AGEN Options History — April 2020

In April 2020, AGEN traded between $45.14 and $55.74. ATM implied volatility averaged 149.1%, placing in the 67.5% IV rank vs the trailing year. The 30-day expected move averaged 42.6%. IV traded above realized volatility by 73.1% (HV 20d: 76.0%). Max pain ranged from $58.88 to $58.88. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2020-04-21: Highest Volume — 314 contracts
  • 2020-04-13: Largest IV spike — 441.6% change
  • 2020-04-21: Highest IV Rank — 100.0%
  • 2020-04-28: Largest Expected Move — 64.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.40$45.14$55.74$45.14$52.60
Max Pain$58.88$58.88$58.88$58.88$58.88
ATM IV149.1%18.6%226.3%114.5%170.3%
Expected Move42.6%5.3%64.9%32.8%48.8%
HV 20d76.0%50.9%105.6%104.6%50.9%
HV 60d87.8%85.5%88.7%85.5%88.7%
IV Rank67.5%0.0%100.0%50.5%73.0%
IV Percentile90.0%0.0%100.0%90.5%96.4%
Term Structure-14.8%-113.9%169.6%139.2%-38.7%
VWIV167.1%111.2%212.3%152.4%174.5%
Skew 25d-8.8%-54.6%39.6%-34.9%-2.9%
Skew 10d2.2%-74.2%96.4%-22.9%23.0%
Call IV 25d148.9%103.1%209.1%103.5%175.7%
Put IV 25d140.1%62.6%220.2%68.7%172.8%
Bid-Ask Spread %112.6564.78172.11151.4776.54
Gamma HHI0.350.300.370.340.35
Net GEX18.0K5.1K31.5K11.4K30.7K
Net DEX-921.0K-1.6M-175.1K-555.4K-1.4M
Net VEX-4.9K-7.0K-2.6K-4.1K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.008.330.000.01
Total Volume60.1430314432
Total OI854.9526341,1826341,182

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-04-01$45.14$58.88114.5%32.8%104.6%50.5%0.0%-34.9%139.2%11.4K-555.4K-4.1K0.00151.474056866
2020-04-02$45.53$58.88121.8%0.0%104.0%54.7%0.0%-47.6%-30.9%5.1K-200.9K-2.8K8.33162.621557066
2020-04-03$45.73$58.88139.8%0.0%104.0%65.1%0.0%-47.8%22.8%5.3K-175.1K-2.6K0.33172.110057068
2020-04-06$48.68$58.88154.4%0.0%105.6%73.5%0.0%-0.5%3.0%11.7K-398.0K-3.7K0.00156.192057069
2020-04-07$47.11$58.88191.1%0.0%85.6%94.8%152.4%-13.2%-35.6%12.1K-455.4K-3.9K0.01126.9495157069
2020-04-08$45.73$58.8891.7%26.3%85.7%37.2%161.5%-33.0%169.6%13.1K-617.0K-4.2K0.00143.379062669
2020-04-09$49.07$58.8818.6%5.3%87.8%0.0%184.2%-50.2%6.2%5.4K-190.2K-2.6K0.00154.80128062569
2020-04-13$51.82$58.88100.8%28.9%89.0%45.3%179.1%20.0%-83.7%14.1K-771.8K-4.6K0.02125.0729174669
2020-04-14$53.19$58.88116.4%33.4%81.9%53.9%134.8%-27.5%-7.9%15.9K-696.1K-4.4K0.00117.1533076970
2020-04-15$51.82$58.88115.9%33.2%78.6%53.6%111.2%16.6%-8.5%14.1K-591.0K-4.1K0.03136.3039177667
2020-04-16$50.64$58.88160.3%46.0%79.0%78.1%160.6%13.4%-47.6%15.2K-735.4K-4.5K0.16126.169280267
2020-04-17$53.19$58.88137.7%39.5%80.0%65.6%130.4%-54.6%-0.6%15.4K-787.2K-4.3K0.00116.5849080269
2020-04-20$54.56$58.88156.4%44.8%66.7%75.9%153.3%15.5%-113.9%17.8K-1.0M-4.8K0.06109.361901162755
2020-04-21$55.74$58.88219.7%63.0%65.3%100.0%212.3%-14.2%-3.1%21.0K-1.5M-5.7K0.2769.442466872762
2020-04-22$54.96$58.88184.4%52.9%61.5%82.5%178.9%39.6%-43.5%26.0K-1.6M-7.0K0.0465.64663875132
2020-04-23$54.76$58.88176.2%50.5%53.1%78.4%176.2%10.1%-47.2%28.1K-1.6M-7.0K0.0764.78161912135
2020-04-24$54.96$58.88178.1%51.1%53.2%79.3%176.7%17.6%-57.7%27.4K-1.5M-6.7K0.0069.93550918136
2020-04-27$55.54$58.88204.8%58.7%53.0%92.6%191.4%-20.3%-60.0%28.3K-1.6M-6.7K0.1668.407312952136
2020-04-28$54.76$58.88226.3%64.9%52.8%100.0%208.6%2.6%-61.6%27.9K-1.6M-6.7K0.0083.28240998148
2020-04-29$53.97$58.88150.9%43.3%53.2%63.7%154.6%26.9%-12.1%31.5K-1.4M-6.2K0.0469.63562999148
2020-04-30$52.60$58.88170.3%48.8%50.9%73.0%174.5%-2.9%-38.7%30.7K-1.4M-6.1K0.0176.543201,033149