AGEN Options History — March 2019

In March 2019, AGEN traded between $52.21 and $60.65. ATM implied volatility averaged 82.6%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 12.7% (HV 20d: 69.9%). 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 16 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2019-03-07: Highest Volume — 107 contracts
  • 2019-03-05: Largest IV spike — 23.7% change
  • 2019-03-13: Highest IV Rank — 51.5%
  • 2019-03-14: Largest Expected Move — 32.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.52$52.21$60.65$60.65$57.90
Max Pain$44.86$39.25$58.88$58.88$39.25
ATM IV82.6%67.7%90.8%88.5%85.4%
Expected Move25.6%19.4%32.8%25.4%24.0%
HV 20d69.9%62.6%79.5%64.2%64.0%
HV 60d88.0%72.3%97.8%96.3%72.4%
IV Rank42.6%26.5%51.5%46.9%46.0%
IV Percentile49.8%17.9%69.4%62.7%56.0%
Term Structure7.0%-2.9%30.9%-2.3%-1.7%
VWIV88.4%66.6%109.3%88.7%75.7%
Skew 25d14.3%-19.6%68.6%18.8%45.8%
Skew 10d21.9%-15.0%101.1%27.4%73.9%
Call IV 25d70.4%59.6%92.1%69.3%65.6%
Put IV 25d84.7%60.4%141.5%88.1%111.4%
Bid-Ask Spread %65.7830.92114.2374.89111.36
Gamma HHI0.520.380.660.660.50
Net GEX15.6K9.3K21.2K20.3K18.0K
Net DEX-831.9K-1.2M-395.7K-1.2M-930.0K
Net VEX-10.0K-10.6K-8.9K-10.6K-9.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.042.110.190.30
Total Volume32.33351076139
Total OI1,169.5711,0801,2921,1311,134

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-03-01$60.65$58.8888.5%25.4%64.2%46.9%88.7%18.8%-2.3%20.3K-1.2M-10.6K0.1974.895110744387
2019-03-04$57.51$58.8871.0%20.3%65.9%29.7%71.0%-16.5%9.0%14.3K-972.2K-10.1K0.2766.7951750392
2019-03-05$56.72$58.8887.8%25.2%64.0%46.2%87.9%-19.6%-2.9%14.4K-816.4K-9.8K0.04103.04171752393
2019-03-06$52.40$58.8867.7%19.4%67.8%26.5%66.6%-13.1%-0.6%9.3K-395.7K-8.9K0.8330.924134762394
2019-03-07$55.54$58.8879.1%22.7%72.2%37.6%81.4%19.8%0.2%12.3K-645.1K-10.1K0.5837.696839798427
2019-03-08$52.21$58.8876.1%21.8%74.5%36.3%74.5%-10.2%13.0%10.9K-508.6K-9.7K0.2631.86236823432
2019-03-11$53.97$39.2578.8%26.6%75.0%39.1%93.7%1.9%-1.4%13.9K-621.4K-9.9K0.0654.9750834432
2019-03-12$56.13$39.2590.6%26.7%77.2%51.2%98.6%17.1%3.0%17.2K-885.9K-10.3K0.4762.23146835433
2019-03-13$57.90$39.2590.8%28.1%77.5%51.5%98.1%14.7%8.2%19.1K-1.1M-10.6K0.5968.002112844434
2019-03-14$58.88$39.2584.8%32.8%77.7%45.3%109.3%11.4%30.9%21.2K-1.1M-10.6K0.5381.37126855434
2019-03-15$55.74$39.2586.0%26.8%79.3%46.5%95.1%4.7%7.4%13.6K-721.6K-10.1K1.1764.991012855437
2019-03-18$56.53$39.2587.2%26.5%79.5%47.7%91.3%11.0%5.2%14.0K-793.8K-9.9K0.0832.86131673407
2019-03-19$58.10$39.2586.1%25.7%67.9%46.6%90.1%41.0%3.7%16.4K-902.1K-10.0K0.0459.30291684407
2019-03-20$56.92$39.2588.8%26.2%64.8%49.4%93.7%51.6%2.0%15.6K-969.6K-10.3K0.2076.77153702407
2019-03-21$58.68$39.2579.3%25.3%65.8%39.6%86.2%18.3%13.1%18.3K-1.0M-10.3K0.1553.21244704409
2019-03-22$55.54$39.2579.1%24.9%68.3%39.4%78.6%2.7%6.9%16.0K-777.6K-9.8K0.3972.074718706408
2019-03-25$55.74$39.2584.9%28.3%67.7%45.4%98.7%0.4%13.7%14.6K-725.9K-9.6K2.1150.7037697416
2019-03-26$57.31$39.2579.8%28.3%68.1%40.1%94.8%13.2%18.9%16.6K-916.2K-10.0K0.49114.23147697416
2019-03-27$56.53$39.2575.4%26.1%64.8%35.6%91.1%68.6%16.1%16.2K-708.7K-9.7K0.3368.78248704416
2019-03-28$55.94$39.2587.9%26.3%62.6%48.5%92.0%18.0%3.8%15.6K-764.6K-9.7K0.3565.31217710417
2019-03-29$57.90$39.2585.4%24.0%64.0%46.0%75.7%45.8%-1.7%18.0K-930.0K-9.9K0.30111.36309716418