AGEN Options History — April 2016

In April 2016, AGEN traded between $69.09 and $92.25. ATM implied volatility averaged 78.5%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 11.0% (HV 20d: 67.5%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.26.

Notable Days

2016-04-06: Highest Volume — 55 contracts
2016-04-11: Largest IV spike — 53.6% change
2016-04-11: Highest IV Rank — 65.1%
2016-04-06: Largest Expected Move — 23.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.55	$69.09	$92.25	$83.42	$69.09
Max Pain	$77.57	$58.88	$78.51	$58.88	$78.51
ATM IV	78.5%	59.2%	124.2%	75.7%	63.2%
Expected Move	20.9%	17.0%	23.1%	21.7%	18.1%
HV 20d	67.5%	58.5%	86.2%	86.2%	74.3%
HV 60d	75.3%	72.1%	79.9%	79.9%	77.4%
IV Rank	25.1%	8.0%	65.1%	23.1%	11.5%
IV Percentile	58.7%	3.6%	99.6%	63.5%	13.1%
Term Structure	3.4%	-12.6%	38.3%	12.7%	2.4%
VWIV	73.3%	65.2%	84.0%	84.0%	66.6%
Skew 25d	-1.9%	-26.8%	22.2%	-11.8%	13.1%
Skew 10d	4.3%	-32.3%	74.2%	2.2%	21.9%
Call IV 25d	77.3%	56.6%	96.5%	93.1%	73.7%
Put IV 25d	75.4%	64.0%	88.8%	81.3%	86.8%
Bid-Ask Spread %	40.05	18.10	84.59	67.31	33.07
Gamma HHI	0.49	0.44	0.52	0.50	0.44
Net GEX	40.1K	27.1K	46.0K	35.7K	27.1K
Net DEX	-2.6M	-3.3M	-1.5M	-2.5M	-1.5M
Net VEX	-15.0K	-16.7K	-11.7K	-15.1K	-11.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.17	0.35	0.35	0.30
Total Volume	39.762	32	55	39	34
Total OI	748.857	725	772	725	758

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
2016-04-01	$83.42	$58.88	75.7%	21.7%	86.2%	23.1%	84.0%	-11.8%	12.7%	35.7K	-2.5M	-15.1K	0.35	67.31	29	10	674	51
2016-04-04	$84.20	$78.51	99.3%	22.4%	75.6%	43.7%	74.9%	13.5%	3.2%	38.2K	-2.7M	-15.3K	0.34	60.00	26	9	680	51
2016-04-05	$84.40	$78.51	88.9%	22.8%	72.5%	34.1%	74.2%	8.4%	-9.0%	34.2K	-2.6M	-15.3K	0.31	50.38	29	9	679	52
2016-04-06	$92.25	$78.51	89.7%	23.1%	78.7%	34.8%	72.5%	22.2%	-5.3%	44.3K	-3.3M	-16.7K	0.19	57.34	46	9	686	51
2016-04-07	$89.30	$78.51	80.6%	22.1%	75.8%	26.8%	76.0%	6.2%	-0.5%	44.8K	-3.3M	-16.7K	0.22	32.54	40	9	695	51
2016-04-08	$89.11	$78.51	80.8%	23.1%	74.1%	27.0%	77.0%	6.8%	-12.6%	46.0K	-3.2M	-16.5K	0.21	26.91	35	8	704	51
2016-04-11	$84.40	$78.51	124.2%	20.4%	71.4%	65.1%	69.5%	-7.1%	16.4%	42.7K	-2.9M	-15.5K	0.17	33.22	39	7	711	51
2016-04-12	$84.99	$78.51	98.4%	21.9%	71.4%	42.4%	75.5%	-0.6%	0.6%	43.0K	-2.7M	-15.5K	0.22	18.10	36	8	712	51
2016-04-13	$85.97	$78.51	77.1%	22.1%	60.6%	23.8%	77.8%	-11.4%	-1.3%	44.6K	-2.9M	-15.8K	0.22	29.65	35	8	716	52
2016-04-14	$85.57	$78.51	74.4%	21.3%	60.4%	21.4%	76.3%	-13.5%	3.8%	39.9K	-2.8M	-15.5K	0.25	26.42	32	8	718	52
2016-04-15	$83.81	$78.51	69.8%	20.0%	61.2%	17.3%	72.5%	-0.7%	-4.3%	39.9K	-2.8M	-15.2K	0.22	50.13	37	8	720	52
2016-04-18	$88.13	$78.51	69.9%	20.0%	62.8%	17.4%	70.1%	11.6%	-7.4%	43.2K	-2.8M	-15.7K	0.28	27.46	28	8	681	49
2016-04-19	$83.02	$78.51	59.2%	17.0%	62.7%	8.0%	65.2%	5.9%	38.3%	40.1K	-2.7M	-15.3K	0.25	43.88	33	8	689	49
2016-04-20	$79.10	$78.51	63.7%	18.3%	65.0%	12.0%	67.8%	-9.2%	11.1%	38.3K	-2.3M	-14.3K	0.28	45.66	29	8	691	51
2016-04-21	$80.27	$78.51	71.4%	20.5%	58.5%	18.7%	71.0%	-19.8%	6.3%	38.5K	-2.2M	-14.0K	0.32	26.63	25	8	692	51
2016-04-22	$83.61	$78.51	72.2%	20.7%	59.9%	19.5%	80.7%	-12.0%	-4.5%	41.4K	-2.4M	-14.7K	0.22	30.52	31	7	694	51
2016-04-25	$84.59	$78.51	74.5%	21.4%	59.7%	21.5%	71.1%	-7.0%	2.0%	43.1K	-2.6M	-14.9K	0.24	26.80	29	7	697	51
2016-04-26	$80.86	$78.51	68.2%	19.5%	58.5%	15.9%	66.7%	-26.8%	10.8%	40.1K	-2.3M	-14.0K	0.22	32.90	32	7	699	51
2016-04-27	$83.22	$78.51	75.7%	21.7%	59.4%	22.6%	78.4%	-11.8%	4.8%	41.1K	-2.6M	-14.9K	0.28	84.59	25	7	704	51
2016-04-28	$75.17	$78.51	72.5%	20.8%	69.6%	19.7%	70.7%	4.8%	3.3%	35.6K	-2.0M	-13.4K	0.29	37.56	25	7	706	51
2016-04-29	$69.09	$78.51	63.2%	18.1%	74.3%	11.5%	66.6%	13.1%	2.4%	27.1K	-1.5M	-11.7K	0.30	33.07	26	8	706	52