AGEN Options History — November 2014

In November 2014, AGEN traded between $57.51 and $60.65. ATM implied volatility averaged 81.2%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 43.4% (HV 20d: 37.8%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.39.

Notable Days

2014-11-13: Highest Volume — 25 contracts
2014-11-13: Largest IV drop — 36.2% change
2014-11-12: Highest IV Rank — 49.1%
2014-11-07: Largest Expected Move — 22.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.64	$57.51	$60.65	$58.88	$58.10
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	81.2%	66.7%	110.2%	86.5%	82.4%
Expected Move	18.3%	15.1%	22.6%	18.3%	15.1%
HV 20d	37.8%	21.8%	49.5%	49.5%	21.8%
HV 60d	40.7%	40.1%	41.5%	41.5%	40.1%
IV Rank	27.8%	17.1%	49.1%	31.7%	28.7%
IV Percentile	39.2%	12.7%	88.5%	47.2%	42.1%
Term Structure	-5.5%	-22.6%	27.4%	-12.5%	-13.7%
VWIV	66.2%	50.9%	79.7%	63.2%	58.0%
Bid-Ask Spread %	90.57	72.71	112.78	97.29	112.78
Gamma HHI	0.76	0.59	0.99	0.78	0.61
Net GEX	-2.6K	-6.5K	1.2K	-6.4K	464
Net DEX	7.0K	-43.1K	75.3K	39.7K	-16.1K
Net VEX	-672	-958	-441	-957	-441
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.39	0.00	2.19	0.56	0.00
Total Volume	16.368	0	25	13	0
Total OI	291.158	83	348	348	87

Daily Data (19 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
2014-11-03	$58.88	$49.07	86.5%	18.3%	49.5%	31.7%	63.2%	0.0%	-12.5%	-6.4K	39.7K	-957	0.56	97.29	8	5	200	148
2014-11-04	$59.08	$49.07	82.2%	17.0%	48.7%	28.5%	66.1%	0.0%	-10.0%	-6.5K	75.3K	-756	1.78	91.15	8	15	200	148
2014-11-05	$59.08	$49.07	70.7%	20.9%	48.7%	20.1%	72.7%	0.0%	27.4%	-5.3K	12.2K	-856	1.66	89.17	9	15	200	145
2014-11-06	$59.67	$49.07	91.6%	20.4%	44.8%	35.4%	71.6%	0.0%	-16.7%	-5.4K	37.9K	-914	1.66	85.15	9	15	201	145
2014-11-07	$59.08	$49.07	96.7%	22.6%	45.1%	39.2%	79.7%	0.0%	17.0%	-5.9K	27.2K	-958	1.66	80.84	9	15	201	145
2014-11-10	$59.47	$49.07	98.9%	17.9%	45.0%	40.8%	50.9%	0.0%	19.3%	-5.4K	24.8K	-873	1.66	95.29	9	15	201	145
2014-11-11	$60.65	$49.07	105.9%	19.2%	44.5%	45.9%	67.3%	0.0%	5.7%	-4.0K	5.9K	-733	1.66	83.76	9	15	199	148
2014-11-12	$59.08	$49.07	110.2%	17.8%	41.6%	49.1%	65.4%	0.0%	-12.3%	-5.9K	32.8K	-736	1.66	75.86	9	15	201	143
2014-11-13	$58.88	$49.07	70.3%	17.1%	39.8%	19.8%	62.6%	0.0%	-11.6%	-6.3K	60.6K	-752	1.83	88.95	9	16	201	143
2014-11-14	$58.49	$49.07	67.8%	15.8%	35.9%	17.9%	0.0%	0.0%	-4.1%	-6.5K	45.8K	-736	0.00	97.78	0	0	201	145
2014-11-17	$57.90	$49.07	72.1%	16.9%	35.1%	21.1%	61.8%	0.0%	-13.5%	909	-29.8K	-480	1.87	90.39	9	16	201	145
2014-11-18	$58.29	$49.07	67.9%	16.9%	35.0%	18.0%	65.7%	0.0%	-22.6%	1.0K	-37.7K	-522	2.19	91.63	7	16	201	145
2014-11-19	$57.51	$49.07	75.0%	17.8%	35.2%	23.2%	57.1%	0.0%	-15.3%	974	-30.1K	-507	0.00	90.77	2	0	202	145
2014-11-20	$57.90	$49.07	75.4%	20.0%	33.9%	23.6%	75.1%	0.0%	-9.2%	1.0K	-37.5K	-519	1.96	94.44	8	16	203	145
2014-11-21	$57.51	$49.07	77.5%	21.9%	32.7%	25.1%	72.2%	0.0%	1.8%	1.2K	-43.1K	-568	1.53	72.71	7	11	203	145
2014-11-24	$57.90	$49.07	71.4%	16.3%	32.2%	20.6%	0.0%	0.0%	-16.8%	463	-7.6K	-446	0.00	101.71	0	0	59	24
2014-11-25	$57.90	$49.07	72.9%	19.8%	26.3%	21.7%	69.1%	0.0%	-17.7%	567	-8.8K	-505	1.96	88.42	4	8	59	24
2014-11-26	$58.88	$49.07	66.7%	16.0%	22.3%	17.1%	58.0%	0.0%	1.0%	647	-18.5K	-500	0.00	92.69	2	0	60	24
2014-11-28	$58.10	$49.07	82.4%	15.1%	21.8%	28.7%	0.0%	0.0%	-13.7%	464	-16.1K	-441	0.00	112.78	0	0	63	24