AGEN Options History — February 2018

In February 2018, AGEN traded between $70.66 and $105.79. ATM implied volatility averaged 86.8%, placing in the 57.4% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 38.0% (HV 20d: 48.8%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 1.07.

Notable Days

2018-02-05: Highest Volume — 337 contracts
2018-02-22: Largest IV spike — 39.8% change
2018-02-01: Highest IV Rank — 100.0%
2018-02-05: Largest Expected Move — 27.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.82	$70.66	$105.79	$70.66	$105.79
Max Pain	$60.95	$58.88	$78.51	$58.88	$78.51
ATM IV	86.8%	67.8%	123.2%	123.2%	94.7%
Expected Move	23.7%	19.4%	27.3%	25.8%	27.2%
HV 20d	48.8%	39.7%	59.0%	52.0%	47.3%
HV 60d	49.5%	46.8%	52.8%	48.6%	51.0%
IV Rank	57.4%	35.3%	100.0%	100.0%	66.8%
IV Percentile	77.8%	46.4%	100.0%	100.0%	91.7%
Term Structure	-12.2%	-25.4%	4.1%	-25.4%	-12.9%
VWIV	79.9%	66.6%	97.5%	66.6%	97.5%
Skew 25d	2.2%	-44.6%	55.2%	34.0%	-6.5%
Skew 10d	24.5%	-20.2%	114.4%	29.5%	-5.2%
Call IV 25d	78.7%	61.5%	117.2%	64.7%	87.4%
Put IV 25d	80.9%	58.6%	135.3%	98.7%	80.9%
Bid-Ask Spread %	63.91	42.57	107.17	51.68	67.53
Gamma HHI	0.46	0.25	0.89	0.36	0.30
Net GEX	75.3K	30.0K	244.9K	61.8K	62.1K
Net DEX	-2.4M	-4.3M	-1.3M	-1.8M	-3.8M
Net VEX	-8.3K	-11.2K	-6.3K	-9.0K	-11.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.07	0.08	2.61	0.53	0.27
Total Volume	150.895	44	337	180	102
Total OI	1,147	573	1,441	1,404	735

Daily Data (19 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
2018-02-01	$70.66	$58.88	123.2%	25.8%	52.0%	100.0%	66.6%	34.0%	-25.4%	61.8K	-1.8M	-9.0K	0.53	51.68	118	62	1,189	215
2018-02-02	$73.41	$58.88	108.7%	25.8%	53.5%	83.1%	90.2%	3.3%	-4.6%	73.7K	-2.0M	-9.2K	1.13	56.29	56	63	1,189	215
2018-02-05	$71.44	$58.88	96.6%	27.3%	54.6%	69.0%	88.4%	-3.0%	-11.1%	244.9K	-2.3M	-7.6K	0.52	107.17	221	116	1,206	215
2018-02-06	$73.21	$58.88	105.5%	23.8%	39.7%	79.3%	81.8%	27.0%	-15.5%	72.5K	-1.3M	-7.1K	2.03	73.06	56	114	1,179	199
2018-02-07	$73.80	$58.88	81.0%	23.2%	39.9%	50.7%	72.8%	-0.3%	-18.1%	81.0K	-1.3M	-6.8K	1.06	69.37	107	114	1,180	199
2018-02-08	$73.01	$58.88	82.3%	23.6%	40.0%	52.2%	74.1%	-0.4%	-23.1%	85.1K	-1.4M	-6.9K	1.81	58.39	66	119	1,225	198
2018-02-09	$71.84	$58.88	81.2%	23.3%	40.2%	50.9%	70.8%	-10.1%	-19.1%	81.1K	-1.4M	-6.8K	1.86	69.34	64	119	1,226	196
2018-02-12	$74.58	$58.88	74.0%	21.2%	42.6%	42.5%	71.8%	-0.8%	-17.9%	96.3K	-1.5M	-6.3K	1.81	46.08	66	119	1,231	195
2018-02-13	$73.60	$58.88	76.6%	22.0%	42.1%	45.6%	74.5%	-2.5%	-20.3%	103.8K	-1.3M	-6.4K	2.15	55.43	55	119	1,245	196
2018-02-14	$75.56	$58.88	77.0%	22.1%	41.9%	46.0%	72.2%	3.2%	-12.7%	107.5K	-1.6M	-6.5K	2.61	57.77	45	119	1,245	196
2018-02-15	$82.63	$58.88	73.8%	21.1%	52.6%	42.3%	77.7%	-44.6%	-9.9%	30.0K	-4.1M	-6.8K	1.63	50.08	74	121	1,243	198
2018-02-16	$85.57	$58.88	78.3%	22.5%	53.5%	47.6%	79.0%	0.3%	-4.4%	31.0K	-4.3M	-7.1K	1.25	57.74	94	118	1,237	201
2018-02-20	$92.44	$58.88	81.4%	23.3%	58.9%	51.2%	80.4%	-13.2%	-6.7%	36.6K	-2.1M	-8.0K	0.08	50.63	124	10	499	74
2018-02-21	$94.41	$58.88	67.8%	19.4%	59.0%	35.3%	81.3%	12.0%	4.1%	45.3K	-2.6M	-9.6K	0.22	54.12	74	16	570	78
2018-02-22	$95.00	$58.88	94.8%	27.2%	58.1%	66.9%	87.5%	-17.4%	-10.6%	49.6K	-2.6M	-10.3K	0.35	42.57	36	13	611	84
2018-02-23	$99.51	$58.88	69.3%	19.9%	50.6%	37.0%	67.5%	-15.2%	1.3%	55.2K	-3.0M	-10.5K	0.33	104.29	35	12	615	84
2018-02-26	$102.26	$58.88	92.7%	26.6%	50.7%	64.4%	95.8%	55.2%	-11.3%	54.6K	-3.3M	-11.1K	0.42	64.30	31	13	626	85
2018-02-27	$103.83	$78.51	89.6%	25.7%	50.2%	60.8%	89.0%	21.8%	-13.4%	57.9K	-3.5M	-10.8K	0.36	78.51	56	20	627	87
2018-02-28	$105.79	$78.51	94.7%	27.2%	47.3%	66.8%	97.5%	-6.5%	-12.9%	62.1K	-3.8M	-11.2K	0.27	67.53	80	22	643	92