AGEN Options History — January 2014

In January 2014, AGEN traded between $54.56 and $68.11. ATM implied volatility averaged 74.7%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 16.3% (HV 20d: 58.4%). 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 20 of 21 days. Put/call ratio averaged 0.62.

Notable Days

2014-01-23: Highest Volume — 30 contracts
2014-01-22: Largest IV drop — 44.2% change
2014-01-13: Highest IV Rank — 54.3%
2014-01-09: Largest Expected Move — 27.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.37	$54.56	$68.11	$54.56	$60.65
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	74.7%	43.4%	113.3%	80.2%	69.8%
Expected Move	20.5%	12.4%	27.4%	23.0%	20.0%
HV 20d	58.4%	45.6%	69.2%	61.9%	55.6%
HV 60d	52.3%	49.9%	54.2%	53.5%	53.9%
IV Rank	20.7%	0.0%	54.3%	21.2%	22.9%
IV Percentile	24.0%	0.0%	91.7%	27.8%	12.7%
Term Structure	24.7%	-8.9%	52.9%	14.5%	32.5%
VWIV	76.4%	36.1%	132.4%	120.9%	67.9%
Bid-Ask Spread %	26.57	12.17	56.28	42.51	17.73
Gamma HHI	0.41	0.34	0.56	0.41	0.42
Net GEX	3.7K	1.5K	5.6K	3.8K	3.2K
Net DEX	-286.0K	-356.2K	-239.2K	-252.6K	-297.9K
Net VEX	-1.4K	-1.8K	-944	-1.3K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.00	5.00	0.00	0.00
Total Volume	7.571	0	30	8	2
Total OI	266.714	251	297	260	297

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
2014-01-02	$54.56	$49.07	80.2%	23.0%	61.9%	21.2%	0.0%	0.0%	14.5%	3.8K	-252.6K	-1.3K	0.00	42.51	8	0	221	39
2014-01-03	$54.96	$49.07	70.5%	20.2%	61.7%	11.5%	0.0%	0.0%	7.3%	5.3K	-247.2K	-1.4K	0.19	26.67	3	1	225	39
2014-01-06	$56.72	$49.07	72.9%	23.7%	62.2%	13.9%	120.9%	0.0%	10.9%	4.9K	-257.3K	-1.3K	0.74	32.46	1	1	224	39
2014-01-07	$55.54	$49.07	80.5%	22.8%	63.0%	21.5%	79.6%	0.0%	11.7%	4.9K	-239.2K	-1.3K	0.41	33.75	3	1	224	39
2014-01-08	$55.54	$49.07	67.9%	23.3%	63.0%	8.9%	0.0%	0.0%	13.4%	2.5K	-291.3K	-944	0.00	41.02	0	0	225	40
2014-01-09	$60.45	$49.07	82.2%	27.4%	67.8%	23.2%	100.7%	0.0%	-8.9%	5.6K	-356.2K	-1.6K	0.00	23.83	19	0	225	40
2014-01-10	$61.63	$49.07	89.2%	22.3%	67.9%	30.2%	0.0%	0.0%	24.9%	1.6K	-344.4K	-1.0K	0.00	28.66	12	0	227	40
2014-01-13	$58.49	$49.07	113.3%	21.8%	69.2%	54.3%	0.0%	0.0%	30.3%	1.5K	-266.0K	-980	0.10	40.95	5	1	217	40
2014-01-14	$59.27	$49.07	94.9%	22.6%	69.1%	35.9%	0.0%	0.0%	48.0%	5.2K	-278.4K	-1.6K	0.00	48.25	3	0	221	40
2014-01-15	$59.47	$49.07	110.8%	21.7%	55.8%	51.8%	132.4%	0.0%	34.4%	4.5K	-250.7K	-1.4K	0.00	56.28	2	0	221	40
2014-01-16	$60.84	$49.07	68.3%	19.6%	55.7%	9.3%	78.1%	0.0%	29.9%	3.7K	-259.0K	-1.3K	0.00	14.65	0	3	221	40
2014-01-17	$62.81	$49.07	71.7%	20.6%	51.8%	12.7%	57.7%	0.0%	38.4%	5.1K	-291.0K	-1.5K	0.74	14.00	3	2	221	42
2014-01-21	$64.18	$49.07	77.6%	22.3%	49.4%	18.6%	64.2%	0.0%	30.8%	5.6K	-301.1K	-1.6K	0.35	16.13	4	1	214	37
2014-01-22	$65.55	$49.07	43.4%	12.4%	45.6%	0.0%	36.1%	0.0%	32.4%	2.0K	-297.7K	-1.3K	0.16	12.17	5	1	214	37
2014-01-23	$68.11	$49.07	57.8%	16.6%	46.2%	12.5%	58.4%	0.0%	14.0%	3.3K	-313.9K	-1.3K	0.48	15.56	20	10	215	38
2014-01-24	$64.18	$49.07	54.0%	15.5%	52.0%	9.2%	51.7%	0.0%	40.8%	2.7K	-323.1K	-1.6K	0.97	15.07	2	2	230	44
2014-01-27	$60.65	$49.07	64.2%	18.4%	57.1%	18.1%	0.0%	0.0%	21.4%	3.1K	-258.4K	-1.5K	0.00	19.78	0	5	231	45
2014-01-28	$61.63	$49.07	62.1%	17.8%	56.7%	16.3%	68.8%	0.0%	52.9%	2.8K	-297.6K	-1.5K	1.57	16.88	2	4	231	44
2014-01-29	$60.65	$49.07	66.8%	19.2%	57.1%	20.3%	67.9%	0.0%	36.9%	3.0K	-273.4K	-1.6K	0.49	20.69	19	10	232	45
2014-01-30	$61.83	$49.07	69.9%	20.0%	57.1%	23.0%	0.0%	0.0%	3.1%	3.4K	-309.9K	-1.8K	5.00	20.85	1	3	247	50
2014-01-31	$60.65	$49.07	69.8%	20.0%	55.6%	22.9%	0.0%	0.0%	32.5%	3.2K	-297.9K	-1.8K	0.00	17.73	2	0	247	50