AGEN Options History — November 2020

In November 2020, AGEN traded between $68.89 and $81.45. ATM implied volatility averaged 91.8%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 31.6% (HV 20d: 60.2%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2020-11-06: Highest Volume — 235 contracts
2020-11-23: Largest IV drop — 37.0% change
2020-11-02: Highest IV Rank — 51.3%
2020-11-02: Largest Expected Move — 35.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.02	$68.89	$81.45	$73.41	$72.62
Max Pain	$68.69	$58.88	$78.51	$58.88	$78.51
ATM IV	91.8%	58.5%	125.1%	125.1%	88.2%
Expected Move	26.0%	16.8%	35.9%	35.9%	25.3%
HV 20d	60.2%	52.4%	66.4%	61.3%	58.0%
HV 60d	82.4%	80.5%	84.5%	84.1%	81.1%
IV Rank	35.2%	19.2%	51.3%	51.3%	33.5%
IV Percentile	36.8%	2.0%	83.3%	83.3%	28.6%
Term Structure	8.0%	-27.9%	92.5%	-21.0%	0.7%
VWIV	91.7%	68.1%	122.5%	118.5%	88.0%
Skew 25d	-12.2%	-57.1%	16.0%	-57.1%	-27.2%
Skew 10d	3.1%	-66.1%	56.5%	-10.9%	-66.1%
Call IV 25d	91.3%	58.0%	132.3%	132.3%	83.5%
Put IV 25d	79.1%	56.3%	140.2%	75.1%	56.3%
Bid-Ask Spread %	100.18	75.99	121.94	75.99	118.53
Gamma HHI	0.34	0.24	0.52	0.31	0.31
Net GEX	52.0K	25.3K	76.9K	49.1K	42.7K
Net DEX	-2.5M	-3.4M	-1.2M	-2.6M	-2.2M
Net VEX	-11.5K	-12.9K	-9.0K	-12.2K	-11.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	3.04	0.02	0.60
Total Volume	58.9	17	235	87	21
Total OI	1,387.5	751	1,624	1,446	951

Daily Data (20 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
2020-11-02	$73.41	$58.88	125.1%	35.9%	61.3%	51.3%	118.5%	-57.1%	-21.0%	49.1K	-2.6M	-12.2K	0.02	75.99	85	2	1,236	210
2020-11-03	$76.35	$58.88	123.5%	35.4%	62.2%	50.5%	122.5%	16.0%	-12.5%	50.3K	-3.0M	-12.3K	0.03	107.40	24	1	1,236	210
2020-11-04	$76.94	$58.88	91.4%	26.2%	58.6%	35.0%	91.7%	1.7%	92.5%	53.6K	-3.3M	-12.7K	0.03	121.94	27	1	1,284	210
2020-11-05	$79.69	$58.88	95.5%	29.4%	60.3%	37.0%	97.5%	-17.3%	11.4%	57.6K	-3.4M	-12.1K	1.34	95.71	38	51	1,298	211
2020-11-06	$75.17	$58.88	109.0%	28.3%	63.3%	43.5%	104.4%	7.2%	3.1%	59.3K	-2.9M	-11.9K	3.04	90.35	58	177	1,331	246
2020-11-09	$78.90	$58.88	85.2%	23.4%	66.0%	32.0%	79.3%	-18.2%	22.2%	60.9K	-3.1M	-11.6K	0.04	96.66	73	3	1,347	200
2020-11-10	$81.45	$58.88	99.7%	24.6%	66.4%	39.0%	96.5%	-22.6%	20.5%	74.5K	-3.4M	-12.9K	0.25	93.65	33	8	1,325	198
2020-11-11	$79.29	$58.88	90.6%	26.0%	59.6%	34.6%	85.3%	-3.3%	-7.1%	74.3K	-3.3M	-12.8K	0.43	84.47	25	11	1,345	206
2020-11-12	$74.19	$58.88	88.9%	25.5%	62.5%	33.8%	87.6%	-22.6%	4.5%	57.4K	-2.2M	-10.1K	0.53	116.40	22	11	1,355	217
2020-11-13	$74.39	$58.88	92.9%	26.6%	61.1%	35.7%	91.8%	-16.4%	4.4%	49.9K	-2.2M	-11.0K	0.25	96.77	39	10	1,362	221
2020-11-16	$76.15	$78.51	82.7%	23.7%	60.6%	30.9%	89.2%	-20.2%	6.8%	65.1K	-2.5M	-11.0K	0.03	103.33	47	2	1,395	229
2020-11-17	$77.72	$78.51	88.7%	25.4%	61.2%	33.8%	88.6%	-18.6%	4.9%	76.9K	-2.7M	-11.3K	0.10	103.95	25	3	1,396	228
2020-11-18	$75.37	$78.51	87.1%	25.0%	61.4%	33.0%	88.2%	2.0%	-7.5%	74.0K	-2.3M	-11.9K	0.24	121.47	14	3	1,396	227
2020-11-19	$73.21	$78.51	99.6%	28.5%	61.7%	39.0%	99.9%	-35.6%	21.5%	25.4K	-2.0M	-10.2K	0.63	97.82	16	10	1,405	206
2020-11-20	$71.44	$78.51	92.9%	26.6%	60.4%	35.8%	99.5%	-38.7%	7.4%	25.5K	-2.0M	-10.6K	0.46	93.07	21	10	1,401	209
2020-11-23	$70.07	$78.51	58.5%	16.8%	54.4%	19.2%	68.1%	1.6%	15.6%	25.3K	-1.2M	-9.0K	0.02	92.81	112	2	647	104
2020-11-24	$72.03	$78.51	72.8%	20.9%	52.4%	26.1%	73.6%	12.0%	21.3%	36.2K	-1.7M	-11.5K	0.01	101.38	90	1	747	106
2020-11-25	$68.89	$78.51	79.0%	22.7%	53.6%	29.1%	83.3%	7.9%	-27.9%	39.5K	-1.8M	-10.6K	0.02	95.48	44	1	813	107
2020-11-27	$73.21	$78.51	83.9%	24.1%	58.1%	31.4%	80.0%	6.4%	-0.7%	42.4K	-2.2M	-12.6K	0.00	96.36	57	0	827	108
2020-11-30	$72.62	$78.51	88.2%	25.3%	58.0%	33.5%	88.0%	-27.2%	0.7%	42.7K	-2.2M	-11.7K	0.60	118.53	13	8	843	108