AGEN Options History — January 2017

In January 2017, AGEN traded between $72.03 and $84.79. ATM implied volatility averaged 70.7%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 22.3% (HV 20d: 48.4%). Max pain ranged from $78.51 to $98.14. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.23.

Notable Days

2017-01-26: Highest Volume — 116 contracts
2017-01-31: Largest IV spike — 34.8% change
2017-01-11: Highest IV Rank — 45.9%
2017-01-11: Largest Expected Move — 25.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.97	$72.03	$84.79	$80.27	$78.12
Max Pain	$92.25	$78.51	$98.14	$98.14	$78.51
ATM IV	70.7%	55.9%	88.8%	74.8%	83.1%
Expected Move	20.8%	16.0%	25.4%	21.4%	23.8%
HV 20d	48.4%	34.6%	55.2%	54.7%	47.0%
HV 60d	72.0%	63.1%	76.0%	74.8%	65.3%
IV Rank	22.3%	7.0%	45.9%	21.7%	39.2%
IV Percentile	34.4%	1.6%	86.1%	44.4%	75.8%
Term Structure	8.4%	-14.8%	93.8%	11.2%	-4.1%
VWIV	74.3%	57.5%	89.5%	79.7%	77.8%
Skew 25d	-3.5%	-24.1%	18.8%	-12.8%	18.8%
Skew 10d	-2.0%	-27.2%	25.1%	-19.6%	25.1%
Call IV 25d	77.7%	59.0%	101.8%	87.9%	69.2%
Put IV 25d	74.2%	59.0%	94.2%	75.1%	88.0%
Bid-Ask Spread %	61.80	32.50	85.94	37.26	85.94
Gamma HHI	0.48	0.27	0.64	0.59	0.48
Net GEX	4.5K	-17.9K	18.0K	-11.8K	17.5K
Net DEX	1.9M	-455.6K	3.6M	2.9M	-455.6K
Net VEX	-3.9K	-7.7K	-2.3K	-5.8K	-3.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.11	0.42	0.29	0.20
Total Volume	71.35	43	116	57	66
Total OI	1,298.5	265	1,859	1,796	365

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
2017-01-03	$80.27	$98.14	74.8%	21.4%	54.7%	21.7%	79.7%	-12.8%	11.2%	-11.8K	2.9M	-5.8K	0.29	37.26	44	13	1,211	585
2017-01-04	$84.79	$98.14	78.2%	22.4%	55.2%	24.7%	85.8%	14.8%	34.3%	-17.4K	2.2M	-7.7K	0.42	32.50	30	13	1,217	588
2017-01-05	$84.59	$98.14	80.6%	24.5%	54.1%	26.8%	77.4%	-2.4%	-14.8%	-17.9K	2.3M	-7.4K	0.40	76.27	34	14	1,217	588
2017-01-06	$84.59	$98.14	78.6%	23.7%	50.8%	25.1%	87.8%	-22.9%	-7.2%	-17.9K	2.6M	-6.7K	0.40	78.80	32	13	1,220	588
2017-01-09	$81.26	$98.14	66.9%	24.5%	52.3%	14.8%	82.3%	2.0%	9.0%	-7.9K	3.3M	-4.3K	0.12	69.18	83	10	1,221	588
2017-01-10	$80.47	$98.14	67.3%	22.4%	52.3%	15.2%	79.7%	-6.0%	-5.8%	-3.2K	3.4M	-4.3K	0.13	59.94	84	11	1,249	589
2017-01-11	$78.31	$98.14	88.8%	25.4%	53.0%	45.9%	86.4%	-7.5%	-8.6%	2.4K	3.5M	-3.9K	0.11	49.75	91	10	1,250	589
2017-01-12	$79.49	$98.14	79.6%	22.8%	53.2%	35.0%	89.5%	-24.1%	1.0%	-2.2K	3.3M	-4.2K	0.21	45.24	48	10	1,259	586
2017-01-13	$80.47	$98.14	72.2%	20.7%	52.5%	26.3%	69.2%	-3.0%	7.6%	12.0K	3.6M	-3.3K	0.25	66.07	44	11	1,269	587
2017-01-17	$77.53	$98.14	73.0%	20.9%	53.1%	27.2%	74.5%	-4.2%	13.9%	17.0K	3.6M	-2.9K	0.25	57.35	45	11	1,272	587
2017-01-18	$78.31	$98.14	71.3%	20.4%	50.4%	25.2%	82.1%	-19.0%	-2.3%	18.0K	3.6M	-2.6K	0.15	58.50	66	10	1,272	577
2017-01-19	$75.37	$98.14	62.3%	17.9%	50.9%	14.5%	66.1%	-14.5%	-4.0%	16.2K	3.6M	-2.5K	0.17	79.22	69	12	1,273	577
2017-01-20	$74.19	$98.14	73.7%	21.1%	50.8%	28.1%	74.3%	-1.6%	-1.0%	9.0K	2.7M	-2.5K	0.24	50.61	67	16	1,276	449
2017-01-23	$74.39	$98.14	64.0%	18.3%	49.7%	16.5%	64.3%	9.7%	93.8%	8.4K	-211.4K	-2.3K	0.19	62.70	66	13	233	32
2017-01-24	$74.39	$78.51	58.9%	16.9%	47.6%	10.5%	62.1%	-12.2%	12.7%	10.6K	-192.0K	-2.3K	0.23	69.41	63	14	256	37
2017-01-25	$73.60	$78.51	55.9%	16.0%	35.1%	7.0%	57.5%	-1.1%	13.8%	12.3K	-352.6K	-3.0K	0.25	55.03	58	15	278	37
2017-01-26	$73.21	$78.51	57.2%	16.4%	35.1%	8.5%	62.2%	-0.9%	10.7%	12.7K	-324.3K	-3.0K	0.15	43.37	101	15	283	39
2017-01-27	$73.99	$78.51	65.9%	18.9%	34.6%	18.8%	65.6%	3.6%	6.9%	15.8K	-430.4K	-3.6K	0.21	73.36	53	11	324	38
2017-01-30	$72.03	$78.51	61.7%	17.7%	35.3%	13.8%	60.7%	13.4%	1.2%	15.9K	-374.0K	-3.2K	0.22	85.52	50	11	325	39
2017-01-31	$78.12	$78.51	83.1%	23.8%	47.0%	39.2%	77.8%	18.8%	-4.1%	17.5K	-455.6K	-3.5K	0.20	85.94	55	11	326	39