AGEN Options History — December 2018

In December 2018, AGEN traded between $39.45 and $52.60. ATM implied volatility averaged 82.0%, placing in the 40.5% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded below realized volatility by 10.5% (HV 20d: 92.5%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.74.

Notable Days

2018-12-24: Highest Volume — 175 contracts
2018-12-17: Largest IV spike — 68.4% change
2018-12-20: Highest IV Rank — 74.2%
2018-12-20: Largest Expected Move — 33.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.82	$39.45	$52.60	$49.07	$47.50
Max Pain	$39.25	$39.25	$39.25	$39.25	$39.25
ATM IV	82.0%	53.4%	116.3%	53.4%	70.6%
Expected Move	23.8%	15.3%	33.3%	15.3%	20.2%
HV 20d	92.5%	66.3%	134.8%	66.3%	129.1%
HV 60d	83.0%	73.9%	98.0%	73.9%	97.3%
IV Rank	40.5%	12.4%	74.2%	12.4%	29.3%
IV Percentile	48.6%	4.8%	93.7%	4.8%	21.0%
Term Structure	9.4%	-34.2%	34.3%	23.5%	10.5%
VWIV	87.5%	62.8%	112.6%	63.1%	79.1%
Skew 25d	6.3%	-41.5%	47.8%	4.0%	-8.0%
Skew 10d	20.5%	-30.9%	49.9%	31.4%	-30.9%
Call IV 25d	91.3%	65.0%	127.7%	88.0%	101.5%
Put IV 25d	97.6%	48.8%	146.7%	92.1%	93.4%
Bid-Ask Spread %	53.40	22.67	113.65	80.22	22.67
Gamma HHI	0.33	0.26	0.41	0.32	0.39
Net GEX	21.2K	13.9K	34.7K	25.6K	19.6K
Net DEX	-1.5M	-2.2M	-965.4K	-1.7M	-1.4M
Net VEX	-5.5K	-6.6K	-4.5K	-6.3K	-5.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.02	5.33	0.02	0.59
Total Volume	50.95	8	175	14	8
Total OI	1,044.45	945	1,155	1,013	1,022

Daily Data (20 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
2018-12-03	$49.07	$39.25	53.4%	15.3%	66.3%	12.4%	63.1%	4.0%	23.5%	25.6K	-1.7M	-6.3K	0.02	80.22	14	0	909	104
2018-12-04	$45.34	$39.25	57.8%	16.6%	72.4%	16.7%	72.8%	18.7%	15.2%	18.9K	-1.4M	-5.6K	0.17	47.93	18	3	919	104
2018-12-05	$45.34	$39.25	74.7%	21.4%	71.2%	33.3%	104.9%	0.0%	-34.2%	13.9K	-1.3M	-4.6K	0.17	107.28	18	3	919	104
2018-12-06	$46.12	$39.25	99.8%	27.7%	69.2%	58.0%	98.3%	3.2%	16.1%	22.7K	-1.5M	-6.0K	0.04	46.24	58	2	924	105
2018-12-07	$48.87	$39.25	81.4%	25.0%	71.4%	39.9%	90.0%	47.8%	29.5%	25.9K	-1.7M	-6.0K	0.03	72.87	70	2	929	107
2018-12-10	$51.42	$39.25	89.6%	26.4%	71.2%	47.9%	90.2%	-9.6%	-8.3%	31.9K	-2.1M	-6.6K	0.06	28.64	14	1	940	107
2018-12-11	$51.42	$39.25	78.6%	26.7%	68.5%	37.1%	89.5%	0.0%	-7.4%	31.8K	-2.1M	-6.5K	0.03	26.54	30	1	947	108
2018-12-12	$52.60	$39.25	83.3%	23.9%	68.4%	41.8%	81.2%	-7.1%	6.0%	34.7K	-2.2M	-6.6K	0.07	31.53	38	3	950	108
2018-12-13	$49.26	$39.25	78.7%	22.6%	72.1%	37.3%	70.0%	0.0%	10.9%	16.3K	-1.6M	-4.6K	0.14	95.00	14	2	955	108
2018-12-14	$47.30	$39.25	56.5%	16.2%	72.4%	15.4%	69.6%	-41.5%	12.7%	24.7K	-1.7M	-5.7K	0.14	40.73	16	2	954	108
2018-12-17	$43.18	$39.25	95.1%	27.3%	79.1%	53.4%	62.8%	32.0%	9.9%	17.4K	-1.2M	-4.8K	0.30	32.94	10	3	956	108
2018-12-18	$40.04	$39.25	100.8%	28.9%	83.7%	59.0%	97.9%	-2.2%	16.0%	15.3K	-965.4K	-4.5K	1.23	38.01	12	14	963	108
2018-12-19	$39.45	$39.25	75.8%	21.7%	82.2%	34.5%	92.0%	10.4%	23.9%	15.0K	-1.0M	-4.7K	0.16	113.65	24	4	976	117
2018-12-20	$50.05	$39.25	116.3%	33.3%	119.0%	74.2%	107.8%	11.6%	-13.8%	22.8K	-1.9M	-6.2K	0.32	52.33	120	38	988	117
2018-12-21	$44.16	$39.25	99.7%	28.6%	128.0%	57.9%	0.0%	19.1%	-7.9%	14.5K	-1.5M	-5.3K	0.07	31.14	133	9	1,015	140
2018-12-24	$43.38	$39.25	85.8%	24.6%	128.1%	44.3%	112.6%	12.4%	23.0%	17.4K	-1.2M	-5.0K	0.47	43.88	119	56	840	105
2018-12-26	$48.87	$39.25	95.2%	27.3%	134.8%	53.4%	84.9%	-1.3%	34.3%	18.3K	-1.3M	-5.4K	5.33	60.33	10	55	848	153
2018-12-27	$45.93	$39.25	80.4%	23.1%	132.6%	39.0%	97.8%	10.5%	33.9%	18.5K	-1.2M	-5.3K	5.06	56.56	11	56	857	153
2018-12-28	$47.11	$39.25	66.9%	19.2%	130.8%	25.7%	97.0%	-8.0%	-6.5%	19.0K	-1.3M	-5.4K	0.41	39.59	20	8	859	155
2018-12-31	$47.50	$39.25	70.6%	20.2%	129.1%	29.3%	79.1%	0.0%	10.5%	19.6K	-1.4M	-5.3K	0.59	22.67	5	3	867	155