AGEN Options History — November 2018

In November 2018, AGEN traded between $34.94 and $47.69. ATM implied volatility averaged 96.5%, placing in the 54.7% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 11.7% (HV 20d: 84.8%). Max pain ranged from $19.63 to $39.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.23.

Notable Days

2018-11-15: Highest Volume — 193 contracts
2018-11-05: Largest IV spike — 32.6% change
2018-11-13: Highest IV Rank — 93.5%
2018-11-01: Largest Expected Move — 36.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.22	$34.94	$47.69	$34.94	$47.50
Max Pain	$36.45	$19.63	$39.25	$39.25	$39.25
ATM IV	96.5%	70.1%	135.9%	126.0%	88.1%
Expected Move	26.3%	20.1%	36.1%	36.1%	25.3%
HV 20d	84.8%	69.1%	91.5%	84.7%	69.1%
HV 60d	76.3%	70.5%	82.6%	80.2%	73.6%
IV Rank	54.7%	28.8%	93.5%	83.8%	46.5%
IV Percentile	72.1%	25.0%	98.8%	96.4%	65.1%
Term Structure	9.1%	-29.0%	46.9%	-29.0%	6.7%
VWIV	93.9%	78.5%	136.1%	136.1%	93.7%
Skew 25d	6.5%	-12.2%	33.9%	-4.8%	8.8%
Skew 10d	24.6%	-18.0%	43.3%	10.9%	30.2%
Call IV 25d	94.4%	64.5%	127.9%	127.9%	93.2%
Put IV 25d	100.9%	93.4%	123.1%	123.1%	102.0%
Bid-Ask Spread %	36.32	24.34	82.94	31.17	34.26
Gamma HHI	0.42	0.25	0.66	0.51	0.32
Net GEX	25.9K	13.6K	47.2K	20.7K	22.4K
Net DEX	-1.5M	-2.5M	-705.6K	-705.6K	-1.5M
Net VEX	-5.4K	-6.3K	-3.9K	-3.9K	-6.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.05	1.10	0.23	0.21
Total Volume	97	37	193	116	63
Total OI	1,386.857	931	1,784	1,542	1,002

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
2018-11-01	$34.94	$39.25	126.0%	36.1%	84.7%	83.8%	136.1%	-4.8%	-29.0%	20.7K	-705.6K	-3.9K	0.23	31.17	94	22	1,393	149
2018-11-02	$37.49	$39.25	86.6%	24.8%	89.3%	45.1%	87.0%	29.1%	18.4%	33.8K	-1.2M	-5.1K	1.10	45.87	21	22	1,462	149
2018-11-05	$36.31	$19.63	114.9%	31.2%	89.2%	72.9%	102.1%	-12.2%	-4.8%	29.0K	-1.0M	-4.7K	0.32	33.74	43	14	1,468	149
2018-11-06	$38.08	$19.63	109.9%	31.4%	89.8%	68.0%	109.7%	-8.2%	-4.9%	33.6K	-1.2M	-4.9K	0.22	45.03	64	14	1,490	149
2018-11-07	$40.24	$19.63	97.0%	22.9%	91.2%	55.3%	84.3%	6.6%	34.7%	40.7K	-1.7M	-5.7K	0.24	29.35	95	23	1,505	149
2018-11-08	$40.24	$39.25	112.3%	27.1%	89.8%	70.3%	96.7%	-5.2%	17.4%	41.2K	-1.7M	-5.8K	0.16	82.94	142	22	1,559	155
2018-11-09	$39.06	$39.25	90.5%	26.7%	89.8%	48.8%	97.2%	33.9%	21.5%	47.2K	-1.6M	-6.0K	0.21	37.64	88	18	1,614	154
2018-11-12	$37.49	$39.25	116.1%	28.0%	90.3%	74.0%	86.7%	11.5%	1.3%	45.1K	-1.2M	-5.2K	0.18	28.06	79	15	1,621	151
2018-11-13	$38.47	$39.25	135.9%	26.8%	90.4%	93.5%	94.1%	-2.9%	6.4%	46.5K	-1.4M	-5.1K	0.21	30.08	77	16	1,621	151
2018-11-14	$40.82	$39.25	95.7%	27.4%	90.3%	54.0%	95.7%	11.3%	2.5%	14.7K	-2.4M	-4.9K	0.16	29.88	101	16	1,631	153
2018-11-15	$42.98	$39.25	95.4%	27.4%	91.4%	53.7%	92.5%	-4.0%	13.2%	15.3K	-2.5M	-5.1K	0.05	40.27	183	10	1,608	150
2018-11-16	$41.61	$39.25	88.7%	25.4%	91.5%	47.1%	93.1%	26.3%	20.4%	15.2K	-2.3M	-5.3K	0.49	25.29	121	59	1,568	149
2018-11-19	$41.22	$39.25	85.5%	24.5%	86.2%	44.0%	85.6%	6.6%	-0.9%	15.5K	-1.1M	-5.7K	0.09	25.90	90	8	833	98
2018-11-20	$42.98	$39.25	86.2%	24.7%	86.9%	44.6%	92.2%	-3.6%	-6.5%	16.6K	-1.1M	-5.7K	0.09	28.76	85	8	855	100
2018-11-21	$42.98	$39.25	79.3%	22.7%	82.7%	37.8%	79.3%	0.0%	11.2%	17.6K	-1.3M	-6.1K	0.12	62.85	77	9	868	100
2018-11-23	$43.38	$39.25	76.3%	21.9%	80.1%	34.9%	85.5%	0.0%	24.4%	17.8K	-1.2M	-5.7K	0.08	39.59	78	6	877	98
2018-11-26	$43.96	$39.25	93.7%	26.9%	77.4%	52.0%	0.0%	1.5%	-5.0%	13.9K	-1.2M	-5.3K	0.09	28.25	70	7	882	98
2018-11-27	$43.38	$39.25	92.7%	26.6%	69.2%	51.0%	0.0%	18.8%	-4.1%	13.6K	-1.3M	-5.3K	0.09	24.34	73	7	885	98
2018-11-28	$47.69	$39.25	84.6%	24.3%	74.3%	43.1%	78.5%	4.5%	20.4%	22.6K	-1.6M	-6.3K	0.24	31.29	30	7	890	98
2018-11-29	$44.75	$39.25	70.1%	20.1%	76.9%	28.8%	94.9%	8.8%	46.9%	21.3K	-1.5M	-6.2K	0.15	28.25	52	8	895	99
2018-11-30	$47.50	$39.25	88.1%	25.3%	69.1%	46.5%	93.7%	0.0%	6.7%	22.4K	-1.5M	-6.1K	0.21	34.26	52	11	901	101