AGEN Options History — October 2019

In October 2019, AGEN traded between $47.50 and $52.80. ATM implied volatility averaged 69.9%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 32.2% (HV 20d: 37.7%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.06.

Notable Days

  • 2019-10-29: Highest Volume — 99 contracts
  • 2019-10-22: Largest IV spike — 34.2% change
  • 2019-10-24: Highest IV Rank — 42.8%
  • 2019-10-08: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.27$47.50$52.80$49.07$50.25
Max Pain$40.96$39.25$58.88$58.88$39.25
ATM IV69.9%51.6%86.0%72.3%73.6%
Expected Move20.6%14.8%25.0%20.7%21.1%
HV 20d37.7%30.5%41.8%39.6%36.1%
HV 60d57.9%53.1%60.1%59.3%53.1%
IV Rank29.0%13.3%42.8%31.1%32.2%
IV Percentile35.3%8.3%68.3%36.9%42.5%
Term Structure-13.8%-54.3%22.8%-25.3%-4.9%
VWIV72.7%46.0%111.5%61.6%72.0%
Skew 25d-5.0%-27.8%14.3%3.3%-8.5%
Skew 10d25.8%-33.7%67.7%47.3%-1.2%
Call IV 25d63.4%38.9%83.5%71.4%63.9%
Put IV 25d58.4%49.5%83.8%74.7%55.4%
Bid-Ask Spread %71.2531.19110.0775.8735.55
Gamma HHI0.360.330.410.380.41
Net GEX28.1K22.9K35.6K27.2K31.9K
Net DEX-1.4M-1.6M-1.1M-1.2M-1.5M
Net VEX-4.2K-4.8K-3.3K-3.9K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.001.110.000.00
Total Volume16.478299714
Total OI883.652822985844985

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$49.07$58.8872.3%20.7%39.6%31.1%0.0%3.3%-25.3%27.2K-1.2M-3.9K0.0075.877079252
2019-10-02$49.07$58.8875.6%21.7%39.5%33.9%61.6%-27.8%22.8%28.8K-1.3M-4.7K0.0054.397079552
2019-10-03$50.05$39.2559.8%16.7%40.0%20.4%58.0%3.1%7.4%29.7K-1.3M-4.0K0.0085.943080152
2019-10-04$49.85$39.2561.3%21.0%30.5%21.6%78.5%-27.6%-14.9%30.7K-1.4M-4.7K0.0077.0113080452
2019-10-07$52.40$39.2568.4%22.3%37.3%27.7%78.4%-14.8%-11.6%35.6K-1.6M-4.8K0.0081.1311080852
2019-10-08$51.82$39.2561.8%25.0%37.3%22.1%71.5%-9.1%-22.3%34.8K-1.5M-4.8K0.0081.7018081652
2019-10-09$52.21$39.2560.4%17.3%37.5%20.9%66.0%-19.8%-23.1%27.1K-1.5M-4.2K0.01110.075082652
2019-10-10$51.42$39.2570.6%20.2%37.6%29.6%68.7%-5.9%-3.6%33.9K-1.5M-4.4K0.0080.164083052
2019-10-11$51.82$39.2566.6%19.1%37.9%26.2%66.0%1.6%-12.3%27.8K-1.5M-4.4K0.0088.2710083152
2019-10-14$52.80$39.2572.7%20.9%38.7%31.4%86.7%-14.5%-2.0%27.9K-1.5M-4.4K0.00100.0320083952
2019-10-15$52.21$39.2579.2%22.7%38.7%37.0%79.2%-16.6%-9.7%28.0K-1.5M-4.4K0.1973.548284852
2019-10-16$51.03$39.2572.0%20.6%38.9%30.8%0.0%3.1%-11.2%27.2K-1.4M-4.3K1.1188.621185053
2019-10-17$52.60$39.2563.7%18.3%40.7%23.7%0.0%-15.5%-7.8%28.2K-1.5M-4.2K0.0070.049085154
2019-10-18$51.82$39.2574.7%21.4%40.7%33.2%0.0%-11.5%-42.2%27.9K-1.5M-4.4K0.0132.4313085754
2019-10-21$50.05$39.2551.6%14.8%41.8%13.3%46.0%2.4%3.0%22.9K-1.2M-3.4K0.0080.2921077250
2019-10-22$48.87$39.2569.2%19.8%39.1%28.4%76.9%8.7%2.2%22.9K-1.2M-3.6K0.0053.8839078750
2019-10-23$49.07$39.2569.9%20.0%39.2%29.0%0.0%2.8%-12.3%24.8K-1.3M-3.9K0.0079.8811082550
2019-10-24$47.69$39.2586.0%24.7%36.5%42.8%111.5%1.6%-54.3%27.0K-1.3M-4.5K0.0052.965083450
2019-10-25$47.50$39.2565.3%18.7%36.5%25.1%69.4%14.3%-10.4%23.7K-1.1M-3.7K0.0061.329083850
2019-10-28$47.69$39.2577.3%22.2%34.9%35.4%0.0%-1.4%-30.0%25.0K-1.2M-3.8K0.0031.194084650
2019-10-29$48.68$39.2575.2%21.6%33.7%33.6%0.0%6.3%-24.8%24.9K-1.2M-3.3K0.0083.1299084850
2019-10-30$48.28$39.2579.4%22.8%33.8%37.1%0.0%10.6%-29.1%28.3K-1.3M-4.1K0.0061.2945090850
2019-10-31$50.25$39.2573.6%21.1%36.1%32.2%72.0%-8.5%-4.9%31.9K-1.5M-4.8K0.0035.5514093550