AGEN Options History — October 2014

In October 2014, AGEN traded between $52.40 and $62.41. ATM implied volatility averaged 90.9%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 43.9% (HV 20d: 46.9%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.66.

Notable Days

  • 2014-10-08: Highest Volume — 17 contracts
  • 2014-10-16: Largest IV drop — 52.4% change
  • 2014-10-15: Highest IV Rank — 79.0%
  • 2014-10-21: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.48$52.40$62.41$58.29$58.49
Max Pain$49.07$49.07$49.07$49.07$49.07
ATM IV90.9%56.0%151.0%93.2%56.7%
Expected Move19.6%16.3%22.7%18.4%19.7%
HV 20d46.9%40.5%50.9%45.7%50.9%
HV 60d42.4%39.7%45.4%44.0%41.6%
IV Rank34.9%9.3%79.0%36.6%9.8%
IV Percentile51.0%2.8%99.6%59.5%3.2%
Term Structure-0.4%-24.8%30.0%-13.7%30.0%
VWIV68.6%57.0%85.7%70.9%68.0%
Bid-Ask Spread %94.5052.71116.44108.9580.26
Gamma HHI0.680.500.810.810.74
Net GEX-3.1K-8.2K1.1K943-5.6K
Net DEX60.3K-52.1K225.2K-52.1K15.0K
Net VEX-1.2K-2.1K-455-814-888
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.001.310.070.56
Total Volume10.478017313
Total OI345.13341348341348

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-10-01$58.29$49.0793.2%18.4%45.7%36.6%0.0%0.0%-13.7%943-52.1K-8140.07108.9530191150
2014-10-02$58.49$49.0783.0%21.8%45.5%29.1%0.0%0.0%4.8%-2.4K70.7K-2.1K0.0070.9000193150
2014-10-03$57.70$49.0794.6%17.5%45.5%37.6%0.0%0.0%-24.3%-3.8K114.0K-1.8K0.00116.4410193150
2014-10-06$55.94$49.0775.8%20.1%46.7%23.8%70.9%0.0%-4.1%-5.0K137.2K-1.8K0.0064.9910193150
2014-10-07$54.76$49.0797.7%19.0%46.7%39.9%85.7%0.0%-3.4%-7.1K171.8K-1.6K0.5599.9232193150
2014-10-08$55.15$49.07101.3%21.1%42.1%42.6%76.3%0.0%14.7%-8.2K148.0K-1.6K1.3185.97710195150
2014-10-09$52.60$49.0798.0%20.7%43.6%40.1%70.1%0.0%-0.7%-6.5K205.8K-1.6K1.14106.8678195150
2014-10-10$52.40$49.07103.8%19.4%43.4%44.4%73.4%0.0%9.5%-5.6K225.2K-1.5K0.93108.7077195150
2014-10-13$52.99$49.07119.2%20.9%40.5%55.7%65.3%0.0%-9.0%-5.8K192.1K-1.5K0.8098.3297195148
2014-10-14$54.56$49.07135.5%19.4%41.1%67.7%73.8%0.0%2.0%608-5.7K-5110.72109.59107196148
2014-10-15$57.70$49.07151.0%16.4%46.1%79.0%57.0%0.0%-16.5%530-4.4K-4550.77109.8097198148
2014-10-16$59.67$49.0771.8%20.4%47.7%20.9%71.9%0.0%27.9%-2.3K57.7K-1.8K0.00102.6800198148
2014-10-17$56.92$49.0774.2%22.1%50.2%22.6%77.3%0.0%10.8%-6.2K110.0K-1.5K0.0452.7130198148
2014-10-20$58.29$49.0786.8%19.5%50.6%31.9%65.3%0.0%12.3%-3.0K85.9K-1.6K0.84108.6087198148
2014-10-21$58.88$49.0787.3%22.7%50.0%32.3%70.2%0.0%-11.8%992-29.6K-7000.8497.5587198148
2014-10-22$58.49$49.0789.3%21.7%50.0%33.8%69.0%0.0%-14.8%1.1K-38.2K-7160.8499.5587198148
2014-10-23$60.06$49.0760.7%19.6%49.7%12.7%68.4%0.0%16.5%-5.0K-1.6K-1.0K1.0294.0467198148
2014-10-24$58.49$49.0775.5%19.1%50.4%23.6%65.7%0.0%-15.8%-6.3K52.5K-1.3K1.0294.5767198148
2014-10-27$59.47$49.0786.2%17.6%45.9%31.4%61.2%0.0%3.4%720-28.5K-6250.9097.6977198148
2014-10-28$62.41$49.0791.4%17.8%49.1%35.3%60.1%0.0%7.3%-602-4.8K-1.6K0.6882.6775199148
2014-10-29$59.67$49.07100.6%19.2%49.0%42.1%63.9%0.0%-24.8%1.1K-45.4K-7380.6890.7675199148
2014-10-30$60.65$49.0756.0%16.3%49.3%9.3%58.5%0.0%-8.7%-3.6K10.8K-6740.7391.9965199148
2014-10-31$58.49$49.0756.7%19.7%50.9%9.8%68.0%0.0%30.0%-5.6K15.0K-8880.5680.2685200148