AGEN Options History — December 2014

In December 2014, AGEN traded between $58.29 and $81.26. ATM implied volatility averaged 90.1%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 43.6% (HV 20d: 46.5%). Max pain ranged from $49.07 to $49.07. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.72.

Notable Days

2014-12-18: Highest Volume — 76 contracts
2014-12-23: Largest IV spike — 36.9% change
2014-12-09: Highest IV Rank — 57.2%
2014-12-24: Largest Expected Move — 25.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.34	$58.29	$81.26	$58.29	$77.92
Max Pain	$49.07	$49.07	$49.07	$49.07	$49.07
ATM IV	90.1%	63.8%	121.2%	70.5%	84.8%
Expected Move	21.5%	17.3%	25.9%	18.1%	20.6%
HV 20d	46.5%	17.7%	74.8%	17.7%	74.8%
HV 60d	45.4%	38.5%	53.4%	40.0%	52.8%
IV Rank	34.3%	15.0%	57.2%	19.9%	30.5%
IV Percentile	56.0%	8.7%	96.8%	19.8%	48.8%
Term Structure	-10.7%	-33.3%	27.4%	-17.1%	-0.2%
VWIV	81.4%	67.9%	90.3%	75.7%	83.0%
Bid-Ask Spread %	90.49	69.35	107.16	107.16	94.02
Gamma HHI	0.93	0.67	1.00	0.83	0.99
Net GEX	3.7K	275	12.0K	295	7.1K
Net DEX	-206.6K	-502.4K	-27.4K	-44.9K	-334.0K
Net VEX	-1.1K	-2.0K	-153	-153	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.00	1.74	1.74	0.00
Total Volume	18.636	0	76	13	1
Total OI	136.455	87	201	87	201

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
2014-12-01	$58.29	$49.07	70.5%	18.1%	17.7%	19.9%	0.0%	0.0%	-17.1%	295	-44.9K	-153	1.74	107.16	5	8	63	24
2014-12-02	$58.88	$49.07	83.1%	17.3%	17.9%	29.2%	0.0%	0.0%	-16.6%	275	-44.2K	-155	1.74	106.42	5	8	63	24
2014-12-03	$59.47	$49.07	89.5%	17.4%	18.3%	33.9%	75.7%	0.0%	-15.8%	1.3K	-55.1K	-716	1.74	87.81	5	8	63	24
2014-12-04	$58.68	$49.07	101.0%	17.3%	18.9%	42.3%	0.0%	0.0%	-33.3%	762	-27.4K	-508	0.00	94.67	0	0	63	24
2014-12-05	$60.84	$49.07	96.9%	21.1%	22.7%	39.4%	0.0%	0.0%	3.1%	287	-54.6K	-194	0.55	85.02	13	7	63	24
2014-12-08	$63.98	$49.07	108.8%	18.6%	28.2%	48.1%	76.0%	0.0%	-18.3%	2.0K	-122.9K	-868	0.44	69.35	22	10	72	24
2014-12-09	$64.18	$49.07	121.2%	22.8%	28.2%	57.2%	86.3%	0.0%	-15.4%	950	-151.3K	-502	0.44	92.27	22	10	90	27
2014-12-10	$59.86	$49.07	98.5%	22.3%	37.8%	40.5%	90.3%	0.0%	-2.2%	2.3K	-151.7K	-1.1K	0.42	96.02	22	9	90	25
2014-12-11	$61.83	$49.07	63.8%	18.8%	38.2%	15.0%	72.1%	0.0%	-7.5%	2.4K	-112.9K	-893	1.14	71.94	8	9	90	25
2014-12-12	$63.00	$49.07	74.4%	23.0%	38.6%	22.8%	0.0%	0.0%	-12.1%	1.2K	-132.8K	-536	0.54	88.47	8	4	92	22
2014-12-15	$63.98	$49.07	79.5%	19.5%	38.6%	26.6%	70.6%	0.0%	-11.4%	2.5K	-186.3K	-1.1K	0.65	101.88	7	4	92	22
2014-12-16	$63.79	$49.07	81.4%	18.9%	38.4%	27.9%	67.9%	0.0%	-12.6%	2.6K	-163.9K	-997	0.88	104.02	5	4	93	22
2014-12-17	$65.75	$49.07	81.9%	19.8%	39.4%	28.3%	72.3%	0.0%	-11.3%	3.1K	-140.4K	-901	1.01	99.81	4	4	94	22
2014-12-18	$77.53	$49.07	89.4%	25.5%	68.1%	33.8%	89.8%	0.0%	-8.5%	4.8K	-280.1K	-1.3K	0.10	81.44	69	7	94	22
2014-12-19	$78.31	$49.07	80.9%	23.1%	68.0%	27.6%	81.7%	0.0%	-7.5%	5.9K	-310.0K	-1.4K	0.00	96.50	19	0	158	25
2014-12-22	$77.53	$49.07	81.4%	25.4%	68.2%	27.9%	85.5%	0.0%	0.8%	6.4K	-354.7K	-1.6K	0.36	84.64	19	7	167	25
2014-12-23	$75.56	$49.07	111.4%	24.8%	69.6%	50.0%	86.2%	0.0%	-17.7%	6.1K	-340.7K	-1.6K	0.70	86.23	11	8	168	25
2014-12-24	$75.56	$49.07	105.9%	25.9%	69.6%	46.0%	80.8%	0.0%	-27.8%	5.9K	-320.9K	-1.5K	0.54	81.93	14	8	168	26
2014-12-26	$81.26	$49.07	108.3%	22.7%	72.8%	47.7%	86.6%	0.0%	-18.8%	12.0K	-502.4K	-2.0K	0.99	93.82	8	8	167	26
2014-12-29	$78.51	$49.07	97.2%	25.7%	74.3%	39.5%	89.1%	0.0%	-13.5%	6.6K	-362.8K	-1.7K	1.05	86.30	7	8	169	26
2014-12-30	$78.70	$49.07	71.5%	25.0%	74.3%	20.6%	89.8%	0.0%	27.4%	6.8K	-350.3K	-1.7K	0.00	81.14	5	0	172	26
2014-12-31	$77.92	$49.07	84.8%	20.6%	74.8%	30.5%	83.0%	0.0%	-0.2%	7.1K	-334.0K	-1.6K	0.00	94.02	1	0	175	26