AGEN Options History — May 2014

In May 2014, AGEN traded between $48.87 and $59.27. ATM implied volatility averaged 84.3%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 4.7% (HV 20d: 79.6%). 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 15 of 21 days. Put/call ratio averaged 2.78.

Notable Days

2014-05-16: Highest Volume — 21 contracts
2014-05-14: Largest IV spike — 56.3% change
2014-05-14: Highest IV Rank — 61.4%
2014-05-01: Largest Expected Move — 30.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.02	$48.87	$59.27	$54.76	$59.27
Max Pain	$53.74	$49.07	$98.14	$49.07	$49.07
ATM IV	84.3%	52.0%	114.3%	104.6%	68.1%
Expected Move	23.1%	14.9%	30.0%	30.0%	19.5%
HV 20d	79.6%	45.5%	95.5%	95.5%	48.4%
HV 60d	81.2%	72.5%	86.8%	86.2%	74.1%
IV Rank	35.4%	7.5%	61.4%	52.9%	21.4%
IV Percentile	36.3%	0.4%	91.3%	73.8%	9.5%
Term Structure	2.7%	-39.5%	23.7%	-26.1%	-20.8%
VWIV	74.7%	46.5%	88.4%	88.4%	46.5%
Bid-Ask Spread %	75.87	46.35	89.30	57.71	71.87
Gamma HHI	0.52	0.41	0.63	0.63	0.47
Net GEX	1.6K	741	2.6K	2.6K	1.1K
Net DEX	17.0K	-42.7K	77.1K	-42.2K	34.0K
Net VEX	-1.4K	-1.7K	-1.0K	-1.7K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.78	0.00	38.75	0.00	0.43
Total Volume	2.905	0	21	1	3
Total OI	335.476	219	424	412	233

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
2014-05-01	$54.76	$49.07	104.6%	30.0%	95.5%	52.9%	0.0%	0.0%	-26.1%	2.6K	-42.2K	-1.7K	0.00	57.71	1	0	330	82
2014-05-02	$53.78	$49.07	85.9%	24.6%	94.4%	36.8%	0.0%	0.0%	-39.5%	2.3K	-42.7K	-1.6K	0.00	79.91	1	0	330	82
2014-05-05	$54.76	$49.07	91.1%	24.5%	89.3%	41.3%	0.0%	0.0%	8.2%	2.2K	-32.4K	-1.5K	0.00	85.85	2	0	330	82
2014-05-06	$53.39	$49.07	86.8%	25.3%	89.7%	37.6%	88.4%	0.0%	-0.2%	2.3K	-34.0K	-1.5K	0.00	59.39	0	1	332	82
2014-05-07	$53.19	$49.07	91.5%	22.4%	89.3%	41.7%	0.0%	0.0%	15.2%	2.1K	-20.7K	-1.5K	0.00	85.38	0	1	332	83
2014-05-08	$48.87	$49.07	105.1%	26.9%	90.3%	53.5%	0.0%	0.0%	-10.4%	2.1K	17.3K	-1.4K	1.96	46.35	1	3	332	84
2014-05-09	$50.44	$49.07	85.7%	23.7%	90.8%	36.7%	0.0%	0.0%	3.9%	1.9K	34.6K	-1.5K	38.75	78.30	0	8	333	84
2014-05-12	$52.01	$49.07	111.7%	23.8%	90.0%	59.2%	0.0%	0.0%	8.6%	2.0K	-9.7K	-1.6K	0.25	76.56	0	0	333	91
2014-05-13	$52.40	$49.07	73.1%	23.5%	87.1%	25.8%	0.0%	0.0%	0.4%	1.6K	-420	-1.3K	0.00	87.39	0	0	333	91
2014-05-14	$52.21	$49.07	114.3%	25.2%	86.6%	61.4%	0.0%	0.0%	5.0%	2.0K	-18.7K	-1.5K	0.00	87.97	0	0	333	91
2014-05-15	$51.62	$49.07	75.7%	21.7%	86.0%	28.0%	0.0%	0.0%	9.3%	1.9K	-1.5K	-1.3K	0.00	78.87	0	0	332	90
2014-05-16	$52.40	$49.07	87.4%	25.1%	83.9%	38.1%	87.9%	0.0%	7.8%	1.9K	-37.6K	-1.5K	0.94	69.34	11	10	332	90
2014-05-19	$52.99	$98.14	77.1%	22.1%	83.9%	29.2%	78.3%	0.0%	23.7%	741	77.1K	-1.2K	2.00	72.31	1	2	153	66
2014-05-20	$51.62	$98.14	68.6%	19.7%	82.0%	21.8%	68.8%	0.0%	20.8%	834	61.3K	-1.3K	0.00	77.85	2	0	154	68
2014-05-21	$50.44	$49.07	78.9%	22.6%	82.0%	30.8%	78.3%	0.0%	10.7%	934	59.2K	-1.3K	0.00	68.39	0	0	155	68
2014-05-22	$51.23	$49.07	82.5%	23.6%	81.9%	33.8%	0.0%	0.0%	6.3%	895	68.9K	-1.3K	0.00	89.30	3	0	155	69
2014-05-23	$51.82	$49.07	83.3%	23.9%	79.3%	34.6%	0.0%	0.0%	-3.3%	795	76.7K	-1.2K	0.00	88.92	0	4	155	69
2014-05-27	$53.19	$49.07	72.8%	20.9%	45.5%	25.4%	0.0%	0.0%	16.3%	1.2K	60.7K	-1.2K	0.00	87.05	1	0	155	72
2014-05-28	$56.13	$49.07	74.0%	21.2%	48.4%	26.6%	0.0%	0.0%	1.5%	761	66.6K	-1.0K	0.10	79.43	4	0	156	72
2014-05-29	$56.92	$49.07	52.0%	14.9%	47.0%	7.5%	46.5%	0.0%	19.6%	1.0K	41.0K	-1.2K	0.00	65.12	2	0	159	72
2014-05-30	$59.27	$49.07	68.1%	19.5%	48.4%	21.4%	0.0%	0.0%	-20.8%	1.1K	34.0K	-1.1K	0.43	71.87	2	1	161	72