AGEN Options History — April 2014

In April 2014, AGEN traded between $47.30 and $64.97. ATM implied volatility averaged 98.1%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 25.6% (HV 20d: 72.5%). Max pain ranged from $49.07 to $98.14. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.34.

Notable Days

2014-04-28: Highest Volume — 15 contracts
2014-04-29: Largest IV spike — 38.5% change
2014-04-22: Highest IV Rank — 64.0%
2014-04-22: Largest Expected Move — 33.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.65	$47.30	$64.97	$64.97	$55.74
Max Pain	$56.08	$49.07	$98.14	$98.14	$49.07
ATM IV	98.1%	64.7%	117.3%	91.0%	87.5%
Expected Move	27.8%	18.6%	33.6%	26.1%	25.1%
HV 20d	72.5%	63.3%	96.8%	72.1%	95.8%
HV 60d	77.9%	74.4%	86.5%	74.4%	86.1%
IV Rank	47.3%	18.5%	64.0%	41.2%	38.2%
IV Percentile	60.7%	5.6%	92.1%	46.4%	36.5%
Term Structure	-10.3%	-60.6%	35.7%	-12.8%	-14.8%
VWIV	110.6%	57.6%	212.3%	108.5%	57.6%
Bid-Ask Spread %	52.10	14.43	69.73	67.09	53.79
Gamma HHI	0.53	0.43	0.60	0.56	0.51
Net GEX	3.9K	2.0K	8.2K	8.2K	2.7K
Net DEX	-70.9K	-224.6K	56.7K	-224.6K	-144.2K
Net VEX	-1.7K	-2.7K	-1.2K	-2.7K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.34	0.00	18.20	1.95	3.75
Total Volume	6.286	0	15	3	10
Total OI	396.524	371	410	404	403

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
2014-04-01	$64.97	$98.14	91.0%	26.1%	72.1%	41.2%	108.5%	0.0%	-12.8%	8.2K	-224.6K	-2.7K	1.95	67.09	1	2	343	61
2014-04-02	$63.00	$98.14	76.3%	21.9%	68.5%	28.5%	88.7%	0.0%	-24.2%	7.1K	-219.8K	-2.5K	0.81	23.52	4	3	340	56
2014-04-03	$60.06	$98.14	102.9%	29.5%	68.8%	51.6%	0.0%	0.0%	-37.0%	6.4K	-178.0K	-2.2K	0.00	69.42	0	0	338	60
2014-04-04	$54.96	$49.07	95.7%	25.8%	69.3%	45.3%	60.2%	0.0%	-28.4%	5.4K	-122.9K	-2.1K	2.87	69.73	3	8	338	60
2014-04-07	$55.35	$49.07	106.0%	29.4%	69.4%	54.2%	102.2%	0.0%	-18.6%	4.6K	-42.8K	-1.8K	0.02	59.20	3	0	338	66
2014-04-08	$53.97	$49.07	107.0%	28.4%	68.5%	55.1%	112.1%	0.0%	8.5%	4.1K	-5.5K	-1.5K	0.29	60.23	2	1	336	66
2014-04-09	$57.70	$49.07	99.7%	27.0%	74.6%	48.7%	0.0%	0.0%	18.2%	2.5K	-50.1K	-1.2K	10.00	49.81	0	3	336	66
2014-04-10	$55.74	$49.07	89.9%	25.8%	74.6%	40.2%	120.1%	0.0%	29.9%	5.4K	-83.4K	-1.8K	0.10	44.95	5	1	336	67
2014-04-11	$52.99	$49.07	111.3%	31.9%	69.9%	58.7%	110.7%	0.0%	-60.6%	4.4K	-62.4K	-1.8K	0.13	53.07	4	1	333	67
2014-04-14	$49.85	$49.07	101.6%	29.1%	70.9%	50.4%	94.6%	0.0%	-22.5%	3.4K	-13.6K	-1.5K	0.37	56.19	5	2	337	68
2014-04-15	$48.68	$49.07	102.6%	29.4%	67.6%	51.2%	0.0%	0.0%	-15.5%	2.6K	56.7K	-1.4K	0.92	57.30	1	1	338	70
2014-04-16	$47.30	$49.07	105.0%	30.1%	66.6%	53.3%	175.5%	0.0%	-6.0%	2.9K	18.1K	-1.5K	5.56	56.93	1	5	338	68
2014-04-17	$50.05	$49.07	113.4%	32.5%	63.3%	60.6%	212.3%	0.0%	-24.5%	2.9K	43.1K	-1.5K	0.00	69.49	3	0	337	73
2014-04-21	$50.44	$49.07	97.3%	27.9%	63.4%	46.6%	109.4%	0.0%	0.5%	2.7K	2.9K	-1.4K	1.39	61.28	5	7	307	64
2014-04-22	$53.39	$49.07	117.3%	33.6%	65.9%	64.0%	0.0%	0.0%	-18.6%	2.0K	-93.9K	-1.3K	0.07	45.58	12	1	306	70
2014-04-23	$52.21	$49.07	104.6%	30.0%	65.8%	53.0%	0.0%	0.0%	-15.1%	2.9K	-40.1K	-1.7K	0.00	58.75	3	0	308	71
2014-04-24	$53.19	$49.07	106.3%	30.5%	66.3%	54.4%	106.7%	0.0%	-20.1%	2.8K	-26.6K	-1.6K	0.15	50.95	9	1	310	71
2014-04-25	$50.25	$49.07	89.5%	25.6%	68.2%	39.9%	89.3%	0.0%	8.5%	2.7K	-57.3K	-1.7K	18.20	28.54	0	5	319	69
2014-04-28	$60.06	$49.07	64.7%	18.6%	96.0%	18.5%	57.6%	0.0%	35.7%	2.8K	-120.9K	-1.6K	0.32	14.43	11	4	319	74
2014-04-29	$57.70	$49.07	89.6%	25.7%	96.8%	40.1%	0.0%	0.0%	0.9%	2.7K	-123.9K	-1.4K	0.00	43.90	5	0	326	74
2014-04-30	$55.74	$49.07	87.5%	25.1%	95.8%	38.2%	0.0%	0.0%	-14.8%	2.7K	-144.2K	-1.5K	3.75	53.79	2	8	329	74