AGEN Options History — September 2014

In September 2014, AGEN traded between $55.15 and $62.41. ATM implied volatility averaged 81.4%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 47.7% (HV 20d: 33.7%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.64.

Notable Days

2014-09-08: Highest Volume — 4 contracts
2014-09-11: Largest IV drop — 35.2% change
2014-09-09: Highest IV Rank — 48.3%
2014-09-26: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.09	$55.15	$62.41	$62.41	$61.04
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	81.4%	62.8%	109.1%	95.3%	100.0%
Expected Move	17.9%	10.0%	22.1%	18.8%	17.9%
HV 20d	33.7%	25.0%	43.9%	29.1%	43.7%
HV 60d	54.2%	44.9%	56.9%	56.6%	44.9%
IV Rank	27.9%	14.3%	48.3%	38.1%	41.6%
IV Percentile	36.3%	6.3%	87.7%	62.7%	70.6%
Term Structure	-8.6%	-34.5%	20.9%	-24.5%	-34.5%
VWIV	74.1%	65.7%	87.1%	65.7%	67.9%
Bid-Ask Spread %	98.90	57.72	162.45	77.92	112.68
Gamma HHI	0.58	0.50	0.77	0.50	0.54
Net GEX	-2.4K	-6.7K	912	-731	-3.0K
Net DEX	56.4K	-37.0K	149.9K	22.6K	34.9K
Net VEX	-1.8K	-2.4K	-574	-2.4K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.64	0.00	20.00	2.50	0.00
Total Volume	0.667	0	4	0	1
Total OI	338.667	336	341	336	341

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
2014-09-02	$62.41	$49.07	95.3%	18.8%	29.1%	38.1%	0.0%	0.0%	-24.5%	-731	22.6K	-2.4K	0.00	77.92	0	0	189	147
2014-09-03	$60.84	$49.07	76.7%	18.5%	29.6%	24.5%	0.0%	0.0%	20.9%	-309	4.0K	-2.1K	0.00	73.17	0	0	189	147
2014-09-04	$59.86	$49.07	103.5%	15.8%	27.1%	44.2%	65.7%	0.0%	-33.7%	-615	17.6K	-2.2K	2.50	103.42	1	1	189	147
2014-09-05	$59.08	$49.07	83.7%	20.2%	25.5%	29.6%	68.6%	0.0%	-10.0%	-2.4K	50.4K	-2.1K	20.00	67.39	0	1	189	148
2014-09-08	$59.27	$49.07	85.2%	19.9%	25.2%	30.8%	79.3%	0.0%	-10.7%	-2.0K	60.0K	-2.2K	0.00	57.72	4	0	189	149
2014-09-09	$58.10	$49.07	109.1%	15.2%	25.0%	48.3%	0.0%	0.0%	5.8%	-2.2K	87.1K	-2.2K	0.00	107.12	0	1	190	149
2014-09-10	$61.24	$49.07	108.8%	16.2%	30.8%	48.1%	0.0%	0.0%	-12.8%	-3.3K	64.8K	-1.7K	0.00	80.78	0	0	190	149
2014-09-11	$62.41	$49.07	70.5%	11.1%	31.7%	19.9%	0.0%	0.0%	-10.9%	-2.2K	16.2K	-2.0K	0.00	162.45	0	0	190	149
2014-09-12	$61.24	$49.07	74.3%	20.0%	32.2%	22.7%	0.0%	0.0%	1.4%	-1.6K	35.3K	-2.2K	0.00	69.70	0	0	190	149
2014-09-15	$58.10	$49.07	71.5%	10.0%	36.8%	20.7%	87.1%	0.0%	-16.9%	-5.3K	97.7K	-1.8K	0.00	141.38	0	1	190	149
2014-09-16	$59.47	$49.07	65.3%	17.8%	37.2%	16.1%	79.3%	0.0%	-18.0%	-5.3K	78.6K	-1.6K	0.00	84.90	1	0	190	150
2014-09-17	$58.68	$49.07	72.6%	16.7%	37.2%	21.5%	0.0%	0.0%	-11.3%	-4.2K	85.6K	-1.9K	0.00	156.82	0	0	191	150
2014-09-18	$58.49	$49.07	65.2%	19.1%	35.9%	16.0%	0.0%	0.0%	7.4%	-2.7K	89.8K	-2.1K	0.00	100.15	1	0	189	150
2014-09-19	$57.31	$49.07	68.8%	16.4%	35.8%	18.7%	0.0%	0.0%	2.8%	-2.9K	111.9K	-2.0K	0.00	106.46	0	0	189	150
2014-09-22	$56.53	$49.07	74.4%	20.2%	35.7%	22.8%	70.5%	0.0%	-14.2%	-5.5K	124.1K	-1.8K	0.00	83.38	0	0	189	150
2014-09-23	$55.35	$49.07	78.3%	19.5%	35.9%	25.6%	67.9%	0.0%	8.6%	-2.5K	127.1K	-2.1K	1.20	100.49	0	0	189	150
2014-09-24	$55.15	$49.07	70.4%	21.6%	34.7%	19.8%	0.0%	0.0%	-12.6%	-6.7K	149.9K	-1.8K	0.00	93.49	0	0	189	150
2014-09-25	$56.92	$49.07	62.8%	17.6%	37.1%	14.3%	0.0%	0.0%	4.1%	626	-4.9K	-574	0.00	110.65	0	0	189	150
2014-09-26	$57.90	$49.07	82.8%	22.1%	37.9%	29.0%	0.0%	0.0%	-7.8%	826	-31.9K	-729	0.00	93.89	0	0	189	150
2014-09-29	$61.43	$49.07	90.2%	21.3%	43.9%	34.4%	0.0%	0.0%	-13.1%	912	-37.0K	-722	0.06	92.99	2	0	189	150
2014-09-30	$61.04	$49.07	100.0%	17.9%	43.7%	41.6%	0.0%	0.0%	-34.5%	-3.0K	34.9K	-1.7K	0.00	112.68	1	0	191	150