AGEN Options History — May 2020

In May 2020, AGEN traded between $45.14 and $72.82. ATM implied volatility averaged 115.0%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 32.6%. IV traded above realized volatility by 53.7% (HV 20d: 61.2%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2020-05-29: Highest Volume — 309 contracts
2020-05-07: Largest IV drop — 63.0% change
2020-05-06: Highest IV Rank — 93.9%
2020-05-01: Largest Expected Move — 54.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.23	$45.14	$72.82	$48.28	$72.82
Max Pain	$40.24	$39.25	$58.88	$58.88	$39.25
ATM IV	115.0%	66.5%	213.7%	188.8%	119.5%
Expected Move	32.6%	22.7%	54.1%	54.1%	34.3%
HV 20d	61.2%	49.0%	108.4%	60.7%	108.4%
HV 60d	85.3%	75.6%	91.3%	90.2%	91.3%
IV Rank	46.4%	23.0%	93.9%	81.9%	48.6%
IV Percentile	74.1%	24.6%	99.2%	97.6%	85.3%
Term Structure	4.1%	-90.0%	79.3%	-40.2%	-32.9%
VWIV	113.2%	68.2%	187.6%	187.6%	124.8%
Skew 25d	7.0%	-53.4%	52.5%	-8.7%	14.2%
Skew 10d	31.1%	-27.8%	78.5%	-8.3%	22.7%
Call IV 25d	110.8%	63.2%	196.4%	196.4%	116.4%
Put IV 25d	117.9%	60.8%	187.8%	187.8%	130.6%
Bid-Ask Spread %	80.44	26.52	116.67	26.52	58.04
Gamma HHI	0.35	0.27	0.42	0.34	0.38
Net GEX	16.4K	6.5K	39.3K	24.6K	39.3K
Net DEX	-988.2K	-3.9M	-426.6K	-1.0M	-3.9M
Net VEX	-5.1K	-10.8K	-3.7K	-5.4K	-10.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.44	0.36	0.13
Total Volume	81.75	10	309	63	309
Total OI	1,045	572	1,404	1,205	988

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
2020-05-01	$48.28	$58.88	188.8%	54.1%	60.7%	81.9%	187.6%	-8.7%	-40.2%	24.6K	-1.0M	-5.4K	0.36	26.52	46	17	1,056	149
2020-05-04	$49.85	$39.25	162.6%	41.2%	61.6%	69.3%	140.9%	-27.8%	-15.8%	6.5K	-591.3K	-3.9K	0.04	87.05	33	1	1,082	166
2020-05-05	$50.25	$39.25	164.5%	46.9%	57.7%	70.2%	148.6%	4.4%	-40.9%	29.4K	-1.1M	-5.4K	0.01	87.35	97	1	1,086	167
2020-05-06	$52.01	$39.25	213.7%	38.3%	57.3%	93.9%	134.3%	-3.0%	-6.1%	30.4K	-1.2M	-5.6K	0.02	50.97	75	1	1,103	168
2020-05-07	$49.66	$39.25	79.1%	32.1%	58.9%	29.1%	104.5%	8.2%	-5.7%	7.8K	-494.0K	-3.8K	0.44	63.35	49	22	1,116	169
2020-05-08	$50.25	$39.25	66.5%	37.0%	53.6%	23.0%	132.0%	-53.4%	-27.0%	6.8K	-426.6K	-3.8K	0.11	100.51	39	4	1,115	190
2020-05-11	$51.23	$39.25	107.0%	32.4%	50.3%	42.5%	112.4%	7.3%	-7.1%	7.9K	-523.1K	-3.9K	0.05	55.91	38	2	1,127	189
2020-05-12	$51.03	$39.25	107.8%	23.2%	49.3%	42.9%	94.6%	4.5%	-4.8%	9.1K	-548.4K	-4.1K	0.00	96.37	79	0	1,137	187
2020-05-13	$50.05	$39.25	124.0%	35.5%	49.0%	50.7%	121.2%	1.8%	-4.9%	8.3K	-634.8K	-4.3K	0.03	86.84	104	3	1,179	187
2020-05-14	$45.14	$39.25	111.8%	32.1%	60.5%	44.9%	121.6%	-6.8%	-90.0%	8.1K	-462.4K	-3.7K	0.04	89.33	62	2	1,194	190
2020-05-15	$46.91	$39.25	110.9%	31.8%	59.3%	44.5%	110.9%	6.5%	42.6%	10.2K	-580.0K	-3.9K	0.04	90.85	44	2	1,226	178
2020-05-18	$48.68	$39.25	91.8%	26.3%	60.3%	35.2%	86.1%	20.8%	27.6%	12.5K	-639.6K	-4.1K	0.07	88.84	55	4	477	95
2020-05-19	$49.46	$39.25	79.3%	22.7%	60.0%	29.2%	76.6%	52.5%	10.1%	13.9K	-863.9K	-4.5K	0.15	110.47	64	10	509	99
2020-05-20	$49.07	$39.25	81.1%	23.3%	59.9%	30.1%	89.4%	34.5%	64.4%	12.4K	-907.5K	-5.1K	0.00	69.25	35	0	525	109
2020-05-21	$49.07	$39.25	83.5%	23.9%	59.9%	31.2%	68.2%	-11.8%	49.9%	14.6K	-741.6K	-4.7K	0.38	74.13	7	3	551	109
2020-05-22	$49.07	$39.25	91.3%	26.2%	59.9%	35.0%	101.5%	10.7%	40.9%	14.2K	-802.5K	-4.7K	0.00	91.17	86	0	554	112
2020-05-26	$50.05	$39.25	91.1%	26.1%	60.3%	34.9%	88.1%	50.1%	45.7%	17.6K	-996.0K	-5.3K	0.06	81.70	40	3	594	112
2020-05-27	$54.37	$39.25	110.7%	31.7%	67.7%	44.3%	111.7%	5.1%	-3.8%	22.1K	-1.3M	-6.1K	0.04	83.50	218	9	639	111
2020-05-28	$57.31	$39.25	114.4%	32.8%	70.0%	46.1%	109.4%	31.6%	79.3%	32.2K	-2.1M	-8.4K	0.01	116.67	70	1	840	115
2020-05-29	$72.82	$39.25	119.5%	34.3%	108.4%	48.6%	124.8%	14.2%	-32.9%	39.3K	-3.9M	-10.8K	0.13	58.04	273	36	873	115