AGEN Options History — August 2013

In August 2013, AGEN traded between $64.77 and $75.96. ATM implied volatility averaged 99.1%, placing in the 50.1% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 61.5% (HV 20d: 37.6%). Max pain ranged from $49.07 to $98.14. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.12.

Notable Days

2013-08-21: Highest Volume — 33 contracts
2013-08-02: Largest IV spike — 62.9% change
2013-08-08: Highest IV Rank — 100.0%
2013-08-02: Largest Expected Move — 31.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$71.06	$64.77	$75.96	$74.98	$71.64
Max Pain	$53.53	$49.07	$98.14	$98.14	$49.07
ATM IV	99.1%	61.6%	158.9%	67.0%	91.1%
Expected Move	22.1%	17.7%	31.3%	19.2%	26.1%
HV 20d	37.6%	24.2%	49.9%	35.9%	49.8%
HV 60d	41.2%	38.1%	45.9%	42.6%	44.0%
IV Rank	50.1%	17.3%	100.0%	23.4%	42.3%
IV Percentile	61.7%	8.7%	100.0%	18.3%	71.4%
Term Structure	-1.1%	-43.1%	38.0%	17.9%	-34.9%
VWIV	133.5%	133.5%	133.5%	133.5%	133.5%
Bid-Ask Spread %	53.13	14.77	111.85	14.77	15.69
Gamma HHI	0.67	0.59	0.73	0.62	0.64
Net GEX	3.2K	2.0K	5.5K	2.5K	4.9K
Net DEX	-130.2K	-318.1K	-37.4K	-60.0K	-290.9K
Net VEX	-1.2K	-1.9K	-830	-977	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	1.43	0.00	1.43
Total Volume	4.455	0	33	0	1
Total OI	118.227	88	151	105	148

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
2013-08-01	$74.98	$98.14	67.0%	19.2%	35.9%	23.4%	0.0%	0.0%	17.9%	2.5K	-60.0K	-977	0.00	14.77	0	0	86	19
2013-08-02	$74.58	$98.14	109.2%	31.3%	35.8%	61.6%	0.0%	0.0%	-43.1%	2.4K	-64.0K	-985	0.00	38.15	0	0	86	19
2013-08-05	$74.58	$49.07	122.1%	23.8%	34.4%	73.4%	0.0%	0.0%	-2.4%	2.5K	-64.2K	-960	0.00	36.08	7	0	86	19
2013-08-06	$73.21	$49.07	150.5%	21.6%	34.7%	99.1%	0.0%	0.0%	-10.2%	2.6K	-68.9K	-1.0K	0.00	103.64	2	0	92	19
2013-08-07	$72.42	$49.07	118.7%	18.9%	34.8%	70.3%	0.0%	0.0%	25.1%	2.5K	-68.1K	-1.0K	0.00	31.76	3	0	92	19
2013-08-08	$70.66	$49.07	158.9%	21.7%	35.1%	100.0%	0.0%	0.0%	-12.0%	2.4K	-45.1K	-915	0.00	90.12	4	0	94	19
2013-08-09	$70.26	$49.07	131.0%	18.8%	35.0%	76.2%	0.0%	0.0%	20.3%	2.4K	-55.5K	-972	0.50	61.55	1	1	95	19
2013-08-12	$69.09	$49.07	149.6%	19.2%	30.7%	92.1%	0.0%	0.0%	-6.4%	2.4K	-51.6K	-937	0.00	61.68	0	0	96	19
2013-08-13	$68.69	$49.07	154.5%	19.8%	29.5%	96.3%	0.0%	0.0%	-6.4%	2.2K	-37.4K	-858	0.00	65.86	0	1	96	19
2013-08-14	$67.91	$49.07	89.0%	25.5%	29.1%	40.5%	133.5%	0.0%	16.1%	2.3K	-57.9K	-956	0.00	95.89	1	0	96	19
2013-08-15	$67.12	$49.07	75.2%	21.6%	24.2%	28.8%	0.0%	0.0%	-24.5%	2.2K	-49.6K	-905	0.00	65.82	1	0	97	19
2013-08-16	$68.89	$49.07	61.6%	17.7%	27.0%	17.3%	0.0%	0.0%	1.2%	2.2K	-40.0K	-874	0.00	63.60	1	0	97	19
2013-08-19	$64.77	$49.07	81.9%	23.5%	33.4%	34.5%	0.0%	0.0%	21.8%	2.0K	-66.4K	-871	0.00	111.85	0	0	74	14
2013-08-20	$65.95	$49.07	65.9%	18.9%	33.4%	20.9%	0.0%	0.0%	-0.0%	2.0K	-59.0K	-830	0.00	18.58	4	0	74	14
2013-08-21	$67.52	$49.07	76.5%	21.9%	35.1%	29.9%	0.0%	0.0%	7.4%	2.4K	-97.0K	-1.0K	0.00	21.84	33	0	77	14
2013-08-22	$73.80	$49.07	64.8%	18.6%	47.2%	20.0%	0.0%	0.0%	38.0%	4.9K	-244.0K	-1.7K	0.08	23.89	13	1	110	14
2013-08-23	$75.96	$49.07	65.4%	18.7%	46.2%	20.5%	0.0%	0.0%	37.3%	5.5K	-283.3K	-1.9K	0.15	22.52	7	1	122	15
2013-08-26	$75.56	$49.07	65.2%	18.7%	46.2%	20.3%	0.0%	0.0%	1.5%	5.5K	-300.8K	-1.9K	0.00	94.14	1	0	128	16
2013-08-27	$71.64	$49.07	90.8%	26.0%	49.9%	42.0%	0.0%	0.0%	-26.7%	4.8K	-268.2K	-1.8K	0.00	20.14	1	0	128	16
2013-08-28	$72.23	$49.07	84.9%	24.3%	49.8%	37.1%	0.0%	0.0%	-15.3%	5.0K	-274.4K	-1.8K	0.00	15.46	11	0	129	16
2013-08-29	$71.84	$49.07	106.1%	30.4%	49.8%	55.0%	0.0%	0.0%	-29.2%	5.1K	-318.1K	-1.9K	0.00	95.75	3	0	135	16
2013-08-30	$71.64	$49.07	91.1%	26.1%	49.8%	42.3%	0.0%	0.0%	-34.9%	4.9K	-290.9K	-1.8K	1.43	15.69	0	1	132	16