AGEN Options History — February 2017

In February 2017, AGEN traded between $74.78 and $89.30. ATM implied volatility averaged 69.9%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 9.7% (HV 20d: 60.2%). Max pain ranged from $78.51 to $98.14. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.31.

Notable Days

2017-02-22: Highest Volume — 105 contracts
2017-02-06: Largest IV spike — 67.0% change
2017-02-28: Highest IV Rank — 46.4%
2017-02-28: Largest Expected Move — 25.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$80.88	$74.78	$89.30	$76.55	$83.81
Max Pain	$79.54	$78.51	$98.14	$78.51	$78.51
ATM IV	69.9%	52.1%	90.0%	67.4%	90.0%
Expected Move	20.1%	16.2%	25.8%	19.3%	25.8%
HV 20d	60.2%	42.3%	92.0%	47.3%	91.3%
HV 60d	60.3%	53.8%	65.8%	65.2%	65.1%
IV Rank	23.3%	2.4%	46.4%	20.6%	46.4%
IV Percentile	32.7%	0.8%	90.5%	21.0%	90.5%
Term Structure	-1.3%	-23.6%	26.5%	-5.0%	-23.6%
VWIV	68.4%	50.7%	90.2%	66.4%	75.6%
Skew 25d	16.4%	0.5%	44.1%	36.7%	15.0%
Skew 10d	18.5%	-19.3%	60.1%	58.6%	8.1%
Call IV 25d	62.8%	40.7%	89.3%	62.8%	80.9%
Put IV 25d	79.2%	56.4%	99.6%	99.6%	95.9%
Bid-Ask Spread %	97.45	60.76	140.51	108.50	60.76
Gamma HHI	0.47	0.35	0.61	0.45	0.61
Net GEX	21.8K	15.1K	28.4K	18.3K	22.9K
Net DEX	-733.0K	-1.2M	-401.5K	-550.1K	-808.7K
Net VEX	-4.6K	-5.6K	-3.8K	-3.9K	-5.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.11	1.07	0.14	0.60
Total Volume	71.579	37	105	73	39
Total OI	412.684	342	477	377	422

Daily Data (19 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
2017-02-01	$76.55	$78.51	67.4%	19.3%	47.3%	20.6%	66.4%	36.7%	-5.0%	18.3K	-550.1K	-3.9K	0.14	108.50	64	9	338	39
2017-02-02	$76.74	$78.51	57.5%	20.5%	42.3%	8.8%	63.4%	10.3%	-6.2%	20.0K	-491.1K	-3.8K	0.17	122.77	53	9	346	40
2017-02-03	$80.67	$78.51	52.1%	16.2%	46.6%	2.4%	50.7%	44.1%	13.5%	22.1K	-604.4K	-4.0K	0.16	140.51	60	9	347	40
2017-02-06	$82.43	$78.51	86.9%	17.8%	47.4%	43.8%	68.2%	22.2%	4.0%	24.2K	-767.9K	-4.5K	0.17	118.99	49	8	360	40
2017-02-07	$78.31	$78.51	62.1%	21.7%	48.7%	14.2%	65.3%	26.0%	-11.4%	22.7K	-669.8K	-4.2K	0.14	125.03	59	8	365	40
2017-02-08	$77.53	$78.51	71.7%	20.6%	48.8%	25.7%	63.8%	9.3%	-4.9%	22.2K	-602.3K	-4.1K	0.13	77.98	66	8	374	41
2017-02-09	$78.31	$78.51	77.6%	22.3%	48.0%	32.8%	67.0%	30.7%	-12.9%	23.2K	-631.0K	-4.2K	0.13	93.75	67	9	379	41
2017-02-10	$80.47	$78.51	72.0%	20.7%	48.7%	26.1%	69.1%	19.3%	-12.0%	25.1K	-724.8K	-4.4K	0.14	89.79	63	9	383	42
2017-02-13	$80.27	$78.51	72.7%	20.8%	48.5%	26.9%	70.6%	20.7%	-10.2%	25.8K	-749.8K	-4.5K	0.18	88.85	57	10	390	42
2017-02-14	$86.56	$78.51	72.9%	20.9%	53.3%	27.1%	65.4%	19.6%	-4.2%	28.4K	-1.1M	-4.9K	0.11	84.76	87	10	391	40
2017-02-15	$86.75	$78.51	67.4%	19.3%	53.3%	20.6%	66.7%	1.9%	1.7%	22.0K	-1.2M	-5.3K	0.19	133.76	74	14	425	41
2017-02-16	$83.22	$78.51	67.3%	19.3%	53.6%	20.4%	62.8%	8.7%	1.4%	27.9K	-992.1K	-5.1K	0.11	91.37	76	8	428	47
2017-02-17	$88.52	$78.51	64.0%	18.4%	56.6%	16.6%	63.9%	2.6%	7.2%	21.6K	-1.1M	-5.0K	0.22	83.82	70	15	430	47
2017-02-21	$89.30	$78.51	59.8%	17.1%	56.6%	11.6%	60.7%	0.5%	10.3%	21.6K	-1.0M	-5.4K	0.54	81.00	24	13	297	45
2017-02-22	$74.78	$78.51	73.6%	21.1%	87.2%	27.9%	87.9%	7.7%	26.5%	15.1K	-528.8K	-4.5K	0.36	100.18	77	28	302	48
2017-02-23	$75.17	$98.14	62.6%	18.0%	87.1%	13.3%	67.4%	4.8%	0.9%	16.0K	-492.6K	-4.8K	0.60	83.34	50	30	339	67
2017-02-24	$75.37	$78.51	72.6%	20.8%	87.1%	25.4%	74.7%	1.6%	-1.8%	15.7K	-401.5K	-4.6K	0.66	83.17	46	30	342	70
2017-02-27	$82.04	$78.51	77.6%	22.2%	92.0%	31.4%	90.2%	30.5%	1.5%	19.6K	-607.3K	-5.0K	1.07	83.19	25	27	343	70
2017-02-28	$83.81	$78.51	90.0%	25.8%	91.3%	46.4%	75.6%	15.0%	-23.6%	22.9K	-808.7K	-5.6K	0.60	60.76	24	15	352	70