AGEN Options History — June 2014

In June 2014, AGEN traded between $59.47 and $70.85. ATM implied volatility averaged 85.4%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 45.8% (HV 20d: 39.6%). Max pain ranged from $49.07 to $98.14. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.28.

Notable Days

2014-06-26: Highest Volume — 16 contracts
2014-06-12: Largest IV drop — 51.0% change
2014-06-10: Highest IV Rank — 74.3%
2014-06-04: Largest Expected Move — 30.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$65.89	$59.47	$70.85	$59.47	$63.20
Max Pain	$54.84	$49.07	$98.14	$49.07	$98.14
ATM IV	85.4%	61.0%	129.2%	84.7%	70.0%
Expected Move	22.0%	17.5%	30.8%	24.3%	21.9%
HV 20d	39.6%	30.4%	51.4%	47.7%	51.4%
HV 60d	68.9%	64.6%	73.8%	73.8%	67.1%
IV Rank	36.4%	15.3%	74.3%	35.7%	23.1%
IV Percentile	37.9%	1.6%	97.2%	33.7%	11.9%
Term Structure	-17.2%	-31.9%	-0.8%	-20.1%	-31.9%
VWIV	75.8%	68.1%	93.9%	93.9%	69.2%
Bid-Ask Spread %	79.14	43.56	109.50	95.61	68.53
Gamma HHI	0.64	0.40	0.86	0.45	0.75
Net GEX	2.8K	-244	6.0K	-244	2.4K
Net DEX	-53.1K	-196.4K	14.4K	14.4K	-3.1K
Net VEX	-1.2K	-2.1K	-567	-582	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	2.69	0.92	2.69
Total Volume	5.429	0	16	10	5
Total OI	259.524	234	281	234	281

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
2014-06-02	$59.47	$49.07	84.7%	24.3%	47.7%	35.7%	93.9%	0.0%	-20.1%	-244	14.4K	-582	0.92	95.61	5	5	161	73
2014-06-03	$61.63	$49.07	85.5%	24.5%	48.8%	36.4%	68.1%	0.0%	-9.8%	-120	7.8K	-646	0.04	92.43	6	0	166	75
2014-06-04	$61.43	$49.07	107.6%	30.8%	47.5%	55.5%	0.0%	0.0%	-6.8%	2.1K	-4.9K	-1.3K	0.03	94.85	5	0	167	75
2014-06-05	$61.83	$49.07	103.3%	29.6%	47.3%	51.8%	0.0%	0.0%	-30.8%	1.4K	6.6K	-1.2K	0.00	95.43	1	0	170	75
2014-06-06	$62.61	$49.07	96.4%	18.7%	32.4%	45.9%	0.0%	0.0%	-2.1%	139	-8.1K	-648	0.00	94.03	3	0	172	75
2014-06-09	$64.38	$49.07	107.5%	20.5%	32.2%	55.5%	69.1%	0.0%	-12.4%	412	-13.6K	-567	0.00	109.50	2	0	173	75
2014-06-10	$64.18	$49.07	129.2%	18.5%	31.8%	74.3%	0.0%	0.0%	-13.6%	496	-21.9K	-633	0.00	93.86	4	0	174	75
2014-06-11	$64.57	$49.07	124.6%	18.4%	31.8%	70.3%	0.0%	0.0%	-11.8%	673	-26.0K	-616	0.00	69.11	0	0	175	75
2014-06-12	$65.95	$49.07	61.0%	17.5%	31.6%	15.3%	0.0%	0.0%	-29.7%	647	-23.5K	-655	0.00	68.64	4	0	175	75
2014-06-13	$68.89	$49.07	66.4%	19.0%	32.3%	19.9%	0.0%	0.0%	-0.8%	1.1K	-70.6K	-1.0K	0.00	92.77	9	0	179	75
2014-06-16	$70.66	$49.07	72.9%	20.9%	32.5%	25.6%	0.0%	0.0%	-22.0%	5.4K	-177.0K	-1.9K	0.00	92.73	11	0	185	75
2014-06-17	$70.85	$49.07	68.4%	19.6%	32.8%	21.7%	0.0%	0.0%	-12.4%	5.5K	-128.1K	-1.6K	0.00	64.98	13	0	190	75
2014-06-18	$70.26	$49.07	71.7%	20.6%	30.4%	24.5%	0.0%	0.0%	-14.7%	6.0K	-196.4K	-2.1K	0.00	66.30	4	0	201	75
2014-06-19	$66.14	$49.07	71.9%	20.6%	38.5%	24.7%	85.0%	0.0%	-17.7%	4.8K	-94.1K	-1.6K	0.20	93.63	1	0	205	75
2014-06-20	$69.68	$49.07	71.1%	20.4%	40.8%	24.0%	0.0%	0.0%	-7.8%	5.4K	-120.9K	-1.5K	0.00	94.63	0	0	204	75
2014-06-23	$67.32	$0.00	78.4%	22.0%	44.5%	30.3%	0.0%	0.0%	-21.1%	4.9K	-62.2K	-1.4K	0.89	43.56	3	3	200	64
2014-06-24	$66.54	$0.00	70.5%	24.1%	45.0%	23.5%	0.0%	0.0%	-21.0%	4.8K	-50.8K	-1.5K	0.00	54.99	2	0	202	65
2014-06-25	$67.32	$0.00	76.2%	22.2%	42.1%	28.4%	0.0%	0.0%	-19.7%	4.8K	-54.4K	-1.5K	0.00	46.73	2	0	204	65
2014-06-26	$70.07	$0.00	84.0%	24.0%	43.5%	35.2%	69.3%	0.0%	-23.3%	4.7K	-46.3K	-1.2K	0.21	66.37	13	3	204	65
2014-06-27	$66.73	$98.14	92.6%	23.9%	46.8%	42.6%	69.2%	0.0%	-31.8%	4.3K	-42.0K	-1.4K	0.39	63.35	7	3	214	66
2014-06-30	$63.20	$98.14	70.0%	21.9%	51.4%	23.1%	0.0%	0.0%	-31.9%	2.4K	-3.1K	-1.1K	2.69	68.53	1	4	215	66