AGEN Options History — June 2019

In June 2019, AGEN traded between $51.23 and $60.06. ATM implied volatility averaged 66.6%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 20.4% (HV 20d: 46.2%). Max pain ranged from $58.88 to $58.88. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.13.

Notable Days

2019-06-28: Highest Volume — 54 contracts
2019-06-12: Largest IV spike — 28.4% change
2019-06-19: Highest IV Rank — 35.4%
2019-06-11: Largest Expected Move — 22.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.59	$51.23	$60.06	$51.23	$58.88
Max Pain	$58.88	$58.88	$58.88	$58.88	$58.88
ATM IV	66.6%	51.0%	77.0%	68.9%	69.8%
Expected Move	20.1%	16.5%	22.9%	19.8%	20.0%
HV 20d	46.2%	40.4%	51.9%	47.7%	42.2%
HV 60d	45.6%	44.8%	47.3%	47.3%	45.4%
IV Rank	24.3%	7.7%	35.4%	26.8%	27.7%
IV Percentile	14.6%	1.2%	32.5%	14.3%	15.5%
Term Structure	13.0%	1.0%	39.8%	26.6%	13.3%
VWIV	70.5%	50.2%	79.8%	50.2%	69.8%
Skew 25d	2.9%	-23.1%	76.5%	18.3%	-9.8%
Skew 10d	11.2%	-18.2%	102.6%	41.4%	5.0%
Call IV 25d	68.3%	50.5%	83.2%	65.6%	81.5%
Put IV 25d	71.2%	55.7%	127.0%	83.9%	71.7%
Bid-Ask Spread %	36.67	19.93	91.66	19.93	31.19
Gamma HHI	0.35	0.32	0.44	0.32	0.37
Net GEX	967	-2.8K	6.8K	-2.8K	2.3K
Net DEX	-40.7K	-433.6K	292.3K	292.3K	-363.3K
Net VEX	-7.0K	-7.3K	-6.7K	-6.7K	-7.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.49	0.00	0.15
Total Volume	18.2	6	54	6	54
Total OI	890.75	859	912	880	912

Daily Data (20 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
2019-06-03	$51.23	$58.88	68.9%	19.8%	47.7%	26.8%	50.2%	18.3%	26.6%	-2.8K	292.3K	-6.7K	0.00	19.93	6	0	479	401
2019-06-04	$54.17	$58.88	64.2%	18.4%	51.9%	21.8%	69.1%	2.9%	7.9%	-225	125.9K	-7.1K	0.00	27.37	6	0	481	401
2019-06-05	$52.99	$58.88	57.7%	16.5%	51.3%	14.8%	65.4%	-7.1%	31.1%	-155	124.8K	-7.1K	0.06	24.81	6	0	481	401
2019-06-06	$52.40	$58.88	65.8%	19.8%	51.5%	23.5%	70.7%	-8.8%	8.1%	-1.3K	216.0K	-6.8K	0.02	26.52	19	0	484	401
2019-06-07	$52.99	$58.88	55.5%	21.1%	40.4%	12.5%	73.6%	-8.3%	6.9%	-128	135.1K	-7.0K	0.02	32.03	21	0	481	401
2019-06-10	$54.17	$58.88	51.0%	21.6%	41.4%	7.7%	75.4%	-2.8%	7.3%	532	59.8K	-7.1K	0.09	28.52	7	1	487	401
2019-06-11	$52.21	$58.88	55.2%	22.9%	40.8%	12.2%	79.8%	-11.9%	1.0%	-1.3K	187.6K	-6.8K	0.08	31.71	10	1	492	401
2019-06-12	$52.60	$58.88	70.9%	20.3%	41.0%	28.9%	69.0%	8.3%	28.7%	-904	175.1K	-6.8K	0.49	55.66	4	2	497	400
2019-06-13	$53.78	$58.88	73.7%	21.1%	41.4%	31.8%	73.7%	-4.1%	7.9%	68	90.5K	-6.9K	0.43	34.82	4	2	493	398
2019-06-14	$52.60	$58.88	70.5%	20.2%	41.8%	28.5%	71.0%	-23.1%	7.3%	-1.1K	129.6K	-6.7K	0.43	45.26	4	2	494	398
2019-06-17	$56.53	$58.88	74.4%	21.3%	49.7%	32.5%	74.4%	-2.0%	6.5%	3.6K	-87.5K	-7.0K	0.00	31.41	7	0	494	398
2019-06-18	$57.51	$58.88	71.8%	20.6%	49.6%	29.8%	71.8%	0.0%	2.7%	6.8K	-115.2K	-6.9K	0.01	29.76	9	0	495	398
2019-06-19	$57.70	$58.88	77.0%	22.1%	49.2%	35.4%	77.1%	-6.5%	2.0%	5.2K	-165.9K	-7.0K	0.16	35.34	7	1	500	398
2019-06-20	$58.29	$58.88	66.9%	19.2%	49.4%	24.6%	66.9%	64.0%	13.0%	6.1K	-257.3K	-7.1K	0.05	33.87	14	1	504	398
2019-06-21	$58.68	$58.88	60.4%	17.3%	49.4%	17.7%	75.1%	76.5%	39.8%	-1.1K	-229.2K	-7.0K	0.15	91.66	11	2	508	398
2019-06-24	$58.88	$58.88	72.0%	20.7%	47.3%	30.1%	72.0%	-2.9%	7.9%	-96	-273.9K	-6.9K	0.02	58.87	29	1	475	384
2019-06-25	$60.06	$58.88	68.4%	19.6%	47.4%	26.2%	65.9%	-1.3%	17.6%	2.8K	-433.6K	-7.3K	0.02	32.02	44	1	496	383
2019-06-26	$58.68	$58.88	70.9%	20.3%	47.5%	28.9%	70.9%	-7.8%	10.9%	1.5K	-280.3K	-7.1K	0.16	28.62	42	7	514	383
2019-06-27	$57.51	$58.88	67.5%	19.3%	43.1%	25.2%	67.5%	-14.9%	12.6%	-388	-143.6K	-7.0K	0.22	34.04	32	7	517	388
2019-06-28	$58.88	$58.88	69.8%	20.0%	42.2%	27.7%	69.8%	-9.8%	13.3%	2.3K	-363.3K	-7.2K	0.15	31.19	47	7	523	389