AGEN Options History — October 2017

In October 2017, AGEN traded between $69.68 and $93.62. ATM implied volatility averaged 82.0%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 34.0% (HV 20d: 48.0%). 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 7 of 22 days. Put/call ratio averaged 0.31.

Notable Days

2017-10-23: Highest Volume — 147 contracts
2017-10-11: Largest IV spike — 47.0% change
2017-10-19: Highest IV Rank — 69.9%
2017-10-19: Largest Expected Move — 30.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$85.48	$69.68	$93.62	$92.64	$71.84
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	82.0%	58.9%	105.2%	67.8%	77.5%
Expected Move	24.6%	16.9%	30.2%	19.4%	22.2%
HV 20d	48.0%	37.7%	63.4%	52.5%	59.2%
HV 60d	59.6%	48.6%	67.0%	67.0%	53.6%
IV Rank	46.0%	22.0%	69.9%	31.2%	41.2%
IV Percentile	69.1%	18.3%	98.4%	44.0%	68.3%
Term Structure	-4.8%	-24.3%	18.7%	11.2%	-0.0%
VWIV	87.7%	60.4%	113.0%	61.6%	77.3%
Skew 25d	6.5%	-11.6%	26.5%	19.9%	12.6%
Skew 10d	15.9%	-33.7%	57.1%	34.0%	3.3%
Call IV 25d	90.3%	57.4%	122.1%	57.4%	89.6%
Put IV 25d	96.8%	70.3%	113.2%	77.3%	102.2%
Bid-Ask Spread %	61.45	13.59	91.87	13.59	81.20
Gamma HHI	0.35	0.27	0.60	0.27	0.58
Net GEX	72.5K	49.8K	88.4K	73.0K	54.6K
Net DEX	-3.0M	-4.1M	-902.1K	-3.6M	-1.1M
Net VEX	-10.0K	-11.6K	-6.9K	-11.1K	-7.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.11	0.52	0.18	0.43
Total Volume	67.909	32	147	90	66
Total OI	1,075.682	943	1,220	943	1,220

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
2017-10-02	$92.64	$78.51	67.8%	19.4%	52.5%	31.2%	61.6%	19.9%	11.2%	73.0K	-3.6M	-11.1K	0.18	13.59	76	14	859	84
2017-10-03	$90.28	$78.51	58.9%	16.9%	54.0%	22.0%	63.3%	10.4%	18.7%	76.3K	-3.5M	-11.1K	0.26	20.90	33	9	890	86
2017-10-04	$92.44	$78.51	67.4%	19.3%	53.2%	30.9%	69.9%	19.5%	14.8%	77.5K	-3.7M	-11.5K	0.31	17.53	28	9	893	87
2017-10-05	$92.64	$78.51	60.2%	22.7%	41.7%	23.4%	79.3%	-0.3%	-5.5%	81.0K	-3.8M	-11.1K	0.21	86.67	39	8	895	87
2017-10-06	$92.44	$78.51	62.2%	23.2%	40.9%	25.5%	86.7%	3.0%	-7.1%	82.0K	-3.9M	-11.0K	0.26	73.32	32	8	902	88
2017-10-09	$89.70	$78.51	67.1%	24.9%	42.5%	30.5%	84.6%	2.1%	-5.6%	77.4K	-3.4M	-10.6K	0.30	56.23	55	16	906	88
2017-10-10	$92.84	$78.51	61.4%	25.4%	43.5%	24.6%	96.1%	7.4%	-7.6%	81.9K	-3.9M	-11.4K	0.33	48.14	38	13	917	90
2017-10-11	$93.62	$78.51	90.3%	25.9%	41.7%	54.5%	86.9%	18.7%	-8.2%	85.7K	-4.1M	-11.2K	0.31	72.45	60	19	929	92
2017-10-12	$91.27	$78.51	88.7%	25.4%	38.5%	52.8%	92.0%	-2.3%	-6.0%	85.3K	-3.8M	-11.2K	0.45	55.10	42	19	952	101
2017-10-13	$91.07	$78.51	91.3%	26.2%	38.6%	55.5%	92.9%	-1.7%	-12.3%	84.6K	-3.8M	-11.6K	0.41	38.45	50	21	963	101
2017-10-16	$91.27	$78.51	99.1%	28.4%	38.6%	63.6%	98.6%	5.1%	-18.9%	85.1K	-3.9M	-11.3K	0.29	35.38	57	16	966	106
2017-10-17	$91.66	$78.51	102.3%	29.3%	38.1%	66.9%	103.0%	9.2%	-21.1%	84.1K	-3.9M	-11.4K	0.52	79.89	21	11	977	106
2017-10-18	$92.25	$78.51	103.9%	29.8%	37.7%	68.5%	107.4%	-4.3%	-24.3%	88.4K	-4.1M	-11.4K	0.42	67.08	27	11	978	106
2017-10-19	$87.54	$78.51	105.2%	30.2%	42.0%	69.9%	113.0%	-11.0%	-22.5%	68.6K	-3.2M	-10.4K	0.11	71.45	103	12	979	106
2017-10-20	$84.99	$78.51	104.4%	29.9%	43.7%	69.1%	112.7%	-11.6%	-12.0%	69.9K	-3.2M	-10.4K	0.26	67.34	63	16	1,020	113
2017-10-23	$83.61	$78.51	89.0%	25.5%	44.1%	53.2%	93.3%	1.3%	-14.2%	75.1K	-2.7M	-9.3K	0.13	80.73	130	17	982	109
2017-10-24	$73.60	$78.51	82.1%	23.5%	63.4%	46.1%	87.3%	-0.3%	1.1%	56.3K	-1.4M	-7.8K	0.35	74.38	90	31	1,010	117
2017-10-25	$73.41	$78.51	83.5%	23.9%	60.7%	47.5%	90.9%	12.5%	1.9%	55.2K	-1.4M	-8.0K	0.16	77.46	66	11	1,028	135
2017-10-26	$69.87	$78.51	88.0%	25.2%	61.6%	52.1%	78.4%	20.4%	8.6%	49.8K	-948.7K	-7.2K	0.29	91.87	48	14	1,045	138
2017-10-27	$72.03	$78.51	77.8%	22.3%	63.3%	41.6%	93.4%	26.5%	7.1%	52.9K	-945.3K	-7.3K	0.41	72.08	32	13	1,060	142
2017-10-30	$69.68	$78.51	76.7%	22.0%	57.2%	40.4%	60.4%	6.3%	-3.3%	50.6K	-902.1K	-6.9K	0.33	70.59	38	12	1,070	142
2017-10-31	$71.84	$78.51	77.5%	22.2%	59.2%	41.2%	77.3%	12.6%	-0.0%	54.6K	-1.1M	-7.2K	0.43	81.20	46	20	1,078	142