AGEN Options History — April 2017

In April 2017, AGEN traded between $63.59 and $73.01. ATM implied volatility averaged 63.4%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 23.3% (HV 20d: 40.1%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.77.

Notable Days

2017-04-07: Highest Volume — 38 contracts
2017-04-10: Largest IV spike — 49.9% change
2017-04-10: Highest IV Rank — 35.6%
2017-04-17: Largest Expected Move — 22.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.31	$63.59	$73.01	$72.23	$70.46
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	63.4%	48.9%	79.3%	48.9%	55.4%
Expected Move	18.4%	14.0%	22.4%	14.0%	15.9%
HV 20d	40.1%	32.4%	43.9%	43.3%	39.8%
HV 60d	61.1%	59.6%	62.1%	60.6%	59.6%
IV Rank	17.0%	0.0%	35.6%	0.0%	7.6%
IV Percentile	24.3%	0.0%	70.6%	0.0%	4.0%
Term Structure	1.0%	-41.1%	17.5%	17.5%	5.0%
VWIV	61.3%	50.7%	77.4%	53.5%	62.8%
Skew 25d	0.5%	-25.1%	12.6%	9.5%	5.8%
Skew 10d	14.9%	-15.9%	68.0%	7.0%	17.7%
Call IV 25d	66.1%	50.6%	79.5%	50.6%	60.2%
Put IV 25d	66.6%	48.4%	85.0%	60.1%	66.0%
Bid-Ask Spread %	38.03	18.05	67.72	58.23	67.72
Gamma HHI	0.36	0.30	0.43	0.40	0.34
Net GEX	11.6K	8.6K	18.1K	18.1K	11.2K
Net DEX	-164.8K	-354.3K	-40.1K	-354.3K	-244.2K
Net VEX	-2.6K	-3.5K	-2.2K	-3.5K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.41	1.28	0.48	0.77
Total Volume	27.895	23	38	28	30
Total OI	438.842	411	456	429	423

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
2017-04-03	$72.23	$78.51	48.9%	14.0%	43.3%	0.0%	53.5%	9.5%	17.5%	18.1K	-354.3K	-3.5K	0.48	58.23	19	9	366	63
2017-04-04	$69.48	$78.51	60.8%	17.4%	43.6%	13.9%	62.7%	1.6%	14.2%	16.4K	-293.2K	-3.3K	0.41	50.55	17	7	373	64
2017-04-05	$67.71	$78.51	70.8%	20.3%	43.9%	25.6%	51.4%	-25.1%	-41.1%	14.3K	-214.6K	-3.0K	0.41	41.48	17	7	375	64
2017-04-06	$65.55	$78.51	79.0%	20.7%	42.8%	35.2%	70.1%	2.2%	-5.7%	11.1K	-98.7K	-2.5K	0.64	55.40	18	12	376	64
2017-04-07	$65.95	$78.51	52.9%	21.4%	42.1%	4.7%	77.4%	5.4%	-1.2%	10.1K	-54.2K	-2.4K	0.44	46.21	26	12	380	61
2017-04-10	$64.57	$78.51	79.3%	19.3%	40.5%	35.6%	77.0%	-0.1%	10.7%	11.7K	-139.5K	-2.7K	0.77	25.43	15	12	387	61
2017-04-11	$63.59	$78.51	56.1%	20.1%	37.8%	8.4%	73.5%	-3.9%	-2.4%	8.6K	-40.1K	-2.3K	0.63	26.52	14	9	389	61
2017-04-12	$63.79	$78.51	67.6%	19.4%	32.4%	21.9%	55.5%	-1.7%	7.1%	8.7K	-41.8K	-2.3K	0.81	28.63	14	11	389	61
2017-04-13	$67.71	$78.51	63.3%	18.1%	41.3%	16.9%	65.1%	1.1%	11.5%	13.2K	-162.4K	-2.6K	0.81	43.27	14	11	389	58
2017-04-17	$67.32	$78.51	78.3%	22.4%	40.5%	34.4%	54.7%	7.5%	-1.2%	13.1K	-170.4K	-2.5K	0.81	21.70	14	11	389	58
2017-04-18	$67.12	$78.51	73.8%	21.1%	39.8%	29.1%	54.6%	1.2%	-7.7%	9.7K	-86.7K	-2.3K	0.85	32.72	18	15	393	58
2017-04-19	$66.54	$78.51	70.5%	20.2%	36.7%	25.3%	55.2%	5.0%	11.1%	10.9K	-127.8K	-2.6K	1.23	29.02	12	15	394	62
2017-04-20	$68.89	$78.51	64.3%	18.4%	39.6%	18.0%	62.8%	5.6%	3.7%	9.7K	-77.9K	-2.3K	1.28	26.00	12	15	394	62
2017-04-21	$69.09	$78.51	61.0%	17.5%	39.1%	14.1%	60.9%	12.6%	6.6%	9.4K	-96.8K	-2.3K	1.19	59.25	12	14	395	61
2017-04-24	$70.46	$78.51	53.7%	15.4%	40.1%	5.6%	51.4%	-10.1%	5.1%	9.7K	-155.6K	-2.2K	0.62	18.05	18	11	360	51
2017-04-25	$72.62	$78.51	62.1%	17.8%	40.1%	15.4%	63.7%	2.6%	-21.3%	12.0K	-247.5K	-2.5K	0.75	37.01	17	12	366	51
2017-04-26	$73.01	$78.51	49.2%	14.1%	39.4%	0.4%	50.7%	-5.6%	5.0%	11.3K	-270.5K	-2.5K	0.89	21.90	16	14	370	49
2017-04-27	$71.84	$78.51	58.5%	16.8%	39.7%	11.2%	62.0%	-4.4%	2.6%	11.0K	-254.1K	-2.5K	0.87	33.41	16	14	370	51
2017-04-28	$70.46	$78.51	55.4%	15.9%	39.8%	7.6%	62.8%	5.8%	5.0%	11.2K	-244.2K	-2.4K	0.77	67.72	17	13	372	51