AGEN Options History — January 2020

In January 2020, AGEN traded between $68.69 and $79.10. ATM implied volatility averaged 95.3%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 53.6% (HV 20d: 41.7%). Max pain ranged from $39.25 to $78.51. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2020-01-07: Highest Volume — 60 contracts
  • 2020-01-27: Largest IV spike — 49.1% change
  • 2020-01-13: Highest IV Rank — 100.0%
  • 2020-01-30: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.84$68.69$79.10$79.10$73.60
Max Pain$42.99$39.25$78.51$78.51$39.25
ATM IV95.3%65.4%160.6%88.4%91.8%
Expected Move23.4%18.8%29.8%25.3%26.3%
HV 20d41.7%39.7%45.9%41.1%40.0%
HV 60d66.7%62.2%67.8%65.8%62.2%
IV Rank48.9%23.6%100.0%44.9%44.8%
IV Percentile75.5%25.4%100.0%82.5%85.7%
Term Structure-4.6%-23.7%14.7%-5.2%-10.3%
VWIV81.1%63.7%102.3%88.3%90.8%
Skew 25d5.6%-42.7%47.8%19.8%-15.2%
Skew 10d22.2%-8.7%65.0%25.0%28.0%
Call IV 25d69.6%52.9%98.6%69.1%76.3%
Put IV 25d75.2%52.2%106.5%88.9%61.2%
Bid-Ask Spread %92.9950.98145.55106.69104.60
Gamma HHI0.670.620.730.630.68
Net GEX113.4K87.2K143.7K100.8K128.2K
Net DEX-5.0M-5.9M-3.9M-5.9M-4.7M
Net VEX-12.7K-14.5K-10.5K-14.5K-10.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.001.500.260.00
Total Volume12.571160186
Total OI1,370.4291,3221,3951,3221,385

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-01-02$79.10$78.5188.4%25.3%41.1%44.9%0.0%19.8%-5.2%100.8K-5.9M-14.5K0.26106.691441,25765
2020-01-03$75.76$78.5183.0%23.8%43.2%40.3%88.3%25.8%-19.8%101.8K-5.4M-14.4K0.0383.19701,27067
2020-01-06$73.80$39.25104.0%23.0%42.7%58.3%82.4%-3.5%0.4%97.0K-4.9M-13.8K1.0750.989101,27467
2020-01-07$72.82$39.25110.0%23.4%41.5%63.4%70.7%47.8%1.5%98.2K-4.8M-13.7K0.0199.516001,28168
2020-01-08$71.64$39.25107.9%23.7%41.8%61.6%83.0%5.6%-4.9%97.2K-5.0M-13.3K0.0993.27711,29268
2020-01-09$71.84$39.25107.7%21.0%41.3%61.4%70.7%3.0%12.1%106.8K-4.7M-13.4K0.4497.861051,29869
2020-01-10$69.68$39.25135.4%22.2%41.6%85.1%77.7%15.7%-2.3%101.5K-4.3M-13.0K0.1892.74511,30469
2020-01-13$69.28$39.25160.6%25.0%41.4%100.0%91.6%4.3%-8.8%87.2K-3.9M-12.5K0.27118.721131,30869
2020-01-14$68.69$39.25120.4%22.5%41.4%67.7%94.7%-42.7%-18.3%88.0K-4.0M-12.6K0.0084.95201,31572
2020-01-15$72.42$39.2586.6%24.8%44.0%40.6%86.9%32.0%-10.1%102.3K-4.7M-13.1K0.0069.061001,31672
2020-01-16$75.76$39.2580.6%23.1%45.9%35.8%81.1%0.9%3.1%112.9K-5.3M-13.4K0.1279.701321,32372
2020-01-17$77.33$39.2565.4%18.8%44.6%23.6%63.7%6.1%14.7%143.7K-5.5M-12.7K0.1698.352031,32570
2020-01-21$76.35$39.2575.7%21.7%43.3%31.9%74.1%-18.7%12.0%124.5K-5.5M-12.9K0.44117.93731,29866
2020-01-22$78.31$39.2576.0%21.8%42.0%32.1%68.9%29.3%0.1%139.0K-5.8M-12.3K0.1790.40921,30269
2020-01-23$75.56$39.2575.6%21.7%40.8%31.8%75.7%12.4%-5.7%128.2K-5.4M-12.6K1.5084.17691,30370
2020-01-24$74.19$39.2568.5%19.6%40.6%26.1%70.5%-20.5%4.0%131.7K-5.0M-12.2K0.1193.77511,30964
2020-01-27$73.21$39.25102.1%29.3%40.0%53.0%102.3%22.5%-22.9%106.8K-5.0M-11.9K0.5470.99321,31265
2020-01-28$73.01$39.2569.2%19.8%40.0%26.6%0.0%7.6%-0.5%131.8K-4.6M-11.3K0.0083.28101,31466
2020-01-29$73.60$39.2589.0%25.5%39.7%42.6%89.5%-18.1%-11.6%122.2K-4.8M-11.6K0.0187.11801,31566
2020-01-30$74.58$39.25104.0%29.8%39.9%54.6%78.6%3.7%-23.7%131.9K-4.8M-10.5K0.00145.55501,31866
2020-01-31$73.60$39.2591.8%26.3%40.0%44.8%90.8%-15.2%-10.3%128.2K-4.7M-10.9K0.00104.60601,31966