AGEN Options History — August 2017

In August 2017, AGEN traded between $68.11 and $85.57. ATM implied volatility averaged 74.1%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 4.2% (HV 20d: 78.3%). 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 17 of 23 days. Put/call ratio averaged 0.35.

Notable Days

  • 2017-08-22: Highest Volume — 126 contracts
  • 2017-08-25: Largest IV drop — 12.7% change
  • 2017-08-08: Highest IV Rank — 47.3%
  • 2017-08-01: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.67$68.11$85.57$85.57$72.03
Max Pain$78.51$78.51$78.51$78.51$78.51
ATM IV74.1%61.6%83.3%83.2%69.0%
Expected Move21.0%17.7%23.9%23.9%19.8%
HV 20d78.3%50.3%93.3%88.6%50.3%
HV 60d63.9%59.8%65.5%59.8%64.1%
IV Rank37.7%24.8%47.3%47.2%32.5%
IV Percentile53.3%22.2%78.2%78.2%39.7%
Term Structure8.1%-6.9%23.5%-4.8%-3.6%
VWIV71.4%61.0%88.1%83.3%68.9%
Skew 25d-7.8%-29.9%18.5%-3.9%-17.3%
Skew 10d4.5%-16.8%27.4%20.3%-12.1%
Call IV 25d67.7%50.1%95.6%87.4%66.7%
Put IV 25d59.9%46.0%83.5%83.5%49.5%
Bid-Ask Spread %21.8611.1669.7569.7557.64
Gamma HHI0.350.280.420.280.38
Net GEX41.7K26.9K65.8K65.8K39.7K
Net DEX-1.6M-3.1M-1.1M-3.1M-1.3M
Net VEX-9.2K-12.5K-7.7K-12.5K-8.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.070.650.470.45
Total Volume54.696381265042
Total OI941.4357141,056998837

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-08-01$85.57$78.5183.2%23.9%88.6%47.2%83.3%-3.9%-4.8%65.8K-3.1M-12.5K0.4769.75341692969
2017-08-02$81.26$78.5182.2%23.6%90.8%46.2%88.1%-15.3%-6.9%58.3K-2.6M-11.6K0.4126.84371593173
2017-08-03$83.22$78.5181.3%23.0%91.1%45.2%80.6%4.8%12.4%61.4K-2.7M-11.8K0.3622.70431593674
2017-08-04$80.08$78.5174.3%21.0%91.5%37.9%74.4%7.6%16.0%57.8K-2.4M-11.4K0.4513.30361694676
2017-08-07$74.78$78.5179.3%20.9%88.5%43.2%73.1%3.0%17.7%49.1K-1.8M-9.9K0.4412.38411894677
2017-08-08$75.96$78.5183.3%21.0%88.7%47.3%68.1%3.4%19.9%50.4K-1.8M-10.0K0.6512.75332195480
2017-08-09$71.25$78.5175.2%21.5%91.0%38.9%72.9%18.5%23.5%41.8K-1.5M-9.4K0.5021.79331695779
2017-08-10$68.11$78.5180.3%23.0%91.5%44.2%75.9%10.7%19.3%36.3K-1.3M-8.7K0.2923.19431295778
2017-08-11$69.68$78.5182.4%23.6%92.3%46.4%69.5%-20.8%14.3%37.7K-1.4M-8.9K0.2111.1644997078
2017-08-14$73.60$78.5174.3%21.3%93.3%38.0%69.0%-1.8%17.2%49.5K-1.8M-9.5K0.2412.55401097078
2017-08-15$73.01$78.5173.6%21.1%86.2%37.3%74.0%-29.9%16.6%47.7K-1.6M-9.1K0.2712.44361097379
2017-08-16$71.64$78.5174.8%21.4%86.1%38.4%71.5%-6.0%16.1%28.8K-1.4M-8.8K0.3414.00361297580
2017-08-17$68.89$78.5177.0%22.1%83.8%40.7%72.9%-20.2%8.4%27.3K-1.3M-8.4K0.3216.06381297680
2017-08-18$69.87$78.5175.7%21.7%84.4%39.4%74.9%-12.1%10.6%26.9K-1.2M-8.2K0.2513.53401097479
2017-08-21$71.25$78.5168.3%19.6%79.9%31.7%66.4%-11.9%-0.2%28.0K-1.1M-7.7K0.1013.3291965163
2017-08-22$70.66$78.5171.0%20.4%79.4%34.6%68.3%-14.6%2.2%30.8K-1.1M-7.8K0.0724.71117969063
2017-08-23$70.66$78.5165.2%18.7%77.8%28.5%63.5%-11.8%2.1%32.9K-1.2M-7.7K0.1716.7946872463
2017-08-24$72.62$78.5172.5%20.8%53.4%36.2%70.5%-14.5%-0.9%36.5K-1.3M-8.4K0.2336.3234874365
2017-08-25$71.64$78.5163.4%18.2%52.9%26.7%61.0%-15.3%3.9%36.6K-1.3M-8.4K0.4219.51311374565
2017-08-28$73.01$78.5169.2%19.8%53.9%32.7%67.6%-11.2%1.1%37.9K-1.4M-8.6K0.5214.84251374970
2017-08-29$73.21$78.5161.6%17.7%54.0%24.8%61.8%-8.9%7.5%38.3K-1.3M-8.3K0.5219.17251375370
2017-08-30$72.42$78.5167.0%19.2%51.5%30.4%66.9%-11.4%-6.3%39.2K-1.3M-8.5K0.3718.09351375870
2017-08-31$72.03$78.5169.0%19.8%50.3%32.5%68.9%-17.3%-3.6%39.7K-1.3M-8.2K0.4557.64291376770