AGEN Options History — December 2017

In December 2017, AGEN traded between $63.79 and $77.72. ATM implied volatility averaged 65.0%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 21.3% (HV 20d: 43.7%). 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 0.30.

Notable Days

2017-12-05: Highest Volume — 86 contracts
2017-12-11: Largest IV spike — 45.6% change
2017-12-12: Highest IV Rank — 51.0%
2017-12-20: Largest Expected Move — 21.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.74	$63.79	$77.72	$77.72	$63.79
Max Pain	$75.56	$58.88	$78.51	$78.51	$78.51
ATM IV	65.0%	43.7%	87.0%	72.1%	58.9%
Expected Move	19.2%	16.9%	21.7%	20.7%	16.9%
HV 20d	43.7%	34.1%	50.1%	48.8%	34.1%
HV 60d	50.9%	48.8%	52.0%	51.4%	48.8%
IV Rank	31.0%	6.4%	51.0%	35.7%	25.7%
IV Percentile	39.7%	2.0%	90.1%	55.2%	20.2%
Term Structure	4.8%	-12.6%	18.4%	-7.5%	11.4%
VWIV	65.7%	48.9%	79.0%	72.7%	76.1%
Skew 25d	-11.5%	-39.8%	14.1%	5.8%	-39.8%
Skew 10d	14.0%	-29.1%	54.4%	9.6%	-15.6%
Call IV 25d	65.6%	45.7%	88.4%	60.2%	88.4%
Put IV 25d	54.1%	42.0%	74.7%	66.1%	48.6%
Bid-Ask Spread %	17.83	8.91	29.64	22.21	12.37
Gamma HHI	0.44	0.39	0.53	0.49	0.39
Net GEX	35.0K	28.8K	42.6K	42.6K	29.0K
Net DEX	-985.6K	-1.5M	-703.6K	-1.5M	-703.6K
Net VEX	-7.4K	-8.6K	-6.3K	-8.6K	-6.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.14	0.52	0.52	0.24
Total Volume	58.65	36	86	36	54
Total OI	828.45	741	887	741	887

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
2017-12-01	$77.72	$78.51	72.1%	20.7%	48.8%	35.7%	72.7%	5.8%	-7.5%	42.6K	-1.5M	-8.6K	0.52	22.21	24	12	635	106
2017-12-04	$75.37	$78.51	59.8%	19.2%	49.5%	23.0%	57.5%	2.5%	8.5%	42.6K	-1.4M	-8.3K	0.21	18.22	62	13	637	107
2017-12-05	$73.60	$78.51	65.3%	19.9%	50.1%	28.7%	56.9%	-3.4%	1.8%	42.0K	-1.2M	-8.0K	0.18	15.42	73	13	668	106
2017-12-06	$72.42	$78.51	61.4%	17.8%	47.2%	24.6%	48.9%	-25.3%	13.3%	41.1K	-1.2M	-7.9K	0.25	14.23	50	12	687	106
2017-12-07	$71.25	$78.51	43.7%	19.1%	47.7%	6.4%	65.5%	-30.9%	5.0%	37.7K	-965.1K	-7.3K	0.45	14.36	33	15	689	107
2017-12-08	$71.05	$78.51	46.0%	19.4%	47.7%	8.7%	67.7%	14.1%	5.4%	36.4K	-929.7K	-7.4K	0.32	14.48	46	15	704	110
2017-12-11	$70.26	$78.51	66.9%	18.4%	44.2%	30.3%	63.8%	6.5%	7.5%	31.6K	-880.9K	-7.3K	0.48	19.23	31	15	705	110
2017-12-12	$65.95	$78.51	87.0%	20.8%	49.1%	51.0%	66.3%	10.2%	10.1%	28.8K	-704.1K	-6.3K	0.17	26.81	73	13	707	109
2017-12-13	$68.50	$78.51	66.7%	19.1%	49.1%	30.1%	70.4%	3.6%	5.1%	30.8K	-932.7K	-7.3K	0.29	29.64	41	12	750	103
2017-12-14	$69.09	$78.51	70.1%	20.1%	46.7%	39.1%	71.3%	2.8%	1.2%	31.3K	-887.2K	-7.1K	0.33	26.23	40	13	753	104
2017-12-15	$70.07	$78.51	65.9%	18.9%	46.4%	34.1%	59.0%	-7.7%	4.0%	31.5K	-861.3K	-7.0K	0.19	16.29	67	13	754	104
2017-12-18	$69.09	$78.51	73.3%	21.0%	46.6%	42.9%	66.9%	-14.1%	-2.2%	33.0K	-890.9K	-7.0K	0.23	16.91	42	10	718	89
2017-12-19	$69.28	$78.51	63.9%	18.3%	46.4%	31.6%	61.1%	-14.5%	18.4%	35.0K	-1.0M	-7.6K	0.14	20.27	70	10	733	90
2017-12-20	$69.28	$78.51	75.7%	21.7%	45.4%	45.8%	63.8%	-14.7%	0.4%	36.4K	-1.1M	-7.7K	0.27	16.75	40	11	756	90
2017-12-21	$68.89	$78.51	66.2%	19.0%	35.0%	34.4%	59.2%	-15.3%	9.6%	35.7K	-981.7K	-7.6K	0.51	20.05	35	18	763	91
2017-12-22	$69.48	$78.51	64.5%	18.5%	34.5%	32.4%	64.1%	-12.5%	10.7%	35.7K	-972.3K	-7.7K	0.33	21.45	39	13	764	100
2017-12-26	$67.32	$58.88	67.2%	19.3%	35.3%	35.7%	79.0%	-37.0%	-4.3%	35.2K	-971.9K	-7.3K	0.37	13.66	35	13	770	100
2017-12-27	$66.34	$58.88	65.3%	18.7%	34.8%	33.3%	76.3%	-29.0%	-12.6%	32.7K	-844.0K	-7.0K	0.19	8.91	47	9	770	101
2017-12-28	$65.95	$58.88	59.3%	17.0%	34.7%	26.1%	67.5%	-30.8%	10.1%	31.2K	-740.2K	-6.5K	0.34	9.08	31	10	784	102
2017-12-29	$63.79	$78.51	58.9%	16.9%	34.1%	25.7%	76.1%	-39.8%	11.4%	29.0K	-703.6K	-6.3K	0.24	12.37	44	10	785	102