AGEN Options History — October 2018

In October 2018, AGEN traded between $31.01 and $44.16. ATM implied volatility averaged 97.3%, placing in the 55.5% IV rank vs the trailing year. The 30-day expected move averaged 28.6%. IV traded above realized volatility by 30.6% (HV 20d: 66.7%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.58.

Notable Days

  • 2018-10-16: Highest Volume — 302 contracts
  • 2018-10-09: Largest IV spike — 71.3% change
  • 2018-10-30: Highest IV Rank — 87.9%
  • 2018-10-30: Largest Expected Move — 37.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.77$31.01$44.16$44.16$31.01
Max Pain$39.25$39.25$39.25$39.25$39.25
ATM IV97.3%65.1%130.2%94.1%126.8%
Expected Move28.6%20.1%37.3%27.0%36.3%
HV 20d66.7%62.1%72.4%62.1%69.9%
HV 60d72.1%70.0%76.3%70.0%76.3%
IV Rank55.5%23.9%87.9%52.4%84.5%
IV Percentile75.9%17.9%98.0%81.0%97.2%
Term Structure-2.1%-31.8%31.7%9.4%-15.8%
VWIV103.6%80.2%126.1%92.5%126.1%
Skew 25d-9.9%-34.4%12.5%-3.7%-3.2%
Skew 10d-0.7%-28.1%23.0%-17.7%5.8%
Call IV 25d111.2%90.8%149.5%103.9%125.8%
Put IV 25d101.4%90.7%122.6%100.2%122.6%
Bid-Ask Spread %36.5517.72104.7697.8326.02
Gamma HHI0.410.240.560.280.53
Net GEX20.4K5.8K32.3K26.4K17.3K
Net DEX-936.7K-1.5M-154.8K-1.5M-532.7K
Net VEX-4.8K-5.9K-2.7K-5.9K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.081.220.320.44
Total Volume96.82632302265111
Total OI1,411.2611,2361,5931,2361,522

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$44.16$39.2594.1%27.0%62.1%52.4%92.5%-3.7%9.4%26.4K-1.5M-5.9K0.3297.83200651,121115
2018-10-02$40.82$39.25101.8%29.2%68.2%60.0%101.6%-10.0%-1.0%21.1K-1.2M-5.8K0.5368.6945241,144147
2018-10-03$42.20$39.2570.2%20.1%68.7%28.9%80.2%-13.1%31.7%21.2K-1.2M-5.6K0.71104.7634241,161148
2018-10-04$42.00$39.2565.1%25.6%64.0%23.9%94.9%-4.7%12.2%21.3K-1.3M-5.8K0.6222.8238241,167148
2018-10-05$41.81$39.2576.0%26.2%64.1%34.6%105.1%-16.2%-1.4%21.4K-1.2M-5.6K0.7828.6632251,169149
2018-10-08$40.43$39.2570.9%29.6%65.1%29.6%106.0%-9.9%-10.9%20.7K-1.1M-5.5K0.7824.7632251,179151
2018-10-09$38.67$39.25121.4%29.6%67.0%79.3%99.7%-17.6%-8.6%18.3K-944.7K-5.1K1.2224.1720251,181151
2018-10-10$37.49$39.2599.7%28.6%67.6%57.9%115.6%-9.1%10.2%18.2K-974.7K-5.0K0.8223.5118151,181152
2018-10-11$39.25$39.25100.5%28.8%69.6%58.7%115.6%-18.6%-13.8%18.5K-911.3K-4.8K0.5742.0724141,185152
2018-10-12$38.08$39.25108.4%31.1%70.1%66.5%114.6%-20.5%-8.8%18.7K-967.5K-5.0K0.7748.7218141,196152
2018-10-15$39.25$39.2595.3%27.3%64.5%53.5%103.9%-18.7%-8.6%20.6K-921.3K-4.6K0.8227.6236301,198152
2018-10-16$38.27$39.2587.1%25.0%63.6%45.5%91.0%-9.7%23.4%19.3K-878.5K-4.8K0.0817.72279231,212159
2018-10-17$40.63$39.2580.7%23.1%65.1%39.2%80.5%-20.8%16.9%27.6K-1.4M-5.3K0.5323.4746241,410164
2018-10-18$39.45$39.2588.9%25.5%63.5%47.3%105.4%-15.2%2.8%32.3K-1.3M-5.5K0.7224.4833241,427162
2018-10-19$38.27$39.25103.4%29.6%62.5%61.6%117.3%-9.7%13.2%24.5K-1.2M-5.4K0.6620.3249321,430163
2018-10-22$35.33$39.25100.8%28.9%62.9%59.0%102.3%12.5%-9.2%20.8K-763.5K-4.4K0.3739.3097361,316154
2018-10-23$35.33$39.25100.6%28.8%62.9%58.8%98.2%2.7%-13.2%20.2K-675.8K-4.3K0.4437.3782361,285157
2018-10-24$33.17$39.2595.9%27.5%65.2%54.2%92.2%0.4%-2.8%18.7K-613.6K-4.0K0.4927.3973361,293157
2018-10-25$35.53$39.25101.8%29.2%71.1%60.0%101.1%8.5%-5.7%21.2K-653.3K-4.1K0.5029.3369341,316149
2018-10-26$33.95$39.25107.7%30.9%72.2%65.7%107.2%-2.7%-6.3%18.2K-546.6K-3.9K0.4430.9578341,328149
2018-10-29$31.21$39.25110.0%31.5%72.4%68.1%106.9%-12.9%-30.5%16.9K-571.8K-3.7K0.3628.5096341,336149
2018-10-30$32.38$39.25130.2%37.3%71.1%87.9%125.0%-34.4%-31.8%5.8K-154.8K-2.7K0.4022.1885341,373149
2018-10-31$31.01$39.25126.8%36.3%69.9%84.5%126.1%-3.2%-15.8%17.3K-532.7K-3.5K0.4426.0277341,373149