AGEN Options History — July 2020

In July 2020, AGEN traded between $58.68 and $79.29. ATM implied volatility averaged 97.2%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 44.0% (HV 20d: 53.2%). Max pain ranged from $58.88 to $58.88. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2020-07-20: Highest Volume — 226 contracts
  • 2020-07-13: Largest IV spike — 102.6% change
  • 2020-07-13: Highest IV Rank — 76.4%
  • 2020-07-23: Largest Expected Move — 32.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.18$58.68$79.29$79.29$59.86
Max Pain$58.88$58.88$58.88$58.88$58.88
ATM IV97.2%61.1%177.4%76.2%112.1%
Expected Move27.6%21.8%32.4%21.8%32.1%
HV 20d53.2%43.9%64.5%64.0%48.2%
HV 60d82.3%81.0%83.9%83.0%82.7%
IV Rank37.8%20.5%76.4%27.7%45.0%
IV Percentile57.5%15.5%96.0%37.3%75.0%
Term Structure4.1%-65.4%116.6%-45.8%-16.3%
VWIV101.9%79.0%135.6%79.0%123.8%
Skew 25d13.6%-30.1%52.7%8.2%-30.1%
Skew 10d22.2%-7.8%79.2%11.7%-6.9%
Call IV 25d94.1%59.3%129.0%61.7%127.8%
Put IV 25d107.6%64.7%134.5%69.8%97.6%
Bid-Ask Spread %102.5475.82146.93141.6686.10
Gamma HHI0.410.370.460.370.43
Net GEX64.1K43.0K85.5K85.5K48.8K
Net DEX-3.2M-4.7M-1.5M-4.7M-2.0M
Net VEX-10.2K-13.5K-6.8K-13.5K-7.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.000.910.050.07
Total Volume31.45572261211
Total OI1,338.0911,0881,4061,3201,406

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-07-01$79.29$58.8876.2%21.8%64.0%27.7%79.0%8.2%-45.8%85.5K-4.7M-13.5K0.05141.661111,22496
2020-07-02$78.90$58.88103.5%29.7%63.9%40.9%103.5%32.1%-6.2%82.0K-4.7M-13.1K0.49146.931471,22996
2020-07-06$77.72$58.88104.2%29.5%63.9%41.2%82.7%14.0%-34.6%77.5K-4.4M-12.5K0.59114.4416101,23899
2020-07-07$78.70$58.8877.5%24.4%63.9%28.3%95.4%16.3%20.5%82.0K-4.2M-11.9K0.00112.141101,236102
2020-07-08$76.94$58.8861.1%26.9%64.5%20.5%102.9%22.3%-20.8%74.9K-4.3M-11.6K0.03109.94901,241102
2020-07-09$77.13$58.8872.5%23.9%60.9%26.0%96.5%43.9%2.9%82.7K-4.2M-11.4K0.13113.44911,244102
2020-07-10$74.98$58.8887.6%29.0%49.9%33.2%105.1%7.3%3.4%68.3K-3.9M-11.6K0.9184.69981,251102
2020-07-13$70.26$58.88177.4%28.6%53.5%76.4%109.0%13.2%30.7%52.0K-3.1M-10.5K0.2691.122151,253110
2020-07-14$69.68$58.88108.8%29.5%52.9%43.4%107.1%39.4%8.2%51.6K-3.0M-10.3K0.0995.90611,255111
2020-07-15$72.62$58.88102.7%29.4%54.7%40.5%117.6%-10.4%-6.5%56.2K-3.4M-10.6K0.2284.152861,259111
2020-07-16$69.87$58.8895.9%27.5%56.4%37.2%100.0%14.9%20.5%58.8K-3.1M-9.6K0.1399.84611,264112
2020-07-17$70.26$58.8878.0%22.4%54.6%28.6%79.7%52.7%116.6%57.0K-3.2M-10.3K0.17104.862541,265112
2020-07-20$73.01$58.8877.8%22.3%53.3%28.5%85.0%-18.8%36.8%69.6K-3.2M-9.6K0.07118.832101699890
2020-07-21$71.05$58.8876.3%21.9%44.4%27.8%85.8%9.7%-65.4%75.9K-3.2M-10.4K0.00123.304101,16995
2020-07-22$69.48$58.8897.6%28.0%44.4%38.0%107.7%36.5%19.3%69.2K-3.3M-10.7K0.3385.1840131,19195
2020-07-23$67.12$58.88113.1%32.4%43.9%45.5%105.8%18.7%-47.1%64.4K-3.0M-10.3K0.0183.543901,218105
2020-07-24$63.79$58.88102.6%29.4%46.1%40.4%105.9%10.1%11.1%59.4K-2.4M-9.3K0.13101.741621,248105
2020-07-27$62.41$58.88111.0%31.8%46.2%44.5%107.5%-10.6%9.4%54.1K-2.0M-8.5K0.1575.821831,256107
2020-07-28$60.65$58.8896.3%27.6%46.0%37.4%100.2%31.4%72.9%45.5K-1.7M-7.4K0.25111.052361,254109
2020-07-29$58.68$58.88104.5%29.9%46.6%41.3%135.6%-0.8%26.1%43.0K-1.5M-6.8K0.0089.112501,267115
2020-07-30$61.63$58.88102.5%29.4%48.0%40.4%107.0%-1.2%-45.4%52.3K-1.8M-7.6K0.0882.001911,281115
2020-07-31$59.86$58.88112.1%32.1%48.2%45.0%123.8%-30.1%-16.3%48.8K-2.0M-7.8K0.0786.101011,291115