AGEN Options History — April 2019

In April 2019, AGEN traded between $49.26 and $58.29. ATM implied volatility averaged 81.8%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 39.5% (HV 20d: 42.2%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.21.

Notable Days

2019-04-01: Highest Volume — 71 contracts
2019-04-04: Largest IV spike — 44.1% change
2019-04-12: Highest IV Rank — 58.6%
2019-04-03: Largest Expected Move — 28.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.31	$49.26	$58.29	$57.31	$49.66
Max Pain	$39.25	$39.25	$39.25	$39.25	$39.25
ATM IV	81.8%	51.9%	97.7%	53.9%	83.6%
Expected Move	26.2%	22.4%	28.9%	26.6%	24.0%
HV 20d	42.2%	33.3%	61.2%	61.2%	41.7%
HV 60d	59.6%	54.4%	67.6%	67.6%	56.5%
IV Rank	42.2%	11.4%	58.6%	13.5%	44.1%
IV Percentile	49.3%	4.4%	82.9%	5.6%	48.8%
Term Structure	-4.6%	-19.9%	44.8%	44.8%	-15.2%
VWIV	87.8%	72.4%	106.4%	85.5%	91.6%
Skew 25d	-0.1%	-36.8%	71.3%	71.3%	-36.8%
Skew 10d	17.5%	-22.4%	97.7%	97.7%	-22.4%
Call IV 25d	82.7%	52.9%	97.6%	52.9%	97.6%
Put IV 25d	82.6%	60.8%	124.2%	124.2%	60.8%
Bid-Ask Spread %	54.89	25.19	128.75	114.54	28.96
Gamma HHI	0.39	0.34	0.48	0.41	0.34
Net GEX	9.5K	1.2K	21.9K	20.4K	1.2K
Net DEX	-385.7K	-899.2K	16.1K	-830.6K	-73.0K
Net VEX	-8.0K	-9.6K	-6.7K	-9.6K	-6.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	1.02	0.06	0.02
Total Volume	21.857	1	71	71	4
Total OI	1,114	1,035	1,159	1,136	1,064

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
2019-04-01	$57.31	$39.25	53.9%	26.6%	61.2%	13.5%	85.5%	71.3%	44.8%	20.4K	-830.6K	-9.6K	0.06	114.54	67	4	717	419
2019-04-02	$57.51	$39.25	74.9%	28.6%	61.0%	35.1%	90.5%	31.0%	22.7%	17.9K	-899.2K	-9.6K	0.12	50.43	34	4	707	423
2019-04-03	$57.51	$39.25	51.9%	28.9%	53.3%	11.4%	90.2%	12.7%	-19.4%	21.9K	-766.9K	-9.5K	0.14	128.75	30	4	708	423
2019-04-04	$57.51	$39.25	74.8%	25.7%	49.4%	35.0%	94.8%	-1.3%	-4.7%	18.8K	-843.8K	-9.4K	0.11	59.52	37	4	716	423
2019-04-05	$58.29	$39.25	66.0%	27.5%	43.4%	26.0%	100.2%	5.4%	-6.7%	21.9K	-891.8K	-9.3K	0.14	64.50	30	4	724	423
2019-04-08	$57.11	$39.25	72.9%	28.8%	43.0%	33.1%	89.2%	6.0%	-19.9%	19.9K	-831.3K	-9.2K	0.08	86.22	12	1	724	423
2019-04-09	$55.54	$39.25	74.0%	25.6%	42.1%	34.2%	78.4%	11.9%	-3.6%	18.9K	-667.0K	-8.7K	0.05	25.19	22	1	716	422
2019-04-10	$53.97	$39.25	90.5%	26.0%	41.4%	51.2%	82.7%	-3.3%	-7.1%	18.8K	-505.8K	-8.4K	0.13	70.84	20	3	724	420
2019-04-11	$52.01	$39.25	87.7%	25.1%	42.3%	48.3%	76.9%	-1.3%	-5.1%	10.5K	-270.8K	-8.0K	0.06	26.78	12	1	730	423
2019-04-12	$51.03	$39.25	97.7%	28.0%	38.6%	58.6%	88.9%	-10.6%	-10.8%	3.3K	-176.2K	-7.9K	0.49	36.71	29	14	731	423
2019-04-15	$52.60	$39.25	94.9%	27.2%	40.1%	55.7%	79.3%	-4.5%	-11.7%	4.4K	-257.8K	-7.8K	0.00	33.09	4	0	739	416
2019-04-16	$51.82	$39.25	91.8%	26.3%	38.5%	52.5%	106.4%	-1.8%	-3.6%	4.2K	-241.0K	-7.7K	0.00	26.83	5	0	741	416
2019-04-17	$50.05	$39.25	85.0%	24.4%	39.6%	45.6%	95.6%	-13.0%	-1.1%	2.2K	-45.6K	-7.1K	0.32	33.16	5	2	742	416
2019-04-18	$49.26	$39.25	78.0%	22.4%	37.2%	38.3%	75.9%	-21.1%	-7.1%	1.8K	16.1K	-6.9K	0.47	48.29	18	8	742	417
2019-04-22	$49.66	$39.25	83.9%	24.0%	33.3%	44.4%	97.2%	-31.7%	-10.3%	1.8K	-14.4K	-6.8K	0.00	62.63	11	0	626	409
2019-04-23	$51.03	$39.25	93.6%	26.8%	35.2%	54.4%	89.9%	27.3%	-8.4%	2.8K	-158.4K	-7.0K	0.08	68.73	6	1	634	409
2019-04-24	$52.21	$39.25	83.8%	24.0%	34.6%	44.2%	88.2%	-12.5%	-3.9%	2.4K	-148.0K	-6.9K	0.04	41.41	13	1	633	409
2019-04-25	$50.44	$39.25	97.3%	27.9%	36.1%	58.1%	72.4%	-19.3%	-13.6%	2.3K	-106.5K	-6.9K	1.02	29.96	11	11	634	409
2019-04-26	$52.21	$39.25	88.3%	25.3%	38.7%	48.9%	77.5%	-7.5%	-9.2%	1.6K	-155.4K	-7.0K	0.91	71.54	13	12	637	419
2019-04-29	$52.80	$39.25	92.7%	26.6%	36.5%	53.5%	92.7%	-3.3%	-3.0%	2.4K	-232.4K	-7.0K	0.17	44.55	1	0	642	421
2019-04-30	$49.66	$39.25	83.6%	24.0%	41.7%	44.1%	91.6%	-36.8%	-15.2%	1.2K	-73.0K	-6.7K	0.02	28.96	4	0	643	421