AGEN Options History — November 2015

In November 2015, AGEN traded between $84.20 and $100.69. ATM implied volatility averaged 89.2%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 34.6% (HV 20d: 54.6%). Max pain ranged from $78.51 to $137.39. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.33.

Notable Days

2015-11-20: Highest Volume — 145 contracts
2015-11-11: Largest IV spike — 57.0% change
2015-11-16: Highest IV Rank — 82.4%
2015-11-16: Largest Expected Move — 32.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.20	$84.20	$100.69	$93.03	$100.29
Max Pain	$91.27	$78.51	$137.39	$137.39	$98.14
ATM IV	89.2%	63.3%	114.1%	82.4%	83.5%
Expected Move	27.3%	22.7%	32.7%	23.6%	23.9%
HV 20d	54.6%	44.1%	64.5%	53.1%	63.6%
HV 60d	68.1%	65.9%	71.5%	67.9%	70.4%
IV Rank	56.4%	29.3%	82.4%	49.2%	50.4%
IV Percentile	79.8%	16.3%	98.0%	80.6%	79.8%
Term Structure	-3.9%	-24.2%	20.9%	20.9%	-0.3%
VWIV	91.5%	66.3%	105.1%	90.9%	83.8%
Skew 25d	4.9%	-32.3%	39.0%	-4.5%	11.9%
Skew 10d	10.0%	-20.7%	46.5%	-13.5%	35.5%
Call IV 25d	91.0%	60.7%	111.7%	97.7%	88.7%
Put IV 25d	95.8%	63.2%	115.1%	93.3%	100.6%
Bid-Ask Spread %	55.36	18.17	120.30	28.08	43.63
Gamma HHI	0.69	0.55	0.83	0.66	0.62
Net GEX	58.7K	25.0K	97.6K	58.0K	64.7K
Net DEX	556.9K	-2.4M	1.7M	1.4M	-2.3M
Net VEX	-7.5K	-8.5K	-6.1K	-8.3K	-8.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	0.81	0.48	0.81
Total Volume	76.5	3	145	86	54
Total OI	1,199.9	535	1,516	1,361	604

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
2015-11-02	$93.03	$137.39	82.4%	23.6%	53.1%	49.2%	90.9%	-4.5%	20.9%	58.0K	1.4M	-8.3K	0.48	28.08	58	28	938	423
2015-11-03	$94.80	$137.39	80.3%	23.0%	53.6%	47.1%	71.9%	16.9%	18.9%	63.7K	1.2M	-8.5K	0.49	18.17	61	30	948	422
2015-11-04	$92.64	$137.39	79.3%	22.7%	54.2%	46.0%	66.3%	-5.7%	15.4%	63.7K	1.2M	-8.2K	0.51	27.74	58	30	949	421
2015-11-05	$90.28	$98.14	70.3%	27.4%	54.9%	36.6%	101.2%	-5.1%	-12.1%	65.3K	1.4M	-7.8K	0.49	76.51	63	31	950	419
2015-11-06	$91.46	$98.14	70.1%	27.9%	55.1%	36.4%	88.8%	-32.3%	-8.5%	65.1K	1.5M	-7.7K	0.08	64.30	3	0	955	419
2015-11-09	$91.85	$98.14	79.0%	28.8%	55.1%	45.6%	91.6%	8.4%	-11.9%	66.3K	1.5M	-7.5K	0.22	120.30	14	3	957	419
2015-11-10	$91.07	$78.51	63.3%	30.8%	53.4%	29.3%	105.1%	-0.2%	-22.5%	75.0K	1.4M	-7.5K	0.31	56.26	84	26	968	422
2015-11-11	$92.25	$78.51	99.4%	28.5%	53.3%	67.0%	102.1%	-26.2%	-8.1%	68.9K	1.3M	-7.7K	0.31	72.51	84	26	978	422
2015-11-12	$88.91	$78.51	99.5%	28.5%	44.1%	67.1%	101.0%	0.6%	-4.0%	67.7K	1.2M	-7.3K	0.28	36.15	83	23	985	400
2015-11-13	$91.07	$78.51	101.2%	29.0%	45.3%	68.8%	97.1%	-4.6%	-5.4%	82.3K	1.2M	-7.5K	0.40	79.01	58	23	1,013	401
2015-11-16	$86.36	$78.51	114.1%	32.7%	48.3%	82.4%	100.9%	32.6%	-14.3%	25.0K	1.7M	-6.2K	0.13	72.23	4	0	1,019	400
2015-11-17	$84.20	$78.51	108.6%	31.1%	45.3%	76.7%	92.4%	-7.1%	-24.2%	41.2K	1.7M	-6.1K	0.23	80.35	112	26	1,022	402
2015-11-18	$93.03	$78.51	98.7%	28.3%	58.4%	66.3%	98.9%	20.2%	-8.2%	97.6K	1.0M	-7.4K	0.25	54.84	99	25	1,065	403
2015-11-19	$91.85	$78.51	88.7%	25.4%	54.5%	55.8%	90.6%	4.4%	-0.6%	39.2K	1.4M	-7.3K	0.60	41.09	41	24	1,105	405
2015-11-20	$88.71	$78.51	90.6%	26.0%	55.4%	57.8%	89.6%	-3.4%	-9.8%	38.6K	1.5M	-7.0K	0.21	48.28	120	25	1,110	406
2015-11-23	$86.95	$78.51	91.6%	26.3%	55.6%	58.8%	92.6%	6.5%	2.5%	37.9K	-1.1M	-6.5K	0.00	34.38	31	0	456	79
2015-11-24	$94.21	$78.51	92.8%	26.6%	60.8%	60.2%	91.8%	39.0%	-5.5%	45.9K	-1.6M	-7.2K	0.18	28.89	22	4	474	79
2015-11-25	$100.29	$78.51	101.1%	29.0%	64.5%	68.8%	87.3%	25.3%	-1.8%	49.9K	-2.2M	-8.2K	0.34	78.65	57	19	485	83
2015-11-27	$100.69	$78.51	90.0%	25.8%	64.1%	57.2%	86.7%	20.3%	2.2%	58.6K	-2.4M	-8.5K	0.39	45.79	58	23	512	80
2015-11-30	$100.29	$98.14	83.5%	23.9%	63.6%	50.4%	83.8%	11.9%	-0.3%	64.7K	-2.3M	-8.3K	0.81	43.63	30	24	519	85