AGEN Options History — July 2016

In July 2016, AGEN traded between $82.63 and $109.32. ATM implied volatility averaged 64.1%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 8.6% (HV 20d: 55.4%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.33.

Notable Days

2016-07-28: Highest Volume — 67 contracts
2016-07-13: Largest IV drop — 31.4% change
2016-07-12: Highest IV Rank — 29.2%
2016-07-06: Largest Expected Move — 21.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.44	$82.63	$109.32	$82.63	$109.32
Max Pain	$59.86	$58.88	$78.51	$78.51	$58.88
ATM IV	64.1%	51.6%	83.3%	72.6%	66.5%
Expected Move	18.1%	15.3%	21.1%	20.8%	19.1%
HV 20d	55.4%	40.8%	60.8%	56.4%	48.9%
HV 60d	60.4%	52.6%	63.6%	63.0%	52.6%
IV Rank	12.3%	1.4%	29.2%	19.8%	14.4%
IV Percentile	21.3%	0.4%	80.6%	45.6%	24.6%
Term Structure	5.3%	-3.4%	14.0%	-2.7%	-3.4%
VWIV	59.9%	50.2%	72.6%	72.6%	57.8%
Skew 25d	5.4%	-17.1%	28.5%	24.6%	-10.3%
Skew 10d	24.0%	-29.3%	74.5%	27.6%	-25.9%
Call IV 25d	56.1%	44.3%	73.4%	48.1%	73.4%
Put IV 25d	61.5%	42.4%	85.1%	72.8%	63.1%
Bid-Ask Spread %	41.86	17.05	109.81	109.81	64.06
Gamma HHI	0.62	0.52	0.66	0.58	0.52
Net GEX	53.9K	39.3K	74.9K	39.3K	62.6K
Net DEX	-3.0M	-4.5M	-2.1M	-2.1M	-4.5M
Net VEX	-13.4K	-14.2K	-12.5K	-12.5K	-14.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.23	0.59	0.26	0.37
Total Volume	43.6	32	67	58	48
Total OI	741.1	733	754	740	744

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
2016-07-01	$82.63	$78.51	72.6%	20.8%	56.4%	19.8%	72.6%	24.6%	-2.7%	39.3K	-2.1M	-12.5K	0.26	109.81	46	12	669	71
2016-07-05	$84.40	$58.88	74.2%	19.9%	56.9%	21.2%	63.8%	18.3%	-2.6%	41.6K	-2.3M	-13.0K	0.23	33.60	47	11	669	72
2016-07-06	$87.73	$58.88	74.9%	21.1%	58.5%	21.8%	57.4%	23.9%	5.3%	45.3K	-2.5M	-13.5K	0.42	36.66	26	11	669	71
2016-07-07	$91.66	$58.88	51.6%	19.9%	59.3%	1.4%	67.7%	23.5%	1.3%	49.7K	-2.8M	-13.8K	0.53	26.68	23	12	673	71
2016-07-08	$94.01	$58.88	60.1%	18.8%	59.2%	8.9%	62.2%	28.5%	6.8%	52.4K	-3.1M	-14.2K	0.59	30.99	20	12	673	71
2016-07-11	$92.64	$58.88	75.3%	17.0%	56.5%	22.2%	59.5%	-2.0%	5.1%	54.6K	-3.2M	-13.9K	0.24	37.76	45	11	677	70
2016-07-12	$95.39	$58.88	83.3%	18.3%	56.8%	29.2%	62.0%	4.1%	8.5%	54.6K	-3.2M	-13.9K	0.41	42.50	23	10	672	71
2016-07-13	$94.01	$58.88	57.2%	16.4%	56.4%	6.2%	58.1%	0.4%	13.2%	57.3K	-3.2M	-14.0K	0.27	47.19	35	9	673	71
2016-07-14	$92.25	$58.88	57.8%	16.6%	57.3%	6.8%	57.7%	-7.8%	11.3%	51.0K	-3.0M	-13.6K	0.37	55.18	25	9	683	71
2016-07-15	$93.23	$58.88	69.0%	19.8%	56.9%	16.6%	63.4%	-8.3%	-0.3%	51.0K	-2.9M	-13.4K	0.34	64.02	28	9	683	71
2016-07-18	$94.01	$58.88	65.1%	18.7%	56.8%	13.2%	58.6%	3.6%	5.9%	52.9K	-3.0M	-13.7K	0.35	68.89	25	9	669	66
2016-07-19	$88.71	$58.88	59.1%	17.0%	60.1%	8.0%	60.9%	-4.5%	14.0%	49.0K	-2.6M	-12.9K	0.30	32.02	29	9	669	66
2016-07-20	$92.25	$58.88	58.6%	16.8%	60.8%	7.5%	58.0%	22.9%	6.1%	54.3K	-2.7M	-12.9K	0.25	25.79	37	9	667	66
2016-07-21	$91.66	$58.88	57.3%	16.4%	60.5%	6.4%	50.2%	-4.2%	8.5%	54.3K	-2.9M	-13.1K	0.27	40.98	34	9	670	66
2016-07-22	$93.82	$58.88	65.0%	18.6%	60.3%	13.1%	53.5%	-1.2%	-1.7%	55.0K	-2.9M	-13.1K	0.27	19.52	32	9	671	66
2016-07-25	$93.03	$58.88	57.6%	16.5%	53.6%	6.7%	64.3%	-17.1%	13.0%	58.0K	-2.9M	-12.9K	0.32	17.05	27	9	670	66
2016-07-26	$95.00	$58.88	60.5%	17.3%	44.3%	9.2%	54.9%	2.4%	5.2%	58.6K	-3.0M	-13.0K	0.30	20.95	32	10	669	66
2016-07-27	$97.15	$58.88	61.9%	17.7%	40.8%	10.4%	60.9%	12.7%	8.7%	61.1K	-3.2M	-13.3K	0.29	30.11	41	12	670	66
2016-07-28	$105.99	$58.88	53.5%	15.3%	48.6%	3.1%	54.3%	-1.4%	4.0%	74.9K	-4.0M	-13.5K	0.24	33.34	54	13	677	67
2016-07-29	$109.32	$58.88	66.5%	19.1%	48.9%	14.4%	57.8%	-10.3%	-3.4%	62.6K	-4.5M	-14.2K	0.37	64.06	35	13	674	70