AGEN Options History — May 2015

In May 2015, AGEN traded between $125.22 and $160.75. ATM implied volatility averaged 73.7%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 11.5% (HV 20d: 62.1%). Max pain ranged from $98.14 to $137.39. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.74.

Notable Days

2015-05-21: Highest Volume — 293 contracts
2015-05-08: Largest IV spike — 39.6% change
2015-05-12: Highest IV Rank — 43.2%
2015-05-12: Largest Expected Move — 24.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$136.79	$125.22	$160.75	$134.25	$160.75
Max Pain	$119.73	$98.14	$137.39	$98.14	$137.39
ATM IV	73.7%	57.4%	97.5%	79.9%	65.5%
Expected Move	21.5%	17.1%	24.9%	22.9%	18.8%
HV 20d	62.1%	53.8%	67.0%	57.5%	59.5%
HV 60d	56.7%	53.8%	58.0%	56.7%	57.3%
IV Rank	26.6%	15.3%	43.2%	30.9%	21.0%
IV Percentile	40.7%	8.3%	82.9%	54.8%	20.2%
Term Structure	0.5%	-8.1%	10.5%	-7.8%	2.9%
VWIV	76.5%	62.0%	86.2%	79.8%	72.8%
Skew 25d	-2.7%	-20.8%	15.3%	-1.5%	2.7%
Skew 10d	3.1%	-19.4%	37.5%	3.4%	8.1%
Call IV 25d	77.2%	52.1%	87.5%	82.2%	64.7%
Put IV 25d	74.5%	56.0%	83.2%	80.7%	67.4%
Bid-Ask Spread %	75.18	41.44	91.27	41.44	74.44
Gamma HHI	0.23	0.16	0.45	0.30	0.18
Net GEX	56.0K	33.2K	112.8K	73.2K	69.0K
Net DEX	-4.4M	-6.9M	-2.9M	-4.8M	-6.9M
Net VEX	-19.1K	-22.0K	-17.8K	-18.4K	-22.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.00	5.21	0.51	0.85
Total Volume	97.9	15	293	118	101
Total OI	1,012.35	820	1,141	972	1,141

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
2015-05-01	$134.25	$98.14	79.9%	22.9%	57.5%	30.9%	79.8%	-1.5%	-7.8%	73.2K	-4.8M	-18.4K	0.51	41.44	78	40	729	243
2015-05-04	$132.48	$117.76	61.8%	22.4%	58.1%	18.4%	79.2%	-5.7%	-3.9%	77.9K	-4.8M	-17.9K	5.21	63.61	10	54	728	245
2015-05-05	$125.22	$117.76	66.0%	20.1%	62.8%	21.3%	85.5%	-14.0%	10.5%	57.3K	-3.8M	-18.2K	0.28	84.98	71	20	728	298
2015-05-06	$130.13	$117.76	80.9%	21.9%	63.0%	31.6%	79.2%	4.3%	2.7%	67.8K	-4.1M	-18.6K	0.25	63.43	77	20	729	298
2015-05-07	$130.13	$117.76	57.4%	22.7%	61.7%	15.3%	86.2%	-2.5%	3.2%	68.9K	-4.0M	-19.0K	0.27	50.90	64	17	719	297
2015-05-08	$134.25	$117.76	80.1%	22.9%	61.9%	31.1%	79.6%	-4.6%	-3.4%	79.8K	-4.6M	-18.6K	0.01	61.94	84	1	727	298
2015-05-11	$132.09	$117.76	80.3%	22.4%	62.6%	31.3%	76.8%	-6.6%	0.8%	78.3K	-4.5M	-18.3K	0.00	75.79	15	0	766	299
2015-05-12	$139.74	$117.76	97.5%	24.9%	64.6%	43.2%	83.9%	-0.2%	1.3%	112.8K	-5.3M	-18.7K	0.40	80.03	43	17	768	299
2015-05-13	$136.02	$117.76	77.9%	22.3%	66.1%	29.5%	79.6%	-9.4%	-1.7%	33.2K	-4.6M	-18.5K	0.28	82.56	64	18	791	303
2015-05-14	$137.59	$117.76	84.3%	24.2%	66.0%	34.0%	83.0%	3.5%	-3.0%	35.6K	-4.8M	-18.7K	0.41	85.75	36	15	829	303
2015-05-15	$135.23	$117.76	78.6%	22.5%	66.7%	30.1%	79.4%	-3.0%	-0.7%	35.0K	-4.4M	-18.6K	0.28	68.84	63	17	826	303
2015-05-18	$133.46	$117.76	73.0%	20.9%	66.7%	26.2%	76.2%	-3.0%	7.4%	38.6K	-3.2M	-18.5K	0.06	87.70	29	2	550	270
2015-05-19	$131.31	$117.76	74.2%	21.3%	67.0%	27.0%	73.5%	-4.3%	2.5%	38.7K	-3.1M	-18.6K	1.47	82.66	9	13	561	271
2015-05-20	$129.54	$117.76	72.8%	20.9%	66.5%	26.0%	78.9%	-12.1%	8.7%	35.0K	-2.9M	-18.4K	0.77	91.27	28	22	566	282
2015-05-21	$130.13	$117.76	59.8%	17.1%	65.0%	17.0%	62.0%	-0.4%	4.5%	39.6K	-2.9M	-17.8K	0.86	90.89	158	135	568	282
2015-05-22	$138.17	$117.76	69.3%	19.9%	53.8%	23.6%	66.3%	15.3%	-8.1%	33.9K	-3.5M	-21.3K	0.91	85.30	92	84	614	403
2015-05-26	$141.90	$117.76	72.9%	20.9%	54.5%	26.1%	71.2%	4.9%	-1.3%	41.2K	-4.1M	-20.6K	0.69	89.14	97	67	629	408
2015-05-27	$153.88	$137.39	71.6%	20.5%	59.0%	25.2%	69.0%	3.3%	-4.4%	48.8K	-5.5M	-20.0K	0.79	82.46	96	75	635	433
2015-05-28	$149.56	$137.39	69.9%	20.0%	60.0%	24.0%	68.5%	-20.8%	0.6%	54.6K	-5.6M	-21.8K	0.49	60.52	84	42	666	442
2015-05-29	$160.75	$137.39	65.5%	18.8%	59.5%	21.0%	72.8%	2.7%	2.9%	69.0K	-6.9M	-22.0K	0.85	74.44	55	46	698	443