AGEN Options History — September 2020

In September 2020, AGEN traded between $77.72 and $103.83. ATM implied volatility averaged 100.5%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 29.4%. IV traded above realized volatility by 0.3% (HV 20d: 100.2%). Max pain ranged from $58.88 to $98.14. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2020-09-10: Highest Volume — 981 contracts
  • 2020-09-10: Largest IV spike — 37.6% change
  • 2020-09-10: Highest IV Rank — 56.6%
  • 2020-09-10: Largest Expected Move — 39.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.88$77.72$103.83$83.02$78.51
Max Pain$90.66$58.88$98.14$78.51$98.14
ATM IV100.5%73.1%136.3%99.6%101.2%
Expected Move29.4%24.2%39.1%28.6%29.0%
HV 20d100.2%68.4%117.1%78.2%115.1%
HV 60d78.1%63.5%86.9%67.3%86.5%
IV Rank39.4%26.2%56.6%39.0%39.8%
IV Percentile57.8%21.0%89.3%59.5%58.3%
Term Structure2.3%-59.9%65.6%65.6%3.5%
VWIV100.3%59.6%121.9%95.4%106.4%
Skew 25d-3.9%-53.4%56.9%16.8%-31.0%
Skew 10d-15.6%-72.9%47.2%43.7%-32.6%
Call IV 25d99.9%76.0%121.5%84.7%109.3%
Put IV 25d95.9%68.1%132.9%101.6%78.2%
Bid-Ask Spread %62.5022.95138.02100.9768.12
Gamma HHI0.390.340.480.410.35
Net GEX77.6K50.8K170.3K57.2K55.5K
Net DEX-4.5M-8.7M-2.8M-3.1M-2.9M
Net VEX-15.1K-18.2K-11.2K-11.2K-14.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.011.220.090.10
Total Volume145129817912
Total OI1,365.9529571,8319571,530

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-09-01$83.02$78.5199.6%28.6%78.2%39.0%95.4%16.8%65.6%57.2K-3.1M-11.2K0.09100.9772786097
2020-09-02$83.02$78.5190.9%26.1%77.0%34.8%93.9%16.1%29.4%56.6K-3.4M-11.8K0.1491.82274908101
2020-09-03$78.70$58.8873.1%30.4%80.4%26.2%96.3%-7.4%-17.8%57.0K-2.8M-11.6K0.01121.77390930102
2020-09-04$77.72$58.8880.1%30.1%69.5%29.6%83.3%56.9%19.2%57.6K-3.1M-11.9K0.29138.02206945102
2020-09-08$78.90$58.88108.5%27.9%69.0%43.3%59.6%9.9%-1.6%59.9K-3.0M-11.7K1.2275.933036948106
2020-09-09$82.04$98.1499.1%28.4%68.4%38.7%83.2%-7.7%22.7%62.0K-3.0M-12.3K0.01100.94410953141
2020-09-10$103.83$98.14136.3%39.1%105.6%56.6%121.9%15.5%-59.9%70.7K-6.5M-15.2K0.1563.00849132967141
2020-09-11$97.15$98.1487.7%25.1%108.3%33.3%100.2%-0.8%-4.6%115.3K-6.0M-17.3K0.4763.28172811,235200
2020-09-14$102.06$98.14101.4%29.1%108.0%39.9%105.1%-3.2%-20.0%118.0K-6.8M-17.5K0.1547.39118171,298243
2020-09-15$97.74$98.1484.2%24.2%107.7%31.6%88.9%-6.3%7.3%133.2K-5.9M-17.2K0.0552.5815181,360247
2020-09-16$100.49$98.14108.2%31.0%104.9%43.1%108.3%-0.3%-6.3%132.8K-6.8M-16.9K0.0353.6322071,392245
2020-09-17$102.85$98.14123.6%35.4%105.0%50.6%120.8%10.9%-13.6%170.3K-8.0M-18.2K0.1251.18154191,505243
2020-09-18$102.26$98.14110.6%31.7%105.0%44.3%110.9%5.6%-5.0%70.9K-8.7M-17.9K0.0551.05309171,581250
2020-09-21$91.85$98.1499.4%28.5%111.1%38.9%98.8%-3.6%-2.5%74.2K-4.7M-17.0K0.3723.6659221,140166
2020-09-22$83.81$98.14106.7%30.6%113.6%42.4%103.6%8.1%-6.6%59.8K-3.5M-15.7K0.3822.95102391,168181
2020-09-23$85.38$98.1499.2%28.4%112.2%38.8%98.4%-13.9%-14.3%64.2K-3.9M-17.3K0.3024.0935111,223206
2020-09-24$77.72$98.1496.3%27.6%117.0%37.4%121.1%-53.4%10.8%50.8K-2.9M-15.1K0.2232.52105231,217210
2020-09-25$78.90$98.1497.8%28.0%117.1%38.1%98.7%-36.7%-0.4%54.5K-2.9M-15.6K0.2332.783071,273228
2020-09-28$79.88$98.14101.4%29.1%115.8%39.8%108.7%-33.6%18.9%54.1K-3.5M-16.1K0.1335.322631,287227
2020-09-29$79.69$98.14104.4%29.9%115.3%41.3%103.3%-24.6%23.1%55.4K-3.1M-15.6K0.7461.4520151,300229
2020-09-30$78.51$98.14101.2%29.0%115.1%39.8%106.4%-31.0%3.5%55.5K-2.9M-14.6K0.1068.121111,306224