AGEN Options History — August 2014

In August 2014, AGEN traded between $60.26 and $68.50. ATM implied volatility averaged 89.7%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 41.8% (HV 20d: 47.8%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.15.

Notable Days

2014-08-15: Highest Volume — 15 contracts
2014-08-13: Largest IV drop — 64.2% change
2014-08-12: Highest IV Rank — 100.0%
2014-08-28: Largest Expected Move — 30.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$64.17	$60.26	$68.50	$64.38	$61.63
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	89.7%	59.9%	179.5%	89.0%	88.7%
Expected Move	22.1%	10.0%	30.3%	10.0%	28.3%
HV 20d	47.8%	29.8%	65.2%	65.2%	29.8%
HV 60d	57.7%	56.6%	60.5%	60.5%	56.6%
IV Rank	36.9%	12.2%	100.0%	39.5%	33.3%
IV Percentile	42.3%	3.6%	100.0%	44.8%	44.8%
Term Structure	-14.2%	-27.7%	10.7%	-11.3%	-21.3%
VWIV	77.7%	64.4%	112.6%	64.4%	112.6%
Bid-Ask Spread %	74.76	38.44	154.03	154.03	98.08
Gamma HHI	0.52	0.49	0.88	0.51	0.50
Net GEX	847	-802	2.9K	2.0K	-802
Net DEX	-39.7K	-116.8K	13.0K	-52.5K	-6.0K
Net VEX	-2.7K	-3.4K	-879	-3.0K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	0.67	0.00	0.50
Total Volume	2.524	0	15	0	0
Total OI	420.667	325	509	509	336

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
2014-08-01	$64.38	$49.07	89.0%	10.0%	65.2%	39.5%	0.0%	0.0%	-11.3%	2.0K	-52.5K	-3.0K	0.00	154.03	0	0	334	175
2014-08-04	$65.75	$49.07	82.1%	18.2%	59.1%	33.5%	64.4%	0.0%	-13.0%	2.7K	-89.6K	-879	0.57	83.60	2	1	334	175
2014-08-05	$66.54	$49.07	114.8%	21.1%	55.0%	61.8%	73.3%	0.0%	-5.1%	257	-94.3K	-2.9K	0.50	49.26	1	1	333	175
2014-08-06	$68.50	$49.07	119.6%	20.1%	55.5%	66.0%	78.9%	0.0%	-19.8%	2.9K	-102.2K	-3.3K	0.00	85.60	2	0	326	175
2014-08-07	$66.34	$49.07	107.9%	23.3%	56.3%	55.9%	0.0%	0.0%	-17.9%	1.0K	-46.9K	-2.7K	0.00	76.34	3	0	326	175
2014-08-08	$66.93	$49.07	89.0%	27.6%	56.2%	39.5%	0.0%	0.0%	-18.9%	1.8K	-71.3K	-2.9K	0.00	84.90	0	0	325	175
2014-08-11	$67.52	$49.07	136.7%	21.9%	56.3%	83.9%	73.2%	0.0%	-17.3%	2.5K	-116.8K	-3.4K	0.07	75.65	2	0	325	175
2014-08-12	$65.16	$49.07	179.5%	22.6%	55.4%	100.0%	69.2%	0.0%	-9.4%	1.1K	-36.2K	-2.8K	0.00	68.15	0	0	324	175
2014-08-13	$64.57	$49.07	64.3%	21.4%	55.3%	15.4%	70.3%	0.0%	-13.8%	915	-26.0K	-2.8K	0.67	70.59	1	1	324	175
2014-08-14	$64.77	$49.07	59.9%	22.2%	52.1%	12.2%	76.4%	0.0%	-12.1%	1.4K	-49.9K	-3.3K	0.00	73.80	0	0	319	173
2014-08-15	$64.38	$49.07	62.3%	21.4%	52.0%	13.9%	79.6%	0.0%	-19.9%	264	2.1K	-2.7K	0.02	71.47	15	0	319	173
2014-08-18	$65.55	$49.07	70.8%	21.5%	51.7%	20.1%	75.6%	0.0%	-20.2%	1.1K	-45.4K	-2.9K	0.21	66.57	5	1	179	146
2014-08-19	$64.57	$49.07	70.1%	22.7%	51.4%	19.6%	0.0%	0.0%	-20.4%	-101	-15.1K	-2.5K	0.00	69.21	0	0	182	147
2014-08-20	$62.61	$49.07	81.2%	22.3%	52.9%	27.8%	84.6%	0.0%	-22.6%	-196	6.9K	-2.7K	0.00	38.44	3	0	182	147
2014-08-21	$61.24	$49.07	76.9%	22.1%	36.7%	24.7%	84.6%	0.0%	-14.6%	-461	13.0K	-2.6K	0.00	70.05	5	0	185	147
2014-08-22	$60.26	$49.07	71.4%	23.2%	33.7%	20.6%	79.3%	0.0%	7.6%	-69	3.7K	-2.8K	0.00	64.74	2	0	185	147
2014-08-25	$60.84	$49.07	83.7%	20.9%	34.0%	29.6%	74.8%	0.0%	-19.0%	292	-5.9K	-2.6K	0.00	63.01	2	0	187	147
2014-08-26	$62.02	$49.07	60.9%	21.7%	34.3%	12.9%	79.2%	0.0%	-13.2%	110	-11.6K	-2.5K	0.00	74.09	5	0	188	147
2014-08-27	$62.22	$49.07	88.3%	20.7%	31.4%	33.0%	67.0%	0.0%	-27.7%	709	-30.3K	-2.6K	0.00	60.81	0	1	189	147
2014-08-28	$61.83	$49.07	86.1%	30.3%	29.8%	31.4%	112.6%	0.0%	10.7%	346	-59.8K	-2.5K	0.50	71.47	0	0	189	147
2014-08-29	$61.63	$49.07	88.7%	28.3%	29.8%	33.3%	0.0%	0.0%	-21.3%	-802	-6.0K	-2.4K	0.00	98.08	0	0	189	147