AGEN Options History — May 2013

In May 2013, AGEN traded between $78.70 and $93.82. ATM implied volatility averaged 93.8%, placing in the 60.4% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 30.7% (HV 20d: 63.1%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 6.02.

Notable Days

2013-05-17: Highest Volume — 12 contracts
2013-05-31: Largest IV spike — 71.2% change
2013-05-14: Highest IV Rank — 93.9%
2013-05-31: Largest Expected Move — 30.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.30	$78.70	$93.82	$93.82	$79.10
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	93.8%	59.0%	134.8%	106.0%	107.2%
Expected Move	24.9%	16.9%	30.7%	30.4%	30.7%
HV 20d	63.1%	47.0%	70.8%	60.5%	47.0%
HV 60d	52.7%	49.5%	55.4%	49.5%	51.6%
IV Rank	60.4%	32.0%	93.9%	70.3%	71.3%
IV Percentile	70.9%	8.3%	99.6%	92.9%	91.3%
Term Structure	-1.6%	-29.9%	21.1%	-13.8%	-29.9%
VWIV	86.8%	45.6%	105.6%	105.6%	66.1%
Bid-Ask Spread %	39.43	16.99	109.98	34.76	36.02
Gamma HHI	0.62	0.50	0.84	0.73	0.50
Net GEX	1.9K	-165	6.3K	6.3K	-62
Net DEX	5.1K	-210.9K	73.0K	-210.9K	41.0K
Net VEX	-756	-1.1K	-579	-1.1K	-881
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.02	0.00	112.00	0.07	0.00
Total Volume	3.273	0	12	11	0
Total OI	84.864	42	109	102	65

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
2013-05-01	$93.82	$98.14	106.0%	30.4%	60.5%	70.3%	105.6%	0.0%	-13.8%	6.3K	-210.9K	-1.1K	0.07	34.76	10	1	78	24
2013-05-02	$85.77	$98.14	88.0%	25.2%	70.1%	55.7%	90.2%	0.0%	3.2%	5.2K	-47.4K	-872	0.00	57.56	7	0	79	24
2013-05-03	$87.93	$98.14	95.3%	27.3%	69.7%	61.7%	96.5%	0.0%	-0.2%	5.7K	-88.8K	-951	0.00	39.66	3	0	80	24
2013-05-06	$85.57	$98.14	90.1%	27.5%	66.6%	57.4%	95.9%	0.0%	-6.3%	5.0K	-43.7K	-831	0.00	56.44	3	0	80	24
2013-05-07	$80.08	$98.14	114.1%	26.6%	70.8%	77.0%	93.5%	0.0%	4.6%	707	70.5K	-579	0.00	30.08	2	0	82	24
2013-05-08	$86.36	$98.14	98.7%	26.4%	68.6%	64.4%	0.0%	0.0%	1.5%	5.4K	-59.9K	-896	0.00	25.29	1	0	83	24
2013-05-09	$85.18	$98.14	99.8%	28.0%	67.9%	65.3%	97.6%	0.0%	-5.3%	6.0K	-74.6K	-868	0.63	23.34	1	1	85	24
2013-05-10	$86.16	$98.14	109.5%	26.2%	66.9%	73.3%	0.0%	0.0%	1.4%	854	69.0K	-627	0.00	32.68	0	0	84	24
2013-05-13	$85.97	$98.14	126.9%	26.3%	66.8%	87.4%	91.9%	0.0%	2.5%	891	66.3K	-625	2.86	21.39	0	1	84	24
2013-05-14	$86.36	$98.14	134.8%	26.6%	66.8%	93.9%	0.0%	0.0%	-0.1%	872	63.0K	-636	0.00	23.32	0	0	84	24
2013-05-15	$82.63	$98.14	123.1%	26.7%	66.7%	84.3%	93.7%	0.0%	-2.1%	790	67.5K	-595	0.07	24.11	2	0	84	24
2013-05-16	$83.61	$98.14	97.6%	28.0%	65.1%	63.5%	0.0%	0.0%	-8.9%	818	69.4K	-602	7.00	27.69	0	0	84	24
2013-05-17	$83.42	$98.14	87.8%	25.2%	62.6%	55.5%	87.9%	0.0%	0.8%	838	73.0K	-600	3.52	16.99	3	9	84	24
2013-05-20	$81.26	$98.14	79.5%	22.8%	62.9%	48.7%	0.0%	0.0%	-7.1%	703	-12.0K	-651	0.00	29.29	1	0	27	15
2013-05-21	$78.70	$98.14	65.9%	18.9%	60.3%	37.6%	76.9%	0.0%	8.7%	733	-7.9K	-639	0.00	58.65	3	0	28	15
2013-05-22	$79.10	$98.14	76.2%	21.8%	60.4%	46.0%	0.0%	0.0%	-7.5%	632	-8.9K	-645	0.15	36.93	4	1	28	15
2013-05-23	$80.86	$98.14	88.1%	25.3%	60.8%	55.8%	0.0%	0.0%	-6.0%	797	-11.0K	-728	0.08	46.71	5	0	32	16
2013-05-24	$79.88	$98.14	59.0%	16.9%	60.8%	32.0%	45.6%	0.0%	8.6%	983	-14.5K	-774	112.00	37.50	0	11	35	16
2013-05-28	$80.47	$98.14	92.2%	26.4%	55.4%	59.1%	0.0%	0.0%	-19.5%	-165	48.4K	-871	0.00	35.08	1	0	35	28
2013-05-29	$79.69	$98.14	59.9%	17.2%	55.4%	32.7%	66.1%	0.0%	19.6%	-77	63.7K	-835	0.00	109.98	1	0	36	28
2013-05-30	$80.67	$98.14	62.6%	17.9%	55.8%	34.9%	0.0%	0.0%	21.1%	-71	59.0K	-844	0.00	63.87	1	0	37	28
2013-05-31	$79.10	$98.14	107.2%	30.7%	47.0%	71.3%	0.0%	0.0%	-29.9%	-62	41.0K	-881	0.00	36.02	0	0	37	28