AGEN Options History — August 2019

In August 2019, AGEN traded between $42.79 and $58.68. ATM implied volatility averaged 70.0%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 7.2% (HV 20d: 77.2%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.09.

Notable Days

  • 2019-08-08: Highest Volume — 113 contracts
  • 2019-08-08: Largest IV drop — 54.8% change
  • 2019-08-07: Highest IV Rank — 100.0%
  • 2019-08-07: Largest Expected Move — 32.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.65$42.79$58.68$48.48$55.94
Max Pain$53.53$39.25$58.88$58.88$58.88
ATM IV70.0%36.0%152.8%97.4%44.1%
Expected Move17.4%10.3%32.8%27.9%12.6%
HV 20d77.2%39.8%87.4%39.8%83.8%
HV 60d56.7%43.9%60.7%44.2%59.6%
IV Rank27.0%0.0%100.0%56.4%6.9%
IV Percentile30.5%0.0%100.0%82.1%2.0%
Term Structure7.7%-45.3%38.8%-45.3%-4.1%
VWIV57.4%31.9%118.5%118.5%59.0%
Skew 25d8.6%-12.7%37.6%23.3%6.3%
Skew 10d27.1%-22.0%80.9%48.5%-22.0%
Call IV 25d56.1%33.0%79.7%59.6%45.2%
Put IV 25d64.6%46.8%97.8%82.8%51.6%
Bid-Ask Spread %73.8223.33133.43109.17126.22
Gamma HHI0.410.330.490.410.46
Net GEX29.0K-76655.1K-76652.0K
Net DEX-997.6K-2.3M326.5K-129.5K-2.1M
Net VEX-6.0K-7.3K-4.2K-5.2K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.000.690.020.27
Total Volume27.0451113261
Total OI1,050.4557331,3011,130904

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$48.48$58.8897.4%27.9%39.8%56.4%118.5%23.3%-45.3%-766-129.5K-5.2K0.02109.17251744386
2019-08-02$46.12$58.8877.9%22.3%42.6%35.4%0.0%-6.1%3.0%1.5K108.1K-4.7K0.0076.13280750386
2019-08-05$42.79$58.8873.6%20.1%48.9%30.9%0.0%-4.2%6.9%1.5K326.5K-4.2K0.02121.80130772386
2019-08-06$45.53$58.88108.2%21.5%54.1%68.0%0.0%30.7%-13.4%1.5K-40.2K-5.1K0.00102.88130783383
2019-08-07$43.38$58.88152.8%32.8%55.7%100.0%72.4%3.6%-22.2%2.8K7.6K-5.0K0.00100.7760779383
2019-08-08$51.82$39.2569.1%22.9%87.1%22.4%80.8%-9.6%1.2%1.2K-363.4K-5.3K0.6955.616746785384
2019-08-09$50.64$39.2588.3%13.8%87.4%40.2%0.0%8.9%36.1%16.9K-61.7K-5.3K0.0067.82250824419
2019-08-12$53.19$39.25113.9%21.9%86.0%63.9%0.0%5.6%-1.5%19.4K-259.1K-5.7K0.0039.35210843396
2019-08-13$53.39$39.25119.1%16.2%86.0%68.8%43.4%36.6%6.5%22.0K-209.7K-5.2K0.03102.6760860396
2019-08-14$53.78$39.2560.4%17.3%85.9%14.4%67.8%37.6%11.3%21.1K-291.0K-5.8K0.0238.33701861396
2019-08-15$53.97$39.2573.6%21.1%85.7%26.6%0.0%2.5%3.8%24.6K-375.4K-6.1K0.4455.38136899395
2019-08-16$55.54$58.8858.1%16.7%85.9%12.2%58.4%15.6%10.1%29.0K-458.1K-6.0K0.2270.685011907394
2019-08-19$56.13$58.8854.9%15.7%85.3%9.3%55.2%5.9%12.6%36.6K-1.7M-5.8K0.0134.8582168449
2019-08-20$56.13$58.8840.1%11.5%84.9%0.0%33.1%15.4%-3.2%44.7K-2.0M-6.7K0.0237.5024076649
2019-08-21$58.10$58.8851.0%14.6%85.3%9.7%51.0%-12.7%38.8%48.1K-2.2M-7.2K0.0367.4423178250
2019-08-22$58.68$58.8843.8%12.5%82.2%3.3%44.0%4.0%14.3%54.5K-2.3M-7.2K0.0195.4830079450
2019-08-23$54.76$58.8836.9%10.6%85.9%0.0%36.4%-12.6%32.4%52.9K-1.9M-7.3K0.06133.431083051
2019-08-26$55.35$58.8847.1%13.5%85.9%8.8%0.0%15.6%20.6%49.1K-2.0M-7.0K0.0523.3322183151
2019-08-27$53.97$58.8843.2%12.4%86.4%5.5%0.0%7.2%19.5%50.4K-1.9M-6.7K0.0076.953085250
2019-08-28$54.76$58.8836.0%10.3%86.3%0.0%31.9%21.1%32.6%55.1K-2.0M-7.0K0.0232.722085350
2019-08-29$55.74$58.8850.4%14.5%86.4%12.3%51.0%-5.8%8.8%54.2K-2.1M-6.9K0.0055.472085350
2019-08-30$55.94$58.8844.1%12.6%83.8%6.9%59.0%6.3%-4.1%52.0K-2.1M-7.0K0.27126.221085450