AGEN Options History — June 2020

In June 2020, AGEN traded between $68.69 and $82.83. ATM implied volatility averaged 108.9%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded below realized volatility by 1.0% (HV 20d: 109.9%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2020-06-03: Highest Volume — 441 contracts
  • 2020-06-23: Largest IV spike — 64.6% change
  • 2020-06-23: Highest IV Rank — 64.8%
  • 2020-06-23: Largest Expected Move — 43.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.04$68.69$82.83$82.83$76.15
Max Pain$57.99$39.25$58.88$39.25$58.88
ATM IV108.9%75.8%153.3%115.1%121.0%
Expected Move30.7%21.7%43.9%33.0%34.7%
HV 20d109.9%68.7%122.2%108.4%68.7%
HV 60d86.9%82.0%95.8%94.2%83.5%
IV Rank43.4%27.5%64.8%46.4%49.3%
IV Percentile72.2%38.5%92.1%82.1%83.7%
Term Structure-8.9%-66.1%53.8%-10.6%-29.8%
VWIV110.5%79.1%159.8%121.0%116.6%
Skew 25d-4.3%-137.4%55.3%20.8%55.3%
Skew 10d-14.1%-101.0%43.7%30.2%43.0%
Call IV 25d103.3%72.0%159.8%99.5%78.8%
Put IV 25d99.0%22.4%141.9%120.3%134.1%
Bid-Ask Spread %119.1856.66151.4056.66134.06
Gamma HHI0.390.350.470.410.36
Net GEX64.5K41.2K100.9K48.1K76.9K
Net DEX-4.8M-5.6M-4.0M-5.4M-4.3M
Net VEX-12.9K-14.2K-11.1K-12.4K-13.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.000.790.090.70
Total Volume92.7731044124510
Total OI1,406.2271,0341,5911,1171,319

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-06-01$82.83$39.25115.1%33.0%108.4%46.4%121.0%20.8%-10.6%48.1K-5.4M-12.4K0.0956.6622520976141
2020-06-02$80.27$58.88121.6%34.9%110.3%49.6%117.2%-45.2%-2.2%52.4K-5.6M-13.3K0.1294.36249291,088155
2020-06-03$74.19$58.8896.9%27.8%116.1%37.7%93.0%3.7%-31.1%57.1K-4.3M-13.3K0.3696.393241171,113174
2020-06-04$73.41$58.88100.0%22.6%116.4%39.2%151.6%4.8%53.2%55.7K-4.9M-13.8K0.79112.381461151,266184
2020-06-05$74.78$58.88111.5%25.5%114.0%44.7%99.9%-37.1%-15.8%70.2K-5.0M-14.1K0.02112.999121,291191
2020-06-08$73.99$58.8893.0%29.3%114.5%35.8%145.7%-13.6%-29.9%79.6K-5.2M-13.6K0.17103.043661,370190
2020-06-09$74.39$58.88106.0%29.1%114.6%42.1%111.7%-34.0%-17.7%82.3K-4.9M-13.5K0.01125.421501,359191
2020-06-10$78.90$58.8899.1%28.4%115.1%38.8%93.0%7.1%-10.1%100.9K-5.6M-13.4K0.14127.604061,355191
2020-06-11$71.44$58.8879.1%22.7%122.2%29.1%79.1%46.0%53.8%70.6K-4.7M-12.5K0.77149.2614111,368194
2020-06-12$68.69$58.88126.8%36.3%115.7%52.1%123.9%7.9%-11.3%65.5K-4.1M-12.9K0.41151.401981,371188
2020-06-15$70.26$58.8880.5%23.1%115.5%29.8%83.3%-9.2%-13.9%47.0K-4.5M-11.1K0.01132.291801,380183
2020-06-16$69.28$58.88128.0%36.7%116.0%52.7%121.9%25.5%-23.8%41.2K-4.1M-11.2K0.03145.622211,380183
2020-06-17$70.07$58.88126.6%36.3%116.0%52.0%105.7%-10.9%-17.0%41.8K-4.0M-11.6K0.02131.522511,391184
2020-06-18$72.82$58.88147.7%42.3%115.8%62.1%115.5%-6.5%-36.1%46.4K-4.4M-11.6K0.09124.572021,396184
2020-06-19$76.55$58.88138.3%39.6%116.0%57.6%85.3%20.1%-2.4%53.8K-4.7M-12.0K0.08120.443631,409182
2020-06-22$82.83$58.8893.1%26.7%117.4%35.9%104.8%-20.4%17.4%50.6K-4.7M-12.7K0.01102.36252494589
2020-06-23$80.86$58.88153.3%43.9%118.7%64.8%117.0%13.3%-23.1%70.4K-5.0M-14.0K0.18100.934071,16291
2020-06-24$82.63$58.8875.8%21.7%116.7%27.5%84.9%10.5%36.1%81.2K-5.1M-14.2K0.03139.303211,17092
2020-06-25$80.86$58.8893.8%26.9%117.0%36.2%98.4%3.1%-13.2%85.3K-5.0M-13.4K0.00114.902301,17893
2020-06-26$80.08$58.88106.6%30.6%82.6%42.4%101.6%1.1%-2.0%74.4K-5.0M-13.8K0.07131.781811,19193
2020-06-29$77.53$58.8881.2%23.3%69.2%30.1%159.8%-137.4%-66.1%67.4K-4.5M-12.9K0.03114.745111,19393
2020-06-30$76.15$58.88121.0%34.7%68.7%49.3%116.6%55.3%-29.8%76.9K-4.3M-13.1K0.70134.06641,22693