AGEN Options History — March 2017

In March 2017, AGEN traded between $74.78 and $82.83. ATM implied volatility averaged 68.3%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 2.8% (HV 20d: 71.2%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.53.

Notable Days

2017-03-07: Highest Volume — 47 contracts
2017-03-10: Largest IV drop — 59.5% change
2017-03-09: Highest IV Rank — 83.6%
2017-03-06: Largest Expected Move — 22.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.77	$74.78	$82.83	$82.83	$74.78
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	68.3%	48.9%	120.7%	69.8%	56.9%
Expected Move	18.3%	15.8%	22.0%	20.0%	16.3%
HV 20d	71.2%	41.9%	87.5%	87.3%	41.9%
HV 60d	62.8%	60.3%	64.5%	64.5%	60.3%
IV Rank	22.1%	0.0%	83.6%	22.0%	9.3%
IV Percentile	27.3%	0.0%	99.2%	26.2%	4.0%
Term Structure	2.0%	-13.3%	25.4%	7.9%	7.0%
VWIV	62.4%	42.8%	76.4%	64.6%	57.0%
Skew 25d	9.9%	-12.1%	63.3%	2.9%	3.1%
Skew 10d	16.2%	-9.8%	105.6%	10.0%	6.5%
Call IV 25d	58.6%	37.4%	76.7%	76.7%	55.8%
Put IV 25d	68.5%	49.5%	114.0%	79.6%	58.9%
Bid-Ask Spread %	49.71	22.63	120.32	73.46	36.76
Gamma HHI	0.53	0.37	0.62	0.59	0.47
Net GEX	21.1K	17.3K	26.2K	23.8K	20.4K
Net DEX	-615.1K	-894.2K	-449.6K	-884.3K	-474.8K
Net VEX	-4.5K	-5.7K	-3.8K	-5.7K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.29	0.78	0.66	0.72
Total Volume	32.87	22	47	35	23
Total OI	424.957	396	449	420	427

Daily Data (23 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
2017-03-01	$82.83	$78.51	69.8%	20.0%	87.3%	22.0%	64.6%	2.9%	7.9%	23.8K	-884.3K	-5.7K	0.66	73.46	21	14	352	68
2017-03-02	$82.04	$78.51	76.3%	21.9%	87.0%	29.9%	67.9%	21.5%	0.4%	22.6K	-754.2K	-5.4K	0.68	27.12	20	14	354	69
2017-03-03	$80.08	$78.51	65.2%	18.7%	87.5%	16.4%	67.5%	11.1%	1.2%	21.9K	-709.2K	-5.2K	0.70	89.95	19	14	354	69
2017-03-06	$79.29	$78.51	71.3%	22.0%	85.7%	23.8%	74.4%	-1.9%	-13.2%	20.9K	-623.0K	-4.8K	0.42	60.49	32	14	354	69
2017-03-07	$76.55	$78.51	85.0%	16.6%	86.1%	40.3%	62.6%	-12.1%	14.5%	19.2K	-579.7K	-4.9K	0.41	48.87	33	14	363	69
2017-03-08	$77.33	$78.51	99.9%	20.2%	84.4%	58.4%	76.4%	5.2%	0.7%	19.9K	-538.3K	-4.7K	0.29	44.55	36	11	366	69
2017-03-09	$79.49	$78.51	120.7%	20.2%	84.9%	83.6%	42.8%	38.2%	-13.3%	21.7K	-605.8K	-4.8K	0.38	81.81	28	11	374	69
2017-03-10	$80.86	$78.51	48.9%	18.2%	85.0%	0.0%	63.6%	-11.9%	-2.5%	24.5K	-660.6K	-4.8K	0.51	47.87	21	11	376	70
2017-03-13	$82.63	$78.51	62.8%	19.7%	84.8%	16.2%	66.5%	-6.7%	-10.0%	26.2K	-738.0K	-4.9K	0.60	34.16	18	11	377	68
2017-03-14	$78.51	$78.51	86.3%	18.7%	86.8%	43.7%	72.2%	4.1%	-3.4%	23.8K	-614.1K	-4.6K	0.62	36.28	17	11	379	68
2017-03-15	$82.04	$78.51	71.7%	20.5%	83.8%	26.6%	74.4%	36.2%	25.4%	20.6K	-894.2K	-5.2K	0.58	120.32	18	11	378	68
2017-03-16	$81.65	$78.51	62.1%	17.8%	83.8%	15.4%	63.3%	-2.4%	2.1%	24.1K	-718.8K	-4.6K	0.47	23.20	22	11	376	68
2017-03-17	$79.10	$78.51	65.7%	18.8%	83.3%	19.7%	64.9%	-2.8%	-5.5%	21.1K	-741.6K	-4.6K	0.52	40.45	22	11	380	69
2017-03-20	$80.08	$78.51	61.8%	17.7%	80.0%	15.0%	56.5%	17.3%	-3.4%	20.5K	-610.0K	-4.4K	0.48	30.13	20	10	337	59
2017-03-21	$76.15	$78.51	56.0%	16.1%	81.4%	8.3%	54.4%	12.0%	7.3%	19.5K	-576.2K	-4.3K	0.43	30.17	23	10	343	60
2017-03-22	$75.76	$78.51	65.3%	18.7%	51.2%	19.2%	65.8%	21.4%	-2.1%	17.3K	-449.6K	-4.0K	0.43	53.20	23	10	343	61
2017-03-23	$76.74	$78.51	61.6%	17.6%	51.3%	14.8%	58.7%	6.8%	4.2%	18.0K	-476.4K	-4.1K	0.38	33.63	25	10	344	62
2017-03-24	$76.74	$78.51	56.9%	16.3%	51.3%	9.3%	53.0%	-0.2%	4.6%	17.9K	-451.9K	-4.0K	0.49	22.63	19	10	342	62
2017-03-27	$79.10	$78.51	59.6%	17.1%	42.4%	12.5%	58.9%	63.3%	7.1%	19.0K	-523.7K	-4.1K	0.48	27.78	20	10	343	62
2017-03-28	$77.13	$78.51	55.1%	15.8%	42.2%	7.3%	55.1%	5.6%	6.0%	19.6K	-507.5K	-3.9K	0.43	52.51	22	10	347	62
2017-03-29	$77.13	$78.51	56.0%	16.1%	42.1%	8.3%	57.7%	13.8%	6.4%	21.6K	-534.9K	-3.9K	0.78	100.19	12	10	359	62
2017-03-30	$75.76	$78.51	57.0%	16.4%	42.4%	9.5%	56.8%	3.8%	5.4%	20.8K	-480.4K	-3.8K	0.68	27.89	14	10	361	62
2017-03-31	$74.78	$78.51	56.9%	16.3%	41.9%	9.3%	57.0%	3.1%	7.0%	20.4K	-474.8K	-3.8K	0.72	36.76	13	10	364	63