AGEN Options History — April 2015

In April 2015, AGEN traded between $102.85 and $141.71. ATM implied volatility averaged 67.8%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 16.6% (HV 20d: 51.2%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.40.

Notable Days

2015-04-27: Highest Volume — 244 contracts
2015-04-06: Largest IV spike — 44.1% change
2015-04-28: Highest IV Rank — 30.5%
2015-04-28: Largest Expected Move — 22.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$115.94	$102.85	$141.71	$103.24	$130.13
Max Pain	$98.14	$98.14	$98.14	$98.14	$98.14
ATM IV	67.8%	49.3%	79.2%	52.3%	70.6%
Expected Move	19.8%	15.0%	22.7%	15.0%	20.2%
HV 20d	51.2%	39.0%	57.3%	56.7%	57.3%
HV 60d	61.4%	51.4%	86.4%	86.4%	56.6%
IV Rank	22.6%	9.7%	30.5%	11.8%	24.5%
IV Percentile	26.4%	2.8%	53.6%	4.4%	30.2%
Term Structure	5.0%	-10.5%	35.7%	35.7%	4.2%
VWIV	68.9%	46.4%	79.9%	46.4%	73.2%
Skew 25d	1.3%	-14.9%	13.1%	-8.2%	-5.8%
Skew 10d	-2.7%	-40.7%	16.3%	-18.6%	-19.8%
Call IV 25d	70.1%	41.9%	94.4%	70.8%	74.3%
Put IV 25d	71.4%	54.3%	87.6%	62.6%	68.6%
Bid-Ask Spread %	66.00	30.65	102.03	102.03	63.32
Gamma HHI	0.40	0.31	0.57	0.52	0.37
Net GEX	26.8K	-15.0K	76.3K	-15.0K	65.7K
Net DEX	-2.4M	-4.9M	-1.1M	-1.1M	-3.9M
Net VEX	-7.9K	-15.2K	-5.5K	-7.0K	-14.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.04	2.63	0.41	0.21
Total Volume	75.429	15	244	29	213
Total OI	590.667	420	875	542	875

Daily Data (21 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
2015-04-01	$103.24	$98.14	52.3%	15.0%	56.7%	11.8%	46.4%	-8.2%	35.7%	-15.0K	-1.1M	-7.0K	0.41	102.03	21	8	359	183
2015-04-02	$103.24	$98.14	49.3%	20.0%	54.8%	9.7%	70.8%	-14.9%	8.7%	-5.3K	-1.2M	-7.0K	0.40	58.57	17	7	356	183
2015-04-06	$103.43	$98.14	71.0%	22.5%	53.1%	24.8%	73.6%	6.0%	-0.9%	-6.6K	-1.2M	-6.7K	0.24	36.34	28	7	356	183
2015-04-07	$102.85	$98.14	74.9%	20.0%	53.1%	27.5%	64.0%	-3.9%	6.0%	-4.0K	-1.2M	-6.6K	0.27	52.29	26	7	363	183
2015-04-08	$106.58	$98.14	74.5%	21.4%	54.0%	27.2%	75.8%	7.2%	-3.5%	4.1K	-1.4M	-6.5K	0.04	50.36	14	1	362	182
2015-04-09	$103.83	$98.14	75.9%	21.8%	53.5%	28.2%	73.5%	2.2%	0.5%	-3.0K	-1.4M	-6.5K	0.24	72.71	30	7	368	183
2015-04-10	$106.58	$98.14	76.2%	21.8%	53.4%	28.4%	72.2%	-4.3%	2.7%	4.8K	-1.4M	-6.4K	0.28	69.86	26	7	368	183
2015-04-13	$108.54	$98.14	67.5%	19.4%	53.1%	22.4%	69.5%	13.1%	11.0%	10.9K	-1.7M	-6.1K	0.40	45.16	21	8	373	183
2015-04-14	$108.73	$98.14	71.8%	20.6%	52.9%	25.3%	72.3%	-14.1%	8.8%	12.0K	-1.9M	-6.0K	0.36	60.15	18	7	375	185
2015-04-15	$109.32	$98.14	72.6%	20.8%	52.9%	25.9%	72.8%	-6.9%	2.2%	32.3K	-1.9M	-5.7K	0.41	68.91	17	7	375	185
2015-04-16	$109.72	$98.14	65.6%	18.8%	52.1%	21.0%	68.5%	11.6%	8.4%	34.7K	-2.0M	-5.7K	0.31	96.22	21	7	383	185
2015-04-17	$109.52	$98.14	67.9%	19.5%	49.3%	22.6%	69.4%	8.6%	2.6%	37.6K	-2.0M	-5.7K	0.50	30.65	13	7	393	184
2015-04-20	$112.86	$98.14	64.9%	18.6%	49.2%	20.6%	71.2%	0.5%	4.1%	38.3K	-2.1M	-5.7K	0.22	77.80	39	9	365	55
2015-04-21	$115.60	$98.14	59.4%	17.0%	46.2%	16.7%	48.9%	4.0%	5.6%	42.1K	-2.4M	-5.5K	2.63	80.44	46	120	377	55
2015-04-22	$119.73	$98.14	65.9%	18.9%	47.2%	21.2%	68.0%	9.3%	4.2%	37.4K	-2.5M	-8.4K	0.31	74.35	30	9	401	156
2015-04-23	$124.83	$98.14	53.8%	15.4%	39.0%	12.8%	53.1%	12.4%	5.4%	33.1K	-2.9M	-7.6K	0.09	85.08	64	6	414	159
2015-04-24	$140.33	$98.14	72.9%	20.9%	48.2%	26.1%	76.0%	12.8%	-10.5%	41.4K	-4.2M	-9.1K	0.14	72.75	162	23	426	159
2015-04-27	$141.71	$98.14	69.3%	19.9%	47.6%	23.6%	73.5%	-1.0%	5.3%	60.9K	-4.7M	-10.9K	0.29	61.33	190	54	500	174
2015-04-28	$135.62	$98.14	79.2%	22.7%	51.1%	30.5%	79.9%	-13.4%	-2.1%	64.4K	-4.6M	-13.4K	0.25	62.82	142	36	573	210
2015-04-29	$138.37	$98.14	68.5%	19.6%	50.6%	23.0%	74.4%	12.2%	7.0%	76.3K	-4.9M	-15.2K	0.43	64.94	76	33	634	238
2015-04-30	$130.13	$98.14	70.6%	20.2%	57.3%	24.5%	73.2%	-5.8%	4.2%	65.7K	-3.9M	-14.7K	0.21	63.32	176	37	635	240