AGEN Options History — January 2016

In January 2016, AGEN traded between $59.47 and $87.54. ATM implied volatility averaged 85.3%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 9.4% (HV 20d: 75.9%). Max pain ranged from $78.51 to $98.14. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.39.

Notable Days

2016-01-04: Highest Volume — 127 contracts
2016-01-08: Largest IV spike — 71.0% change
2016-01-11: Highest IV Rank — 100.0%
2016-01-15: Largest Expected Move — 27.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.12	$59.47	$87.54	$87.54	$60.84
Max Pain	$84.71	$78.51	$98.14	$98.14	$78.51
ATM IV	85.3%	59.9%	164.0%	60.2%	70.0%
Expected Move	22.4%	17.2%	27.9%	19.6%	20.1%
HV 20d	75.9%	64.8%	85.1%	75.0%	72.9%
HV 60d	69.1%	64.5%	72.4%	64.5%	71.7%
IV Rank	41.7%	19.1%	100.0%	26.1%	27.0%
IV Percentile	64.2%	10.3%	100.0%	10.7%	48.8%
Term Structure	8.3%	-29.5%	83.6%	27.7%	3.1%
VWIV	77.8%	45.0%	104.9%	80.4%	67.6%
Skew 25d	5.5%	-29.6%	46.5%	-9.1%	16.6%
Skew 10d	5.1%	-34.8%	38.7%	1.7%	30.7%
Call IV 25d	80.8%	54.3%	99.6%	84.9%	61.6%
Put IV 25d	86.3%	60.3%	106.6%	75.8%	78.2%
Bid-Ask Spread %	35.60	19.83	70.04	30.37	28.67
Gamma HHI	0.42	0.23	0.70	0.63	0.25
Net GEX	14.8K	6.1K	48.2K	36.7K	8.2K
Net DEX	-388.0K	-1.2M	35.2K	-959.9K	-216.3K
Net VEX	-4.9K	-6.4K	-3.8K	-5.6K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.13	0.92	0.13	0.47
Total Volume	69.579	33	127	127	51
Total OI	584	450	721	531	515

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
2016-01-04	$87.54	$98.14	60.2%	19.6%	75.0%	26.1%	80.4%	-9.1%	27.7%	36.7K	-959.9K	-5.6K	0.13	30.37	113	14	459	72
2016-01-05	$87.54	$98.14	73.3%	22.4%	74.9%	39.7%	77.4%	1.5%	5.1%	48.2K	-1.2M	-6.4K	0.28	33.08	50	14	539	73
2016-01-06	$83.02	$98.14	65.1%	22.8%	73.8%	31.2%	78.5%	14.5%	8.5%	29.7K	-858.4K	-6.3K	0.92	57.48	17	16	574	74
2016-01-07	$76.35	$98.14	64.3%	22.6%	79.3%	30.3%	79.3%	-29.6%	9.5%	14.7K	-468.7K	-5.2K	0.45	19.83	68	30	575	77
2016-01-08	$74.39	$98.14	109.9%	21.6%	79.4%	78.0%	80.5%	-8.2%	10.0%	18.9K	-487.2K	-6.1K	0.54	29.58	35	19	600	93
2016-01-11	$68.89	$98.14	164.0%	20.9%	81.8%	100.0%	82.7%	-3.3%	-4.6%	11.1K	-46.7K	-4.7K	0.63	40.48	35	22	607	94
2016-01-12	$70.46	$78.51	121.8%	19.3%	80.8%	67.3%	84.7%	2.1%	6.7%	10.9K	9.3K	-4.9K	0.58	28.57	41	23	610	100
2016-01-13	$64.18	$78.51	79.1%	22.7%	84.3%	34.1%	88.3%	1.2%	7.9%	9.7K	-41.5K	-4.9K	0.59	39.97	32	19	611	104
2016-01-14	$65.95	$78.51	78.7%	22.6%	85.1%	33.7%	87.2%	15.5%	2.4%	8.4K	35.2K	-4.4K	0.49	27.84	38	19	613	98
2016-01-15	$61.83	$78.51	97.5%	27.9%	64.9%	48.3%	96.4%	3.3%	-8.1%	7.7K	23.9K	-4.1K	0.37	45.40	44	16	623	98
2016-01-19	$59.47	$78.51	84.2%	24.1%	64.8%	38.0%	104.9%	-9.3%	2.9%	6.1K	-347.7K	-4.5K	0.15	33.66	56	9	409	47
2016-01-20	$62.81	$78.51	96.2%	27.6%	70.0%	47.3%	71.9%	46.5%	8.5%	7.3K	-246.0K	-3.9K	0.23	33.26	56	13	402	48
2016-01-21	$68.11	$78.51	86.0%	24.6%	78.1%	39.4%	68.1%	10.0%	-24.3%	10.4K	-482.2K	-5.2K	0.15	28.15	94	14	407	43
2016-01-22	$66.54	$78.51	88.6%	25.4%	78.2%	41.4%	79.1%	21.4%	-3.7%	13.2K	-534.2K	-5.3K	0.21	31.36	70	15	451	47
2016-01-25	$67.12	$78.51	64.1%	18.4%	78.0%	22.4%	45.0%	23.4%	44.5%	13.8K	-559.3K	-5.4K	0.27	30.35	55	15	458	52
2016-01-26	$65.95	$78.51	92.3%	26.5%	72.7%	44.3%	81.8%	13.4%	-29.5%	10.7K	-361.0K	-4.6K	0.32	36.00	52	16	451	53
2016-01-27	$61.83	$78.51	59.9%	17.2%	74.3%	19.1%	59.3%	11.3%	83.6%	7.3K	-375.1K	-4.5K	0.32	70.04	51	16	454	55
2016-01-28	$60.45	$78.51	66.0%	18.9%	74.0%	23.9%	64.6%	-16.3%	6.8%	8.1K	-254.7K	-4.2K	0.28	32.33	58	16	455	55
2016-01-29	$60.84	$78.51	70.0%	20.1%	72.9%	27.0%	67.6%	16.6%	3.1%	8.2K	-216.3K	-3.8K	0.47	28.67	35	16	459	56