AGEN Options History — December 2020

In December 2020, AGEN traded between $62.41 and $74.78. ATM implied volatility averaged 70.7%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 14.8% (HV 20d: 55.9%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.56.

Notable Days

  • 2020-12-14: Highest Volume — 151 contracts
  • 2020-12-09: Largest IV spike — 52.1% change
  • 2020-12-01: Highest IV Rank — 33.7%
  • 2020-12-01: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.65$62.41$74.78$74.78$62.81
Max Pain$61.56$58.88$78.51$58.88$58.88
ATM IV70.7%54.8%88.7%88.7%79.4%
Expected Move21.3%16.7%25.4%25.4%22.8%
HV 20d55.9%49.8%63.2%58.5%49.8%
HV 60d63.0%55.8%82.5%81.4%56.4%
IV Rank25.1%17.4%33.7%33.7%29.3%
IV Percentile10.9%1.2%29.4%29.4%18.7%
Term Structure16.8%-17.4%51.7%-5.8%10.7%
VWIV78.1%58.0%97.2%86.1%79.3%
Skew 25d0.1%-46.3%53.7%-14.9%33.7%
Skew 10d15.6%-42.4%104.7%-36.6%89.9%
Call IV 25d75.7%49.8%101.6%77.1%55.0%
Put IV 25d75.8%49.6%108.7%62.2%88.7%
Bid-Ask Spread %98.5070.86138.42125.4070.86
Gamma HHI0.310.230.480.330.35
Net GEX38.7K28.8K75.2K48.5K28.8K
Net DEX-1.7M-2.5M-1.1M-2.4M-1.1M
Net VEX-11.8K-13.8K-10.2K-12.2K-10.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.007.350.000.02
Total Volume48.68291519518
Total OI1,1339441,2629441,192

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-12-01$74.78$58.8888.7%25.4%58.5%33.7%86.1%-14.9%-5.8%48.5K-2.4M-12.2K0.00125.40950840104
2020-12-02$71.05$58.8875.8%21.7%59.5%27.5%70.1%-46.3%18.2%54.4K-2.3M-12.1K0.03126.31120896104
2020-12-03$66.54$78.5154.8%21.5%63.2%17.4%77.3%16.2%50.3%40.8K-2.0M-11.2K0.03104.33502907104
2020-12-04$65.55$78.5163.8%24.5%61.2%21.7%83.8%-12.4%-2.5%39.1K-1.6M-10.8K0.7185.632619908106
2020-12-07$63.79$78.5159.0%19.2%58.9%19.4%63.7%-19.7%46.6%30.7K-1.4M-10.2K0.18138.42519925124
2020-12-08$63.79$58.8855.4%24.0%55.1%17.7%90.7%-18.4%8.8%32.7K-1.4M-10.8K7.35105.921077973131
2020-12-09$64.18$58.8884.2%24.2%53.2%31.6%84.3%1.5%-5.5%39.3K-1.4M-11.3K2.2679.162556981205
2020-12-10$66.73$58.8879.3%22.7%55.8%29.2%97.2%0.1%7.3%41.0K-1.6M-11.5K0.02105.96261995193
2020-12-11$67.52$58.8859.1%16.9%51.8%19.5%82.6%12.0%51.7%41.8K-1.9M-12.2K0.01119.745401,004193
2020-12-14$72.03$58.8884.8%24.3%57.4%31.9%86.2%-0.9%-17.4%33.1K-2.5M-13.8K0.0394.1514741,007193
2020-12-15$72.42$58.8879.1%22.7%56.7%29.1%82.2%25.9%-0.8%75.2K-2.1M-13.0K0.0484.194421,047197
2020-12-16$71.64$58.8872.8%20.9%56.1%26.1%76.0%-25.9%7.1%36.6K-1.9M-13.3K0.0286.71901,060198
2020-12-17$72.62$58.8878.5%22.5%55.5%28.8%76.8%15.0%14.1%35.8K-2.0M-13.0K0.0885.543131,056198
2020-12-18$71.64$58.8884.4%24.2%54.8%31.7%79.6%2.5%-2.9%34.7K-1.9M-12.9K0.1498.702431,062200
2020-12-21$67.52$58.8869.0%19.8%58.0%24.3%84.8%-32.2%3.8%31.2K-1.5M-11.3K0.0579.27875833190
2020-12-22$67.71$58.8858.4%16.7%57.7%19.2%77.2%-15.0%31.5%38.8K-1.6M-11.9K0.0587.48271913195
2020-12-23$68.11$58.8858.9%16.9%56.8%19.4%68.2%-6.3%43.6%38.5K-1.5M-11.9K0.3989.09156909196
2020-12-24$67.12$58.8877.2%22.1%54.8%28.2%86.0%22.2%22.6%38.4K-1.5M-11.9K0.0799.12151915202
2020-12-28$64.18$58.8860.0%17.2%51.7%19.9%58.0%0.8%28.9%30.4K-1.2M-11.1K0.10124.06495919203
2020-12-29$62.41$58.8869.5%19.9%52.2%24.5%62.5%53.7%34.0%31.8K-1.2M-10.7K0.6091.182515955207
2020-12-30$64.18$58.8863.7%18.3%52.1%21.7%65.0%10.1%25.6%30.6K-1.4M-11.1K0.1185.82202965221
2020-12-31$62.81$58.8879.4%22.8%49.8%29.3%79.3%33.7%10.7%28.8K-1.1M-10.8K0.0270.86180970222