AGEN Options History — July 2017

In July 2017, AGEN traded between $77.92 and $105.59. ATM implied volatility averaged 79.1%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 23.8% (HV 20d: 55.4%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.23.

Notable Days

2017-07-07: Highest Volume — 254 contracts
2017-07-12: Largest IV spike — 36.0% change
2017-07-31: Highest IV Rank — 59.1%
2017-07-31: Largest Expected Move — 27.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$89.96	$77.92	$105.59	$78.51	$86.95
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	79.1%	58.1%	94.8%	63.6%	94.8%
Expected Move	23.2%	18.2%	27.2%	18.2%	27.2%
HV 20d	55.4%	39.9%	88.5%	40.9%	88.5%
HV 60d	58.3%	53.5%	70.7%	53.7%	61.6%
IV Rank	43.0%	21.3%	59.1%	26.9%	59.1%
IV Percentile	69.5%	18.3%	95.2%	34.1%	95.2%
Term Structure	7.3%	-8.3%	28.4%	24.1%	-8.3%
VWIV	81.5%	65.7%	107.6%	99.5%	77.1%
Skew 25d	1.5%	-33.1%	41.2%	-29.1%	10.1%
Skew 10d	8.3%	-45.4%	61.7%	-45.4%	23.5%
Call IV 25d	76.9%	44.8%	100.3%	88.5%	83.8%
Put IV 25d	78.4%	59.4%	93.9%	59.4%	93.9%
Bid-Ask Spread %	44.85	11.96	126.21	126.21	37.38
Gamma HHI	0.35	0.26	0.58	0.33	0.27
Net GEX	75.9K	37.2K	167.5K	37.2K	65.9K
Net DEX	-3.6M	-5.9M	-1.5M	-1.5M	-3.3M
Net VEX	-11.7K	-14.5K	-7.0K	-7.3K	-13.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.03	0.65	0.09	0.20
Total Volume	108.85	23	254	136	74
Total OI	896.05	635	1,061	635	996

Daily Data (20 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
2017-07-03	$78.51	$78.51	63.6%	18.2%	40.9%	26.9%	99.5%	-29.1%	24.1%	37.2K	-1.5M	-7.3K	0.09	126.21	125	11	594	41
2017-07-05	$78.70	$78.51	78.2%	22.4%	40.8%	42.0%	107.6%	-33.1%	-1.3%	40.3K	-1.5M	-7.2K	0.06	48.70	120	7	595	41
2017-07-06	$77.92	$78.51	77.2%	24.4%	39.9%	40.9%	77.1%	-21.0%	1.4%	39.5K	-1.5M	-7.0K	0.03	53.44	246	7	597	42
2017-07-07	$80.47	$78.51	86.5%	23.6%	40.6%	50.6%	78.4%	-19.1%	6.6%	50.5K	-2.2M	-9.6K	0.03	15.07	246	8	728	42
2017-07-10	$87.73	$78.51	67.5%	22.8%	48.8%	31.0%	77.0%	-5.3%	5.4%	64.4K	-3.0M	-10.2K	0.20	31.51	40	8	729	44
2017-07-11	$85.57	$78.51	58.1%	21.4%	50.3%	21.3%	77.1%	0.3%	8.3%	63.2K	-2.7M	-10.1K	0.05	16.93	146	8	754	46
2017-07-12	$85.18	$78.51	79.1%	22.7%	50.3%	42.9%	71.9%	7.2%	6.0%	69.0K	-2.9M	-11.1K	0.17	38.32	108	18	848	46
2017-07-13	$86.36	$78.51	82.1%	23.5%	50.3%	46.0%	76.9%	11.7%	28.4%	69.5K	-3.1M	-11.8K	0.13	64.73	115	15	882	57
2017-07-14	$85.97	$78.51	81.0%	23.2%	48.7%	44.9%	78.1%	10.5%	7.6%	61.1K	-3.1M	-11.9K	0.16	35.67	95	15	906	60
2017-07-17	$89.70	$78.51	76.3%	21.9%	49.7%	40.0%	71.9%	11.9%	14.4%	86.6K	-3.5M	-12.4K	0.65	17.42	14	9	909	60
2017-07-18	$97.74	$78.51	73.4%	21.0%	55.7%	37.0%	68.4%	37.3%	12.7%	134.3K	-4.9M	-13.4K	0.20	13.36	33	6	916	60
2017-07-19	$95.00	$78.51	79.3%	22.7%	51.0%	43.1%	78.5%	41.2%	12.4%	122.2K	-4.6M	-13.3K	0.45	11.96	20	9	926	62
2017-07-20	$99.12	$78.51	77.3%	22.2%	51.9%	41.1%	65.7%	2.1%	8.5%	167.5K	-5.3M	-13.5K	0.59	36.64	17	10	927	65
2017-07-21	$98.92	$78.51	90.4%	25.9%	52.0%	54.6%	90.2%	-3.1%	3.3%	60.1K	-5.9M	-13.4K	0.12	86.66	160	19	929	64
2017-07-24	$105.59	$78.51	80.4%	23.1%	55.0%	44.3%	80.0%	3.1%	0.5%	83.1K	-5.4M	-14.5K	0.47	29.87	33	16	880	65
2017-07-25	$100.88	$78.51	81.3%	23.3%	59.0%	45.1%	78.0%	7.5%	-1.8%	80.8K	-4.8M	-14.1K	0.57	17.17	17	10	888	65
2017-07-26	$103.83	$78.51	84.3%	24.2%	57.2%	48.3%	87.9%	11.7%	3.1%	82.6K	-5.2M	-14.5K	0.09	86.82	93	9	893	66
2017-07-27	$87.14	$78.51	90.0%	25.8%	88.5%	54.2%	100.3%	-5.8%	17.0%	68.2K	-3.3M	-13.2K	0.09	93.05	199	18	971	66
2017-07-28	$87.93	$78.51	82.1%	23.5%	88.3%	46.1%	89.2%	-8.9%	-2.2%	72.4K	-3.4M	-13.3K	0.29	35.99	57	16	993	68
2017-07-31	$86.95	$78.51	94.8%	27.2%	88.5%	59.1%	77.1%	10.1%	-8.3%	65.9K	-3.3M	-13.1K	0.20	37.38	62	12	928	68