AGEN Options History — February 2020

In February 2020, AGEN traded between $49.07 and $85.97. ATM implied volatility averaged 102.7%, placing in the 53.5% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 45.6% (HV 20d: 57.0%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.21.

Notable Days

2020-02-19: Highest Volume — 210 contracts
2020-02-12: Largest IV drop — 22.3% change
2020-02-11: Highest IV Rank — 72.7%
2020-02-25: Largest Expected Move — 34.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.06	$49.07	$85.97	$72.23	$49.07
Max Pain	$55.78	$39.25	$58.88	$39.25	$58.88
ATM IV	102.7%	79.9%	126.6%	79.9%	94.2%
Expected Move	28.0%	22.8%	34.2%	22.9%	27.0%
HV 20d	57.0%	33.1%	96.8%	37.6%	96.8%
HV 60d	55.8%	40.0%	65.6%	61.8%	65.6%
IV Rank	53.5%	35.2%	72.7%	35.2%	46.7%
IV Percentile	89.0%	63.5%	98.8%	63.5%	83.3%
Term Structure	-14.8%	-38.8%	13.3%	-4.6%	13.3%
VWIV	99.3%	70.5%	116.2%	107.9%	88.1%
Skew 25d	-1.8%	-29.0%	35.6%	6.6%	-29.0%
Skew 10d	26.0%	-8.0%	71.8%	55.5%	34.5%
Call IV 25d	91.9%	56.5%	114.4%	79.6%	110.7%
Put IV 25d	90.1%	57.5%	120.1%	86.1%	81.7%
Bid-Ask Spread %	86.94	47.10	163.43	105.17	163.43
Gamma HHI	0.58	0.35	0.79	0.73	0.36
Net GEX	96.4K	15.2K	181.6K	134.9K	15.2K
Net DEX	-3.8M	-9.5M	-455.6K	-4.7M	-455.6K
Net VEX	-8.0K	-10.3K	-4.2K	-10.3K	-4.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	2.43	0.21	0.01
Total Volume	50.158	1	210	1	8
Total OI	1,246.947	592	1,738	1,389	654

Daily Data (19 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
2020-02-03	$72.23	$39.25	79.9%	22.9%	37.6%	35.2%	107.9%	6.6%	-4.6%	134.9K	-4.7M	-10.3K	0.21	105.17	1	0	1,323	66
2020-02-04	$72.03	$39.25	81.5%	23.4%	36.6%	36.5%	83.8%	-17.3%	-2.0%	140.5K	-4.6M	-10.1K	0.00	71.34	36	0	1,323	67
2020-02-05	$71.64	$39.25	97.8%	28.1%	36.3%	49.6%	101.7%	-22.8%	-24.9%	126.6K	-4.1M	-9.3K	0.00	85.15	8	0	1,312	67
2020-02-06	$69.87	$58.88	88.1%	22.8%	36.9%	41.8%	0.0%	-7.1%	7.7%	123.8K	-3.7M	-9.0K	2.43	90.87	1	3	1,318	67
2020-02-07	$70.85	$58.88	106.8%	24.6%	37.3%	56.8%	102.2%	-4.1%	-16.1%	122.1K	-4.3M	-9.7K	0.00	86.09	59	0	1,318	69
2020-02-10	$73.60	$58.88	115.1%	25.7%	38.0%	63.5%	87.8%	9.5%	-25.3%	139.2K	-4.7M	-9.0K	0.00	94.01	22	0	1,338	69
2020-02-11	$74.19	$58.88	126.6%	24.8%	37.9%	72.7%	101.4%	-17.2%	2.6%	129.1K	-5.1M	-9.9K	0.00	99.20	23	0	1,349	69
2020-02-12	$75.17	$58.88	98.3%	28.2%	37.8%	50.0%	94.7%	6.5%	-14.7%	146.3K	-6.0M	-9.6K	0.04	74.15	21	1	1,351	69
2020-02-13	$71.84	$58.88	96.0%	27.5%	37.2%	48.1%	85.7%	-9.2%	-28.8%	122.9K	-5.0M	-9.1K	0.11	76.47	52	6	1,356	70
2020-02-14	$71.84	$58.88	99.3%	28.5%	33.1%	50.8%	101.3%	-6.4%	-8.0%	125.7K	-4.7M	-9.3K	0.33	98.88	7	2	1,399	76
2020-02-18	$76.15	$58.88	98.6%	28.3%	38.8%	50.2%	70.5%	23.3%	-13.4%	172.8K	-5.6M	-8.1K	0.02	102.24	124	3	1,404	78
2020-02-19	$85.97	$58.88	112.5%	32.3%	57.8%	61.4%	109.3%	2.3%	-8.2%	181.6K	-9.5M	-8.3K	0.13	77.99	185	25	1,476	79
2020-02-20	$74.58	$58.88	96.5%	27.7%	77.5%	48.5%	92.2%	5.8%	-10.3%	31.1K	-3.5M	-7.1K	0.07	80.24	161	11	1,614	94
2020-02-21	$68.89	$58.88	117.5%	33.7%	81.5%	65.4%	114.2%	35.6%	-38.0%	26.5K	-2.8M	-6.9K	0.23	47.10	60	14	1,641	97
2020-02-24	$65.75	$58.88	99.4%	28.5%	82.7%	50.9%	107.0%	-3.5%	0.0%	30.0K	-1.1M	-5.7K	0.05	90.24	34	2	543	49
2020-02-25	$58.29	$58.88	119.3%	34.2%	92.2%	66.8%	116.2%	-4.1%	-19.0%	22.1K	-1.0M	-5.6K	0.29	68.15	24	7	557	49
2020-02-26	$57.51	$58.88	109.7%	31.4%	92.1%	59.1%	110.8%	-18.7%	-38.4%	23.5K	-766.1K	-5.2K	0.08	51.67	33	3	576	56
2020-02-27	$52.60	$58.88	113.4%	32.5%	95.7%	62.1%	112.5%	15.4%	-38.8%	18.5K	-642.0K	-5.0K	0.04	89.46	16	1	590	59
2020-02-28	$49.07	$58.88	94.2%	27.0%	96.8%	46.7%	88.1%	-29.0%	13.3%	15.2K	-455.6K	-4.2K	0.01	163.43	8	0	595	59