AGEN Options History — August 2018

In August 2018, AGEN traded between $31.01 and $43.38. ATM implied volatility averaged 97.9%, placing in the 56.1% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 32.4% (HV 20d: 65.5%). Max pain ranged from $19.63 to $39.25. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.35.

Notable Days

  • 2018-08-01: Highest Volume — 188 contracts
  • 2018-08-07: Largest IV spike — 95.2% change
  • 2018-08-07: Highest IV Rank — 95.5%
  • 2018-08-07: Largest Expected Move — 30.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.75$31.01$43.38$36.31$43.38
Max Pain$30.72$19.63$39.25$39.25$39.25
ATM IV97.9%68.5%137.9%101.6%72.1%
Expected Move26.0%19.6%30.1%29.1%20.7%
HV 20d65.5%46.4%88.1%52.8%87.1%
HV 60d63.6%56.3%75.2%60.8%75.2%
IV Rank56.1%27.2%95.5%59.7%30.8%
IV Percentile78.0%33.7%99.6%92.9%39.7%
Term Structure5.8%-11.2%36.9%-9.0%34.4%
VWIV93.1%71.0%109.0%101.6%83.8%
Skew 25d-6.9%-29.9%20.9%20.9%-4.2%
Skew 10d10.7%-34.8%58.6%31.3%8.0%
Call IV 25d99.3%67.7%111.3%99.0%97.4%
Put IV 25d92.4%75.6%121.3%119.9%93.3%
Bid-Ask Spread %32.819.5380.9480.9448.06
Gamma HHI0.390.260.500.370.26
Net GEX14.6K7.0K22.6K11.4K18.1K
Net DEX-757.3K-1.6M-235.1K-385.0K-1.6M
Net VEX-4.4K-6.3K-2.9K-3.5K-6.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.091.000.091.00
Total Volume86.6523218818856
Total OI1,197.3049631,5141,2181,109

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-08-01$36.31$39.25101.6%29.1%52.8%59.7%101.6%20.9%-9.0%11.4K-385.0K-3.5K0.0980.94173151,12197
2018-08-02$34.74$39.25100.1%28.7%53.4%58.3%101.0%20.3%-7.7%10.4K-340.4K-3.4K0.2710.1355151,12397
2018-08-03$34.15$39.2593.1%26.7%51.8%51.4%109.0%4.9%-9.6%10.2K-347.1K-3.4K0.119.537681,13197
2018-08-06$32.97$39.2570.7%27.9%52.0%29.4%97.6%7.9%2.3%7.0K-235.1K-2.9K0.1123.547381,14597
2018-08-07$33.76$39.25137.9%30.1%52.9%95.5%105.3%-24.5%-11.2%9.9K-315.6K-3.0K0.1515.795581,14695
2018-08-08$33.95$39.25126.5%28.5%53.3%84.2%93.5%-13.8%7.9%10.8K-374.7K-3.3K0.1130.547381,15895
2018-08-09$34.35$19.63130.6%26.7%53.9%88.2%93.6%-22.5%5.6%11.4K-380.6K-3.3K0.0922.009481,19091
2018-08-10$35.33$19.63124.4%26.5%55.8%82.2%93.8%-21.7%2.9%14.3K-489.6K-3.5K0.1326.047091,22993
2018-08-13$34.54$19.63136.1%27.7%53.2%93.7%94.2%14.9%7.2%14.0K-484.0K-3.5K0.1525.4188131,23495
2018-08-14$35.13$19.63110.9%25.8%52.3%69.0%89.6%-18.0%16.6%10.1K-459.2K-3.6K0.1235.16108131,26597
2018-08-15$33.17$19.6392.4%26.5%55.0%50.7%92.4%-20.9%11.7%9.9K-476.1K-3.6K0.1932.6965121,31697
2018-08-16$33.17$19.6393.7%26.8%49.4%52.0%93.8%-29.9%11.0%11.0K-507.4K-3.8K0.1132.69110121,34797
2018-08-17$32.78$19.6394.7%27.1%46.4%53.0%95.2%-23.6%11.7%12.0K-573.1K-4.2K0.2431.7853131,41797
2018-08-20$31.01$19.63103.6%29.7%48.3%61.7%103.6%-1.8%-11.1%10.8K-545.3K-3.9K0.6111.90201287588
2018-08-21$37.10$19.63103.3%29.6%81.5%61.4%103.3%3.0%-3.3%15.4K-886.0K-5.0K0.1718.7752988290
2018-08-22$40.63$19.6379.6%22.8%86.9%38.1%79.3%-9.5%6.7%20.0K-1.2M-5.6K0.3731.951033892090
2018-08-23$39.65$39.2583.1%23.8%86.7%41.6%83.7%-16.5%4.2%19.5K-1.1M-5.8K0.7945.194838946109
2018-08-24$41.22$39.2581.7%23.4%86.3%40.2%82.7%-0.1%-0.5%20.8K-1.2M-6.0K0.8831.454338951109
2018-08-27$42.59$39.2568.5%19.6%85.4%27.2%71.0%-10.1%36.9%22.6K-1.4M-6.2K0.5046.645728954109
2018-08-28$40.82$39.2576.4%21.9%86.9%35.0%76.3%-16.6%2.8%21.2K-1.3M-6.0K0.6747.504329950110
2018-08-29$42.79$39.2587.4%25.1%88.1%45.8%104.9%-3.6%18.8%22.3K-1.4M-6.3K0.6646.714328972110
2018-08-30$41.61$39.2583.6%24.0%87.0%42.1%83.8%7.0%6.1%22.4K-1.3M-6.2K0.6350.244528986111
2018-08-31$43.38$39.2572.1%20.7%87.1%30.8%0.0%-4.2%34.4%18.1K-1.6M-6.2K1.0048.062828998111