AGEN Options History — July 2013

In July 2013, AGEN traded between $72.42 and $78.90. ATM implied volatility averaged 88.9%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 44.3% (HV 20d: 44.6%). 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 0.18.

Notable Days

2013-07-10: Highest Volume — 6 contracts
2013-07-09: Largest IV spike — 99.4% change
2013-07-09: Highest IV Rank — 100.0%
2013-07-31: Largest Expected Move — 31.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.37	$72.42	$78.90	$74.98	$75.56
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	88.9%	62.6%	151.5%	101.0%	109.2%
Expected Move	25.2%	18.0%	31.3%	28.9%	31.3%
HV 20d	44.6%	36.6%	51.8%	51.8%	36.8%
HV 60d	49.9%	44.6%	56.7%	56.7%	44.6%
IV Rank	47.6%	19.3%	100.0%	63.3%	61.6%
IV Percentile	63.0%	11.9%	100.0%	87.7%	90.9%
Term Structure	-3.7%	-25.2%	27.7%	-10.3%	-24.9%
VWIV	99.4%	83.3%	114.4%	98.2%	83.3%
Bid-Ask Spread %	32.60	11.72	80.48	40.48	12.07
Gamma HHI	0.54	0.49	0.61	0.49	0.61
Net GEX	2.2K	1.7K	2.8K	1.9K	2.5K
Net DEX	-47.6K	-96.8K	-8.9K	-44.7K	-65.2K
Net VEX	-977	-1.1K	-811	-1.0K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.00	1.25	0.50	0.00
Total Volume	1.727	0	6	2	0
Total OI	91.409	84	105	84	105

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
2013-07-01	$74.98	$98.14	101.0%	28.9%	51.8%	63.3%	0.0%	0.0%	-10.3%	1.9K	-44.7K	-1.0K	0.50	40.48	1	1	63	21
2013-07-02	$74.58	$98.14	72.0%	20.6%	49.5%	37.6%	0.0%	0.0%	25.2%	1.9K	-36.1K	-995	0.00	15.60	0	0	63	21
2013-07-03	$76.35	$98.14	69.8%	20.0%	47.3%	35.7%	0.0%	0.0%	27.7%	1.9K	-38.3K	-1.0K	0.00	18.03	1	0	63	21
2013-07-05	$76.74	$98.14	79.1%	28.0%	47.1%	43.9%	98.2%	0.0%	-12.8%	2.1K	-36.2K	-1.0K	0.00	58.23	0	0	64	21
2013-07-08	$74.58	$98.14	75.9%	25.0%	48.3%	41.1%	0.0%	0.0%	-10.6%	1.9K	-26.3K	-919	0.00	18.87	0	0	64	21
2013-07-09	$73.60	$98.14	151.5%	24.3%	48.5%	100.0%	93.1%	0.0%	4.2%	1.8K	-17.5K	-895	1.25	80.48	0	0	64	21
2013-07-10	$73.99	$98.14	87.7%	29.9%	47.8%	47.6%	104.4%	0.0%	-17.0%	1.9K	-26.6K	-914	0.00	19.42	6	0	64	21
2013-07-11	$72.42	$98.14	94.4%	27.1%	48.3%	53.2%	0.0%	0.0%	-10.4%	2.1K	-28.6K	-932	0.00	17.53	0	0	69	21
2013-07-12	$72.82	$98.14	81.6%	23.4%	48.3%	42.6%	114.4%	0.0%	18.6%	2.0K	-8.9K	-867	0.42	23.94	1	1	69	21
2013-07-15	$76.15	$98.14	101.0%	29.0%	50.1%	58.6%	103.7%	0.0%	-17.6%	2.4K	-33.2K	-985	0.00	30.45	1	0	71	22
2013-07-16	$77.53	$98.14	96.2%	27.6%	50.3%	54.6%	98.7%	0.0%	-10.2%	2.5K	-49.9K	-1.0K	0.00	30.55	2	0	71	22
2013-07-17	$75.96	$98.14	79.2%	22.7%	50.9%	40.7%	0.0%	0.0%	-5.4%	2.5K	-43.0K	-992	0.00	44.30	0	0	72	22
2013-07-18	$78.90	$98.14	92.8%	26.6%	49.3%	51.8%	105.0%	0.0%	-4.7%	2.7K	-77.2K	-1.1K	0.19	30.63	3	1	72	20
2013-07-19	$78.12	$98.14	80.1%	23.0%	41.9%	41.4%	93.6%	0.0%	-2.7%	2.8K	-85.9K	-1.1K	0.03	23.48	2	0	75	20
2013-07-22	$77.53	$98.14	80.3%	23.0%	41.2%	41.6%	0.0%	0.0%	-2.5%	2.8K	-96.8K	-1.1K	0.00	40.82	1	0	72	18
2013-07-23	$74.98	$98.14	90.6%	26.0%	38.0%	44.8%	0.0%	0.0%	-9.6%	2.7K	-80.0K	-1.0K	0.00	61.14	2	0	73	18
2013-07-24	$74.78	$98.14	66.6%	19.1%	37.7%	23.0%	83.3%	0.0%	27.3%	1.8K	-48.3K	-926	0.30	15.92	3	1	75	18
2013-07-25	$72.62	$98.14	103.0%	29.5%	38.9%	56.0%	0.0%	0.0%	-24.5%	1.7K	-23.7K	-811	0.00	64.32	0	0	78	19
2013-07-26	$75.56	$98.14	87.8%	25.2%	36.7%	42.2%	0.0%	0.0%	-22.5%	1.9K	-53.4K	-954	0.50	21.10	2	1	78	19
2013-07-29	$75.56	$98.14	93.8%	26.9%	36.6%	47.6%	0.0%	0.0%	-25.2%	2.0K	-60.7K	-958	0.00	38.23	5	0	78	19
2013-07-30	$74.78	$98.14	62.6%	18.0%	36.7%	19.3%	0.0%	0.0%	26.4%	2.3K	-65.7K	-1.0K	0.00	11.72	3	0	83	19
2013-07-31	$75.56	$98.14	109.2%	31.3%	36.8%	61.6%	0.0%	0.0%	-24.9%	2.5K	-65.2K	-1.0K	0.00	12.07	0	0	86	19