AGEN Options History — January 2019

In January 2019, AGEN traded between $49.07 and $73.60. ATM implied volatility averaged 78.9%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded below realized volatility by 38.4% (HV 20d: 117.3%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.55.

Notable Days

2019-01-17: Highest Volume — 116 contracts
2019-01-24: Largest IV drop — 47.8% change
2019-01-18: Highest IV Rank — 51.0%
2019-01-03: Largest Expected Move — 31.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$64.86	$49.07	$73.60	$49.07	$66.34
Max Pain	$40.19	$39.25	$58.88	$39.25	$58.88
ATM IV	78.9%	44.9%	92.6%	66.1%	55.2%
Expected Move	23.6%	12.9%	31.1%	19.0%	25.8%
HV 20d	117.3%	85.0%	136.4%	129.1%	86.4%
HV 60d	100.6%	96.4%	103.7%	97.5%	96.4%
IV Rank	37.5%	4.0%	51.0%	24.9%	14.2%
IV Percentile	45.1%	1.6%	67.5%	14.7%	7.1%
Term Structure	11.1%	-7.3%	41.4%	10.4%	4.6%
VWIV	87.7%	65.0%	107.6%	107.6%	80.2%
Skew 25d	3.9%	-42.7%	51.5%	-42.7%	17.6%
Skew 10d	22.6%	-37.7%	66.5%	-37.7%	34.8%
Call IV 25d	83.4%	67.9%	107.4%	106.5%	72.6%
Put IV 25d	87.3%	47.1%	119.4%	63.7%	90.2%
Bid-Ask Spread %	51.76	23.08	78.85	53.14	78.85
Gamma HHI	0.46	0.38	0.58	0.39	0.57
Net GEX	40.1K	21.2K	50.6K	21.2K	42.0K
Net DEX	-2.9M	-4.0M	-1.4M	-1.4M	-2.7M
Net VEX	-6.9K	-7.7K	-5.4K	-5.4K	-6.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.02	5.37	0.03	0.06
Total Volume	48.81	4	116	40	56
Total OI	1,094.619	1,028	1,226	1,028	1,226

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
2019-01-02	$49.07	$39.25	66.1%	19.0%	129.1%	24.9%	107.6%	-42.7%	10.4%	21.2K	-1.4M	-5.4K	0.03	53.14	39	1	870	158
2019-01-03	$55.74	$39.25	88.4%	31.1%	133.1%	46.9%	100.0%	51.5%	-7.3%	30.6K	-2.1M	-6.4K	0.02	39.10	79	1	887	159
2019-01-04	$58.29	$39.25	85.6%	27.7%	133.6%	44.0%	93.1%	0.0%	-0.3%	35.8K	-2.5M	-6.7K	0.05	44.53	97	5	893	159
2019-01-07	$63.79	$39.25	91.9%	25.1%	136.4%	50.2%	94.3%	0.0%	-1.5%	40.2K	-3.0M	-7.0K	0.05	56.11	39	2	894	162
2019-01-08	$65.55	$39.25	91.4%	28.5%	135.6%	49.7%	94.8%	16.0%	-0.6%	35.1K	-3.3M	-7.4K	0.10	36.15	31	3	910	162
2019-01-09	$63.20	$39.25	91.3%	26.2%	136.0%	49.7%	87.2%	0.0%	18.1%	39.4K	-2.9M	-6.9K	0.07	57.94	30	2	917	163
2019-01-10	$64.77	$39.25	91.1%	26.1%	136.1%	49.5%	92.8%	10.6%	6.5%	40.1K	-3.1M	-6.9K	0.04	52.29	46	2	912	163
2019-01-11	$64.97	$39.25	85.5%	24.5%	136.0%	44.0%	84.6%	12.3%	20.2%	36.4K	-3.0M	-6.8K	0.08	54.67	31	3	889	163
2019-01-14	$63.00	$39.25	84.4%	24.2%	134.0%	42.9%	84.7%	7.5%	11.7%	34.3K	-2.8M	-6.3K	0.26	52.49	7	2	890	164
2019-01-15	$61.63	$39.25	85.5%	24.5%	133.2%	43.9%	82.0%	7.2%	16.2%	36.1K	-2.6M	-6.2K	0.34	53.26	24	8	894	165
2019-01-16	$62.61	$39.25	83.0%	23.8%	127.3%	41.5%	83.7%	18.2%	18.3%	34.5K	-2.6M	-5.9K	0.60	53.71	16	10	896	169
2019-01-17	$73.60	$39.25	91.7%	26.3%	131.8%	50.0%	90.1%	8.8%	12.7%	45.2K	-4.0M	-7.3K	0.12	23.08	104	12	895	171
2019-01-18	$72.03	$39.25	92.6%	26.6%	132.2%	51.0%	96.1%	-8.0%	-1.0%	45.8K	-3.8M	-7.6K	0.41	45.57	48	19	917	177
2019-01-22	$69.87	$39.25	81.5%	23.4%	108.4%	40.1%	89.7%	16.6%	-1.0%	45.9K	-3.4M	-6.9K	5.37	60.10	12	62	872	156
2019-01-23	$69.28	$39.25	86.0%	24.7%	95.3%	44.5%	83.5%	7.1%	-2.3%	45.7K	-3.2M	-7.7K	1.45	34.97	12	18	871	239
2019-01-24	$68.50	$39.25	44.9%	12.9%	94.9%	4.0%	91.4%	-36.0%	41.4%	42.3K	-3.1M	-7.6K	0.44	43.29	62	28	870	241
2019-01-25	$68.69	$39.25	55.3%	15.9%	88.0%	14.3%	69.5%	-25.2%	37.5%	49.3K	-3.2M	-7.7K	0.82	47.23	26	22	924	246
2019-01-28	$66.54	$39.25	73.9%	21.2%	85.0%	32.5%	86.0%	21.8%	0.0%	45.3K	-2.9M	-7.3K	0.68	60.46	2	2	928	249
2019-01-29	$66.54	$39.25	83.5%	23.9%	85.2%	42.0%	85.8%	14.5%	12.7%	46.8K	-2.9M	-7.3K	0.50	77.66	7	4	930	250
2019-01-30	$68.11	$39.25	48.1%	13.8%	85.1%	7.2%	65.0%	-27.4%	37.4%	50.6K	-3.1M	-7.0K	0.11	62.30	46	5	934	252
2019-01-31	$66.34	$58.88	55.2%	25.8%	86.4%	14.2%	80.2%	17.6%	4.6%	42.0K	-2.7M	-6.6K	0.06	78.85	53	3	972	254