13.8%	3.6K	-108.8K	-816	0.00	40.57	0	0	63	17
2013-04-17	$83.61	$98.14	108.5%	31.1%	56.3%	72.4%	108.2%	0.0%	-8.4%	3.3K	-71.6K	-729	0.00	50.26	1	0	63	17
2013-04-18	$80.27	$98.14	118.9%	34.1%	58.3%	80.9%	140.3%	0.0%	-20.3%	2.9K	-65.9K	-712	0.00	27.88	1	0	63	17
2013-04-19	$84.40	$98.14	117.1%	33.6%	58.5%	79.4%	157.3%	0.0%	-17.3%	3.2K	-77.0K	-735	0.00	30.88	2	0	63	17
2013-04-22	$85.77	$98.14	117.1%	33.6%	58.3%	79.5%	117.2%	0.0%	-15.6%	3.5K	-93.8K	-718	0.13	48.87	1	0	61	17
2013-04-23	$90.28	$98.14	120.9%	34.7%	60.4%	82.5%	119.6%	0.0%	-19.3%	3.8K	-123.7K	-779	0.00	37.40	0	0	62	17
2013-04-24	$89.89	$98.14	96.0%	27.5%	60.4%	62.2%	96.8%	0.0%	-0.2%	4.3K	-84.2K	-707	0.00	42.04	2	0	62	17
2013-04-25	$91.27	$98.14	96.0%	27.5%	60.4%	62.2%	96.2%	0.0%	-3.0%	4.7K	-109.8K	-747	0.00	42.32	1	0	64	17
2013-04-26	$90.87	$98.14	82.3%	23.6%	59.5%	51.0%	82.3%	0.0%	13.6%	5.6K	-122.2K	-753	0.40	40.45	6	2	65	17
2013-04-29	$96.76	$98.14	99.4%	28.5%	61.9%	65.0%	101.2%	0.0%	-2.7%	5.9K	-194.3K	-918	0.64	39.02	4	3	70	20
2013-04-30	$95.39	$98.14	116.7%	33.5%	62.0%	79.1%	115.8%	0.0%	-14.7%	5.4K	-187.6K	-983	0.22	27.81	11	2	73	22