AGEN Options History — January 2015

In January 2015, AGEN traded between $76.74 and $121.30. ATM implied volatility averaged 96.1%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded below realized volatility by 17.6% (HV 20d: 113.7%). Max pain ranged from $49.07 to $98.14. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.57.

Notable Days

2015-01-12: Highest Volume — 292 contracts
2015-01-08: Largest IV spike — 36.2% change
2015-01-12: Highest IV Rank — 64.4%
2015-01-12: Largest Expected Move — 29.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$99.09	$76.74	$121.30	$78.31	$98.92
Max Pain	$83.42	$49.07	$98.14	$49.07	$98.14
ATM IV	96.1%	79.1%	131.0%	123.0%	80.5%
Expected Move	24.6%	18.7%	29.8%	21.9%	23.1%
HV 20d	113.7%	74.9%	132.5%	74.9%	127.1%
HV 60d	75.5%	52.5%	85.0%	52.5%	84.9%
IV Rank	38.5%	25.4%	64.4%	58.5%	26.5%
IV Percentile	63.3%	35.7%	98.4%	97.2%	36.5%
Term Structure	-1.2%	-34.0%	9.5%	-34.0%	8.7%
VWIV	89.0%	74.1%	104.2%	89.2%	78.7%
Bid-Ask Spread %	49.18	9.84	101.76	87.07	29.41
Gamma HHI	0.71	0.52	0.99	0.99	0.61
Net GEX	23.5K	7.1K	54.4K	7.1K	29.0K
Net DEX	-1.7M	-3.1M	-347.6K	-350.6K	-1.7M
Net VEX	-6.0K	-8.4K	-1.7K	-1.7K	-7.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.00	2.97	0.92	2.97
Total Volume	62.9	3	292	16	20
Total OI	426.55	202	592	202	542

Daily Data (20 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
2015-01-02	$78.31	$49.07	123.0%	21.9%	74.9%	58.5%	89.2%	0.0%	-34.0%	7.1K	-350.6K	-1.7K	0.92	87.07	8	8	176	26
2015-01-05	$81.84	$49.07	96.0%	18.7%	74.9%	38.7%	74.1%	0.0%	6.1%	8.4K	-383.3K	-1.7K	0.02	101.60	14	0	180	26
2015-01-06	$76.74	$49.07	116.3%	20.9%	79.7%	53.6%	82.7%	0.0%	0.2%	7.2K	-347.6K	-1.7K	0.12	101.76	13	2	186	26
2015-01-07	$78.70	$49.07	84.4%	21.5%	78.6%	30.1%	0.0%	0.0%	-8.2%	8.0K	-393.1K	-1.9K	0.00	93.81	3	0	194	27
2015-01-08	$80.27	$49.07	114.9%	22.8%	78.6%	52.5%	93.2%	0.0%	-9.3%	8.4K	-462.8K	-2.0K	0.52	86.37	18	10	197	27
2015-01-09	$103.83	$49.07	100.4%	25.4%	112.4%	41.9%	88.5%	0.0%	-6.5%	21.3K	-1.6M	-2.7K	0.18	23.85	203	37	209	28
2015-01-12	$121.30	$98.14	131.0%	29.8%	121.3%	64.4%	104.2%	0.0%	6.7%	13.8K	-2.5M	-3.8K	0.14	48.87	256	36	282	59
2015-01-13	$111.29	$98.14	100.4%	28.1%	128.5%	41.9%	98.3%	0.0%	-7.4%	31.9K	-2.6M	-6.9K	0.36	46.14	85	31	416	82
2015-01-14	$109.91	$98.14	91.4%	26.2%	129.2%	35.3%	93.1%	0.0%	-7.6%	38.3K	-3.0M	-7.8K	0.63	59.94	36	23	476	92
2015-01-15	$104.22	$98.14	95.7%	27.4%	132.0%	38.5%	96.0%	0.0%	-10.0%	54.4K	-2.7M	-8.0K	0.91	27.30	24	22	497	95
2015-01-16	$110.30	$98.14	93.7%	26.9%	132.5%	37.0%	94.1%	0.0%	0.7%	24.6K	-3.1M	-8.3K	0.11	38.54	20	2	492	99
2015-01-20	$111.87	$98.14	99.3%	28.5%	121.9%	41.1%	97.5%	0.0%	0.3%	25.6K	-2.5M	-8.4K	0.01	25.54	85	1	386	88
2015-01-21	$105.40	$98.14	85.5%	24.5%	125.0%	30.9%	84.7%	0.0%	3.5%	31.5K	-2.2M	-8.3K	0.37	19.35	44	16	417	88
2015-01-22	$103.04	$98.14	87.0%	24.9%	125.4%	32.1%	87.3%	0.0%	3.9%	24.2K	-1.9M	-8.2K	0.35	25.58	37	13	394	103
2015-01-23	$97.74	$98.14	84.0%	24.1%	126.9%	29.1%	83.5%	0.0%	9.1%	22.4K	-1.5M	-7.8K	0.60	9.84	61	37	392	107
2015-01-26	$103.04	$98.14	89.7%	25.7%	127.6%	33.3%	89.8%	0.0%	3.3%	28.0K	-1.9M	-8.1K	0.40	27.32	21	8	416	108
2015-01-27	$103.24	$98.14	85.8%	24.6%	125.8%	30.4%	84.6%	0.0%	5.0%	28.1K	-1.9M	-8.2K	0.08	59.03	11	1	415	113
2015-01-28	$99.31	$98.14	79.1%	22.7%	126.1%	25.4%	81.6%	0.0%	9.5%	28.5K	-1.7M	-7.9K	1.25	36.91	12	15	418	113
2015-01-29	$102.45	$98.14	83.9%	24.1%	126.2%	29.0%	89.5%	0.0%	2.0%	29.4K	-1.9M	-8.1K	1.44	35.40	10	15	425	114
2015-01-30	$98.92	$98.14	80.5%	23.1%	127.1%	26.5%	78.7%	0.0%	8.7%	29.0K	-1.7M	-7.8K	2.97	29.41	5	15	428	114