AGEN Options History — November 2013

In November 2013, AGEN traded between $47.11 and $52.40. ATM implied volatility averaged 93.9%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 45.6% (HV 20d: 48.2%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.84.

Notable Days

2013-11-27: Highest Volume — 38 contracts
2013-11-11: Largest IV spike — 96.4% change
2013-11-11: Highest IV Rank — 62.5%
2013-11-06: Largest Expected Move — 29.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.99	$47.11	$52.40	$47.30	$51.82
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	93.9%	61.2%	120.2%	99.8%	90.1%
Expected Move	26.2%	23.9%	29.2%	28.6%	25.8%
HV 20d	48.2%	40.9%	53.3%	52.8%	44.7%
HV 60d	72.4%	48.1%	76.0%	73.2%	48.1%
IV Rank	37.1%	5.5%	62.5%	42.9%	33.4%
IV Percentile	60.2%	2.4%	94.4%	75.0%	53.2%
Term Structure	3.1%	-9.2%	11.2%	2.2%	8.0%
VWIV	90.1%	83.6%	95.4%	94.5%	86.0%
Bid-Ask Spread %	71.93	35.04	102.47	88.17	35.04
Gamma HHI	0.47	0.44	0.50	0.50	0.44
Net GEX	3.3K	2.8K	4.3K	2.9K	4.3K
Net DEX	-152.1K	-261.1K	-99.4K	-140.0K	-261.1K
Net VEX	-1.3K	-1.8K	-1.1K	-1.4K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.00	9.29	0.00	0.00
Total Volume	4.75	0	38	0	2
Total OI	233.1	185	268	260	228

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
2013-11-01	$47.30	$49.07	99.8%	28.6%	52.8%	42.9%	0.0%	0.0%	2.2%	2.9K	-140.0K	-1.4K	0.00	88.17	0	0	228	32
2013-11-04	$48.48	$49.07	110.7%	25.9%	53.2%	53.4%	0.0%	0.0%	6.5%	2.9K	-115.9K	-1.3K	0.00	102.47	0	0	228	32
2013-11-05	$48.28	$49.07	108.7%	27.4%	41.7%	51.4%	0.0%	0.0%	-0.4%	2.9K	-119.0K	-1.3K	0.00	98.23	0	0	228	32
2013-11-06	$47.11	$49.07	103.2%	29.2%	40.9%	46.1%	94.5%	0.0%	-5.4%	2.8K	-118.9K	-1.3K	0.59	73.29	2	1	228	32
2013-11-07	$51.42	$49.07	105.2%	27.4%	53.3%	48.0%	95.4%	0.0%	-6.1%	3.1K	-144.2K	-1.4K	0.00	74.16	2	0	230	33
2013-11-08	$51.23	$49.07	61.2%	26.5%	51.2%	5.5%	0.0%	0.0%	9.9%	3.4K	-185.6K	-1.3K	0.00	78.54	2	0	232	33
2013-11-11	$49.46	$49.07	120.2%	28.3%	52.0%	62.5%	0.0%	0.0%	-0.6%	3.3K	-150.2K	-1.4K	9.29	84.99	0	3	233	33
2013-11-12	$48.48	$49.07	96.2%	26.4%	51.5%	39.3%	0.0%	0.0%	3.8%	3.0K	-114.3K	-1.3K	0.00	76.76	5	0	233	32
2013-11-13	$48.48	$49.07	106.2%	28.1%	51.4%	49.0%	0.0%	0.0%	-5.7%	3.1K	-115.4K	-1.2K	0.01	80.02	6	0	236	32
2013-11-14	$48.68	$49.07	91.4%	26.2%	47.8%	34.6%	0.0%	0.0%	-9.2%	3.2K	-99.4K	-1.1K	0.00	77.84	0	0	236	31
2013-11-15	$49.26	$49.07	91.9%	26.4%	46.1%	35.2%	91.9%	0.0%	2.9%	3.5K	-131.8K	-1.3K	2.13	57.15	5	10	236	31
2013-11-18	$51.42	$49.07	88.8%	25.5%	47.1%	32.2%	0.0%	0.0%	4.0%	3.3K	-158.5K	-1.3K	0.00	69.18	7	0	161	24
2013-11-19	$52.40	$49.07	91.5%	26.2%	46.7%	34.8%	0.0%	0.0%	1.2%	3.6K	-177.7K	-1.4K	0.00	64.62	0	2	166	24
2013-11-20	$50.83	$49.07	83.6%	24.0%	48.1%	27.1%	83.6%	0.0%	8.4%	3.4K	-154.7K	-1.3K	0.00	63.20	1	0	166	25
2013-11-21	$50.44	$49.07	85.3%	24.5%	48.2%	28.8%	0.0%	0.0%	11.2%	3.4K	-154.7K	-1.3K	0.87	69.49	1	1	167	25
2013-11-22	$49.66	$49.07	83.5%	23.9%	47.1%	27.0%	0.0%	0.0%	7.9%	3.3K	-146.0K	-1.2K	0.00	67.74	0	0	168	25
2013-11-25	$51.42	$49.07	89.1%	25.5%	47.1%	32.4%	89.0%	0.0%	9.4%	3.6K	-177.7K	-1.4K	0.02	72.56	3	0	168	25
2013-11-26	$51.82	$49.07	84.7%	24.3%	47.1%	28.2%	0.0%	0.0%	4.0%	3.7K	-192.6K	-1.4K	0.31	70.08	3	1	168	25
2013-11-27	$51.82	$49.07	86.2%	24.7%	46.6%	29.6%	86.0%	0.0%	10.3%	3.5K	-183.6K	-1.4K	0.16	35.04	33	5	170	26
2013-11-29	$51.82	$49.07	90.1%	25.8%	44.7%	33.4%	0.0%	0.0%	8.0%	4.3K	-261.1K	-1.8K	0.00	35.04	2	0	198	30