AGEN Options History — March 2018

In March 2018, AGEN traded between $92.64 and $119.14. ATM implied volatility averaged 84.5%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 33.9% (HV 20d: 50.6%). 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 11 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2018-03-16: Highest Volume — 146 contracts
2018-03-07: Largest IV spike — 33.4% change
2018-03-07: Highest IV Rank — 100.0%
2018-03-02: Largest Expected Move — 27.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$107.86	$92.64	$119.14	$106.77	$92.64
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	84.5%	48.6%	142.5%	90.1%	48.6%
Expected Move	20.8%	13.9%	27.1%	25.8%	13.9%
HV 20d	50.6%	46.1%	55.6%	46.5%	50.4%
HV 60d	52.5%	50.7%	54.9%	51.0%	52.2%
IV Rank	47.0%	10.5%	100.0%	61.3%	10.5%
IV Percentile	60.7%	4.0%	100.0%	88.9%	4.0%
Term Structure	2.6%	-24.5%	30.7%	-20.9%	26.9%
VWIV	74.4%	47.2%	102.6%	85.7%	47.2%
Skew 25d	-2.6%	-22.9%	25.7%	9.9%	-13.8%
Skew 10d	-1.8%	-36.1%	37.0%	10.7%	-26.7%
Call IV 25d	74.9%	60.4%	104.2%	77.9%	62.1%
Put IV 25d	72.3%	44.3%	116.8%	87.8%	48.4%
Bid-Ask Spread %	90.11	35.29	124.34	66.47	35.55
Gamma HHI	0.31	0.29	0.33	0.32	0.33
Net GEX	64.4K	51.1K	78.7K	64.5K	51.1K
Net DEX	-3.8M	-5.3M	-1.8M	-4.1M	-1.8M
Net VEX	-10.8K	-12.4K	-7.9K	-11.5K	-7.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.13	0.79	0.70	0.51
Total Volume	72.048	39	146	61	56
Total OI	786.952	739	850	765	780

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
2018-03-01	$106.77	$78.51	90.1%	25.8%	46.5%	61.3%	85.7%	9.9%	-20.9%	64.5K	-4.1M	-11.5K	0.70	66.47	36	25	669	96
2018-03-02	$110.89	$78.51	94.6%	27.1%	46.1%	66.6%	102.6%	12.7%	-13.3%	57.1K	-4.5M	-12.3K	0.35	80.37	70	24	664	99
2018-03-05	$117.76	$78.51	83.8%	24.1%	47.7%	54.0%	88.3%	12.8%	-3.1%	65.3K	-5.1M	-11.6K	0.35	112.41	51	18	666	99
2018-03-06	$114.03	$78.51	106.9%	21.5%	48.4%	80.9%	74.3%	6.2%	3.7%	66.2K	-4.7M	-12.1K	0.46	113.57	55	25	677	100
2018-03-07	$119.14	$78.51	142.5%	23.7%	49.0%	100.0%	75.3%	25.7%	-3.3%	61.4K	-5.3M	-12.4K	0.28	113.06	64	18	685	107
2018-03-08	$116.19	$78.51	99.1%	21.6%	51.8%	58.6%	74.8%	-0.3%	4.0%	71.1K	-5.2M	-12.0K	0.45	97.01	39	18	708	107
2018-03-09	$112.86	$78.51	104.3%	23.4%	53.7%	63.5%	82.7%	2.7%	-8.1%	71.3K	-4.8M	-12.0K	0.60	106.87	29	17	719	107
2018-03-12	$112.27	$78.51	131.4%	21.0%	52.8%	89.4%	91.8%	-12.8%	7.7%	71.2K	-4.7M	-11.7K	0.41	92.45	45	19	721	107
2018-03-13	$112.86	$78.51	128.6%	22.1%	52.8%	86.8%	79.3%	1.1%	-6.7%	74.8K	-4.8M	-11.5K	0.70	107.85	33	23	720	108
2018-03-14	$112.07	$78.51	94.4%	27.1%	52.3%	54.1%	90.3%	-16.0%	-24.5%	75.5K	-4.6M	-11.3K	0.46	111.08	59	27	722	102
2018-03-15	$108.54	$78.51	84.3%	24.2%	55.6%	44.5%	82.5%	1.4%	-13.4%	53.1K	-4.4M	-10.1K	0.79	103.87	40	32	742	108
2018-03-16	$114.43	$78.51	76.8%	22.0%	50.6%	37.4%	74.4%	17.0%	-12.0%	63.7K	-4.8M	-10.8K	0.23	113.74	119	27	743	106
2018-03-19	$113.05	$78.51	55.7%	16.0%	51.1%	17.3%	63.2%	-10.3%	19.3%	78.7K	-3.7M	-11.3K	0.14	104.19	88	12	660	79
2018-03-20	$110.30	$78.51	68.1%	19.5%	47.0%	29.1%	68.2%	-20.9%	-0.1%	73.1K	-3.5M	-10.9K	0.13	124.34	88	12	666	80
2018-03-21	$105.00	$78.51	58.8%	16.9%	51.0%	20.3%	73.1%	6.9%	30.7%	69.0K	-3.2M	-10.7K	0.20	111.03	85	17	666	80
2018-03-22	$102.06	$78.51	54.8%	15.7%	52.4%	16.4%	57.5%	-17.4%	17.7%	62.3K	-2.6M	-9.8K	0.48	101.27	33	16	672	76
2018-03-23	$98.53	$78.51	59.2%	17.0%	51.5%	20.6%	63.1%	-4.9%	16.6%	59.4K	-2.4M	-9.4K	0.45	55.93	27	12	682	76
2018-03-26	$97.94	$78.51	59.9%	17.2%	50.5%	21.3%	51.9%	-22.9%	15.4%	58.0K	-2.2M	-9.1K	0.30	44.10	43	13	690	76
2018-03-27	$94.80	$78.51	60.9%	17.5%	51.2%	22.3%	62.8%	-20.2%	13.9%	54.7K	-2.0M	-8.7K	0.46	61.87	30	14	702	76
2018-03-28	$92.84	$78.51	71.6%	20.5%	50.7%	32.5%	72.6%	-11.6%	3.1%	51.4K	-1.9M	-8.5K	0.35	35.29	40	14	707	76
2018-03-29	$92.64	$78.51	48.6%	13.9%	50.4%	10.5%	47.2%	-13.8%	26.9%	51.1K	-1.8M	-7.9K	0.51	35.55	37	19	703	77