AGEN Options History — May 2017

In May 2017, AGEN traded between $65.36 and $80.08. ATM implied volatility averaged 52.1%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded below realized volatility by 17.9% (HV 20d: 70.0%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.56.

Notable Days

2017-05-31: Highest Volume — 229 contracts
2017-05-10: Largest IV spike — 45.6% change
2017-05-15: Highest IV Rank — 23.4%
2017-05-04: Largest Expected Move — 19.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$70.84	$65.36	$80.08	$72.23	$65.36
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	52.1%	37.6%	65.8%	57.7%	56.4%
Expected Move	15.5%	10.8%	19.9%	16.5%	16.2%
HV 20d	70.0%	39.9%	76.4%	40.8%	74.0%
HV 60d	61.5%	53.7%	69.9%	59.9%	53.8%
IV Rank	11.2%	0.0%	23.4%	10.3%	19.5%
IV Percentile	7.1%	0.0%	26.6%	9.1%	11.1%
Term Structure	7.3%	-14.8%	25.3%	25.3%	-1.6%
VWIV	55.8%	35.2%	77.2%	45.8%	58.9%
Skew 25d	-2.8%	-22.1%	16.8%	16.8%	-4.4%
Skew 10d	9.3%	-26.5%	65.5%	5.8%	65.5%
Call IV 25d	52.9%	32.6%	82.8%	45.1%	48.1%
Put IV 25d	50.0%	38.3%	80.5%	61.8%	43.7%
Bid-Ask Spread %	35.26	12.35	109.42	56.87	48.48
Gamma HHI	0.40	0.31	0.53	0.37	0.36
Net GEX	11.5K	8.6K	18.0K	12.8K	15.9K
Net DEX	-285.2K	-602.4K	-140.7K	-277.0K	-602.4K
Net VEX	-2.3K	-4.8K	-1.7K	-2.5K	-4.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.08	1.07	0.64	0.08
Total Volume	55.091	29	229	29	229
Total OI	381.955	223	455	425	445

Daily Data (22 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
2017-05-01	$72.23	$78.51	57.7%	16.5%	40.8%	10.3%	45.8%	16.8%	25.3%	12.8K	-277.0K	-2.5K	0.64	56.87	18	11	373	52
2017-05-02	$70.07	$78.51	61.6%	17.7%	40.4%	14.9%	71.8%	-14.2%	-14.8%	11.5K	-243.3K	-2.4K	0.47	23.23	23	11	374	52
2017-05-03	$67.71	$78.51	65.8%	18.9%	39.9%	19.7%	77.2%	-2.3%	-0.3%	10.0K	-140.7K	-2.0K	0.45	100.98	22	10	373	52
2017-05-04	$80.08	$78.51	56.6%	19.9%	71.1%	9.0%	69.5%	11.9%	2.4%	18.0K	-558.0K	-3.0K	0.60	109.42	40	24	377	52
2017-05-05	$74.58	$78.51	48.8%	15.9%	75.2%	0.0%	58.3%	-16.3%	4.6%	13.0K	-362.8K	-2.5K	0.70	27.09	20	14	382	49
2017-05-08	$72.23	$78.51	54.6%	17.2%	76.4%	6.8%	59.8%	-5.3%	5.4%	11.8K	-291.7K	-2.3K	1.00	23.71	17	17	380	47
2017-05-09	$74.19	$78.51	40.1%	18.0%	76.2%	0.0%	62.8%	2.4%	2.6%	12.0K	-268.6K	-2.2K	0.91	22.84	19	17	381	45
2017-05-10	$74.58	$78.51	58.4%	16.7%	75.8%	19.4%	58.4%	1.9%	3.9%	13.1K	-339.6K	-2.3K	0.93	21.57	18	17	384	45
2017-05-11	$73.21	$78.51	54.5%	15.6%	76.3%	15.3%	54.6%	-2.7%	6.1%	12.8K	-318.3K	-2.2K	1.07	23.57	16	17	384	45
2017-05-12	$72.42	$78.51	61.3%	17.6%	73.9%	22.5%	61.2%	-3.3%	1.3%	10.7K	-218.0K	-2.1K	1.02	16.79	17	17	385	45
2017-05-15	$72.03	$78.51	62.2%	17.8%	73.9%	23.4%	62.0%	-7.2%	3.3%	10.3K	-224.8K	-2.1K	0.46	21.72	37	17	384	45
2017-05-16	$71.64	$78.51	58.9%	16.9%	74.0%	20.0%	59.2%	-8.3%	3.0%	9.6K	-210.5K	-2.1K	0.26	18.06	42	11	405	45
2017-05-17	$69.87	$78.51	52.8%	15.1%	74.5%	13.5%	58.8%	-18.7%	0.2%	9.5K	-195.4K	-2.1K	0.48	52.78	24	11	408	45
2017-05-18	$70.46	$78.51	50.5%	14.5%	73.6%	11.1%	56.1%	-14.1%	4.5%	10.1K	-210.7K	-2.1K	0.53	25.56	21	11	410	45
2017-05-19	$68.30	$78.51	44.6%	12.8%	74.5%	4.8%	55.4%	-22.1%	14.9%	9.1K	-171.6K	-1.9K	0.51	17.82	27	14	410	45
2017-05-22	$66.73	$78.51	37.6%	10.8%	74.5%	0.0%	40.5%	5.7%	19.8%	8.6K	-218.2K	-1.7K	0.59	14.44	18	11	207	16
2017-05-23	$69.28	$78.51	51.5%	14.8%	74.9%	14.4%	60.0%	-15.7%	-1.2%	10.5K	-275.5K	-2.0K	0.49	14.88	20	10	209	18
2017-05-24	$69.87	$78.51	42.9%	12.3%	75.0%	5.5%	35.2%	14.9%	23.7%	11.6K	-301.5K	-2.1K	0.47	81.12	21	10	216	18
2017-05-25	$69.09	$78.51	39.3%	11.3%	74.9%	1.8%	37.6%	6.3%	20.5%	11.2K	-280.9K	-2.1K	0.32	15.76	34	11	223	18
2017-05-26	$67.71	$78.51	43.3%	12.4%	74.9%	5.9%	37.6%	6.8%	15.1%	11.0K	-268.1K	-2.1K	0.29	12.35	34	10	236	20
2017-05-30	$66.73	$78.51	45.8%	13.1%	74.4%	8.5%	47.5%	6.1%	21.2%	9.6K	-296.4K	-2.2K	0.08	26.78	207	17	237	21
2017-05-31	$65.36	$78.51	56.4%	16.2%	74.0%	19.5%	58.9%	-4.4%	-1.6%	15.9K	-602.4K	-4.8K	0.08	48.48	213	16	413	32