AGEN Options History — September 2017

In September 2017, AGEN traded between $71.84 and $87.14. ATM implied volatility averaged 68.2%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 20.7% (HV 20d: 47.5%). Max pain ranged from $58.88 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 0.32.

Notable Days

2017-09-11: Highest Volume — 77 contracts
2017-09-06: Largest IV spike — 33.6% change
2017-09-12: Highest IV Rank — 62.2%
2017-09-07: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$80.75	$71.84	$87.14	$73.01	$86.75
Max Pain	$73.60	$58.88	$78.51	$78.51	$78.51
ATM IV	68.2%	56.6%	97.7%	67.9%	60.4%
Expected Move	18.8%	16.2%	20.9%	19.5%	17.3%
HV 20d	47.5%	43.1%	51.1%	49.4%	48.5%
HV 60d	65.9%	64.0%	67.5%	64.2%	66.0%
IV Rank	31.7%	19.6%	62.2%	31.3%	23.6%
IV Percentile	40.4%	12.7%	96.0%	38.5%	20.6%
Term Structure	8.9%	-3.7%	20.3%	-0.8%	18.0%
VWIV	63.7%	53.4%	70.3%	68.3%	60.3%
Skew 25d	0.7%	-12.6%	36.5%	-9.8%	1.4%
Skew 10d	10.8%	-14.9%	87.4%	-9.0%	8.5%
Call IV 25d	63.5%	45.9%	72.8%	66.6%	60.5%
Put IV 25d	64.2%	52.9%	109.3%	56.8%	61.9%
Bid-Ask Spread %	40.39	15.48	101.46	84.56	40.30
Gamma HHI	0.34	0.28	0.40	0.39	0.29
Net GEX	55.6K	39.7K	66.6K	41.6K	66.6K
Net DEX	-2.1M	-2.8M	-1.2M	-1.4M	-2.8M
Net VEX	-9.4K	-10.5K	-7.9K	-8.3K	-10.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.16	0.73	0.29	0.29
Total Volume	40.75	27	77	37	33
Total OI	892.15	839	937	839	937

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
2017-09-01	$73.01	$78.51	67.9%	19.5%	49.4%	31.3%	68.3%	-9.8%	-0.8%	41.6K	-1.4M	-8.3K	0.29	84.56	29	8	769	70
2017-09-05	$73.01	$58.88	59.7%	20.3%	43.3%	22.9%	53.4%	18.5%	-0.2%	40.4K	-1.3M	-7.9K	0.28	50.70	31	9	769	71
2017-09-06	$71.84	$58.88	79.8%	20.6%	43.1%	43.6%	55.0%	18.3%	-3.7%	39.7K	-1.2M	-7.9K	0.33	23.95	28	9	776	73
2017-09-07	$79.49	$58.88	67.3%	20.9%	51.1%	30.7%	66.2%	12.9%	4.3%	50.4K	-1.7M	-8.8K	0.32	23.01	31	10	778	73
2017-09-08	$82.04	$58.88	75.7%	19.2%	48.2%	39.4%	65.3%	-2.4%	-0.4%	56.4K	-2.0M	-9.2K	0.29	56.11	35	10	786	73
2017-09-11	$81.26	$58.88	89.2%	18.7%	48.4%	53.4%	65.5%	-6.3%	13.9%	57.6K	-2.2M	-9.8K	0.18	101.46	65	12	797	73
2017-09-12	$80.67	$78.51	97.7%	20.5%	45.3%	62.2%	68.5%	-6.4%	4.7%	59.8K	-2.1M	-9.7K	0.22	25.25	46	10	823	71
2017-09-13	$84.00	$78.51	66.3%	19.0%	46.8%	29.7%	65.4%	-1.9%	11.9%	56.8K	-2.4M	-9.7K	0.17	45.22	45	8	832	72
2017-09-14	$80.08	$78.51	68.8%	19.7%	49.9%	32.3%	68.7%	-8.3%	1.7%	65.2K	-2.3M	-9.8K	0.16	55.11	48	8	837	71
2017-09-15	$80.67	$78.51	64.5%	18.5%	47.0%	27.8%	62.9%	13.1%	9.9%	53.5K	-2.2M	-9.4K	0.37	35.46	38	14	848	71
2017-09-18	$80.86	$78.51	64.8%	18.6%	47.0%	28.1%	64.8%	-5.6%	13.0%	55.1K	-2.1M	-9.6K	0.36	31.23	25	9	812	73
2017-09-19	$82.83	$78.51	63.4%	18.2%	47.2%	26.7%	63.3%	-4.5%	9.1%	57.3K	-2.2M	-9.8K	0.36	47.45	21	8	815	75
2017-09-20	$82.04	$78.51	59.4%	17.0%	47.3%	22.5%	60.6%	-7.1%	12.8%	57.3K	-2.2M	-9.7K	0.34	47.13	23	8	819	77
2017-09-21	$80.27	$78.51	56.6%	16.2%	48.3%	19.6%	57.2%	-12.6%	20.3%	55.3K	-2.1M	-9.7K	0.45	19.72	26	12	824	77
2017-09-22	$80.47	$78.51	66.5%	19.1%	47.7%	29.9%	66.5%	-11.2%	8.4%	55.1K	-2.0M	-9.4K	0.73	15.48	17	13	827	79
2017-09-25	$81.06	$78.51	63.2%	18.1%	47.2%	26.5%	64.9%	-11.5%	15.4%	56.6K	-2.1M	-9.3K	0.27	18.59	27	7	828	80
2017-09-26	$81.84	$78.51	67.3%	19.3%	47.0%	30.8%	70.3%	36.5%	12.1%	57.4K	-2.2M	-9.5K	0.33	33.23	23	8	842	81
2017-09-27	$85.57	$78.51	61.9%	17.7%	48.9%	25.1%	66.8%	-4.7%	13.4%	65.2K	-2.6M	-9.9K	0.34	33.29	20	7	849	82
2017-09-28	$87.14	$78.51	64.7%	18.5%	48.5%	28.0%	60.1%	5.1%	13.4%	64.6K	-2.8M	-10.5K	0.26	20.48	27	7	850	83
2017-09-29	$86.75	$78.51	60.4%	17.3%	48.5%	23.6%	60.3%	1.4%	18.0%	66.6K	-2.8M	-10.4K	0.29	40.30	26	7	853	84