AGEN Options History — February 2019

In February 2019, AGEN traded between $57.51 and $71.05. ATM implied volatility averaged 83.5%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 19.8% (HV 20d: 63.6%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.62.

Notable Days

2019-02-19: Highest Volume — 220 contracts
2019-02-04: Largest IV spike — 72.8% change
2019-02-27: Highest IV Rank — 62.5%
2019-02-27: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$65.15	$57.51	$71.05	$67.52	$60.26
Max Pain	$60.95	$58.88	$78.51	$78.51	$58.88
ATM IV	83.5%	53.0%	104.4%	53.0%	90.2%
Expected Move	24.4%	19.6%	29.9%	24.6%	25.9%
HV 20d	63.6%	33.8%	75.5%	75.5%	64.5%
HV 60d	96.2%	93.8%	98.7%	96.1%	96.5%
IV Rank	41.9%	12.0%	62.5%	12.0%	48.6%
IV Percentile	51.8%	4.8%	88.9%	4.8%	65.9%
Term Structure	7.5%	-11.4%	29.1%	10.3%	-3.3%
VWIV	82.2%	65.1%	105.2%	84.5%	92.1%
Skew 25d	25.1%	2.4%	55.2%	21.8%	45.7%
Skew 10d	53.3%	23.6%	83.1%	67.4%	78.8%
Call IV 25d	67.0%	47.1%	85.9%	70.6%	66.4%
Put IV 25d	92.1%	78.6%	112.1%	92.4%	112.1%
Bid-Ask Spread %	73.93	31.17	104.21	102.36	93.31
Gamma HHI	0.57	0.42	0.70	0.63	0.64
Net GEX	30.4K	9.4K	57.9K	44.5K	21.9K
Net DEX	-2.2M	-3.4M	-596.6K	-2.8M	-1.3M
Net VEX	-8.0K	-10.9K	-6.6K	-6.7K	-10.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.00	4.13	0.08	0.13
Total Volume	61.316	7	220	48	90
Total OI	1,160.895	743	1,370	1,235	1,133

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
2019-02-01	$67.52	$78.51	53.0%	24.6%	75.5%	12.0%	84.5%	21.8%	10.3%	44.5K	-2.8M	-6.7K	0.08	102.36	45	3	980	255
2019-02-04	$69.87	$58.88	91.6%	24.6%	74.9%	50.0%	84.9%	2.4%	12.7%	57.0K	-3.4M	-7.5K	0.01	66.90	57	1	984	255
2019-02-05	$67.12	$58.88	90.3%	26.7%	70.4%	48.7%	65.1%	22.3%	9.6%	52.1K	-3.2M	-7.5K	0.05	68.36	16	1	1,009	255
2019-02-06	$67.12	$58.88	92.2%	26.4%	69.8%	50.5%	78.1%	29.0%	17.2%	51.2K	-3.0M	-7.2K	0.11	83.36	6	1	1,018	256
2019-02-07	$66.93	$58.88	84.8%	24.3%	68.4%	43.3%	75.7%	14.4%	29.1%	46.0K	-2.8M	-6.8K	0.13	78.87	10	1	1,020	257
2019-02-08	$68.69	$58.88	83.4%	23.9%	68.4%	41.8%	82.7%	14.4%	15.2%	57.9K	-3.1M	-7.0K	0.31	79.36	9	3	1,027	257
2019-02-11	$68.11	$58.88	88.4%	25.4%	68.6%	46.8%	74.0%	16.4%	2.4%	50.0K	-3.0M	-6.6K	0.00	104.21	76	0	1,033	255
2019-02-12	$69.87	$58.88	76.5%	21.9%	67.9%	35.1%	77.0%	12.5%	11.1%	26.1K	-3.1M	-6.6K	0.77	80.20	27	21	1,076	255
2019-02-13	$70.85	$58.88	68.3%	19.6%	67.1%	27.1%	69.8%	15.7%	23.1%	27.6K	-3.2M	-7.0K	0.67	69.69	31	21	1,082	275
2019-02-14	$70.46	$58.88	72.1%	20.7%	67.2%	30.7%	73.8%	13.4%	11.8%	27.4K	-3.2M	-7.1K	0.90	72.07	23	21	1,093	276
2019-02-15	$71.05	$78.51	72.2%	20.7%	33.8%	30.8%	74.0%	14.9%	13.2%	28.8K	-3.3M	-7.1K	2.54	79.73	29	73	1,095	275
2019-02-19	$62.61	$58.88	77.7%	22.3%	55.5%	36.3%	76.3%	40.6%	0.5%	18.7K	-1.3M	-7.1K	4.13	82.01	43	177	541	202
2019-02-20	$58.88	$58.88	87.5%	25.1%	58.2%	45.9%	83.8%	18.9%	-1.6%	10.4K	-596.6K	-9.2K	0.54	54.48	38	21	569	371
2019-02-21	$58.68	$58.88	85.4%	24.5%	58.3%	43.8%	83.8%	45.1%	7.2%	9.4K	-695.2K	-9.6K	0.29	85.17	45	13	586	376
2019-02-22	$57.51	$58.88	92.1%	26.4%	58.4%	50.5%	105.2%	36.5%	-3.1%	10.3K	-652.5K	-9.3K	0.31	53.30	41	13	607	377
2019-02-25	$58.88	$58.88	94.3%	27.0%	59.4%	52.6%	94.3%	35.3%	-11.4%	10.9K	-720.5K	-9.5K	0.04	84.02	24	1	615	377
2019-02-26	$60.06	$58.88	81.3%	23.3%	59.5%	39.8%	81.7%	21.7%	7.7%	11.4K	-806.5K	-9.6K	0.71	31.17	9	6	627	377
2019-02-27	$63.40	$58.88	104.4%	29.9%	63.1%	62.5%	104.4%	55.2%	-9.3%	16.7K	-1.1M	-10.4K	0.05	36.07	162	7	628	383
2019-02-28	$60.26	$58.88	90.2%	25.9%	64.5%	48.6%	92.1%	45.7%	-3.3%	21.9K	-1.3M	-10.9K	0.13	93.31	79	11	748	385