AGEN Options History — September 2018

In September 2018, AGEN traded between $35.92 and $43.38. ATM implied volatility averaged 88.7%, placing in the 47.1% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 9.9% (HV 20d: 78.8%). Max pain ranged from $19.63 to $39.25. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.59.

Notable Days

2018-09-20: Highest Volume — 133 contracts
2018-09-05: Largest IV spike — 49.7% change
2018-09-18: Highest IV Rank — 67.3%
2018-09-18: Largest Expected Move — 31.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.04	$35.92	$43.38	$43.38	$41.81
Max Pain	$36.16	$19.63	$39.25	$39.25	$39.25
ATM IV	88.7%	71.8%	109.3%	71.8%	82.6%
Expected Move	25.6%	20.6%	31.3%	20.6%	23.7%
HV 20d	78.8%	60.8%	93.2%	85.5%	60.8%
HV 60d	72.6%	69.2%	75.7%	75.2%	69.2%
IV Rank	47.1%	30.5%	67.3%	30.5%	41.1%
IV Percentile	69.4%	38.5%	94.8%	38.5%	63.5%
Term Structure	14.5%	-3.6%	31.1%	27.1%	22.8%
VWIV	88.8%	77.6%	109.5%	80.5%	82.5%
Skew 25d	-12.0%	-28.1%	3.1%	-5.0%	3.1%
Skew 10d	3.3%	-45.2%	30.9%	-42.5%	23.5%
Call IV 25d	102.8%	91.8%	108.7%	100.4%	92.4%
Put IV 25d	90.8%	80.3%	100.0%	95.4%	95.5%
Bid-Ask Spread %	37.84	15.35	148.59	59.94	35.26
Gamma HHI	0.36	0.26	0.46	0.26	0.30
Net GEX	22.5K	18.4K	28.4K	18.4K	23.4K
Net DEX	-1.2M	-1.6M	-922.3K	-1.6M	-1.2M
Net VEX	-5.5K	-6.2K	-4.8K	-6.1K	-5.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.23	1.15	0.49	0.83
Total Volume	70.526	35	133	66	44
Total OI	1,216.579	1,115	1,309	1,115	1,236

Daily Data (19 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
2018-09-04	$43.38	$39.25	71.8%	20.6%	85.5%	30.5%	0.0%	-5.0%	27.1%	18.4K	-1.6M	-6.1K	0.49	59.94	44	22	1,004	111
2018-09-05	$42.20	$39.25	107.5%	30.8%	86.6%	65.6%	80.5%	-8.9%	1.4%	22.4K	-1.4M	-6.2K	0.56	44.57	39	22	1,016	116
2018-09-06	$39.45	$19.63	92.8%	26.3%	91.0%	51.1%	95.2%	-12.4%	10.4%	21.2K	-1.1M	-5.7K	0.60	23.95	36	22	1,026	116
2018-09-07	$39.65	$19.63	79.4%	26.5%	91.0%	37.9%	90.5%	-11.6%	11.3%	22.8K	-1.1M	-5.7K	0.78	21.98	29	23	1,041	116
2018-09-10	$39.06	$19.63	72.2%	24.9%	91.0%	30.9%	86.8%	-3.0%	16.9%	23.9K	-1.1M	-5.6K	0.58	15.35	43	25	1,049	117
2018-09-11	$38.67	$39.25	104.6%	25.3%	90.6%	62.7%	88.8%	-21.9%	9.5%	18.8K	-922.3K	-4.8K	0.50	26.45	49	24	1,059	120
2018-09-12	$37.88	$39.25	84.8%	24.3%	90.9%	43.2%	85.9%	-20.9%	16.7%	21.5K	-973.9K	-5.2K	0.50	20.06	48	24	1,065	119
2018-09-13	$38.08	$39.25	96.2%	27.6%	88.0%	54.5%	96.2%	-21.1%	3.5%	21.1K	-995.4K	-5.3K	0.52	19.98	47	24	1,070	119
2018-09-14	$38.86	$39.25	102.2%	29.3%	88.1%	60.4%	102.2%	-12.0%	5.1%	25.8K	-1.1M	-5.6K	0.23	22.76	105	24	1,094	118
2018-09-17	$35.92	$39.25	96.0%	27.5%	93.2%	54.3%	96.1%	-22.8%	7.3%	23.0K	-924.4K	-5.1K	0.27	25.37	101	27	1,175	118
2018-09-18	$37.49	$39.25	109.3%	31.3%	91.3%	67.3%	109.5%	-14.3%	-3.6%	28.4K	-966.9K	-5.3K	0.24	22.49	74	18	1,172	118
2018-09-19	$39.25	$39.25	98.6%	28.3%	67.6%	56.9%	98.1%	-12.7%	13.5%	25.8K	-1.2M	-5.7K	0.49	23.00	41	20	1,182	120
2018-09-20	$41.22	$39.25	82.9%	23.8%	61.7%	41.4%	82.9%	-16.9%	13.5%	22.6K	-1.5M	-5.7K	0.23	83.68	108	25	1,186	123
2018-09-21	$39.45	$39.25	78.5%	22.5%	63.1%	37.1%	78.8%	-28.1%	31.1%	20.3K	-1.0M	-5.3K	0.33	27.31	59	20	1,167	129
2018-09-24	$42.20	$39.25	89.9%	25.8%	66.2%	48.3%	0.0%	-0.0%	15.3%	19.3K	-1.3M	-5.5K	1.04	30.87	18	19	1,108	114
2018-09-25	$41.61	$39.25	77.6%	22.2%	65.3%	36.2%	77.6%	-8.8%	26.9%	22.8K	-1.2M	-5.8K	1.04	33.09	17	18	1,112	114
2018-09-26	$42.20	$39.25	78.5%	22.5%	63.7%	37.1%	78.5%	-8.6%	22.6%	23.3K	-1.2M	-5.7K	0.89	148.59	23	20	1,115	115
2018-09-27	$42.39	$39.25	80.2%	23.0%	61.4%	38.7%	80.2%	-1.7%	24.4%	23.2K	-1.2M	-5.5K	1.15	34.25	18	20	1,120	115
2018-09-28	$41.81	$39.25	82.6%	23.7%	60.8%	41.1%	82.5%	3.1%	22.8%	23.4K	-1.2M	-5.6K	0.83	35.26	24	20	1,121	115