AGEN Options History — April 2018

In April 2018, AGEN traded between $67.12 and $90.48. ATM implied volatility averaged 80.9%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 33.2% (HV 20d: 47.7%). 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 0.68.

Notable Days

2018-04-09: Highest Volume — 216 contracts
2018-04-09: Largest IV spike — 49.9% change
2018-04-09: Highest IV Rank — 72.6%
2018-04-09: Largest Expected Move — 27.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$80.79	$67.12	$90.48	$89.70	$67.12
Max Pain	$78.51	$78.51	$78.51	$78.51	$78.51
ATM IV	80.9%	62.1%	113.7%	75.5%	62.1%
Expected Move	22.9%	17.8%	27.9%	21.6%	17.8%
HV 20d	47.7%	34.9%	55.2%	48.2%	55.2%
HV 60d	53.2%	48.6%	55.9%	52.8%	55.9%
IV Rank	41.3%	23.4%	72.6%	36.2%	23.4%
IV Percentile	67.0%	21.8%	97.6%	55.6%	21.8%
Term Structure	-2.6%	-10.5%	4.5%	-3.2%	1.7%
VWIV	78.8%	60.7%	100.4%	79.6%	71.9%
Skew 25d	-6.2%	-34.6%	19.0%	-29.8%	-34.6%
Skew 10d	3.0%	-33.3%	42.1%	-16.8%	0.3%
Call IV 25d	79.7%	64.1%	97.4%	88.5%	82.0%
Put IV 25d	73.5%	47.5%	105.9%	58.7%	47.5%
Bid-Ask Spread %	23.34	7.26	71.74	47.90	7.26
Gamma HHI	0.35	0.27	0.53	0.29	0.30
Net GEX	40.4K	16.6K	83.5K	48.8K	16.9K
Net DEX	-1.3M	-2.3M	-549.5K	-1.7M	-549.5K
Net VEX	-7.8K	-9.5K	-6.1K	-8.2K	-6.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.18	1.90	0.32	1.90
Total Volume	93.143	47	216	74	84
Total OI	922.048	719	1,143	798	858

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
2018-04-02	$89.70	$78.51	75.5%	21.6%	48.2%	36.2%	79.6%	-29.8%	-3.2%	48.8K	-1.7M	-8.2K	0.32	47.90	56	18	716	82
2018-04-03	$89.70	$78.51	69.3%	19.9%	40.6%	30.3%	70.2%	15.5%	4.5%	46.3K	-1.6M	-7.8K	0.28	32.55	62	18	730	82
2018-04-04	$90.28	$78.51	70.9%	20.3%	40.6%	31.7%	94.3%	-5.9%	2.4%	49.2K	-1.7M	-8.1K	0.58	61.96	30	18	739	81
2018-04-05	$88.52	$78.51	74.2%	21.6%	35.0%	34.9%	70.9%	2.5%	-3.5%	44.4K	-1.5M	-7.6K	0.62	18.03	29	18	741	81
2018-04-06	$87.93	$78.51	75.8%	23.2%	34.9%	36.5%	72.3%	-1.8%	-6.1%	45.3K	-1.6M	-7.6K	0.34	18.86	52	18	748	81
2018-04-09	$83.02	$78.51	113.7%	27.9%	37.8%	72.6%	100.4%	19.0%	-10.5%	40.0K	-1.4M	-7.7K	0.18	71.74	183	33	777	82
2018-04-10	$88.52	$78.51	93.0%	24.2%	47.1%	52.8%	90.6%	11.6%	-5.1%	69.0K	-2.1M	-9.3K	0.90	21.77	37	33	925	94
2018-04-11	$90.28	$78.51	84.6%	24.3%	48.1%	44.9%	83.3%	5.4%	-4.6%	75.6K	-2.3M	-9.5K	0.95	20.11	35	33	932	94
2018-04-12	$89.50	$78.51	82.6%	23.7%	48.1%	42.9%	86.1%	4.0%	-3.1%	83.5K	-2.2M	-9.3K	1.06	17.46	32	34	936	94
2018-04-13	$90.48	$78.51	80.1%	23.0%	48.1%	40.5%	81.6%	1.8%	-0.7%	82.4K	-2.3M	-9.2K	0.99	19.88	33	33	938	94
2018-04-16	$82.83	$78.51	82.1%	23.5%	50.0%	42.4%	80.3%	-15.1%	-5.1%	54.4K	-1.5M	-7.8K	0.32	14.04	97	31	941	94
2018-04-17	$80.08	$78.51	85.0%	24.4%	50.4%	45.2%	78.7%	-4.6%	-7.7%	32.4K	-1.2M	-7.6K	0.27	15.93	90	24	1,001	93
2018-04-18	$79.10	$78.51	81.7%	23.4%	50.3%	42.1%	75.5%	-11.7%	-0.3%	31.6K	-1.2M	-7.8K	0.20	15.29	90	18	1,023	97
2018-04-19	$74.78	$78.51	84.5%	24.2%	51.0%	44.7%	74.0%	3.7%	-2.5%	20.8K	-780.9K	-6.8K	0.39	13.66	72	28	1,023	98
2018-04-20	$73.80	$78.51	78.5%	22.5%	50.8%	39.0%	83.8%	3.7%	0.1%	22.3K	-867.6K	-7.1K	0.26	15.70	72	19	1,049	94
2018-04-23	$69.87	$78.51	73.0%	20.9%	52.2%	33.7%	75.3%	-29.9%	-0.4%	17.4K	-672.5K	-6.1K	1.03	12.58	43	44	642	77
2018-04-24	$70.85	$78.51	89.0%	25.5%	53.3%	49.0%	77.8%	-1.8%	-1.6%	16.6K	-728.2K	-7.3K	0.48	21.26	98	47	656	115
2018-04-25	$70.07	$78.51	81.3%	23.3%	52.9%	41.6%	68.9%	-18.1%	-2.6%	17.8K	-726.0K	-7.5K	0.89	12.11	53	47	702	115
2018-04-26	$69.48	$78.51	82.9%	23.8%	52.9%	43.2%	78.0%	-23.6%	-5.1%	17.2K	-629.1K	-7.1K	1.31	11.67	36	47	703	115
2018-04-27	$70.66	$78.51	79.5%	22.8%	53.9%	40.0%	60.7%	-20.1%	-0.3%	17.4K	-644.5K	-7.1K	0.94	20.35	57	54	705	115
2018-04-30	$67.12	$78.51	62.1%	17.8%	55.2%	23.4%	71.9%	-34.6%	1.7%	16.9K	-549.5K	-6.8K	1.90	7.26	29	55	738	120