AGEN Options History — February 2016

In February 2016, AGEN traded between $53.39 and $63.20. ATM implied volatility averaged 69.5%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 3.2% (HV 20d: 66.3%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.30.

Notable Days

2016-02-19: Highest Volume — 108 contracts
2016-02-24: Largest IV spike — 77.7% change
2016-02-24: Highest IV Rank — 41.7%
2016-02-09: Largest Expected Move — 25.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.34	$53.39	$63.20	$63.20	$54.37
Max Pain	$55.94	$39.25	$58.88	$58.88	$58.88
ATM IV	69.5%	50.0%	88.9%	80.3%	73.6%
Expected Move	20.4%	14.3%	25.5%	23.0%	21.1%
HV 20d	66.3%	58.5%	76.8%	75.6%	60.6%
HV 60d	72.1%	69.4%	74.2%	72.1%	70.4%
IV Rank	26.6%	11.5%	41.7%	35.0%	29.8%
IV Percentile	44.5%	2.0%	91.3%	80.6%	65.5%
Term Structure	3.1%	-11.3%	19.2%	-0.1%	4.1%
VWIV	72.9%	51.9%	101.7%	77.5%	75.6%
Skew 25d	10.8%	-25.5%	43.9%	2.1%	-6.9%
Skew 10d	18.2%	-31.9%	70.0%	44.0%	-11.6%
Call IV 25d	70.4%	52.0%	105.5%	105.5%	76.7%
Put IV 25d	81.2%	56.6%	124.4%	107.6%	69.8%
Bid-Ask Spread %	51.90	24.10	91.40	53.35	35.70
Gamma HHI	0.29	0.23	0.45	0.23	0.26
Net GEX	10.9K	7.7K	20.3K	10.0K	8.4K
Net DEX	-298.8K	-682.2K	-197.7K	-346.4K	-278.1K
Net VEX	-4.0K	-5.2K	-3.4K	-4.5K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.16	0.47	0.47	0.24
Total Volume	60.95	44	108	44	70
Total OI	500.05	371	597	522	395

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
2016-02-01	$63.20	$58.88	80.3%	23.0%	75.6%	35.0%	77.5%	2.1%	-0.1%	10.0K	-346.4K	-4.5K	0.47	53.35	30	14	466	56
2016-02-02	$60.65	$58.88	64.5%	18.5%	76.1%	22.8%	64.0%	13.2%	4.3%	10.2K	-319.2K	-4.2K	0.44	24.10	32	14	469	55
2016-02-03	$58.29	$58.88	64.9%	18.6%	76.1%	23.0%	66.2%	13.5%	12.7%	10.1K	-295.3K	-4.3K	0.41	29.82	32	13	472	55
2016-02-04	$59.86	$58.88	60.4%	19.6%	76.8%	19.6%	65.2%	14.5%	9.4%	11.4K	-311.0K	-4.3K	0.36	50.46	35	12	473	56
2016-02-05	$58.88	$58.88	69.2%	17.6%	72.6%	26.3%	61.0%	43.0%	-4.8%	10.6K	-207.9K	-3.5K	0.35	53.75	33	12	478	56
2016-02-08	$56.13	$58.88	63.9%	20.4%	73.5%	22.3%	70.0%	26.7%	-7.3%	11.3K	-197.7K	-3.4K	0.34	74.52	34	12	482	56
2016-02-09	$55.94	$58.88	61.7%	25.5%	69.7%	20.5%	79.3%	18.2%	-5.9%	12.2K	-201.3K	-3.5K	0.16	42.63	45	7	485	56
2016-02-10	$54.56	$58.88	57.6%	16.5%	68.8%	17.4%	57.1%	12.1%	15.2%	12.5K	-222.6K	-3.7K	0.16	82.40	43	7	501	55
2016-02-11	$53.39	$58.88	66.8%	19.2%	62.0%	24.5%	101.7%	33.3%	12.8%	8.6K	-217.4K	-3.6K	0.38	66.52	42	16	503	47
2016-02-12	$55.15	$39.25	78.1%	22.4%	62.4%	33.3%	71.5%	-6.7%	0.6%	10.4K	-248.2K	-3.8K	0.38	40.03	42	16	505	52
2016-02-16	$59.08	$39.25	82.6%	23.7%	64.6%	36.8%	84.1%	-25.5%	-9.2%	16.5K	-353.5K	-4.2K	0.32	91.40	50	16	509	52
2016-02-17	$61.43	$39.25	75.9%	21.8%	64.7%	31.6%	80.0%	-2.5%	0.0%	14.1K	-682.2K	-5.2K	0.33	66.55	52	17	521	52
2016-02-18	$57.31	$58.88	66.4%	19.0%	66.2%	24.2%	69.5%	6.2%	6.8%	20.3K	-395.3K	-4.3K	0.33	60.94	55	18	525	54
2016-02-19	$58.29	$58.88	79.2%	22.7%	58.7%	34.1%	78.6%	43.9%	-7.0%	7.7K	-257.8K	-4.2K	0.22	38.77	89	19	543	54
2016-02-22	$58.49	$58.88	64.0%	18.4%	58.5%	22.4%	64.2%	4.1%	18.2%	8.8K	-339.1K	-4.1K	0.21	47.64	60	13	326	45
2016-02-23	$55.54	$58.88	50.0%	14.3%	60.3%	11.5%	51.9%	-1.6%	19.2%	9.0K	-297.6K	-3.9K	0.24	69.65	51	13	334	45
2016-02-24	$56.33	$58.88	88.9%	25.5%	60.8%	41.7%	88.5%	43.6%	-11.3%	8.3K	-266.0K	-3.7K	0.22	36.79	55	12	337	46
2016-02-25	$53.97	$58.88	61.9%	17.7%	58.5%	20.7%	72.3%	-9.6%	7.6%	8.4K	-292.5K	-3.8K	0.24	28.48	56	13	344	46
2016-02-26	$55.94	$58.88	80.9%	23.2%	60.1%	35.4%	80.2%	-6.0%	-3.6%	8.4K	-247.7K	-3.6K	0.24	44.56	56	13	346	49
2016-02-29	$54.37	$58.88	73.6%	21.1%	60.6%	29.8%	75.6%	-6.9%	4.1%	8.4K	-278.1K	-3.8K	0.24	35.70	57	13	346	49