AGEN Options History — June 2013

In June 2013, AGEN traded between $70.85 and $80.86. ATM implied volatility averaged 85.0%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 44.0% (HV 20d: 40.9%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.47.

Notable Days

2013-06-18: Highest Volume — 10 contracts
2013-06-06: Largest IV spike — 39.5% change
2013-06-12: Highest IV Rank — 77.4%
2013-06-06: Largest Expected Move — 30.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$73.69	$70.85	$80.86	$80.86	$74.39
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	85.0%	60.0%	114.7%	68.7%	73.8%
Expected Move	22.4%	17.2%	30.4%	19.7%	21.1%
HV 20d	40.9%	31.5%	52.8%	46.7%	52.4%
HV 60d	54.2%	51.8%	56.9%	51.8%	56.8%
IV Rank	53.0%	32.8%	77.4%	39.9%	39.2%
IV Percentile	57.5%	9.9%	95.6%	22.2%	38.9%
Term Structure	0.2%	-38.0%	27.9%	20.2%	4.9%
VWIV	73.1%	63.1%	85.5%	74.5%	69.4%
Bid-Ask Spread %	50.95	17.72	112.13	22.61	109.67
Gamma HHI	0.63	0.46	0.99	0.50	0.50
Net GEX	1.1K	-102	1.9K	-102	1.8K
Net DEX	30.2K	-37.2K	78.8K	68.9K	-28.1K
Net VEX	-850	-1.1K	-644	-817	-964
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.00	5.00	0.00	0.00
Total Volume	2.3	0	10	4	0
Total OI	78.8	65	92	65	84

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
2013-06-03	$80.86	$98.14	68.7%	19.7%	46.7%	39.9%	0.0%	0.0%	20.2%	-102	68.9K	-817	0.00	22.61	4	0	37	28
2013-06-04	$77.33	$98.14	60.0%	17.2%	48.3%	32.8%	0.0%	0.0%	27.4%	622	60.9K	-807	0.00	91.89	2	0	42	28
2013-06-05	$73.80	$98.14	76.0%	21.8%	45.4%	45.8%	0.0%	0.0%	11.2%	590	78.2K	-716	0.00	19.46	1	0	43	28
2013-06-06	$73.21	$98.14	106.0%	30.4%	34.3%	70.3%	0.0%	0.0%	-38.0%	644	78.8K	-711	0.00	20.26	0	0	44	28
2013-06-07	$72.62	$98.14	112.5%	21.5%	34.2%	75.6%	74.5%	0.0%	17.5%	633	78.8K	-744	0.00	44.33	0	6	44	28
2013-06-10	$73.21	$98.14	110.2%	23.0%	34.0%	73.8%	0.0%	0.0%	8.6%	642	71.3K	-677	0.00	64.40	0	0	44	26
2013-06-11	$71.64	$98.14	111.3%	22.2%	34.2%	74.7%	0.0%	0.0%	27.9%	607	71.6K	-646	0.00	31.66	2	0	44	26
2013-06-12	$70.85	$98.14	114.7%	21.7%	33.9%	77.4%	0.0%	0.0%	-16.3%	673	70.4K	-644	0.00	44.97	5	0	45	26
2013-06-13	$70.85	$98.14	73.3%	21.0%	31.5%	43.6%	0.0%	0.0%	-12.3%	873	60.4K	-732	0.10	62.72	5	1	50	26
2013-06-14	$72.62	$98.14	72.6%	20.8%	32.8%	43.1%	0.0%	0.0%	-20.6%	1.2K	38.0K	-879	1.00	40.97	1	1	55	26
2013-06-17	$73.60	$98.14	81.9%	23.5%	33.6%	50.7%	0.0%	0.0%	-19.1%	1.2K	44.2K	-842	0.00	67.52	2	0	55	26
2013-06-18	$74.19	$98.14	63.5%	18.2%	33.1%	35.7%	63.1%	0.0%	25.0%	1.3K	19.9K	-916	0.06	68.54	9	1	57	26
2013-06-19	$78.12	$98.14	74.4%	21.3%	37.0%	44.5%	85.5%	0.0%	9.9%	1.8K	-16.8K	-1.1K	0.00	47.04	2	0	64	27
2013-06-20	$72.82	$98.14	83.8%	24.0%	44.4%	52.2%	0.0%	0.0%	-14.4%	1.6K	19.1K	-953	0.00	66.26	0	0	65	27
2013-06-21	$74.78	$98.14	84.8%	24.3%	44.8%	53.0%	69.4%	0.0%	-16.0%	1.7K	11.4K	-1.0K	0.57	44.10	2	1	65	27
2013-06-24	$70.85	$98.14	98.0%	28.1%	48.2%	63.9%	0.0%	0.0%	-24.3%	1.5K	-25.2K	-972	0.00	112.13	0	0	62	22
2013-06-25	$72.03	$98.14	84.0%	24.1%	48.6%	52.4%	0.0%	0.0%	-21.8%	1.7K	-27.6K	-931	5.00	17.72	0	1	63	20
2013-06-26	$71.05	$98.14	82.1%	23.5%	48.7%	50.9%	0.0%	0.0%	8.8%	1.7K	-37.2K	-975	0.00	21.78	0	0	63	21
2013-06-27	$74.98	$98.14	68.4%	19.6%	52.8%	39.6%	0.0%	0.0%	24.8%	1.9K	-32.9K	-970	0.25	20.93	0	0	63	21
2013-06-28	$74.39	$98.14	73.8%	21.1%	52.4%	39.2%	0.0%	0.0%	4.9%	1.8K	-28.1K	-964	0.00	109.67	0	0	63	21