AGEN Options History — August 2020

In August 2020, AGEN traded between $63.20 and $87.14. ATM implied volatility averaged 97.3%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 24.7% (HV 20d: 72.6%). Max pain ranged from $39.25 to $78.51. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.11.

Notable Days

2020-08-18: Highest Volume — 179 contracts
2020-08-26: Largest IV spike — 75.1% change
2020-08-10: Highest IV Rank — 53.3%
2020-08-03: Largest Expected Move — 37.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$76.06	$63.20	$87.14	$63.20	$85.38
Max Pain	$56.08	$39.25	$78.51	$58.88	$78.51
ATM IV	97.3%	54.9%	129.4%	129.2%	86.8%
Expected Move	27.5%	15.7%	37.0%	37.0%	24.9%
HV 20d	72.6%	53.9%	81.1%	53.9%	78.2%
HV 60d	80.1%	66.3%	87.3%	82.7%	67.1%
IV Rank	37.9%	17.5%	53.3%	53.2%	32.8%
IV Percentile	56.3%	6.7%	87.3%	86.9%	44.4%
Term Structure	8.0%	-36.1%	66.1%	-36.1%	-9.7%
VWIV	96.6%	50.7%	142.0%	130.7%	81.3%
Skew 25d	12.1%	-18.3%	38.6%	12.2%	14.5%
Skew 10d	24.5%	-43.2%	85.7%	85.7%	39.7%
Call IV 25d	94.1%	44.4%	138.9%	129.7%	79.3%
Put IV 25d	106.2%	62.2%	166.8%	142.0%	93.9%
Bid-Ask Spread %	82.93	35.59	137.05	105.55	76.62
Gamma HHI	0.45	0.24	0.85	0.43	0.42
Net GEX	72.5K	15.6K	207.0K	55.7K	58.5K
Net DEX	-3.5M	-7.1M	-1.8M	-2.2M	-3.2M
Net VEX	-8.1K	-10.5K	-5.6K	-8.3K	-10.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	0.54	0.02	0.00
Total Volume	66.333	17	179	42	153
Total OI	1,269	623	1,537	1,413	880

Daily Data (21 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
2020-08-03	$63.20	$58.88	129.2%	37.0%	53.9%	53.2%	130.7%	12.2%	-36.1%	55.7K	-2.2M	-8.3K	0.02	105.55	41	1	1,299	114
2020-08-04	$66.73	$58.88	111.1%	31.8%	58.2%	44.5%	134.7%	12.0%	39.8%	63.5K	-3.0M	-9.7K	0.09	94.21	36	3	1,331	115
2020-08-05	$64.97	$58.88	107.6%	30.9%	58.3%	42.8%	123.7%	-18.3%	66.1%	62.5K	-2.1M	-7.5K	0.01	117.96	26	0	1,337	118
2020-08-06	$65.16	$39.25	111.8%	32.7%	58.3%	44.8%	123.4%	2.5%	0.2%	15.6K	-1.8M	-5.6K	0.07	106.52	17	1	1,340	118
2020-08-07	$73.41	$39.25	90.3%	34.4%	73.2%	34.5%	142.0%	27.9%	-21.1%	99.7K	-3.6M	-9.6K	0.04	114.93	81	3	1,348	119
2020-08-10	$71.84	$39.25	129.4%	19.9%	69.8%	53.3%	76.5%	-9.3%	20.6%	93.1K	-3.3M	-8.6K	0.54	91.83	33	18	1,366	120
2020-08-11	$69.48	$39.25	123.2%	33.8%	70.8%	50.3%	102.0%	38.6%	-30.8%	18.5K	-2.2M	-5.7K	0.19	76.51	62	12	1,369	113
2020-08-12	$69.48	$39.25	73.3%	21.0%	69.0%	26.3%	78.9%	20.4%	-0.9%	95.8K	-2.8M	-7.8K	0.06	64.64	40	2	1,373	117
2020-08-13	$74.39	$39.25	90.8%	26.0%	71.9%	34.7%	84.1%	34.4%	-9.6%	120.4K	-3.6M	-8.5K	0.01	73.34	31	0	1,363	118
2020-08-14	$72.62	$39.25	88.6%	25.4%	72.6%	33.7%	88.9%	5.9%	12.3%	100.5K	-3.1M	-8.0K	0.09	35.59	16	2	1,371	118
2020-08-17	$78.31	$58.88	103.8%	29.7%	76.2%	41.0%	103.7%	23.8%	-10.0%	207.0K	-4.2M	-8.2K	0.12	53.05	53	6	1,377	117
2020-08-18	$84.79	$58.88	104.1%	29.9%	79.8%	41.2%	105.1%	17.4%	-17.1%	119.7K	-6.7M	-7.5K	0.04	71.89	173	6	1,393	123
2020-08-19	$85.18	$58.88	101.0%	28.9%	79.0%	39.6%	95.5%	5.1%	-5.7%	166.8K	-6.4M	-8.1K	0.10	80.17	56	6	1,391	128
2020-08-20	$87.14	$58.88	100.7%	28.9%	77.3%	39.5%	90.3%	31.4%	53.5%	29.3K	-7.1M	-7.5K	0.02	52.07	50	1	1,405	131
2020-08-21	$83.02	$58.88	91.3%	26.2%	77.0%	35.0%	89.9%	-8.5%	18.1%	30.6K	-6.6M	-7.8K	0.03	94.07	118	4	1,406	131
2020-08-24	$77.72	$58.88	75.0%	21.5%	81.1%	27.1%	81.8%	-17.2%	13.8%	31.8K	-2.1M	-7.2K	0.46	50.49	50	23	560	63
2020-08-25	$82.04	$58.88	54.9%	15.7%	81.1%	17.5%	50.7%	17.9%	-8.4%	40.4K	-2.5M	-7.5K	0.20	131.56	44	9	585	84
2020-08-26	$79.88	$78.51	96.1%	27.6%	80.6%	37.3%	83.6%	10.1%	42.3%	31.9K	-2.3M	-8.6K	0.12	61.68	15	2	606	92
2020-08-27	$79.29	$78.51	89.0%	25.5%	80.0%	33.9%	86.8%	14.1%	4.4%	33.0K	-2.2M	-8.3K	0.00	51.71	117	0	611	94
2020-08-28	$83.22	$78.51	86.1%	24.7%	79.4%	32.5%	75.8%	19.7%	46.5%	48.5K	-2.7M	-9.6K	0.01	137.05	81	1	711	94
2020-08-31	$85.38	$78.51	86.8%	24.9%	78.2%	32.8%	81.3%	14.5%	-9.7%	58.5K	-3.2M	-10.5K	0.00	76.62	153	0	783	97