AGEN Options History — November 2019

In November 2019, AGEN traded between $55.94 and $86.95. ATM implied volatility averaged 79.5%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded below realized volatility by 0.8% (HV 20d: 80.2%). Max pain ranged from $39.25 to $78.51. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.24.

Notable Days

2019-11-06: Highest Volume — 695 contracts
2019-11-12: Largest IV spike — 35.1% change
2019-11-12: Highest IV Rank — 68.5%
2019-11-18: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.32	$55.94	$86.95	$55.94	$82.43
Max Pain	$59.86	$39.25	$78.51	$39.25	$78.51
ATM IV	79.5%	64.5%	116.0%	86.6%	64.5%
Expected Move	22.0%	15.2%	26.5%	24.8%	18.5%
HV 20d	80.2%	52.3%	96.1%	52.3%	95.5%
HV 60d	58.2%	44.4%	66.0%	44.4%	66.0%
IV Rank	37.2%	24.3%	68.5%	43.3%	24.3%
IV Percentile	55.5%	25.4%	98.0%	72.6%	25.4%
Term Structure	2.7%	-13.4%	17.1%	-13.4%	14.5%
VWIV	75.6%	54.5%	94.7%	87.3%	59.5%
Skew 25d	8.1%	-10.2%	28.2%	28.2%	8.3%
Skew 10d	12.5%	-30.1%	47.1%	39.9%	10.9%
Call IV 25d	69.1%	42.7%	99.5%	59.0%	56.2%
Put IV 25d	77.2%	61.9%	93.1%	87.3%	64.5%
Bid-Ask Spread %	56.11	28.92	113.25	35.84	32.84
Gamma HHI	0.62	0.47	0.80	0.50	0.62
Net GEX	82.5K	37.8K	121.1K	37.8K	95.2K
Net DEX	-6.3M	-8.1M	-2.2M	-2.2M	-6.8M
Net VEX	-15.1K	-18.5K	-5.7K	-5.7K	-17.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.00	1.18	0.03	0.00
Total Volume	86.95	1	695	22	2
Total OI	1,385.85	986	1,691	986	1,412

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
2019-11-01	$55.94	$39.25	86.6%	24.8%	52.3%	43.3%	87.3%	28.2%	-13.4%	37.8K	-2.2M	-5.7K	0.03	35.84	21	1	936	50
2019-11-04	$60.65	$39.25	68.9%	20.0%	56.8%	28.1%	68.6%	1.6%	-4.1%	51.4K	-2.8M	-6.1K	0.12	77.45	77	9	950	50
2019-11-05	$63.20	$39.25	66.3%	15.2%	57.5%	25.9%	54.5%	-5.5%	17.1%	55.4K	-3.3M	-6.9K	0.09	88.60	43	4	976	59
2019-11-06	$71.05	$58.88	77.6%	24.7%	68.9%	35.6%	91.1%	3.6%	5.7%	68.9K	-4.9M	-7.7K	0.01	113.25	691	4	997	57
2019-11-07	$72.03	$58.88	83.3%	25.2%	68.0%	40.5%	86.5%	-7.3%	3.1%	93.0K	-6.7M	-15.3K	0.01	81.54	84	1	1,489	61
2019-11-08	$70.07	$58.88	95.8%	25.1%	69.8%	51.2%	94.7%	-10.2%	7.8%	86.8K	-6.5M	-15.2K	0.15	56.92	60	9	1,494	61
2019-11-11	$76.74	$58.88	85.9%	22.9%	74.8%	42.7%	79.0%	0.9%	0.0%	121.1K	-8.1M	-16.5K	0.11	60.27	83	10	1,561	71
2019-11-12	$73.01	$58.88	116.0%	20.8%	78.0%	68.5%	77.3%	-1.6%	12.2%	100.4K	-7.3M	-16.2K	0.30	61.56	46	14	1,562	75
2019-11-13	$74.19	$58.88	79.6%	22.8%	76.6%	37.3%	80.5%	27.4%	3.7%	105.3K	-7.5M	-16.5K	0.84	70.20	25	21	1,572	79
2019-11-14	$73.41	$58.88	85.5%	24.5%	77.2%	42.4%	84.2%	4.4%	-1.7%	64.7K	-7.0M	-16.2K	0.05	37.70	75	4	1,583	84
2019-11-15	$73.01	$58.88	72.3%	20.7%	76.7%	31.0%	72.3%	16.3%	-0.1%	73.2K	-6.9M	-16.4K	0.02	49.27	125	2	1,604	87
2019-11-18	$86.95	$58.88	92.4%	26.5%	92.4%	48.3%	86.4%	5.1%	-13.1%	88.7K	-7.6M	-16.6K	0.14	36.31	128	18	1,212	46
2019-11-19	$85.77	$58.88	84.1%	24.1%	91.7%	41.2%	83.7%	8.7%	-0.4%	84.9K	-7.5M	-18.2K	0.02	61.50	49	1	1,261	62
2019-11-20	$85.97	$58.88	74.4%	21.3%	91.7%	32.9%	71.3%	9.0%	6.6%	89.2K	-7.5M	-18.2K	0.02	32.96	42	1	1,277	62
2019-11-21	$81.26	$58.88	75.4%	21.6%	94.5%	33.7%	74.4%	21.8%	3.2%	88.0K	-7.0M	-18.1K	1.18	28.92	7	8	1,291	63
2019-11-22	$79.49	$58.88	73.1%	20.9%	95.5%	31.7%	66.5%	17.5%	-3.0%	85.0K	-6.4M	-18.4K	0.39	55.04	23	9	1,294	69
2019-11-25	$80.86	$78.51	66.6%	19.1%	95.2%	26.2%	62.3%	12.6%	4.3%	86.1K	-6.8M	-18.5K	0.62	39.22	21	13	1,308	77
2019-11-26	$80.08	$78.51	74.3%	21.3%	96.1%	32.7%	65.3%	-2.4%	1.1%	86.0K	-6.7M	-18.4K	0.16	31.71	6	1	1,323	90
2019-11-27	$80.27	$78.51	67.1%	19.2%	95.7%	26.6%	67.1%	23.3%	9.5%	88.6K	-6.7M	-18.3K	0.64	71.08	1	0	1,321	91
2019-11-29	$82.43	$78.51	64.5%	18.5%	95.5%	24.3%	59.5%	8.3%	14.5%	95.2K	-6.8M	-17.9K	0.00	32.84	2	0	1,321	91