AGEN Options History — March 2014

In March 2014, AGEN traded between $62.22 and $97.55. ATM implied volatility averaged 101.4%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 18.3% (HV 20d: 83.1%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.48.

Notable Days

2014-03-03: Highest Volume — 69 contracts
2014-03-13: Largest IV spike — 56.8% change
2014-03-21: Highest IV Rank — 64.6%
2014-03-21: Largest Expected Move — 33.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.19	$62.22	$97.55	$95.00	$62.22
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	101.4%	73.5%	118.1%	115.9%	99.3%
Expected Move	29.5%	22.7%	33.8%	33.2%	28.5%
HV 20d	83.1%	68.4%	96.0%	81.5%	68.4%
HV 60d	71.1%	67.4%	74.5%	67.4%	73.9%
IV Rank	50.2%	26.1%	64.6%	62.7%	48.4%
IV Percentile	67.1%	17.1%	92.5%	90.9%	64.3%
Term Structure	2.9%	-8.7%	17.8%	-1.6%	4.7%
VWIV	105.9%	87.2%	119.1%	113.7%	92.6%
Bid-Ask Spread %	63.26	18.37	93.53	18.37	93.53
Gamma HHI	0.54	0.47	0.67	0.53	0.52
Net GEX	15.0K	3.3K	28.2K	20.8K	3.3K
Net DEX	-682.4K	-1.5M	-150.5K	-1.3M	-152.3K
Net VEX	-4.4K	-6.8K	-1.8K	-6.0K	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.00	2.09	0.04	0.48
Total Volume	15	0	69	69	0
Total OI	473.619	379	531	408	404

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
2014-03-03	$95.00	$98.14	115.9%	33.2%	81.5%	62.7%	113.7%	0.0%	-1.6%	20.8K	-1.3M	-6.0K	0.04	18.37	66	3	346	62
2014-03-04	$93.42	$98.14	117.6%	33.7%	77.9%	64.2%	116.5%	0.0%	-8.7%	25.2K	-1.5M	-6.3K	2.09	22.63	10	21	377	62
2014-03-05	$97.55	$98.14	107.8%	30.9%	77.1%	55.7%	107.8%	0.0%	-5.1%	25.4K	-1.5M	-6.7K	0.05	29.75	32	2	381	81
2014-03-06	$93.82	$98.14	102.2%	29.3%	73.6%	50.9%	102.3%	0.0%	3.5%	27.7K	-1.5M	-6.8K	0.07	65.13	25	2	405	82
2014-03-07	$86.16	$98.14	109.7%	28.3%	83.7%	57.4%	98.3%	0.0%	6.5%	25.0K	-1.0M	-6.0K	0.06	65.07	35	2	421	82
2014-03-10	$86.56	$98.14	113.9%	31.5%	83.5%	61.1%	109.8%	0.0%	3.2%	28.2K	-1.1M	-6.0K	0.57	59.80	6	3	444	84
2014-03-11	$82.04	$98.14	98.4%	30.3%	87.6%	47.6%	105.2%	0.0%	0.2%	26.4K	-922.6K	-5.5K	0.85	61.66	2	2	440	84
2014-03-12	$82.83	$98.14	73.5%	32.4%	87.5%	26.1%	112.9%	0.0%	-5.7%	13.1K	-637.8K	-5.0K	1.38	62.10	2	3	441	85
2014-03-13	$80.08	$98.14	115.2%	33.0%	89.2%	62.2%	113.9%	0.0%	-3.9%	12.3K	-570.6K	-4.8K	0.06	62.32	5	0	442	86
2014-03-14	$84.79	$98.14	106.2%	30.4%	90.4%	54.3%	106.5%	0.0%	1.7%	13.8K	-713.4K	-5.1K	0.09	88.80	7	1	444	86
2014-03-17	$81.45	$98.14	101.3%	29.0%	91.9%	50.1%	102.2%	0.0%	10.6%	13.3K	-591.2K	-4.6K	1.43	90.73	2	3	444	86
2014-03-18	$84.20	$98.14	113.3%	32.5%	92.1%	60.5%	113.5%	0.0%	-2.1%	13.7K	-635.8K	-4.9K	0.00	68.57	1	0	444	87
2014-03-19	$84.40	$98.14	107.4%	30.8%	86.9%	55.4%	108.3%	0.0%	1.4%	13.9K	-652.5K	-4.8K	0.03	91.17	5	0	444	87
2014-03-20	$74.58	$98.14	92.6%	26.5%	96.0%	42.6%	87.2%	0.0%	0.1%	10.3K	-284.0K	-3.7K	0.32	48.71	8	3	442	87
2014-03-21	$71.44	$98.14	118.1%	33.8%	94.2%	64.6%	90.6%	0.0%	17.6%	10.3K	-230.3K	-3.5K	1.13	68.71	7	8	443	87
2014-03-24	$66.93	$98.14	85.4%	24.5%	91.0%	36.4%	119.1%	0.0%	3.6%	3.4K	-150.5K	-1.8K	0.12	65.76	18	2	321	58
2014-03-25	$65.16	$98.14	92.8%	26.6%	86.7%	42.8%	0.0%	0.0%	17.8%	7.8K	-228.2K	-2.7K	0.10	67.47	5	1	328	60
2014-03-26	$63.40	$98.14	84.9%	24.3%	68.4%	35.9%	92.6%	0.0%	10.4%	7.0K	-213.3K	-2.6K	0.60	65.84	6	3	332	60
2014-03-27	$63.79	$98.14	79.2%	22.7%	68.8%	31.0%	0.0%	0.0%	2.0%	5.7K	-153.7K	-2.2K	0.06	65.55	11	1	335	60
2014-03-28	$63.20	$98.14	94.6%	27.1%	68.5%	44.4%	0.0%	0.0%	5.0%	7.7K	-218.1K	-2.7K	0.48	66.68	1	1	342	60
2014-03-31	$62.22	$98.14	99.3%	28.5%	68.4%	48.4%	0.0%	0.0%	4.7%	3.3K	-152.3K	-1.9K	0.00	93.53	0	0	343	61