AGEN Options History — May 2018

In May 2018, AGEN traded between $61.83 and $72.42. ATM implied volatility averaged 61.9%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded below realized volatility by 4.7% (HV 20d: 66.5%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.32.

Notable Days

  • 2018-05-02: Highest Volume — 71 contracts
  • 2018-05-02: Largest IV spike — 53.3% change
  • 2018-05-04: Highest IV Rank — 42.2%
  • 2018-05-03: Largest Expected Move — 23.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.49$61.83$72.42$67.91$65.95
Max Pain$78.51$78.51$78.51$78.51$78.51
ATM IV61.9%40.8%81.9%47.4%45.1%
Expected Move17.9%11.7%23.3%13.6%12.9%
HV 20d66.5%55.8%72.6%55.8%62.0%
HV 60d58.3%54.5%62.8%55.3%54.5%
IV Rank22.6%3.1%42.2%9.4%4.2%
IV Percentile27.8%0.8%71.0%4.0%1.6%
Term Structure12.4%-4.7%34.3%34.3%32.3%
VWIV67.9%42.4%79.4%66.3%57.3%
Skew 25d-12.8%-42.8%8.2%-27.0%-5.6%
Skew 10d-2.5%-45.1%19.6%-0.6%14.1%
Call IV 25d73.0%41.8%84.2%78.4%53.3%
Put IV 25d60.1%35.8%83.5%51.4%47.7%
Bid-Ask Spread %16.686.8639.189.177.82
Gamma HHI0.320.290.340.300.32
Net GEX23.4K15.0K29.1K18.7K28.1K
Net DEX-773.0K-1.0M-336.0K-655.5K-891.8K
Net VEX-7.1K-8.1K-5.6K-6.9K-7.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.110.580.580.35
Total Volume45.95529715735
Total OI893.0917821,023857861

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-05-01$67.91$78.5147.4%13.6%55.8%9.4%66.3%-27.0%34.3%18.7K-655.5K-6.9K0.589.173621746111
2018-05-02$71.64$78.5172.6%20.8%60.4%33.4%73.0%-17.8%1.5%21.9K-890.7K-7.5K0.2735.605615752110
2018-05-03$70.46$78.5181.2%23.3%60.3%41.5%78.9%1.7%-1.2%22.5K-911.4K-7.9K0.4616.722813776111
2018-05-04$72.42$78.5181.9%21.1%61.9%42.2%74.8%5.0%3.6%24.3K-998.9K-8.1K0.3713.473011780111
2018-05-07$65.55$78.5165.0%21.6%67.7%26.1%76.2%-3.1%0.8%17.8K-525.1K-6.6K0.3033.713510783111
2018-05-08$61.83$78.5165.6%21.8%63.3%26.7%79.4%-9.1%-0.8%15.0K-336.0K-5.6K0.2211.81439790115
2018-05-09$66.93$78.5175.3%21.6%71.1%36.0%74.5%8.2%6.1%19.7K-579.0K-6.4K0.2818.754011806114
2018-05-10$68.30$78.5168.4%19.6%72.2%29.4%71.3%-9.1%9.2%21.4K-757.4K-7.0K0.2139.18317817121
2018-05-11$69.68$78.5174.0%21.2%72.6%34.7%71.8%7.3%-3.7%22.6K-771.3K-7.0K0.2216.81307822122
2018-05-14$65.16$78.5172.0%20.6%70.1%32.8%74.3%-3.2%11.6%18.0K-459.0K-5.8K0.1123.31627830122
2018-05-15$65.36$78.5179.4%22.8%69.8%39.9%76.2%2.6%2.4%20.7K-656.2K-6.8K0.1725.06447854122
2018-05-16$66.73$78.5172.5%20.8%70.6%33.3%74.4%-4.9%8.4%22.6K-712.7K-6.8K0.2214.22306862120
2018-05-17$65.95$78.5164.2%18.4%68.4%25.3%78.0%-10.8%17.2%22.0K-666.8K-6.7K0.1223.51556866120
2018-05-18$68.11$78.5140.8%11.7%69.6%3.1%60.6%-42.8%33.4%26.0K-823.4K-7.4K0.3012.364012900123
2018-05-21$66.73$78.5141.9%12.0%67.4%4.2%42.4%-31.8%30.1%25.4K-775.8K-6.8K0.428.13361569785
2018-05-22$68.30$78.5143.5%12.5%67.7%5.7%51.6%-28.9%25.2%27.6K-958.2K-7.7K0.4915.77301571296
2018-05-23$68.11$78.5153.5%15.3%67.6%13.7%68.0%-33.3%2.5%28.4K-1.0M-7.9K0.516.86301572896
2018-05-24$68.11$78.5146.3%13.3%67.6%6.7%54.2%-23.3%31.5%28.6K-962.9K-7.9K0.467.5120974096
2018-05-25$68.11$78.5147.1%13.5%67.3%7.5%58.9%-23.2%21.6%29.1K-983.1K-7.9K0.459.1620974294
2018-05-29$66.54$78.5155.6%15.9%65.2%14.6%62.1%-38.7%10.6%26.5K-788.2K-6.8K0.348.2927974394
2018-05-30$66.93$78.5167.8%19.4%65.1%26.6%69.1%5.5%-4.7%27.9K-901.9K-7.3K0.309.7330975394
2018-05-31$65.95$78.5145.1%12.9%62.0%4.2%57.3%-5.6%32.3%28.1K-891.8K-7.4K0.357.8226976794