AGEN Options History — July 2019

In July 2019, AGEN traded between $44.75 and $57.51. ATM implied volatility averaged 70.6%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 31.4% (HV 20d: 39.2%). Max pain ranged from $58.88 to $58.88. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.25.

Notable Days

  • 2019-07-26: Highest Volume — 140 contracts
  • 2019-07-10: Largest IV spike — 74.2% change
  • 2019-07-12: Highest IV Rank — 52.0%
  • 2019-07-12: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.50$44.75$57.51$57.51$48.28
Max Pain$58.88$58.88$58.88$58.88$58.88
ATM IV70.6%46.7%93.3%63.0%87.4%
Expected Move21.4%13.4%26.7%18.1%25.1%
HV 20d39.2%32.2%45.5%43.4%40.0%
HV 60d45.5%44.3%46.4%45.7%44.6%
IV Rank27.7%1.9%52.0%19.5%45.7%
IV Percentile27.1%0.4%73.8%8.7%59.9%
Term Structure2.8%-43.8%40.6%34.8%-43.8%
VWIV71.2%41.5%93.2%44.2%66.7%
Skew 25d-6.1%-36.3%25.2%-12.0%9.6%
Skew 10d14.3%-46.4%64.1%-15.8%-46.4%
Call IV 25d76.1%49.4%100.9%81.4%68.1%
Put IV 25d70.0%57.4%97.3%69.4%77.7%
Bid-Ask Spread %30.6814.72103.41103.4174.10
Gamma HHI0.360.330.400.370.40
Net GEX-3.5K-6.9K922535-216
Net DEX242.1K-227.1K724.4K-227.1K-48.9K
Net VEX-5.2K-7.1K-3.4K-7.1K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.001.240.000.00
Total Volume26.2271140219
Total OI971.4099191,1219191,121

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$57.51$58.8863.0%18.1%43.4%19.5%44.2%-12.0%34.8%535-227.1K-7.1K0.00103.4120530389
2019-07-02$55.15$58.8861.3%17.6%42.2%17.7%46.4%-21.6%26.3%-3.6K48.7K-6.3K0.0155.42150531389
2019-07-03$53.97$58.8846.7%13.4%42.2%1.9%41.5%-26.3%40.6%-1.7K59.6K-6.3K0.0127.38150540389
2019-07-05$52.99$58.8861.5%23.7%42.6%17.9%79.9%-4.6%-3.3%-2.7K123.1K-6.1K0.1423.6191540389
2019-07-08$52.01$58.8852.1%25.0%42.9%7.7%0.0%11.6%-5.4%-3.3K216.5K-5.8K0.0021.3410540390
2019-07-09$53.19$58.8850.5%23.6%42.9%6.0%82.5%-7.4%1.9%-3.6K168.9K-5.9K0.0043.01390540390
2019-07-10$53.58$58.8887.9%25.2%40.8%46.2%87.4%-5.1%-3.7%-1.9K31.0K-6.3K0.0023.95510565390
2019-07-11$53.58$58.8886.3%24.7%40.8%44.5%86.1%-2.5%-4.5%-2.2K30.7K-6.1K0.0120.51290562390
2019-07-12$53.39$58.8893.3%26.7%40.0%52.0%93.2%25.2%-8.2%-2.0K39.7K-6.1K0.0123.07300562390
2019-07-15$50.05$58.8887.5%25.1%45.5%45.8%69.8%16.5%-6.1%-4.9K260.1K-5.5K0.1117.51101576390
2019-07-16$50.25$58.8885.1%24.4%36.2%43.2%77.4%-13.4%-6.2%-5.3K271.2K-5.2K0.2321.1062579391
2019-07-17$49.66$58.8875.6%21.7%35.2%33.0%75.1%-6.7%2.4%-6.9K424.6K-4.9K0.9014.721413579391
2019-07-18$49.07$58.8856.1%16.1%35.0%12.0%79.1%-27.7%33.7%-6.2K444.0K-4.8K0.2030.51133571393
2019-07-19$48.68$58.8871.0%20.3%34.3%28.0%76.0%-15.3%7.0%-6.5K476.7K-4.6K0.4322.432912572393
2019-07-22$47.69$58.8859.2%17.0%34.0%15.4%76.1%-36.3%-5.9%-6.0K496.3K-4.4K1.2419.1779550391
2019-07-23$46.91$58.8881.4%23.3%33.7%39.3%82.7%-32.1%-28.3%-6.7K585.1K-4.1K0.9320.3899547392
2019-07-24$47.11$58.8863.9%18.3%32.2%20.4%60.0%-30.9%28.7%-6.2K552.3K-4.2K1.0419.4189548392
2019-07-25$44.75$58.8878.8%22.6%34.9%36.4%65.5%4.3%-3.1%-6.4K724.4K-3.4K0.2118.90459551392
2019-07-26$47.11$58.8859.8%17.1%41.7%16.0%72.9%13.5%4.2%-1.9K562.5K-3.5K0.0728.151319608392
2019-07-29$47.50$58.8870.6%20.3%40.4%27.7%0.0%12.9%-0.2%92296.8K-4.7K0.0022.1230732386
2019-07-30$48.68$58.8875.3%21.6%41.9%32.6%62.2%13.5%0.7%-268-10.3K-4.9K0.0024.81150732386
2019-07-31$48.28$58.8887.4%25.1%40.0%45.7%66.7%9.6%-43.8%-216-48.9K-5.0K0.0074.10190735386