AGEN Options History — June 2017

In June 2017, AGEN traded between $64.97 and $79.69. ATM implied volatility averaged 65.6%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 24.2% (HV 20d: 41.4%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.44.

Notable Days

  • 2017-06-02: Highest Volume — 189 contracts
  • 2017-06-30: Largest IV spike — 56.0% change
  • 2017-06-13: Highest IV Rank — 65.3%
  • 2017-06-30: Largest Expected Move — 28.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.49$64.97$79.69$67.32$76.94
Max Pain$66.02$58.88$78.51$78.51$78.51
ATM IV65.6%47.0%100.7%58.2%99.1%
Expected Move19.0%16.0%28.4%16.7%28.4%
HV 20d41.4%33.1%73.9%73.9%44.1%
HV 60d53.8%51.8%55.4%53.8%54.0%
IV Rank29.0%9.8%65.3%21.3%63.6%
IV Percentile34.5%2.8%97.2%15.9%96.4%
Term Structure8.6%-8.9%28.0%5.8%-8.9%
VWIV69.6%54.3%121.1%88.1%121.1%
Skew 25d3.7%-47.3%28.1%6.7%-47.3%
Skew 10d13.1%-40.7%57.2%18.7%-40.7%
Call IV 25d60.6%41.3%118.6%60.3%118.6%
Put IV 25d64.2%50.4%87.8%67.0%71.3%
Bid-Ask Spread %45.7415.95121.3677.75111.44
Gamma HHI0.370.340.390.350.34
Net GEX23.0K16.6K31.5K17.4K27.4K
Net DEX-979.9K-1.4M-693.1K-693.1K-1.3M
Net VEX-6.0K-6.9K-5.3K-5.3K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.090.730.100.09
Total Volume58.18230189173137
Total OI501.5442526442526

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$67.32$78.5158.2%16.7%73.9%21.3%88.1%6.7%5.8%17.4K-693.1K-5.3K0.1077.751571641032
2017-06-02$69.28$78.5158.3%16.7%41.3%21.4%82.8%17.2%28.0%18.8K-794.1K-5.4K0.10121.361721741632
2017-06-05$66.54$58.8869.7%20.2%36.1%33.2%70.3%6.1%8.7%18.1K-776.9K-5.6K0.7362.91231744131
2017-06-06$66.34$58.8853.2%20.8%34.8%16.1%73.0%7.0%-1.2%16.6K-712.4K-5.3K0.3050.91481444332
2017-06-07$64.97$58.8847.0%19.3%33.2%9.8%67.7%0.8%4.0%17.6K-729.3K-5.4K0.2927.06491447532
2017-06-08$65.16$58.8848.6%19.4%33.1%11.4%66.8%2.3%5.2%17.8K-707.6K-5.3K0.2824.61491447632
2017-06-09$66.14$58.8856.4%20.0%33.7%19.5%67.9%5.9%4.1%18.3K-723.4K-5.3K0.2831.98491447632
2017-06-12$68.11$58.8883.7%18.9%35.7%47.6%64.7%7.5%11.0%20.6K-844.8K-5.6K0.6442.63211447632
2017-06-13$67.71$58.88100.7%18.3%35.7%65.3%63.2%2.0%13.0%18.9K-780.0K-5.5K0.6132.85221447732
2017-06-14$68.50$58.8891.2%26.2%36.1%55.5%77.0%9.2%0.2%19.3K-847.9K-5.6K0.54117.55261447932
2017-06-15$66.73$58.8864.7%18.6%36.1%28.1%66.6%-3.1%8.1%18.6K-753.5K-5.4K0.3730.19261048132
2017-06-16$67.12$58.8863.9%18.3%36.1%27.3%65.6%-1.1%17.3%18.5K-763.0K-5.3K0.3245.88291048134
2017-06-19$68.89$58.8863.0%18.1%35.7%26.3%64.3%10.0%8.2%20.5K-838.7K-5.6K0.5227.52201045633
2017-06-20$75.37$58.8861.2%17.5%46.7%24.4%62.0%28.1%10.8%25.8K-1.2M-6.5K0.3917.80291146034
2017-06-21$77.53$58.8863.0%18.0%46.0%26.2%62.9%4.7%10.4%29.0K-1.3M-6.8K0.4220.16271147436
2017-06-22$79.10$58.8858.1%16.7%46.2%21.3%58.2%9.9%13.7%30.3K-1.4M-6.9K0.6463.78211347436
2017-06-23$78.70$78.5156.4%16.2%46.0%19.5%54.3%9.5%15.3%30.9K-1.3M-6.9K0.6923.79181347438
2017-06-26$79.69$78.5156.0%16.0%44.9%19.0%55.9%11.7%15.5%31.5K-1.4M-6.9K0.6319.84201347439
2017-06-27$77.33$78.5161.3%17.6%46.3%24.6%70.2%-17.4%12.0%29.8K-1.2M-6.8K0.6822.42191347639
2017-06-28$77.92$78.5165.7%18.8%45.0%29.1%65.7%7.6%1.3%31.1K-1.3M-6.8K0.6217.84211348241
2017-06-29$77.33$78.5163.5%18.2%44.7%26.8%63.2%3.0%7.4%30.4K-1.2M-6.6K0.5315.95211148441
2017-06-30$76.94$78.5199.1%28.4%44.1%63.6%121.1%-47.3%-8.9%27.4K-1.3M-6.9K0.09111.441261148541