AGEN Options History — September 2019

In September 2019, AGEN traded between $50.83 and $61.63. ATM implied volatility averaged 55.2%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 10.9% (HV 20d: 44.3%). Max pain ranged from $58.88 to $58.88. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.79.

Notable Days

2019-09-09: Highest Volume — 48 contracts
2019-09-11: Largest IV spike — 40.5% change
2019-09-26: Highest IV Rank — 35.3%
2019-09-26: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.75	$50.83	$61.63	$56.92	$50.83
Max Pain	$58.88	$58.88	$58.88	$58.88	$58.88
ATM IV	55.2%	39.6%	77.2%	52.8%	50.4%
Expected Move	16.8%	13.9%	22.1%	15.1%	14.4%
HV 20d	44.3%	29.1%	77.6%	77.6%	39.1%
HV 60d	58.8%	57.9%	60.3%	59.6%	59.0%
IV Rank	16.5%	3.1%	35.3%	14.4%	12.3%
IV Percentile	12.8%	0.8%	46.0%	6.3%	6.3%
Term Structure	4.7%	-30.1%	18.9%	15.2%	18.6%
VWIV	61.1%	43.1%	112.3%	61.0%	51.7%
Skew 25d	12.4%	-13.9%	65.8%	11.2%	-13.9%
Skew 10d	29.9%	-13.6%	109.7%	18.5%	43.2%
Call IV 25d	55.9%	45.5%	70.2%	45.5%	65.2%
Put IV 25d	68.2%	51.3%	116.6%	56.7%	51.3%
Bid-Ask Spread %	79.96	22.54	125.46	94.78	121.37
Gamma HHI	0.52	0.36	0.81	0.46	0.36
Net GEX	73.9K	30.7K	201.8K	53.7K	30.7K
Net DEX	-2.5M	-3.3M	-1.4M	-2.3M	-1.4M
Net VEX	-6.5K	-7.9K	-4.6K	-6.9K	-4.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.79	0.00	24.00	0.00	0.17
Total Volume	11.65	1	48	12	5
Total OI	933.1	832	1,002	906	844

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
2019-09-03	$56.92	$58.88	52.8%	15.1%	77.6%	14.4%	0.0%	11.2%	15.2%	53.7K	-2.3M	-6.9K	0.00	94.78	12	0	856	50
2019-09-04	$57.11	$58.88	50.0%	14.3%	75.5%	12.0%	0.0%	6.5%	16.6%	58.1K	-2.3M	-6.8K	0.00	77.71	34	0	867	50
2019-09-05	$57.90	$58.88	42.7%	17.4%	72.2%	5.7%	61.0%	18.1%	0.2%	70.2K	-2.5M	-7.2K	0.00	75.99	29	0	901	50
2019-09-06	$61.63	$58.88	45.4%	17.0%	43.4%	8.0%	0.0%	35.7%	9.8%	76.9K	-3.3M	-7.9K	0.06	56.80	8	1	930	50
2019-09-09	$61.24	$58.88	39.6%	17.4%	42.2%	3.1%	0.0%	-7.0%	7.4%	85.1K	-3.3M	-7.8K	0.00	31.76	48	0	934	50
2019-09-10	$60.45	$58.88	42.8%	17.0%	40.2%	5.8%	43.1%	44.6%	8.6%	87.9K	-3.1M	-7.4K	0.12	93.14	4	1	929	50
2019-09-11	$60.65	$58.88	60.1%	17.2%	40.2%	20.6%	43.8%	-4.3%	7.4%	83.8K	-3.2M	-7.4K	0.13	73.31	4	1	930	50
2019-09-12	$60.26	$58.88	62.0%	17.8%	40.4%	22.3%	0.0%	-4.4%	3.0%	78.8K	-3.1M	-7.5K	0.01	88.34	12	0	934	51
2019-09-13	$59.67	$58.88	56.4%	16.2%	40.8%	17.4%	55.7%	22.0%	3.6%	83.0K	-3.0M	-7.1K	5.00	86.31	3	15	935	51
2019-09-16	$58.49	$58.88	59.9%	17.2%	40.7%	20.5%	59.9%	11.5%	7.5%	75.4K	-2.7M	-7.0K	1.14	86.39	9	10	936	66
2019-09-17	$57.90	$58.88	57.5%	16.5%	40.8%	18.4%	112.3%	34.6%	10.8%	79.8K	-2.6M	-6.6K	0.08	74.03	2	0	931	58
2019-09-18	$58.29	$58.88	48.5%	13.9%	40.9%	10.7%	54.9%	13.7%	11.1%	104.0K	-2.6M	-6.5K	0.00	117.31	3	0	932	58
2019-09-19	$58.88	$58.88	55.5%	15.9%	39.2%	16.7%	0.0%	7.3%	-8.1%	122.4K	-2.7M	-6.3K	0.00	112.19	11	0	932	58
2019-09-20	$59.08	$58.88	56.4%	16.2%	39.0%	17.4%	56.4%	9.2%	10.4%	201.8K	-2.8M	-6.2K	0.00	125.46	7	0	934	58
2019-09-23	$59.08	$58.88	55.8%	16.0%	29.1%	17.0%	55.8%	65.8%	-7.3%	43.1K	-2.3M	-6.0K	5.00	64.15	0	1	782	50
2019-09-24	$56.13	$58.88	55.2%	15.8%	34.9%	16.4%	0.0%	9.3%	3.1%	38.5K	-2.0M	-5.6K	0.02	83.82	3	0	785	50
2019-09-25	$55.35	$58.88	74.0%	21.2%	34.0%	32.5%	0.0%	2.4%	-30.1%	37.0K	-1.9M	-5.6K	0.00	22.54	4	0	788	50
2019-09-26	$52.60	$58.88	77.2%	22.1%	38.3%	35.3%	77.0%	-5.4%	-12.1%	33.3K	-1.6M	-5.1K	24.00	54.33	0	1	790	50
2019-09-27	$52.60	$58.88	62.5%	17.9%	37.6%	22.7%	51.7%	-9.9%	18.9%	33.9K	-1.6M	-5.0K	0.00	59.54	5	0	790	52
2019-09-30	$50.83	$58.88	50.4%	14.4%	39.1%	12.3%	0.0%	-13.9%	18.6%	30.7K	-1.4M	-4.6K	0.17	121.37	4	1	792	52