AGEN Options History — May 2016

In May 2016, AGEN traded between $59.08 and $82.83. ATM implied volatility averaged 77.1%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 1.3% (HV 20d: 75.8%). 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 11 of 21 days. Put/call ratio averaged 0.64.

Notable Days

2016-05-25: Highest Volume — 91 contracts
2016-05-05: Largest IV spike — 44.5% change
2016-05-06: Highest IV Rank — 39.8%
2016-05-26: Largest Expected Move — 25.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.65	$59.08	$82.83	$72.23	$82.83
Max Pain	$67.29	$58.88	$78.51	$78.51	$78.51
ATM IV	77.1%	59.9%	95.4%	71.8%	85.9%
Expected Move	21.6%	17.2%	25.8%	20.6%	24.6%
HV 20d	75.8%	60.1%	83.1%	76.5%	60.3%
HV 60d	78.5%	70.8%	82.1%	77.7%	70.8%
IV Rank	23.7%	8.7%	39.8%	19.1%	31.5%
IV Percentile	59.0%	4.4%	92.1%	49.6%	84.1%
Term Structure	0.4%	-13.7%	18.0%	-11.2%	-6.9%
VWIV	71.6%	58.6%	94.7%	64.4%	94.7%
Skew 25d	6.3%	-25.9%	25.7%	-19.6%	-11.3%
Skew 10d	21.2%	-8.7%	58.8%	-8.6%	9.3%
Call IV 25d	68.6%	49.6%	95.5%	75.7%	95.5%
Put IV 25d	74.8%	51.8%	92.8%	56.1%	84.2%
Bid-Ask Spread %	53.98	15.87	129.42	31.51	57.40
Gamma HHI	0.47	0.40	0.54	0.45	0.40
Net GEX	24.0K	17.9K	39.4K	29.4K	39.4K
Net DEX	-1.4M	-2.5M	-926.2K	-1.3M	-2.5M
Net VEX	-11.2K	-14.1K	-9.1K	-11.0K	-14.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.09	1.45	0.24	0.26
Total Volume	50.905	34	91	44	35
Total OI	756.095	649	820	759	726

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
2016-05-02	$72.23	$78.51	71.8%	20.6%	76.5%	19.1%	64.4%	-19.6%	-11.2%	29.4K	-1.3M	-11.0K	0.24	31.51	35	9	707	52
2016-05-03	$68.50	$78.51	61.9%	17.7%	78.0%	10.4%	62.6%	-25.9%	-2.4%	26.2K	-1.4M	-11.3K	0.22	15.87	38	8	705	51
2016-05-04	$63.59	$78.51	61.9%	17.8%	71.7%	10.4%	62.5%	-18.6%	4.0%	20.0K	-1.2M	-10.3K	0.26	36.76	32	8	709	51
2016-05-05	$61.04	$58.88	89.5%	23.5%	72.0%	34.6%	66.9%	-7.3%	1.2%	18.8K	-1.1M	-10.0K	0.32	61.35	31	10	718	49
2016-05-06	$59.08	$58.88	95.4%	22.1%	71.9%	39.8%	72.6%	21.2%	-1.4%	17.9K	-958.2K	-9.2K	0.32	28.29	31	10	718	51
2016-05-09	$64.97	$58.88	86.9%	23.4%	81.5%	32.3%	68.3%	25.7%	-5.4%	18.8K	-926.2K	-9.1K	0.35	30.61	32	11	718	50
2016-05-10	$65.95	$58.88	83.2%	22.3%	81.8%	29.1%	66.5%	8.6%	2.2%	23.8K	-1.2M	-10.4K	1.34	35.05	27	36	722	48
2016-05-11	$64.97	$58.88	68.8%	19.7%	81.3%	16.4%	58.8%	3.4%	18.0%	19.3K	-1.1M	-10.4K	1.42	52.95	25	35	722	74
2016-05-12	$65.75	$58.88	80.7%	23.1%	81.8%	26.9%	71.9%	5.7%	-1.7%	19.9K	-1.1M	-10.5K	1.39	34.26	25	35	722	74
2016-05-13	$67.71	$58.88	68.0%	19.5%	83.1%	15.7%	58.6%	4.0%	14.2%	22.4K	-1.1M	-10.7K	1.45	59.33	25	36	723	74
2016-05-16	$69.48	$58.88	67.6%	19.4%	81.1%	15.4%	69.2%	15.3%	10.7%	20.7K	-1.3M	-11.2K	1.45	65.96	25	36	723	74
2016-05-17	$68.30	$58.88	74.5%	21.4%	79.2%	21.4%	82.8%	-3.7%	1.0%	20.2K	-1.3M	-11.0K	1.45	37.28	25	36	723	74
2016-05-18	$68.30	$58.88	80.5%	23.1%	77.9%	26.8%	65.7%	16.3%	9.8%	19.9K	-1.2M	-10.9K	1.35	82.51	27	37	723	75
2016-05-19	$69.48	$58.88	59.9%	17.2%	78.0%	8.7%	59.1%	8.8%	8.8%	20.4K	-1.3M	-11.2K	0.30	49.82	43	13	733	75
2016-05-20	$71.84	$58.88	73.0%	20.9%	77.4%	20.2%	72.9%	23.7%	3.3%	22.0K	-1.4M	-11.8K	0.30	48.90	34	10	744	76
2016-05-23	$73.21	$78.51	67.4%	19.3%	77.7%	15.3%	71.2%	7.8%	4.3%	23.1K	-1.5M	-11.9K	0.22	64.83	31	7	592	57
2016-05-24	$74.19	$78.51	85.2%	24.4%	76.7%	30.8%	88.5%	17.4%	-13.7%	24.4K	-1.6M	-12.1K	0.19	94.84	35	7	598	57
2016-05-25	$75.76	$78.51	81.9%	23.5%	76.3%	27.9%	82.2%	19.5%	-8.5%	26.9K	-1.7M	-12.4K	0.09	56.59	83	8	603	57
2016-05-26	$76.35	$78.51	90.1%	25.8%	67.2%	35.2%	90.1%	22.4%	-8.9%	33.6K	-1.9M	-12.7K	0.29	59.98	26	8	657	57
2016-05-27	$79.10	$78.51	84.3%	24.2%	60.1%	30.0%	75.1%	18.1%	-8.0%	36.6K	-2.1M	-13.3K	0.21	129.42	36	8	659	57
2016-05-31	$82.83	$78.51	85.9%	24.6%	60.3%	31.5%	94.7%	-11.3%	-6.9%	39.4K	-2.5M	-14.1K	0.26	57.40	28	7	668	58