AGEN Options History — June 2018

In June 2018, AGEN traded between $44.16 and $66.14. ATM implied volatility averaged 70.0%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 21.8% (HV 20d: 48.2%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.48.

Notable Days

2018-06-12: Highest Volume — 111 contracts
2018-06-29: Largest IV spike — 91.2% change
2018-06-11: Highest IV Rank — 56.8%
2018-06-29: Largest Expected Move — 24.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.22	$44.16	$66.14	$66.14	$44.16
Max Pain	$59.82	$58.88	$78.51	$78.51	$58.88
ATM IV	70.0%	43.7%	98.6%	46.0%	83.6%
Expected Move	19.9%	12.5%	24.0%	13.2%	24.0%
HV 20d	48.2%	26.6%	69.3%	61.9%	68.9%
HV 60d	56.1%	51.8%	63.7%	53.5%	63.7%
IV Rank	28.7%	2.9%	56.8%	5.1%	42.1%
IV Percentile	40.0%	1.2%	91.7%	2.0%	77.4%
Term Structure	11.6%	-0.8%	40.1%	31.6%	0.8%
VWIV	73.9%	64.6%	110.2%	76.2%	110.2%
Skew 25d	-7.1%	-49.8%	34.9%	-32.1%	-19.0%
Skew 10d	-0.8%	-58.3%	45.9%	-1.1%	5.2%
Call IV 25d	76.1%	47.1%	135.4%	80.8%	104.1%
Put IV 25d	69.0%	38.0%	130.9%	48.7%	85.1%
Bid-Ask Spread %	16.05	7.75	51.66	7.81	9.27
Gamma HHI	0.33	0.28	0.36	0.32	0.30
Net GEX	10.9K	-869	28.6K	28.6K	7.1K
Net DEX	-54.6K	-937.6K	414.6K	-937.6K	289.0K
Net VEX	-5.2K	-7.6K	-3.3K	-7.6K	-3.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.11	1.57	0.37	0.52
Total Volume	61.952	39	111	47	62
Total OI	1,004.667	867	1,136	867	1,108

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
2018-06-01	$66.14	$78.51	46.0%	13.2%	61.9%	5.1%	76.2%	-32.1%	31.6%	28.6K	-937.6K	-7.6K	0.37	7.81	34	13	773	94
2018-06-04	$64.38	$58.88	63.0%	21.3%	61.3%	21.9%	73.8%	-4.2%	4.1%	25.5K	-724.0K	-6.6K	0.46	22.31	29	13	786	98
2018-06-05	$62.22	$58.88	83.8%	22.6%	51.7%	42.3%	75.8%	-7.8%	0.4%	22.0K	-570.1K	-6.0K	0.22	15.61	36	8	795	97
2018-06-06	$61.63	$58.88	72.9%	20.9%	47.4%	31.6%	71.7%	14.6%	4.8%	22.4K	-709.4K	-6.3K	0.11	16.80	47	5	803	98
2018-06-07	$61.04	$58.88	54.2%	21.2%	37.0%	13.2%	71.0%	15.0%	5.0%	22.1K	-551.2K	-6.0K	0.14	14.73	34	5	815	99
2018-06-08	$60.84	$58.88	71.7%	20.7%	35.9%	30.4%	77.9%	17.6%	8.0%	22.5K	-564.7K	-6.0K	0.13	13.62	36	5	823	99
2018-06-11	$57.51	$58.88	98.6%	20.4%	38.7%	56.8%	72.9%	-19.3%	10.9%	19.0K	-387.8K	-5.2K	1.57	16.56	40	62	834	99
2018-06-12	$56.33	$58.88	78.6%	19.6%	32.6%	37.1%	68.3%	-25.4%	12.3%	11.7K	-99.6K	-5.2K	1.26	18.42	49	62	840	157
2018-06-13	$55.94	$58.88	69.7%	20.0%	32.4%	28.4%	73.4%	-21.0%	16.9%	7.6K	-13.4K	-5.9K	1.53	25.79	40	61	852	213
2018-06-14	$55.15	$58.88	69.4%	19.9%	30.6%	28.2%	69.4%	0.3%	10.7%	907	343.7K	-5.6K	1.45	20.53	41	60	859	266
2018-06-15	$54.37	$58.88	63.9%	18.3%	30.7%	22.8%	64.6%	-22.3%	11.4%	-869	414.6K	-5.4K	0.32	15.02	56	18	870	266
2018-06-18	$53.19	$58.88	70.2%	20.1%	26.6%	28.9%	69.0%	-7.9%	9.6%	394	145.0K	-5.4K	0.12	13.94	47	6	744	220
2018-06-19	$50.25	$58.88	67.7%	19.4%	30.9%	26.4%	69.8%	21.8%	15.3%	2.2K	250.4K	-4.8K	0.13	10.24	46	6	767	221
2018-06-20	$54.96	$58.88	68.2%	19.6%	46.6%	27.0%	68.1%	0.3%	5.4%	1.3K	12.7K	-5.6K	0.12	15.90	48	6	786	222
2018-06-21	$49.26	$58.88	76.4%	21.9%	58.1%	35.0%	77.8%	7.9%	4.0%	3.7K	242.0K	-4.7K	0.14	51.66	42	6	808	222
2018-06-22	$47.50	$58.88	62.0%	17.8%	58.2%	20.9%	66.3%	-4.1%	40.1%	3.0K	328.0K	-4.3K	0.15	9.40	35	5	825	223
2018-06-25	$45.34	$58.88	64.8%	18.6%	58.6%	23.6%	82.6%	-43.6%	-0.8%	4.1K	414.4K	-3.7K	0.16	7.75	53	9	832	221
2018-06-26	$48.28	$58.88	81.6%	23.4%	65.6%	40.1%	66.4%	34.9%	14.1%	4.5K	256.5K	-4.4K	0.20	12.84	52	10	848	224
2018-06-27	$44.75	$58.88	79.4%	22.8%	68.3%	38.0%	0.0%	-4.5%	7.7%	9.8K	397.4K	-3.3K	0.43	9.51	38	16	873	225
2018-06-28	$45.34	$58.88	43.7%	12.5%	69.3%	2.9%	72.6%	-49.8%	31.3%	10.6K	317.6K	-3.3K	0.54	9.41	39	21	884	209
2018-06-29	$44.16	$58.88	83.6%	24.0%	68.9%	42.1%	110.2%	-19.0%	0.8%	7.1K	289.0K	-3.6K	0.52	9.27	41	21	894	214