AGEN Options History — October 2020

In October 2020, AGEN traded between $71.64 and $88.13. ATM implied volatility averaged 101.1%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 22.8% (HV 20d: 78.3%). Max pain ranged from $58.88 to $98.14. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.34.

Notable Days

  • 2020-10-19: Highest Volume — 326 contracts
  • 2020-10-13: Largest IV spike — 50.7% change
  • 2020-10-15: Highest IV Rank — 63.1%
  • 2020-10-15: Largest Expected Move — 42.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.42$71.64$88.13$79.29$72.03
Max Pain$62.45$58.88$98.14$98.14$58.88
ATM IV101.1%74.5%149.8%80.7%105.1%
Expected Move29.7%23.1%42.9%23.1%30.1%
HV 20d78.3%52.8%116.4%115.1%63.6%
HV 60d87.0%85.9%88.2%86.4%87.5%
IV Rank39.7%26.9%63.1%29.9%41.6%
IV Percentile53.5%14.7%90.9%29.0%62.3%
Term Structure11.6%-113.3%102.6%37.0%102.6%
VWIV102.9%79.2%133.4%81.5%104.1%
Skew 25d-9.6%-39.3%31.5%-24.6%2.3%
Skew 10d-13.5%-43.8%31.9%-37.5%22.3%
Call IV 25d104.6%92.5%123.4%96.2%106.8%
Put IV 25d94.9%71.6%126.1%71.6%109.1%
Bid-Ask Spread %87.8349.37114.6551.7887.72
Gamma HHI0.350.310.420.360.31
Net GEX53.5K41.6K79.1K47.7K44.7K
Net DEX-3.2M-4.2M-2.3M-3.1M-2.6M
Net VEX-14.2K-16.5K-11.6K-14.7K-12.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.029.420.830.19
Total Volume65.563261817
Total OI1,552.6821,3201,8191,5391,478

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$79.29$98.1480.7%23.1%115.1%29.9%81.5%-24.6%37.0%47.7K-3.1M-14.7K0.8351.781081,314225
2020-10-02$76.74$98.1496.2%27.6%114.2%37.3%101.2%-22.6%74.4%48.6K-3.1M-15.4K0.2549.372561,329231
2020-10-05$80.47$58.88101.9%32.3%115.3%40.1%133.4%-23.8%-14.1%52.9K-3.0M-14.5K0.19108.091221,340237
2020-10-06$82.83$58.8879.7%33.3%115.7%29.4%105.5%-12.8%-2.1%57.9K-3.6M-15.2K0.4284.3429121,346239
2020-10-07$87.34$58.88114.2%41.0%116.4%46.0%130.2%-9.0%-64.1%65.5K-4.2M-15.8K0.03107.998321,354251
2020-10-08$85.97$58.88113.6%32.5%77.5%45.7%116.6%-7.9%-26.7%45.7K-3.7M-14.6K0.0289.602411,364252
2020-10-09$84.99$58.8874.5%27.4%74.5%26.9%81.4%28.7%95.7%49.7K-3.9M-14.6K0.14103.531621,373252
2020-10-12$85.77$58.8890.8%28.3%71.8%34.7%104.2%-13.8%74.5%65.0K-3.6M-14.3K0.3797.04421,376253
2020-10-13$88.13$58.88136.7%24.6%71.7%56.9%96.9%9.3%85.5%79.1K-4.2M-15.1K0.2296.1260131,376253
2020-10-14$80.86$58.88105.0%30.1%76.0%41.6%92.6%11.9%11.9%55.5K-3.3M-13.7K0.6399.5087541,416243
2020-10-15$83.61$58.88149.8%42.9%76.7%63.1%125.4%21.5%8.1%41.6K-3.5M-14.2K9.4297.02111051,422294
2020-10-16$86.16$58.8899.5%28.5%78.0%38.9%86.9%31.5%-47.2%55.9K-4.0M-16.5K0.27100.602261,422397
2020-10-19$82.63$58.8886.3%24.8%70.1%32.6%99.9%-30.3%-12.2%52.6K-3.1M-14.4K0.97114.65166160994326
2020-10-20$81.84$58.8891.1%26.1%62.3%34.9%89.8%-10.0%-28.6%58.3K-3.4M-15.2K0.4387.461881,141334
2020-10-21$79.69$58.8888.8%25.5%62.5%33.8%89.6%-20.2%1.5%59.3K-3.1M-14.9K2.4671.6922541,151333
2020-10-22$80.86$58.8892.3%26.5%52.8%35.5%96.3%-23.9%-6.1%60.6K-3.3M-14.8K5.9693.009521,161381
2020-10-23$77.33$58.8896.9%27.8%55.0%37.7%95.4%-37.7%57.9%57.0K-2.9M-14.2K2.9088.5019561,164382
2020-10-26$71.64$58.8899.6%28.5%60.9%39.0%79.2%-12.0%-0.9%42.4K-2.3M-11.6K1.6775.0034571,179234
2020-10-27$75.17$58.88108.8%31.2%63.8%43.4%115.2%-31.6%-113.3%47.2K-2.9M-12.5K0.1883.961531,198239
2020-10-28$72.82$58.88104.4%29.9%64.5%41.3%122.8%2.8%34.6%44.7K-2.4M-11.7K0.7366.9530221,206240
2020-10-29$73.01$58.88109.2%31.3%64.3%43.6%115.4%-39.3%-12.9%44.4K-2.5M-12.2K1.1978.3947561,215244
2020-10-30$72.03$58.88105.1%30.1%63.6%41.6%104.1%2.3%102.6%44.7K-2.6M-12.1K0.1987.721431,233245