AGEN Options History — July 2018

In July 2018, AGEN traded between $34.74 and $47.50. ATM implied volatility averaged 80.4%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 9.5% (HV 20d: 70.9%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.37.

Notable Days

2018-07-31: Highest Volume — 193 contracts
2018-07-11: Largest IV spike — 41.7% change
2018-07-30: Highest IV Rank — 63.7%
2018-07-30: Largest Expected Move — 30.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.72	$34.74	$47.50	$47.50	$35.92
Max Pain	$41.12	$39.25	$58.88	$58.88	$39.25
ATM IV	80.4%	54.1%	105.6%	54.1%	98.5%
Expected Move	23.6%	15.5%	30.3%	15.5%	28.2%
HV 20d	70.9%	52.5%	79.9%	76.3%	52.5%
HV 60d	63.4%	61.6%	66.0%	66.0%	63.4%
IV Rank	38.9%	13.1%	63.7%	13.1%	56.7%
IV Percentile	60.8%	5.2%	96.4%	5.2%	91.3%
Term Structure	0.3%	-13.5%	20.1%	20.1%	-5.0%
VWIV	83.1%	57.0%	105.6%	58.2%	98.9%
Skew 25d	8.7%	-31.5%	39.1%	-0.6%	20.3%
Skew 10d	24.6%	-9.8%	48.5%	-0.1%	30.7%
Call IV 25d	79.2%	49.1%	99.6%	51.3%	96.2%
Put IV 25d	87.9%	45.9%	117.6%	50.7%	116.5%
Bid-Ask Spread %	19.97	7.47	44.48	9.43	36.77
Gamma HHI	0.31	0.27	0.42	0.42	0.36
Net GEX	9.6K	5.3K	14.9K	8.9K	10.6K
Net DEX	89.8K	-380.6K	369.4K	295.0K	-380.6K
Net VEX	-2.9K	-3.7K	-1.9K	-3.6K	-3.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.08	0.80	0.45	0.08
Total Volume	77.857	50	193	68	193
Total OI	1,110.286	956	1,208	1,118	1,194

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
2018-07-02	$47.50	$58.88	54.1%	15.5%	76.3%	13.1%	58.2%	-0.6%	20.1%	8.9K	295.0K	-3.6K	0.45	9.43	47	21	904	214
2018-07-03	$46.12	$58.88	54.2%	15.5%	76.2%	13.2%	62.5%	-11.0%	14.3%	10.2K	304.1K	-3.4K	0.36	36.77	46	17	912	214
2018-07-05	$46.52	$39.25	55.7%	22.0%	76.6%	14.7%	73.4%	0.2%	6.0%	10.0K	303.3K	-3.3K	0.49	22.82	34	17	916	215
2018-07-06	$47.50	$39.25	61.4%	20.9%	77.6%	20.2%	76.8%	-4.0%	10.3%	9.8K	220.5K	-3.7K	0.50	22.04	33	17	919	214
2018-07-09	$46.12	$39.25	81.7%	20.9%	77.7%	40.2%	86.1%	-31.5%	-8.2%	8.8K	172.6K	-3.7K	0.44	7.47	40	18	924	214
2018-07-10	$44.16	$39.25	61.0%	23.1%	76.9%	19.9%	85.8%	-12.0%	-4.3%	11.5K	311.4K	-3.0K	0.33	21.21	51	17	928	214
2018-07-11	$43.57	$39.25	86.5%	24.8%	76.9%	44.9%	92.0%	-0.7%	3.1%	9.1K	244.2K	-3.3K	0.39	12.13	43	17	946	215
2018-07-12	$43.38	$39.25	89.1%	25.5%	76.9%	47.5%	87.5%	5.5%	0.5%	12.1K	320.6K	-2.9K	0.27	20.83	45	12	955	214
2018-07-13	$42.98	$39.25	76.9%	22.1%	76.9%	35.5%	70.6%	29.7%	10.7%	10.8K	289.6K	-3.0K	0.28	15.54	45	12	960	215
2018-07-16	$40.63	$39.25	86.1%	24.7%	78.5%	44.5%	84.4%	31.6%	-0.0%	12.0K	369.4K	-2.6K	0.24	15.81	52	13	960	216
2018-07-17	$41.81	$39.25	90.0%	25.8%	79.9%	48.4%	92.1%	-2.0%	0.3%	14.9K	224.9K	-2.9K	0.20	14.02	68	13	980	207
2018-07-18	$41.81	$39.25	82.5%	23.7%	78.2%	41.1%	79.6%	-6.6%	0.6%	14.4K	234.7K	-2.6K	0.25	14.06	57	14	1,000	208
2018-07-19	$44.16	$39.25	91.9%	26.4%	73.2%	50.3%	80.7%	39.1%	-5.5%	10.7K	-311.5K	-3.1K	0.34	12.94	41	14	1,001	105
2018-07-20	$41.61	$39.25	62.6%	17.9%	66.1%	21.4%	57.0%	2.1%	-4.6%	8.5K	-192.2K	-2.4K	0.22	8.46	61	14	1,004	105
2018-07-23	$40.24	$39.25	75.8%	21.7%	65.9%	34.5%	76.4%	21.4%	6.6%	7.3K	-136.6K	-2.4K	0.28	15.66	48	13	887	69
2018-07-24	$38.08	$39.25	86.5%	24.8%	66.6%	44.9%	89.3%	22.2%	-3.6%	6.9K	-82.4K	-2.1K	0.28	21.21	49	14	898	71
2018-07-25	$36.90	$39.25	93.2%	26.7%	61.4%	51.5%	92.6%	17.7%	-8.2%	7.1K	-108.2K	-2.3K	0.80	19.45	49	39	924	72
2018-07-26	$35.92	$39.25	95.5%	27.4%	57.1%	53.8%	95.5%	28.1%	-5.9%	6.1K	-66.9K	-2.2K	0.76	15.66	44	33	931	97
2018-07-27	$34.74	$39.25	99.9%	28.6%	56.9%	58.1%	100.4%	12.5%	-7.0%	5.3K	-27.0K	-1.9K	0.70	32.57	49	34	938	98
2018-07-30	$36.51	$39.25	105.6%	30.3%	60.8%	63.7%	105.6%	20.2%	-13.5%	7.1K	-98.6K	-2.3K	0.08	44.48	177	14	961	97
2018-07-31	$35.92	$39.25	98.5%	28.2%	52.5%	56.7%	98.9%	20.3%	-5.0%	10.6K	-380.6K	-3.6K	0.08	36.77	179	14	1,097	97