AGEN Options History — January 2018

In January 2018, AGEN traded between $68.89 and $80.08. ATM implied volatility averaged 86.2%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 32.1% (HV 20d: 54.0%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2018-01-31: Highest Volume — 181 contracts
2018-01-23: Largest IV spike — 41.9% change
2018-01-30: Highest IV Rank — 96.9%
2018-01-30: Largest Expected Move — 33.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$74.45	$68.89	$80.08	$69.28	$70.85
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	86.2%	70.7%	118.2%	70.7%	116.3%
Expected Move	25.0%	20.3%	33.9%	20.3%	33.3%
HV 20d	54.0%	45.4%	60.3%	47.1%	51.9%
HV 60d	52.3%	47.8%	55.9%	52.1%	49.0%
IV Rank	58.5%	39.8%	96.9%	39.8%	94.7%
IV Percentile	81.9%	57.5%	99.6%	57.5%	99.2%
Term Structure	-11.4%	-36.2%	8.8%	-2.5%	-32.9%
VWIV	87.3%	60.3%	141.0%	60.3%	132.3%
Skew 25d	-0.7%	-39.2%	43.0%	-22.4%	43.0%
Skew 10d	12.1%	-47.1%	63.4%	-18.4%	63.4%
Call IV 25d	84.4%	62.6%	111.6%	75.7%	101.7%
Put IV 25d	83.7%	53.4%	144.7%	53.4%	144.7%
Bid-Ask Spread %	64.58	11.32	140.99	11.32	38.47
Gamma HHI	0.36	0.33	0.41	0.41	0.34
Net GEX	57.9K	35.3K	81.8K	38.2K	58.5K
Net DEX	-1.6M	-2.2M	-952.5K	-1.2M	-1.6M
Net VEX	-8.6K	-9.6K	-7.7K	-7.8K	-8.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.08	1.23	1.22	0.52
Total Volume	87.857	47	181	113	181
Total OI	1,076.238	893	1,333	893	1,333

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
2018-01-02	$69.28	$78.51	70.7%	20.3%	47.1%	39.8%	60.3%	-22.4%	-2.5%	38.2K	-1.2M	-7.8K	1.22	11.32	51	62	791	102
2018-01-03	$69.48	$78.51	75.7%	21.7%	46.3%	45.8%	80.4%	-19.4%	8.8%	35.3K	-952.5K	-7.7K	1.01	105.80	66	67	806	148
2018-01-04	$69.09	$78.51	79.2%	23.1%	45.7%	50.0%	81.9%	29.5%	3.3%	39.2K	-1.1M	-8.1K	0.20	67.25	70	14	839	153
2018-01-05	$68.89	$78.51	80.4%	22.4%	45.4%	51.5%	76.1%	29.2%	-1.6%	38.4K	-984.7K	-7.7K	0.37	39.79	38	14	844	153
2018-01-08	$76.55	$78.51	80.6%	27.1%	59.0%	51.7%	91.7%	5.1%	-18.5%	51.8K	-1.7M	-9.3K	0.18	70.44	80	14	845	153
2018-01-09	$76.35	$78.51	78.7%	24.6%	59.0%	49.4%	80.0%	9.0%	-9.1%	57.0K	-1.7M	-9.2K	0.31	38.27	44	14	876	151
2018-01-10	$76.74	$78.51	84.5%	24.2%	58.8%	56.5%	79.1%	6.9%	-15.7%	59.1K	-1.8M	-9.2K	0.43	50.46	33	14	879	151
2018-01-11	$75.96	$78.51	75.7%	21.7%	53.4%	45.9%	75.5%	-12.7%	-0.1%	62.9K	-1.7M	-9.0K	0.40	40.85	35	14	880	150
2018-01-12	$76.15	$78.51	76.8%	22.0%	52.1%	47.1%	75.6%	-7.9%	-3.1%	64.3K	-1.7M	-9.0K	0.36	51.70	39	14	883	150
2018-01-16	$74.39	$78.51	84.5%	24.2%	53.1%	56.4%	84.0%	-11.3%	-9.3%	57.6K	-1.5M	-8.3K	0.33	47.59	44	15	888	150
2018-01-17	$76.55	$78.51	82.3%	23.6%	53.7%	53.8%	82.7%	-15.1%	-11.2%	67.6K	-1.7M	-8.6K	0.28	59.52	51	15	897	151
2018-01-18	$76.35	$78.51	78.0%	22.4%	53.4%	48.6%	73.7%	-2.3%	-7.7%	67.2K	-1.6M	-8.2K	0.24	27.06	43	10	898	151
2018-01-19	$77.92	$78.51	82.3%	23.6%	53.6%	53.8%	78.5%	-7.3%	-18.3%	54.1K	-1.4M	-7.9K	0.27	34.40	38	10	908	152
2018-01-22	$80.08	$78.51	74.0%	21.2%	54.1%	43.8%	74.0%	-6.1%	4.2%	66.7K	-1.8M	-8.2K	0.18	42.40	70	13	861	145
2018-01-23	$79.88	$78.51	105.0%	30.1%	54.0%	81.1%	106.8%	-13.1%	-30.5%	62.0K	-2.1M	-9.1K	0.08	140.99	158	12	903	150
2018-01-24	$78.31	$78.51	78.1%	22.4%	54.9%	48.8%	81.4%	2.8%	0.6%	81.8K	-2.2M	-9.6K	0.29	108.55	42	12	1,001	155
2018-01-25	$72.82	$78.51	88.6%	25.4%	60.3%	61.4%	88.9%	-12.9%	-10.1%	61.7K	-1.6M	-8.4K	0.10	106.60	100	10	1,013	155
2018-01-26	$73.41	$78.51	94.9%	27.2%	59.9%	68.9%	96.5%	-39.2%	-36.2%	67.8K	-1.8M	-8.9K	0.11	97.63	68	7	1,062	156
2018-01-29	$73.21	$78.51	105.2%	30.2%	59.8%	81.4%	141.0%	28.9%	-20.0%	66.2K	-1.8M	-8.6K	1.23	97.41	54	67	1,065	157
2018-01-30	$71.25	$78.51	118.2%	33.9%	59.3%	96.9%	92.8%	1.3%	-29.7%	58.3K	-1.7M	-9.1K	0.78	79.58	80	62	1,082	214
2018-01-31	$70.85	$78.51	116.3%	33.3%	51.9%	94.7%	132.3%	43.0%	-32.9%	58.5K	-1.6M	-8.7K	0.52	38.47	119	62	1,118	215