AGEN Options History — February 2015

In February 2015, AGEN traded between $90.28 and $109.13. ATM implied volatility averaged 72.2%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 5.6% (HV 20d: 77.8%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.27.

Notable Days

2015-02-09: Highest Volume — 198 contracts
2015-02-05: Largest IV spike — 29.5% change
2015-02-05: Highest IV Rank — 35.4%
2015-02-03: Largest Expected Move — 26.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$98.73	$90.28	$109.13	$94.80	$95.98
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	72.2%	44.0%	92.5%	85.2%	44.0%
Expected Move	21.0%	12.6%	26.2%	24.4%	12.6%
HV 20d	77.8%	52.5%	128.9%	128.6%	60.1%
HV 60d	87.4%	85.5%	90.8%	85.5%	90.8%
IV Rank	20.4%	0.0%	35.4%	30.0%	0.0%
IV Percentile	24.5%	0.0%	61.1%	45.6%	0.0%
Term Structure	10.1%	-3.9%	24.9%	3.0%	24.9%
VWIV	74.6%	45.6%	91.6%	85.4%	45.6%
Skew 25d	-6.5%	-24.4%	14.8%	-5.3%	-13.3%
Skew 10d	-2.4%	-28.3%	31.7%	-27.5%	-23.8%
Call IV 25d	77.2%	60.2%	100.2%	93.7%	60.2%
Put IV 25d	70.8%	46.9%	92.7%	88.4%	46.9%
Bid-Ask Spread %	66.63	27.50	95.30	38.59	54.28
Gamma HHI	0.54	0.33	0.71	0.63	0.33
Net GEX	24.1K	2.4K	39.7K	27.7K	13.9K
Net DEX	-1.7M	-3.4M	-1.1M	-1.5M	-1.1M
Net VEX	-7.3K	-8.5K	-6.2K	-7.4K	-7.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.27	0.00	7.76	0.04	3.14
Total Volume	65.526	21	198	56	80
Total OI	619.316	333	811	543	471

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
2015-02-02	$94.80	$98.14	85.2%	24.4%	128.6%	30.0%	85.4%	0.0%	3.0%	27.7K	-1.5M	-7.4K	0.04	38.59	54	2	429	114
2015-02-03	$91.46	$98.14	91.4%	26.2%	128.9%	34.6%	91.6%	0.0%	1.8%	32.5K	-1.4M	-7.4K	0.38	27.50	35	13	470	115
2015-02-04	$90.28	$98.14	71.4%	20.5%	126.4%	19.8%	73.3%	0.0%	5.0%	31.7K	-1.1M	-7.1K	0.68	42.00	21	14	466	119
2015-02-05	$94.01	$98.14	92.5%	24.9%	126.8%	35.4%	87.7%	-5.3%	-3.9%	32.6K	-1.4M	-7.6K	1.47	91.39	20	29	470	120
2015-02-06	$92.44	$98.14	87.6%	25.0%	127.1%	31.8%	88.9%	-7.9%	-1.6%	32.6K	-1.4M	-7.5K	3.20	89.68	9	29	473	131
2015-02-09	$95.00	$98.14	78.5%	23.3%	86.9%	25.0%	81.9%	-8.4%	5.9%	39.7K	-1.5M	-7.5K	7.76	86.37	23	175	475	131
2015-02-10	$100.49	$98.14	58.0%	22.6%	67.6%	9.8%	81.4%	14.8%	15.6%	2.4K	-1.5M	-8.4K	0.24	69.19	106	25	484	265
2015-02-11	$96.76	$98.14	69.5%	19.9%	62.3%	18.3%	69.7%	-24.4%	12.9%	22.3K	-1.2M	-8.5K	1.22	49.53	24	30	535	263
2015-02-12	$98.92	$98.14	69.6%	20.0%	63.1%	18.4%	73.2%	-19.1%	20.1%	23.1K	-1.4M	-8.4K	1.46	95.30	20	30	537	265
2015-02-13	$98.72	$98.14	70.7%	20.3%	60.5%	19.2%	70.3%	-4.5%	9.4%	24.0K	-1.6M	-8.2K	0.86	78.18	29	25	537	265
2015-02-17	$101.28	$98.14	77.8%	22.3%	57.4%	24.5%	76.7%	-3.1%	8.4%	23.2K	-2.0M	-7.7K	0.61	63.83	38	23	545	266
2015-02-18	$100.88	$98.14	70.9%	20.3%	57.0%	19.4%	77.6%	-15.8%	16.0%	17.5K	-3.4M	-6.3K	1.05	54.13	24	25	540	266
2015-02-19	$101.08	$98.14	73.8%	21.2%	53.3%	21.5%	73.5%	-13.6%	8.6%	23.0K	-2.7M	-6.7K	0.08	55.00	19	2	530	267
2015-02-20	$102.06	$98.14	68.1%	19.5%	52.8%	17.3%	73.8%	-10.1%	14.1%	18.3K	-3.3M	-6.2K	0.00	72.59	77	0	517	267
2015-02-23	$109.13	$98.14	72.6%	20.8%	54.2%	20.7%	67.9%	6.3%	6.0%	20.7K	-1.6M	-6.5K	0.35	81.36	31	11	285	48
2015-02-24	$105.99	$98.14	63.4%	18.2%	52.5%	13.8%	68.2%	-2.0%	18.5%	23.0K	-1.6M	-6.6K	0.42	82.66	21	9	305	49
2015-02-25	$107.95	$98.14	74.1%	21.2%	52.8%	21.8%	74.9%	4.5%	4.5%	24.6K	-1.7M	-6.9K	0.26	54.75	35	9	314	49
2015-02-26	$98.72	$98.14	53.4%	15.3%	60.5%	6.4%	55.7%	-1.9%	22.7%	25.6K	-1.4M	-6.5K	0.96	79.57	65	63	335	49
2015-02-27	$95.98	$98.14	44.0%	12.6%	60.1%	0.0%	45.6%	-13.3%	24.9%	13.9K	-1.1M	-7.2K	3.14	54.28	19	61	367	104