AGEN Options History — May 2019

In May 2019, AGEN traded between $49.85 and $58.29. ATM implied volatility averaged 79.1%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 29.5% (HV 20d: 49.6%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.42.

Notable Days

  • 2019-05-17: Highest Volume — 73 contracts
  • 2019-05-03: Largest IV spike — 83.9% change
  • 2019-05-07: Highest IV Rank — 73.5%
  • 2019-05-03: Largest Expected Move — 30.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.06$49.85$58.29$49.85$50.25
Max Pain$48.18$39.25$58.88$39.25$58.88
ATM IV79.1%57.0%112.2%64.0%68.7%
Expected Move21.9%16.3%30.1%18.4%19.7%
HV 20d49.6%41.7%55.3%41.7%50.5%
HV 60d54.4%48.7%59.8%56.0%48.7%
IV Rank38.7%16.7%73.5%23.9%26.6%
IV Percentile37.4%9.1%94.4%12.3%14.3%
Term Structure4.5%-22.8%29.8%23.3%29.8%
VWIV76.4%57.0%104.1%60.9%81.9%
Skew 25d8.8%-27.8%48.6%11.6%20.4%
Skew 10d19.4%-16.9%75.4%32.5%44.7%
Call IV 25d66.6%50.7%99.3%65.3%67.3%
Put IV 25d75.4%57.8%105.4%76.9%87.7%
Bid-Ask Spread %30.4512.51106.3850.2021.21
Gamma HHI0.310.270.370.370.31
Net GEX1.3K-1.5K9.7K2.3K-1.3K
Net DEX-270.4K-845.4K233.8K-93.5K233.8K
Net VEX-7.4K-8.4K-6.3K-6.8K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.002.930.020.92
Total Volume21.955273712
Total OI1,008.2738301,2151,066875

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$49.85$39.2564.0%18.4%41.7%23.9%60.9%11.6%23.3%2.3K-93.5K-6.8K0.0250.2070646420
2019-05-02$50.64$39.2557.0%16.3%42.4%16.7%57.0%25.3%23.0%-1.3K5.3K-6.3K0.0123.44100648420
2019-05-03$53.19$39.25104.8%30.1%46.8%65.9%104.1%-16.5%-22.8%544-194.5K-6.7K0.02106.38120651420
2019-05-06$52.99$39.25104.5%24.5%46.3%65.5%85.7%3.6%-0.9%2.9K-250.9K-6.8K0.0031.8950654420
2019-05-07$51.42$39.25112.2%25.4%46.9%73.5%87.7%-27.8%-5.7%587-135.5K-6.5K0.0029.8490654420
2019-05-08$51.82$39.2574.3%23.4%46.3%34.5%81.8%-11.8%0.1%-1.5K-101.3K-6.5K0.0034.17120660420
2019-05-09$56.53$39.2574.0%23.0%55.3%34.2%80.4%18.2%4.9%77-429.3K-7.1K0.0225.31281668420
2019-05-10$56.13$39.2575.7%23.4%53.4%35.9%81.6%17.4%1.6%1.6K-509.0K-7.1K0.0927.37131690420
2019-05-13$58.10$39.2598.7%24.1%53.8%59.6%80.3%13.9%0.3%3.1K-682.1K-7.3K0.4417.492712690420
2019-05-14$57.31$39.25100.2%23.6%53.4%61.1%71.3%17.7%1.4%4.2K-700.1K-7.6K0.5819.613621716422
2019-05-15$58.29$39.2582.6%23.7%53.1%43.1%82.6%17.2%6.3%5.6K-845.4K-7.6K0.7220.953526728425
2019-05-16$57.70$39.2573.9%21.2%51.3%34.0%73.9%4.3%10.2%9.7K-718.9K-8.1K2.9320.471234759450
2019-05-17$58.29$58.8871.2%20.4%50.6%31.3%71.2%5.3%11.7%-528-437.7K-8.0K1.4220.313043762453
2019-05-20$57.11$58.8871.3%20.5%51.6%31.4%71.3%8.1%4.6%-343-186.6K-8.2K0.1012.51131440390
2019-05-21$58.10$58.8871.5%20.5%51.2%30.8%70.7%48.6%3.6%-2-220.7K-8.3K0.4023.95104452391
2019-05-22$57.90$58.8877.2%22.1%50.9%35.7%77.2%-6.5%-5.6%1.3K-285.1K-8.4K0.4027.67104462391
2019-05-23$58.29$58.8870.2%20.1%48.8%28.2%70.2%42.1%10.0%652-230.8K-8.3K0.3128.61134464393
2019-05-24$56.13$58.8871.7%20.6%50.1%29.7%71.7%7.3%4.1%673-150.4K-8.1K0.1023.69192466395
2019-05-28$55.54$58.8875.9%21.8%50.3%34.2%76.0%4.3%-0.4%770-113.4K-7.9K0.0048.0520472395
2019-05-29$54.37$58.8871.1%20.4%45.3%29.1%71.1%-2.4%0.3%745-64.3K-7.5K0.4434.9331473395
2019-05-30$51.42$58.8868.2%19.6%50.1%26.0%71.6%-6.5%-0.5%-869161.2K-7.1K0.4021.8083476396
2019-05-31$50.25$58.8868.7%19.7%50.5%26.6%81.9%20.4%29.8%-1.3K233.8K-6.7K0.9221.2166477398