AGEN Options History — November 2017

In November 2017, AGEN traded between $68.69 and $79.10. ATM implied volatility averaged 75.5%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 17.9% (HV 20d: 57.7%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.33.

Notable Days

2017-11-21: Highest Volume — 309 contracts
2017-11-07: Largest IV spike — 20.0% change
2017-11-02: Highest IV Rank — 54.6%
2017-11-07: Largest Expected Move — 25.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$72.88	$68.69	$79.10	$70.26	$77.33
Max Pain	$75.70	$58.88	$78.51	$78.51	$78.51
ATM IV	75.5%	63.8%	90.4%	81.9%	65.6%
Expected Move	21.7%	18.3%	25.2%	23.5%	18.8%
HV 20d	57.7%	47.2%	65.8%	57.8%	48.9%
HV 60d	53.0%	51.0%	55.4%	53.7%	55.4%
IV Rank	39.3%	27.1%	54.6%	45.8%	28.9%
IV Percentile	62.7%	33.3%	90.9%	77.8%	38.5%
Term Structure	7.4%	-9.8%	17.2%	-9.8%	2.9%
VWIV	74.7%	63.3%	89.4%	89.4%	64.2%
Skew 25d	6.3%	-4.9%	24.0%	-3.7%	3.8%
Skew 10d	11.9%	-23.8%	53.8%	33.4%	6.9%
Call IV 25d	67.9%	48.4%	89.3%	82.6%	57.6%
Put IV 25d	74.2%	55.7%	88.4%	78.9%	61.3%
Bid-Ask Spread %	26.23	9.82	92.63	92.63	26.99
Gamma HHI	0.50	0.29	0.75	0.57	0.47
Net GEX	41.7K	11.0K	83.7K	51.8K	41.9K
Net DEX	-1.0M	-1.5M	-297.3K	-1.1M	-1.5M
Net VEX	-6.8K	-8.6K	-5.0K	-7.3K	-8.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.04	0.81	0.31	0.36
Total Volume	78.524	41	309	63	45
Total OI	1,054.381	436	1,357	1,244	740

Daily Data (21 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
2017-11-01	$70.26	$78.51	81.9%	23.5%	57.8%	45.8%	89.4%	-3.7%	-9.8%	51.8K	-1.1M	-7.3K	0.31	92.63	48	15	1,093	151
2017-11-02	$71.25	$78.51	90.4%	23.2%	58.4%	54.6%	74.6%	23.1%	11.5%	52.2K	-1.1M	-7.4K	0.23	16.02	65	15	1,095	151
2017-11-03	$73.21	$78.51	78.5%	21.9%	60.0%	42.3%	80.6%	6.3%	16.1%	67.2K	-1.4M	-7.7K	0.36	11.52	37	13	1,129	151
2017-11-06	$72.23	$78.51	71.1%	24.0%	59.6%	34.7%	85.8%	-4.7%	5.0%	70.8K	-1.2M	-7.1K	0.40	16.79	29	12	1,131	152
2017-11-07	$68.89	$78.51	85.4%	25.2%	58.4%	49.4%	86.7%	-4.3%	10.6%	51.7K	-958.7K	-6.7K	0.12	14.50	98	12	1,134	151
2017-11-08	$68.89	$78.51	76.4%	21.9%	58.0%	40.1%	75.7%	0.9%	14.8%	56.3K	-739.3K	-6.1K	0.13	36.39	94	12	1,189	147
2017-11-09	$69.48	$78.51	78.1%	22.4%	58.5%	41.9%	78.5%	0.8%	13.5%	58.7K	-656.7K	-6.0K	0.20	12.11	95	19	1,188	148
2017-11-10	$73.01	$78.51	80.3%	23.0%	62.6%	44.1%	73.7%	14.6%	8.7%	80.1K	-1.2M	-6.7K	0.81	10.55	24	20	1,192	154
2017-11-13	$71.64	$78.51	77.0%	22.1%	62.5%	40.7%	75.4%	16.9%	17.2%	83.7K	-1.3M	-6.5K	0.48	21.43	33	16	1,196	155
2017-11-14	$68.69	$78.51	86.6%	24.8%	63.0%	50.6%	77.0%	12.5%	16.5%	11.0K	-297.3K	-5.0K	0.34	16.29	32	11	1,193	156
2017-11-15	$71.64	$78.51	79.5%	22.8%	65.8%	43.3%	75.7%	17.7%	15.7%	12.0K	-401.3K	-5.3K	0.55	21.88	29	16	1,199	156
2017-11-16	$73.01	$78.51	79.5%	22.8%	64.9%	43.3%	76.9%	24.0%	10.2%	12.9K	-454.5K	-5.4K	0.26	17.68	42	11	1,199	152
2017-11-17	$72.62	$78.51	81.3%	23.3%	64.5%	45.2%	83.4%	-4.9%	5.3%	13.6K	-454.2K	-5.4K	0.21	10.28	58	12	1,205	152
2017-11-20	$71.64	$58.88	77.2%	22.1%	64.4%	41.0%	75.1%	17.0%	2.9%	14.0K	-628.5K	-5.1K	0.22	9.82	48	10	347	89
2017-11-21	$73.41	$58.88	64.4%	18.5%	47.2%	27.7%	63.3%	-0.9%	0.1%	15.9K	-655.0K	-5.2K	0.04	19.88	297	12	361	91
2017-11-22	$79.10	$58.88	68.5%	19.6%	54.2%	31.9%	68.0%	10.3%	2.5%	33.4K	-1.4M	-8.3K	0.12	70.76	93	12	535	94
2017-11-24	$76.94	$78.51	68.8%	19.7%	51.8%	32.2%	68.4%	4.0%	0.7%	37.0K	-1.5M	-8.5K	0.37	16.41	46	17	570	95
2017-11-27	$75.37	$78.51	66.5%	19.1%	51.7%	29.9%	66.3%	0.4%	4.2%	34.7K	-1.4M	-8.0K	0.39	28.01	52	20	571	103
2017-11-28	$76.35	$78.51	63.8%	18.3%	50.0%	27.1%	63.8%	-0.1%	7.0%	36.9K	-1.3M	-7.9K	0.25	40.34	65	17	591	103
2017-11-29	$75.56	$78.51	66.0%	18.9%	49.3%	29.4%	65.5%	-1.2%	-0.2%	40.5K	-1.4M	-8.6K	0.74	40.62	27	20	629	104
2017-11-30	$77.33	$78.51	65.6%	18.8%	48.9%	28.9%	64.2%	3.8%	2.9%	41.9K	-1.5M	-8.5K	0.36	26.99	33	12	633	107