AGEN Options History — June 2016

In June 2016, AGEN traded between $71.44 and $88.13. ATM implied volatility averaged 74.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 28.1% (HV 20d: 45.9%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.47.

Notable Days

2016-06-30: Highest Volume — 55 contracts
2016-06-21: Largest IV spike — 14.7% change
2016-06-06: Highest IV Rank — 29.0%
2016-06-03: Largest Expected Move — 22.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$80.52	$71.44	$88.13	$82.83	$79.10
Max Pain	$72.26	$58.88	$78.51	$78.51	$78.51
ATM IV	74.1%	63.4%	83.1%	75.1%	76.9%
Expected Move	21.1%	18.2%	22.9%	21.5%	22.0%
HV 20d	45.9%	34.0%	58.7%	56.1%	54.0%
HV 60d	64.6%	60.4%	70.7%	69.6%	62.6%
IV Rank	21.1%	11.7%	29.0%	22.0%	23.6%
IV Percentile	51.9%	11.5%	80.2%	59.1%	60.3%
Term Structure	3.8%	-5.9%	26.8%	26.8%	-5.9%
VWIV	73.1%	62.4%	91.0%	91.0%	76.9%
Skew 25d	2.7%	-13.0%	22.0%	-7.3%	11.4%
Skew 10d	7.5%	-18.4%	22.3%	12.3%	16.2%
Call IV 25d	67.2%	42.0%	96.0%	96.0%	57.9%
Put IV 25d	69.9%	60.6%	88.7%	88.7%	69.2%
Bid-Ask Spread %	51.47	22.09	107.92	67.66	53.12
Gamma HHI	0.46	0.38	0.55	0.41	0.54
Net GEX	38.5K	25.8K	50.4K	39.9K	32.4K
Net DEX	-2.2M	-3.1M	-1.6M	-2.5M	-1.8M
Net VEX	-13.0K	-15.1K	-11.2K	-14.3K	-11.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.24	0.62	0.29	0.28
Total Volume	33.364	25	55	35	55
Total OI	729.773	693	764	729	717

Daily Data (22 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
2016-06-01	$82.83	$78.51	75.1%	21.5%	56.1%	22.0%	91.0%	-7.3%	26.8%	39.9K	-2.5M	-14.3K	0.29	67.66	27	8	671	58
2016-06-02	$88.13	$58.88	82.3%	22.4%	49.6%	28.4%	83.7%	6.1%	2.2%	41.5K	-3.1M	-15.1K	0.24	58.66	36	9	675	58
2016-06-03	$86.36	$58.88	74.1%	22.9%	46.9%	21.1%	71.0%	-4.4%	-0.1%	41.2K	-3.0M	-14.6K	0.27	40.32	35	10	672	61
2016-06-06	$86.95	$58.88	83.1%	21.7%	43.2%	29.0%	72.8%	9.5%	2.4%	43.2K	-2.9M	-14.7K	0.44	30.03	21	10	672	62
2016-06-07	$85.97	$58.88	78.0%	21.5%	34.0%	24.5%	71.3%	7.8%	5.1%	44.8K	-2.8M	-14.1K	0.53	30.32	18	10	678	62
2016-06-08	$83.61	$58.88	69.7%	20.0%	37.1%	17.2%	68.4%	-0.7%	1.4%	46.9K	-2.7M	-14.2K	0.62	31.92	15	10	678	62
2016-06-09	$82.24	$58.88	75.1%	21.5%	37.3%	22.0%	69.0%	-0.2%	0.3%	43.8K	-2.6M	-14.0K	0.58	40.20	16	10	683	62
2016-06-10	$78.51	$58.88	68.4%	19.6%	42.6%	16.1%	69.8%	-13.0%	10.3%	44.3K	-2.1M	-12.9K	0.62	44.22	19	12	687	62
2016-06-13	$78.31	$78.51	77.0%	22.1%	42.1%	23.7%	73.0%	13.0%	-5.6%	44.3K	-2.0M	-12.6K	0.50	22.09	19	10	687	67
2016-06-14	$76.74	$78.51	73.3%	21.0%	42.6%	20.4%	71.6%	7.2%	3.8%	45.8K	-2.0M	-12.4K	0.43	26.32	22	9	690	68
2016-06-15	$76.94	$78.51	77.3%	22.2%	41.8%	24.0%	76.0%	6.3%	0.6%	50.4K	-2.0M	-12.5K	0.44	107.92	21	9	692	69
2016-06-16	$79.10	$78.51	74.6%	21.4%	42.4%	21.6%	72.4%	14.5%	4.9%	45.8K	-2.1M	-12.7K	0.46	42.89	20	9	695	69
2016-06-17	$79.10	$78.51	73.4%	21.0%	42.3%	20.5%	73.6%	-1.1%	-3.4%	31.2K	-2.4M	-12.6K	0.36	59.22	31	11	695	68
2016-06-20	$82.43	$78.51	63.4%	18.2%	43.1%	11.7%	62.4%	22.0%	10.5%	33.7K	-2.1M	-12.9K	0.54	28.75	20	11	629	64
2016-06-21	$81.06	$78.51	72.7%	20.8%	43.6%	19.9%	74.0%	-5.2%	-2.7%	34.4K	-2.0M	-12.6K	0.50	27.26	21	10	631	65
2016-06-22	$79.88	$78.51	67.3%	19.3%	44.0%	15.1%	67.2%	-10.0%	2.0%	32.9K	-1.9M	-12.5K	0.53	60.21	19	10	634	66
2016-06-23	$82.24	$78.51	72.6%	20.8%	44.5%	19.8%	73.8%	-3.9%	1.6%	34.7K	-1.9M	-12.3K	0.46	93.67	18	8	635	66
2016-06-24	$76.74	$78.51	72.3%	20.7%	51.5%	19.5%	73.2%	-11.7%	10.4%	29.5K	-1.8M	-12.0K	0.47	103.94	24	11	636	66
2016-06-27	$71.44	$78.51	71.7%	20.6%	55.7%	19.0%	66.5%	-1.0%	9.3%	25.8K	-1.6M	-11.2K	0.47	79.07	26	12	642	70
2016-06-28	$75.96	$78.51	76.4%	21.9%	57.8%	23.1%	76.3%	11.9%	4.7%	29.3K	-1.6M	-11.6K	0.62	39.57	19	12	644	71
2016-06-29	$77.92	$78.51	74.7%	21.4%	58.7%	21.7%	74.1%	7.6%	5.1%	31.6K	-1.7M	-11.8K	0.61	44.93	19	12	645	71
2016-06-30	$79.10	$78.51	76.9%	22.0%	54.0%	23.6%	76.9%	11.4%	-5.9%	32.4K	-1.8M	-11.7K	0.28	53.12	43	12	646	71