AGEN Options History — December 2019

In December 2019, AGEN traded between $72.82 and $81.65. ATM implied volatility averaged 80.7%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 16.8% (HV 20d: 63.9%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.47.

Notable Days

  • 2019-12-23: Highest Volume — 32 contracts
  • 2019-12-26: Largest IV spike — 43.3% change
  • 2019-12-06: Highest IV Rank — 55.4%
  • 2019-12-26: Largest Expected Move — 28.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.86$72.82$81.65$78.12$79.88
Max Pain$78.51$78.51$78.51$78.51$78.51
ATM IV80.7%64.4%100.7%77.7%89.4%
Expected Move22.3%17.4%28.7%22.3%25.6%
HV 20d63.9%41.1%94.1%94.1%41.3%
HV 60d66.6%66.0%67.6%66.0%66.3%
IV Rank38.3%24.3%55.4%35.7%45.7%
IV Percentile61.1%24.2%95.6%57.5%84.5%
Term Structure5.7%-22.9%33.4%-22.9%-9.1%
VWIV75.0%49.2%107.3%107.3%53.5%
Skew 25d11.0%-28.5%30.8%2.4%15.4%
Skew 10d14.4%-19.2%45.1%1.8%20.2%
Call IV 25d66.4%47.3%97.2%63.2%69.9%
Put IV 25d77.4%65.1%91.6%65.6%85.2%
Bid-Ask Spread %106.4868.97176.1968.97176.19
Gamma HHI0.630.590.810.620.63
Net GEX97.3K78.4K195.5K88.9K100.7K
Net DEX-5.9M-6.9M-4.6M-6.4M-6.1M
Net VEX-15.9K-17.7K-14.2K-17.2K-14.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.004.350.120.06
Total Volume123321515
Total OI1,397.1431,2591,4591,4121,312

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$78.12$78.5177.7%22.3%94.1%35.7%107.3%2.4%-22.9%88.9K-6.4M-17.2K0.1268.971321,32191
2019-12-03$79.29$78.5168.4%19.6%91.0%27.7%68.2%10.9%33.4%87.7K-6.2M-17.7K0.0095.33901,32692
2019-12-04$77.53$78.5182.6%23.7%91.3%39.9%82.6%-28.5%-3.6%87.7K-6.2M-17.3K0.1371.47411,33092
2019-12-05$79.69$78.5176.4%20.0%82.5%34.6%49.2%19.1%22.5%92.0K-6.3M-17.5K0.18128.05311,33193
2019-12-06$77.13$78.51100.7%22.1%83.5%55.4%80.4%-10.1%4.5%87.6K-6.2M-17.0K0.24104.981741,33193
2019-12-09$76.94$78.5195.0%23.0%82.7%50.5%94.3%-23.0%-2.0%93.5K-5.9M-16.8K0.0070.042201,35097
2019-12-10$78.12$78.5175.0%17.4%76.4%33.4%55.1%28.4%31.5%94.3K-6.0M-16.6K0.00121.51501,33798
2019-12-11$76.15$78.5181.7%23.4%74.7%39.1%82.1%27.0%3.7%90.6K-5.7M-16.5K0.00120.38601,34098
2019-12-12$74.98$78.5182.9%23.8%74.8%40.1%0.0%24.2%-2.7%91.7K-5.7M-15.9K0.10165.40401,34498
2019-12-13$74.98$78.5176.4%21.9%74.7%34.6%69.0%9.7%17.9%87.2K-5.2M-16.2K0.04109.87601,34798
2019-12-16$77.72$78.5182.6%23.7%75.6%39.9%80.3%15.0%0.1%100.2K-5.6M-16.1K0.54104.16211,35298
2019-12-17$75.37$78.5183.8%24.0%41.1%40.9%61.1%24.3%-0.2%106.3K-5.0M-15.3K0.1599.171121,35499
2019-12-18$72.82$78.5164.4%18.5%42.2%24.3%72.3%26.7%22.9%78.4K-4.6M-14.8K2.78116.815141,36198
2019-12-19$75.37$78.5168.2%19.6%44.7%27.6%67.7%21.7%7.0%114.7K-4.9M-14.6K0.52123.21321,36590
2019-12-20$78.31$78.5171.0%20.3%43.3%29.9%69.6%10.5%10.7%195.5K-5.8M-15.1K0.2672.431441,36690
2019-12-23$81.65$78.5179.6%22.8%45.3%37.3%69.6%30.8%6.0%86.4K-6.5M-15.0K0.2070.962751,20851
2019-12-24$79.88$78.5169.8%20.0%45.6%28.9%68.6%-17.2%19.9%85.2K-6.3M-15.2K0.14101.601931,22756
2019-12-26$81.26$78.51100.0%28.7%45.9%54.8%98.0%13.8%-7.4%85.1K-6.5M-15.6K0.08138.42811,23759
2019-12-27$80.86$78.5181.9%23.5%45.9%39.3%81.8%18.6%-15.5%98.5K-6.9M-14.2K0.04106.98901,24559
2019-12-30$79.10$78.5187.9%25.2%45.5%44.4%88.7%15.4%2.9%91.0K-6.1M-15.0K4.3570.23281,24759
2019-12-31$79.88$78.5189.4%25.6%41.3%45.7%53.5%0.0%-9.1%100.7K-6.1M-14.8K0.06176.191411,24864