AGEN Options History — September 2015

In September 2015, AGEN traded between $86.56 and $140.14. ATM implied volatility averaged 68.1%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 2.9% (HV 20d: 65.2%). Max pain ranged from $117.76 to $157.02. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.67.

Notable Days

2015-09-16: Highest Volume — 154 contracts
2015-09-23: Largest IV spike — 28.9% change
2015-09-01: Highest IV Rank — 38.1%
2015-09-01: Largest Expected Move — 22.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$122.09	$86.56	$140.14	$134.45	$90.48
Max Pain	$136.45	$117.76	$157.02	$157.02	$117.76
ATM IV	68.1%	58.3%	79.3%	79.3%	67.2%
Expected Move	19.6%	16.7%	22.7%	22.7%	19.3%
HV 20d	65.2%	53.0%	84.8%	53.0%	84.8%
HV 60d	56.6%	51.8%	62.9%	55.2%	62.4%
IV Rank	28.4%	19.9%	38.1%	38.1%	27.6%
IV Percentile	32.8%	7.5%	65.1%	65.1%	27.4%
Term Structure	1.4%	-9.6%	14.2%	-5.8%	8.7%
VWIV	68.9%	63.3%	82.9%	77.2%	70.4%
Skew 25d	-0.1%	-28.4%	27.4%	10.2%	-28.4%
Skew 10d	5.7%	-29.0%	43.1%	25.9%	-24.8%
Call IV 25d	68.2%	47.9%	86.7%	75.7%	72.6%
Put IV 25d	68.2%	44.2%	97.5%	85.9%	44.2%
Bid-Ask Spread %	77.16	23.89	97.48	75.34	23.89
Gamma HHI	0.22	0.17	0.30	0.23	0.18
Net GEX	571	-20.9K	22.8K	-15.3K	3.4K
Net DEX	2.1M	1.2M	3.0M	1.5M	3.0M
Net VEX	-13.4K	-18.9K	-5.1K	-18.9K	-5.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	1.40	0.76	0.63
Total Volume	77.524	2	154	76	88
Total OI	1,007.333	956	1,067	957	1,064

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
2015-09-01	$134.45	$157.02	79.3%	22.7%	53.0%	38.1%	77.2%	10.2%	-5.8%	-15.3K	1.5M	-18.9K	0.76	75.34	43	33	482	475
2015-09-02	$139.94	$157.02	73.8%	21.2%	54.9%	33.3%	67.8%	26.5%	3.0%	-16.1K	1.4M	-18.9K	0.96	91.15	34	33	486	475
2015-09-03	$133.66	$117.76	72.6%	20.8%	55.7%	32.3%	68.3%	-4.1%	0.0%	-18.1K	2.1M	-16.9K	0.69	90.65	49	34	481	475
2015-09-04	$135.43	$137.39	62.0%	19.7%	55.6%	23.1%	67.1%	11.4%	6.4%	-18.3K	1.9M	-17.2K	0.66	97.48	51	34	483	474
2015-09-08	$140.14	$137.39	74.1%	20.9%	56.7%	33.6%	70.3%	20.6%	-0.9%	-20.9K	1.8M	-17.1K	0.70	59.82	10	7	483	474
2015-09-09	$129.34	$137.39	68.0%	19.5%	61.1%	28.3%	71.0%	-7.7%	6.0%	-14.9K	1.7M	-16.5K	0.81	88.94	49	39	482	474
2015-09-10	$132.48	$137.39	73.4%	21.0%	62.1%	33.0%	72.9%	11.1%	-8.3%	-17.6K	2.5M	-14.8K	0.40	88.96	92	36	485	475
2015-09-11	$128.36	$137.39	66.5%	19.1%	62.1%	27.0%	66.4%	-8.4%	5.7%	383	2.4M	-14.7K	0.92	87.83	38	35	538	475
2015-09-14	$128.95	$137.39	67.6%	19.4%	62.1%	27.9%	72.8%	-7.3%	0.2%	717	2.3M	-14.3K	1.11	91.77	63	70	541	465
2015-09-15	$129.74	$137.39	66.2%	19.0%	57.6%	26.7%	0.0%	17.5%	-2.7%	1.9K	2.0M	-15.9K	0.00	96.56	2	0	567	479
2015-09-16	$127.58	$137.39	71.7%	20.6%	56.7%	31.5%	65.4%	4.3%	3.6%	1.6K	2.3M	-14.5K	0.83	60.28	84	70	566	479
2015-09-17	$138.17	$137.39	60.1%	17.2%	64.5%	21.5%	67.4%	11.5%	6.9%	462	1.2M	-17.1K	1.01	94.22	28	29	584	477
2015-09-18	$128.36	$137.39	60.7%	17.4%	66.9%	22.0%	63.3%	-1.0%	2.8%	17.2K	2.2M	-14.5K	0.38	79.28	84	32	588	479
2015-09-21	$121.10	$137.39	66.7%	19.1%	69.6%	27.2%	63.5%	-5.7%	0.9%	21.0K	1.8M	-13.0K	0.62	81.81	28	17	581	400
2015-09-22	$118.94	$137.39	58.3%	16.7%	67.4%	19.9%	63.5%	-7.8%	14.2%	20.0K	2.5M	-10.0K	0.60	70.55	28	17	586	402
2015-09-23	$117.37	$137.39	75.1%	21.5%	67.4%	34.4%	66.0%	-9.2%	-9.6%	22.8K	1.9M	-12.0K	0.29	83.96	58	17	609	402
2015-09-24	$113.84	$137.39	63.4%	18.2%	66.4%	24.3%	65.8%	-26.3%	4.9%	20.7K	2.0M	-11.7K	0.49	93.41	34	17	614	402
2015-09-25	$98.92	$137.39	78.0%	22.4%	81.2%	36.9%	82.9%	-7.6%	-6.7%	14.4K	2.7M	-6.7K	1.40	86.43	42	58	617	402
2015-09-28	$90.09	$137.39	63.6%	18.2%	81.3%	24.5%	63.6%	27.4%	-4.7%	4.2K	3.0M	-5.1K	0.38	24.19	52	20	630	436
2015-09-29	$86.56	$117.76	61.6%	17.7%	81.5%	22.7%	71.9%	-28.1%	3.9%	4.3K	2.8M	-5.3K	0.37	53.80	53	20	632	435
2015-09-30	$90.48	$117.76	67.2%	19.3%	84.8%	27.6%	70.4%	-28.4%	8.7%	3.4K	3.0M	-5.3K	0.63	23.89	54	34	630	434