AGEN Options History — December 2013

In December 2013, AGEN traded between $47.89 and $55.35. ATM implied volatility averaged 94.6%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 46.0% (HV 20d: 48.6%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2013-12-16: Highest Volume — 80 contracts
2013-12-30: Largest IV drop — 20.1% change
2013-12-05: Highest IV Rank — 46.6%
2013-12-05: Largest Expected Move — 30.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.39	$47.89	$55.35	$51.23	$51.82
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	94.6%	77.6%	105.6%	93.8%	90.1%
Expected Move	27.0%	22.3%	30.3%	26.9%	25.8%
HV 20d	48.6%	30.6%	61.3%	45.0%	60.2%
HV 60d	49.7%	43.7%	53.2%	48.2%	52.6%
IV Rank	35.7%	18.6%	46.6%	37.0%	31.1%
IV Percentile	60.8%	23.0%	80.6%	63.5%	48.8%
Term Structure	-2.7%	-17.5%	12.3%	2.5%	-4.3%
VWIV	93.5%	85.4%	98.6%	93.0%	98.6%
Bid-Ask Spread %	35.52	18.84	66.53	30.73	51.18
Gamma HHI	0.45	0.41	0.50	0.43	0.50
Net GEX	4.5K	3.7K	5.6K	4.0K	4.6K
Net DEX	-238.4K	-437.1K	-173.7K	-240.1K	-185.6K
Net VEX	-1.5K	-1.8K	-1.2K	-1.7K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.00	7.00	0.00	0.95
Total Volume	7.619	0	80	2	15
Total OI	243.714	227	279	228	251

Daily Data (21 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
2013-12-02	$51.23	$49.07	93.8%	26.9%	45.0%	37.0%	0.0%	0.0%	2.5%	4.0K	-240.1K	-1.7K	0.00	30.73	2	0	198	30
2013-12-03	$49.85	$49.07	103.4%	29.7%	45.6%	44.5%	0.0%	0.0%	-0.0%	3.8K	-203.4K	-1.5K	0.00	52.08	0	0	198	30
2013-12-04	$49.46	$49.07	104.1%	29.8%	45.7%	45.1%	0.0%	0.0%	-6.4%	3.9K	-225.3K	-1.6K	0.00	38.04	1	0	198	30
2013-12-05	$50.44	$49.07	105.6%	30.3%	45.0%	46.6%	0.0%	0.0%	-4.5%	4.0K	-219.1K	-1.6K	0.00	39.16	1	0	198	30
2013-12-06	$50.64	$49.07	96.7%	27.8%	32.2%	37.7%	0.0%	0.0%	-3.2%	3.9K	-208.5K	-1.5K	0.00	31.23	1	0	198	30
2013-12-09	$50.64	$49.07	94.2%	28.9%	32.2%	35.2%	0.0%	0.0%	-5.7%	4.0K	-213.8K	-1.5K	0.00	30.22	1	0	198	30
2013-12-10	$49.26	$49.07	101.0%	26.4%	31.2%	42.0%	93.0%	0.0%	-0.5%	3.9K	-195.9K	-1.5K	0.05	31.69	2	0	198	30
2013-12-11	$49.85	$49.07	104.8%	27.8%	30.6%	45.8%	0.0%	0.0%	1.3%	3.7K	-186.3K	-1.4K	0.53	66.53	2	1	197	30
2013-12-12	$47.89	$49.07	100.2%	28.7%	34.0%	41.2%	0.0%	0.0%	1.2%	3.8K	-191.6K	-1.4K	0.00	34.01	0	0	199	30
2013-12-13	$47.89	$49.07	97.2%	27.9%	33.9%	38.2%	0.0%	0.0%	-1.2%	3.7K	-173.7K	-1.4K	0.00	30.57	0	0	199	30
2013-12-16	$53.97	$49.07	96.2%	27.6%	54.6%	37.2%	95.7%	0.0%	-4.3%	4.9K	-293.1K	-1.5K	0.23	18.84	65	15	199	30
2013-12-17	$55.35	$49.07	92.7%	26.6%	53.2%	33.7%	0.0%	0.0%	-17.0%	5.6K	-437.1K	-1.8K	1.21	31.41	3	3	241	36
2013-12-18	$52.40	$49.07	96.4%	27.6%	56.7%	37.4%	97.2%	0.0%	-4.6%	5.6K	-306.2K	-1.7K	0.37	41.71	7	3	240	39
2013-12-19	$50.64	$49.07	85.2%	24.4%	57.0%	26.2%	0.0%	0.0%	5.2%	4.8K	-214.0K	-1.5K	0.67	24.43	1	1	227	40
2013-12-20	$53.97	$49.07	93.5%	26.8%	61.3%	34.5%	0.0%	0.0%	-17.5%	4.3K	-342.7K	-1.5K	0.07	26.22	14	1	227	39
2013-12-23	$53.58	$49.07	85.4%	24.5%	61.0%	26.4%	85.4%	0.0%	3.7%	5.3K	-263.0K	-1.5K	0.12	21.63	7	1	225	33
2013-12-24	$52.80	$49.07	80.5%	23.1%	60.2%	21.5%	0.0%	0.0%	6.9%	5.1K	-243.7K	-1.5K	0.00	40.86	1	0	219	33
2013-12-26	$52.99	$49.07	90.8%	26.0%	60.1%	31.8%	90.8%	0.0%	-8.2%	4.9K	-221.8K	-1.4K	7.00	28.61	0	1	218	33
2013-12-27	$52.40	$49.07	97.2%	27.9%	60.3%	38.2%	98.6%	0.0%	-13.5%	4.7K	-224.3K	-1.4K	0.00	39.84	3	0	218	35
2013-12-30	$52.01	$49.07	77.6%	22.3%	60.4%	18.6%	0.0%	0.0%	12.3%	5.1K	-217.7K	-1.3K	0.01	37.01	8	0	219	35
2013-12-31	$51.82	$49.07	90.1%	25.8%	60.2%	31.1%	0.0%	0.0%	-4.3%	4.6K	-185.6K	-1.2K	0.95	51.18	8	7	216	35