AGEN Options History — July 2014

In July 2014, AGEN traded between $57.70 and $77.53. ATM implied volatility averaged 72.6%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded below realized volatility by 1.9% (HV 20d: 74.5%). Max pain ranged from $49.07 to $98.14. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 92.66.

Notable Days

2014-07-01: Highest Volume — 162 contracts
2014-07-29: Largest IV spike — 49.0% change
2014-07-30: Highest IV Rank — 65.7%
2014-07-25: Largest Expected Move — 38.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$64.66	$57.70	$77.53	$69.68	$64.77
Max Pain	$51.30	$49.07	$98.14	$98.14	$49.07
ATM IV	72.6%	44.8%	119.3%	88.4%	77.2%
Expected Move	23.2%	17.7%	38.2%	26.2%	21.3%
HV 20d	74.5%	60.5%	82.9%	60.5%	67.4%
HV 60d	65.9%	56.6%	71.0%	67.4%	60.5%
IV Rank	25.3%	1.2%	65.7%	39.0%	29.3%
IV Percentile	22.8%	0.4%	95.2%	41.3%	25.4%
Term Structure	-4.9%	-43.5%	23.1%	-33.6%	-25.9%
VWIV	78.1%	66.3%	112.4%	77.6%	73.6%
Bid-Ask Spread %	51.54	32.96	117.20	61.37	46.38
Gamma HHI	0.64	0.50	0.91	0.84	0.50
Net GEX	4.1K	-824	15.0K	4.6K	1.3K
Net DEX	-104.3K	-398.0K	58.2K	-51.9K	-67.0K
Net VEX	-2.8K	-3.5K	-1.5K	-1.5K	-3.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	92.66	0.00	1942.00	0.09	48.33
Total Volume	23.455	0	162	162	15
Total OI	490.364	284	532	284	517

Daily Data (22 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
2014-07-01	$69.68	$98.14	88.4%	26.2%	60.5%	39.0%	77.6%	0.0%	-33.6%	4.6K	-51.9K	-1.5K	0.09	61.37	148	14	215	69
2014-07-02	$74.58	$49.07	63.8%	22.6%	64.2%	17.7%	80.5%	0.0%	-12.5%	12.2K	-359.6K	-3.4K	0.03	55.04	8	0	343	82
2014-07-03	$77.53	$49.07	73.7%	21.8%	65.0%	26.2%	74.1%	0.0%	13.0%	15.0K	-398.0K	-3.5K	0.04	65.65	30	1	348	82
2014-07-07	$71.05	$49.07	100.1%	27.6%	73.8%	49.1%	112.4%	0.0%	23.1%	11.7K	-277.0K	-3.1K	0.49	82.18	22	11	375	83
2014-07-08	$66.73	$49.07	88.3%	22.0%	77.3%	38.9%	72.3%	0.0%	0.1%	7.6K	-163.4K	-2.4K	2.12	54.48	12	26	379	81
2014-07-09	$65.55	$49.07	91.2%	22.3%	77.6%	41.4%	79.4%	0.0%	7.4%	7.0K	-136.7K	-2.7K	0.00	63.57	17	0	385	107
2014-07-10	$64.18	$49.07	74.7%	24.0%	77.9%	27.2%	78.5%	0.0%	-1.2%	6.0K	-141.4K	-2.8K	5.67	56.92	0	1	395	107
2014-07-11	$63.79	$49.07	59.1%	22.1%	77.5%	13.6%	77.6%	0.0%	4.0%	4.8K	-131.5K	-2.5K	35.29	44.91	1	31	395	106
2014-07-14	$63.98	$49.07	70.6%	22.7%	75.7%	23.6%	80.5%	0.0%	-7.4%	4.5K	-103.4K	-2.7K	0.00	36.32	0	0	395	132
2014-07-15	$61.24	$49.07	78.8%	22.6%	76.2%	30.7%	77.9%	0.0%	-8.7%	4.4K	-109.2K	-3.1K	0.17	45.08	5	1	395	132
2014-07-16	$60.45	$49.07	63.9%	24.1%	76.1%	17.8%	83.2%	0.0%	-0.7%	2.6K	-52.5K	-2.7K	0.04	32.96	6	0	399	133
2014-07-17	$57.70	$49.07	71.6%	23.0%	77.3%	24.4%	78.7%	0.0%	-20.2%	3.8K	-31.6K	-2.8K	0.18	41.16	1	0	395	132
2014-07-18	$58.88	$49.07	55.7%	22.7%	75.6%	10.7%	0.0%	0.0%	10.8%	2.3K	-46.0K	-2.6K	0.00	36.31	10	0	395	132
2014-07-21	$58.10	$49.07	45.5%	22.2%	72.5%	1.9%	76.3%	0.0%	16.8%	2.2K	-16.8K	-2.6K	1942.00	36.69	0	99	333	132
2014-07-22	$59.86	$49.07	45.4%	21.5%	73.1%	1.8%	80.0%	0.0%	20.6%	-563	44.0K	-3.0K	2.63	32.96	1	3	333	177
2014-07-23	$59.86	$49.07	63.5%	20.5%	73.1%	17.5%	74.0%	0.0%	-14.1%	-824	58.2K	-2.9K	0.00	38.15	10	0	334	179
2014-07-24	$66.54	$49.07	44.8%	17.7%	82.9%	1.2%	66.3%	0.0%	8.3%	743	-54.1K	-2.7K	0.20	43.22	27	5	339	179
2014-07-25	$63.59	$49.07	64.7%	38.2%	82.9%	18.5%	76.3%	0.0%	-10.7%	147	-92.4K	-3.2K	0.83	117.20	1	1	334	184
2014-07-28	$63.40	$49.07	62.9%	22.6%	81.3%	16.9%	72.5%	0.0%	-15.2%	606	-42.1K	-3.1K	0.00	37.44	1	0	334	184
2014-07-29	$64.38	$49.07	93.8%	21.0%	79.1%	43.6%	0.0%	0.0%	-17.5%	740	-40.3K	-3.0K	0.38	50.46	1	0	335	184
2014-07-30	$66.73	$49.07	119.3%	20.8%	71.8%	65.7%	71.1%	0.0%	-43.5%	-29	-81.9K	-2.8K	0.00	55.52	7	0	334	184
2014-07-31	$64.77	$49.07	77.2%	21.3%	67.4%	29.3%	73.6%	0.0%	-25.9%	1.3K	-67.0K	-3.1K	48.33	46.38	0	15	333	184