AGEN Options History — October 2013

In October 2013, AGEN traded between $47.50 and $59.27. ATM implied volatility averaged 96.5%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 39.4% (HV 20d: 57.0%). Max pain ranged from $49.07 to $98.14. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 2.31.

Notable Days

2013-10-08: Highest Volume — 58 contracts
2013-10-02: Largest IV spike — 43.9% change
2013-10-23: Highest IV Rank — 56.0%
2013-10-23: Largest Expected Move — 32.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.98	$47.50	$59.27	$55.74	$47.50
Max Pain	$78.94	$49.07	$98.14	$49.07	$49.07
ATM IV	96.5%	73.5%	111.8%	73.5%	101.7%
Expected Move	28.4%	21.1%	32.0%	21.1%	29.2%
HV 20d	57.0%	46.5%	105.8%	105.8%	53.4%
HV 60d	71.8%	69.7%	73.3%	69.8%	73.3%
IV Rank	43.0%	27.1%	56.0%	27.4%	44.7%
IV Percentile	70.1%	28.6%	90.5%	28.6%	79.0%
Term Structure	-7.7%	-49.1%	50.6%	50.6%	-37.7%
VWIV	100.4%	75.1%	112.2%	101.4%	75.1%
Bid-Ask Spread %	41.88	21.99	79.58	46.45	79.58
Gamma HHI	0.52	0.48	0.63	0.52	0.50
Net GEX	3.6K	2.9K	5.0K	3.0K	2.9K
Net DEX	-194.9K	-291.8K	-111.9K	-178.2K	-131.5K
Net VEX	-1.7K	-2.1K	-1.4K	-1.4K	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.31	0.00	21.50	0.10	21.50
Total Volume	5.435	0	58	3	2
Total OI	252.13	220	270	224	261

Daily Data (23 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
2013-10-01	$55.74	$49.07	73.5%	21.1%	105.8%	27.4%	0.0%	0.0%	50.6%	3.0K	-178.2K	-1.4K	0.10	46.45	3	0	190	34
2013-10-02	$55.35	$49.07	105.8%	30.3%	105.5%	54.9%	0.0%	0.0%	-17.7%	3.7K	-172.2K	-1.5K	0.06	43.73	3	0	187	33
2013-10-03	$55.15	$49.07	100.0%	28.7%	46.5%	49.9%	0.0%	0.0%	-49.1%	4.1K	-204.6K	-1.7K	0.00	38.31	0	0	189	33
2013-10-04	$53.58	$98.14	90.3%	29.1%	47.4%	41.6%	101.4%	0.0%	-15.7%	3.7K	-172.3K	-1.6K	0.00	35.44	2	0	189	33
2013-10-07	$54.56	$98.14	92.6%	26.2%	48.0%	43.6%	0.0%	0.0%	-10.2%	3.6K	-193.3K	-1.6K	0.00	28.94	0	0	191	33
2013-10-08	$59.27	$98.14	87.0%	30.8%	56.5%	36.2%	112.2%	0.0%	-8.7%	4.5K	-291.8K	-1.9K	0.14	36.07	51	7	191	33
2013-10-09	$57.11	$49.07	78.1%	31.6%	57.7%	27.1%	109.6%	0.0%	-18.0%	5.0K	-285.7K	-2.1K	0.14	37.28	5	1	223	38
2013-10-10	$57.70	$98.14	102.0%	29.2%	56.8%	48.6%	0.0%	0.0%	-7.3%	4.7K	-276.9K	-2.1K	0.00	36.02	6	0	221	39
2013-10-11	$55.15	$98.14	99.3%	28.5%	58.9%	44.3%	0.0%	0.0%	-4.3%	4.4K	-259.3K	-2.0K	0.00	34.41	4	0	226	39
2013-10-14	$53.97	$98.14	109.5%	31.4%	59.2%	53.8%	109.7%	0.0%	-9.8%	4.1K	-243.5K	-1.9K	1.11	48.84	0	1	227	39
2013-10-15	$52.40	$98.14	108.5%	31.1%	47.6%	52.9%	108.6%	0.0%	-11.3%	3.8K	-215.2K	-1.8K	0.04	21.99	11	1	227	39
2013-10-16	$52.80	$98.14	104.8%	30.0%	47.0%	49.4%	104.8%	0.0%	-9.7%	3.9K	-206.4K	-1.9K	0.69	29.22	3	2	231	39
2013-10-17	$55.35	$98.14	93.4%	26.8%	50.4%	38.8%	0.0%	0.0%	26.1%	3.6K	-270.8K	-1.9K	0.00	50.47	0	0	230	38
2013-10-18	$52.99	$98.14	100.1%	28.7%	52.1%	45.1%	99.7%	0.0%	-14.1%	4.2K	-242.7K	-1.9K	13.33	36.34	0	2	230	38
2013-10-21	$51.03	$98.14	95.2%	27.3%	52.8%	40.5%	95.2%	0.0%	6.3%	3.5K	-172.9K	-1.7K	4.88	28.22	0	2	226	34
2013-10-22	$49.85	$98.14	95.0%	27.2%	52.9%	40.3%	94.9%	0.0%	2.4%	3.2K	-136.7K	-1.6K	0.05	23.81	6	0	226	36
2013-10-23	$49.85	$98.14	111.8%	32.0%	51.2%	56.0%	108.8%	0.0%	-18.5%	3.2K	-164.5K	-1.7K	0.00	76.42	1	0	226	36
2013-10-24	$49.66	$98.14	84.4%	24.2%	51.1%	30.4%	84.5%	0.0%	-6.0%	3.0K	-111.9K	-1.4K	0.37	45.71	2	1	227	36
2013-10-25	$51.23	$49.07	99.4%	28.5%	52.6%	44.4%	0.0%	0.0%	-6.1%	3.1K	-140.8K	-1.4K	0.00	34.82	0	1	225	32
2013-10-28	$49.46	$49.07	92.7%	26.6%	53.4%	38.1%	0.0%	0.0%	-6.1%	2.9K	-138.2K	-1.5K	3.75	35.52	0	2	225	33
2013-10-29	$49.85	$49.07	100.8%	28.9%	52.5%	43.9%	0.0%	0.0%	-9.8%	3.0K	-143.5K	-1.5K	0.00	39.47	2	0	225	33
2013-10-30	$49.07	$49.07	92.8%	26.6%	52.6%	36.1%	0.0%	0.0%	-2.9%	2.9K	-130.4K	-1.4K	0.00	76.09	4	0	225	33
2013-10-31	$47.50	$49.07	101.7%	29.2%	53.4%	44.7%	75.1%	0.0%	-37.7%	2.9K	-131.5K	-1.4K	21.50	79.58	0	2	228	33