AGEN Options History — February 2014

In February 2014, AGEN traded between $53.39 and $100.10. ATM implied volatility averaged 94.7%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 28.3%. IV traded above realized volatility by 30.7% (HV 20d: 64.0%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.19.

Notable Days

2014-02-26: Highest Volume — 83 contracts
2014-02-05: Largest IV spike — 47.1% change
2014-02-26: Highest IV Rank — 75.8%
2014-02-26: Largest Expected Move — 37.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.89	$53.39	$100.10	$57.51	$95.98
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	94.7%	61.4%	130.9%	61.4%	122.0%
Expected Move	28.3%	17.6%	37.5%	17.6%	35.0%
HV 20d	64.0%	53.4%	82.0%	59.3%	82.0%
HV 60d	57.7%	53.7%	67.8%	55.1%	67.7%
IV Rank	44.4%	15.6%	75.8%	15.6%	68.0%
IV Percentile	56.3%	3.2%	97.2%	3.2%	95.2%
Term Structure	-2.2%	-23.8%	36.0%	36.0%	-5.5%
VWIV	108.3%	69.7%	132.1%	96.5%	121.8%
Bid-Ask Spread %	38.02	17.23	69.12	21.11	58.19
Gamma HHI	0.47	0.35	0.57	0.52	0.52
Net GEX	6.2K	2.3K	20.0K	3.6K	20.0K
Net DEX	-487.7K	-1.4M	-175.1K	-265.6K	-1.4M
Net VEX	-2.5K	-6.1K	-1.5K	-1.6K	-6.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	1.65	0.00	0.44
Total Volume	21.737	1	83	1	24
Total OI	309.895	248	395	299	395

Daily Data (19 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
2014-02-03	$57.51	$49.07	61.4%	17.6%	59.3%	15.6%	0.0%	0.0%	36.0%	3.6K	-265.6K	-1.6K	0.00	21.11	1	0	249	50
2014-02-04	$56.92	$49.07	65.0%	18.6%	58.4%	18.8%	0.0%	0.0%	-4.9%	3.6K	-258.2K	-1.6K	0.36	21.73	3	1	250	50
2014-02-05	$53.39	$49.07	95.7%	27.4%	62.4%	45.3%	96.5%	0.0%	-13.9%	3.8K	-185.8K	-1.7K	1.65	49.12	3	4	252	51
2014-02-06	$53.78	$49.07	80.0%	22.9%	62.4%	31.7%	70.3%	0.0%	-23.8%	3.5K	-175.1K	-1.6K	0.00	69.12	0	1	252	55
2014-02-07	$56.33	$49.07	73.0%	29.2%	56.6%	25.6%	0.0%	0.0%	-1.6%	3.5K	-211.5K	-1.5K	0.00	32.02	3	0	252	55
2014-02-10	$57.31	$49.07	70.2%	27.2%	56.5%	23.3%	0.0%	0.0%	12.2%	3.3K	-255.2K	-1.6K	0.10	38.52	1	0	255	55
2014-02-11	$59.27	$49.07	89.0%	28.4%	54.9%	39.5%	0.0%	0.0%	-3.3%	3.3K	-288.6K	-1.7K	0.12	40.02	2	0	256	55
2014-02-12	$59.47	$49.07	92.4%	29.3%	54.7%	42.4%	0.0%	0.0%	0.5%	2.3K	-213.8K	-1.6K	0.00	50.28	1	0	244	55
2014-02-13	$59.86	$49.07	105.4%	30.2%	54.8%	53.7%	0.0%	0.0%	-7.2%	2.5K	-231.4K	-1.6K	0.03	45.53	5	0	245	55
2014-02-14	$58.88	$49.07	95.6%	27.4%	54.4%	45.2%	69.7%	0.0%	-16.8%	2.7K	-236.7K	-1.7K	0.00	65.32	4	0	250	55
2014-02-18	$59.86	$49.07	107.9%	30.9%	53.4%	55.8%	0.0%	0.0%	-8.8%	2.6K	-238.4K	-1.6K	0.11	45.25	2	0	254	55
2014-02-19	$66.14	$49.07	66.0%	18.9%	64.2%	19.6%	132.1%	0.0%	29.4%	2.9K	-298.6K	-1.7K	0.01	21.42	26	0	253	55
2014-02-20	$71.25	$49.07	84.9%	24.4%	69.0%	36.0%	113.7%	0.0%	17.2%	4.3K	-385.7K	-2.1K	0.07	22.44	30	2	270	56
2014-02-21	$76.15	$49.07	110.6%	31.7%	71.5%	58.2%	108.4%	0.0%	-3.3%	6.3K	-536.3K	-2.6K	0.19	33.35	42	8	293	57
2014-02-24	$82.63	$49.07	111.9%	32.1%	72.0%	59.3%	112.9%	0.0%	-7.0%	8.6K	-608.6K	-3.2K	0.09	17.23	30	3	204	44
2014-02-25	$88.13	$49.07	118.6%	34.0%	69.4%	65.1%	118.7%	0.0%	-14.8%	10.0K	-797.8K	-3.8K	0.02	18.66	67	1	217	46
2014-02-26	$100.10	$49.07	130.9%	37.5%	79.3%	75.8%	131.7%	0.0%	-19.1%	14.2K	-1.3M	-5.0K	0.03	53.58	81	2	257	47
2014-02-27	$95.98	$49.07	119.0%	34.1%	81.6%	65.4%	115.4%	0.0%	-7.9%	17.1K	-1.3M	-5.5K	0.18	19.47	56	10	294	50
2014-02-28	$95.98	$49.07	122.0%	35.0%	82.0%	68.0%	121.8%	0.0%	-5.5%	20.0K	-1.4M	-6.1K	0.44	58.19	17	7	340	55