AGEN Options History — January 2021

In January 2021, AGEN traded between $62.81 and $75.76. ATM implied volatility averaged 88.8%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 37.9% (HV 20d: 50.9%). Max pain ranged from $58.88 to $58.88. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.28.

Notable Days

2021-01-07: Highest Volume — 320 contracts
2021-01-08: Largest IV spike — 49.5% change
2021-01-27: Highest IV Rank — 47.3%
2021-01-27: Largest Expected Move — 33.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.54	$62.81	$75.76	$63.59	$72.23
Max Pain	$58.88	$58.88	$58.88	$58.88	$58.88
ATM IV	88.8%	61.8%	116.8%	101.1%	88.5%
Expected Move	24.7%	16.3%	33.5%	26.1%	25.4%
HV 20d	50.9%	37.4%	66.4%	44.9%	63.1%
HV 60d	55.3%	52.3%	57.9%	55.3%	57.8%
IV Rank	33.8%	20.8%	47.3%	39.7%	33.7%
IV Percentile	34.9%	5.6%	78.6%	53.2%	30.2%
Term Structure	10.5%	-23.4%	51.2%	-1.3%	-14.1%
VWIV	90.9%	75.4%	111.8%	89.8%	96.4%
Skew 25d	-1.7%	-41.3%	25.1%	-2.6%	-11.8%
Skew 10d	11.6%	-30.7%	50.6%	-14.4%	-0.5%
Call IV 25d	88.4%	70.2%	110.8%	91.7%	104.2%
Put IV 25d	86.6%	57.3%	115.5%	89.2%	92.4%
Bid-Ask Spread %	70.50	26.77	113.07	71.49	86.59
Gamma HHI	0.37	0.27	0.40	0.33	0.38
Net GEX	51.4K	24.4K	77.3K	31.4K	71.1K
Net DEX	-2.6M	-4.5M	-1.0M	-1.3M	-4.2M
Net VEX	-17.2K	-22.7K	-9.6K	-11.3K	-21.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.01	2.58	0.33	0.05
Total Volume	90.842	15	320	15	42
Total OI	1,623.211	1,204	1,907	1,204	1,907

Daily Data (19 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
2021-01-04	$63.59	$58.88	101.1%	26.1%	44.9%	39.7%	89.8%	-2.6%	-1.3%	31.4K	-1.3M	-11.3K	0.33	71.49	11	4	982	222
2021-01-05	$63.40	$58.88	75.7%	22.4%	44.7%	27.5%	92.3%	-24.8%	20.9%	29.9K	-1.1M	-9.6K	0.12	113.07	32	4	986	223
2021-01-06	$63.79	$58.88	81.1%	16.3%	43.7%	30.1%	95.2%	-25.7%	30.9%	24.4K	-1.0M	-9.9K	0.01	108.07	190	1	1,002	226
2021-01-07	$65.95	$58.88	61.8%	19.0%	45.3%	20.8%	85.0%	-3.6%	40.5%	40.1K	-1.8M	-14.4K	0.26	92.85	254	66	1,186	227
2021-01-08	$63.20	$58.88	92.4%	23.7%	47.9%	35.5%	83.2%	-2.2%	4.9%	45.2K	-1.8M	-16.3K	2.58	66.69	25	65	1,400	292
2021-01-11	$63.40	$58.88	77.7%	24.9%	45.6%	28.5%	83.5%	-6.9%	0.1%	37.4K	-2.0M	-16.0K	0.15	75.22	26	4	1,411	251
2021-01-12	$63.20	$58.88	102.8%	23.5%	45.2%	40.5%	87.5%	-10.5%	10.0%	40.0K	-1.9M	-16.0K	0.43	26.77	30	13	1,417	256
2021-01-13	$62.81	$58.88	80.1%	23.0%	37.4%	29.6%	88.1%	-10.6%	-2.8%	34.4K	-1.7M	-15.4K	0.53	52.41	25	13	1,429	256
2021-01-14	$67.52	$58.88	86.3%	24.7%	46.7%	32.6%	86.7%	2.5%	1.7%	49.5K	-2.4M	-17.4K	0.03	50.49	102	3	1,434	253
2021-01-15	$65.75	$58.88	77.0%	22.1%	47.4%	28.1%	94.7%	-41.3%	-23.4%	49.1K	-2.4M	-17.4K	0.03	74.05	55	2	1,486	255
2021-01-19	$68.89	$58.88	84.7%	24.3%	50.4%	31.8%	86.1%	20.4%	4.2%	57.0K	-2.7M	-18.4K	0.07	110.63	43	3	1,376	226
2021-01-20	$70.26	$58.88	93.3%	26.7%	50.8%	35.9%	75.4%	17.5%	-0.8%	61.9K	-2.8M	-19.2K	0.15	63.10	59	9	1,399	229
2021-01-21	$67.71	$58.88	92.9%	26.6%	48.0%	35.7%	91.5%	14.9%	0.3%	57.0K	-2.5M	-18.6K	0.17	54.03	29	5	1,423	236
2021-01-22	$67.12	$58.88	73.6%	21.1%	48.0%	26.5%	80.7%	20.9%	51.2%	54.8K	-2.5M	-18.1K	0.29	32.05	16	5	1,441	241
2021-01-25	$75.76	$58.88	103.4%	29.6%	64.6%	40.8%	100.2%	25.1%	-1.5%	74.0K	-4.5M	-22.7K	0.01	45.16	177	1	1,450	241
2021-01-26	$72.62	$58.88	103.9%	29.8%	66.4%	41.1%	102.8%	7.0%	12.6%	75.0K	-3.9M	-22.0K	0.04	47.65	119	4	1,551	243
2021-01-27	$73.80	$58.88	116.8%	33.5%	64.0%	47.3%	111.8%	-2.0%	42.3%	67.0K	-4.4M	-20.9K	0.02	81.57	221	4	1,558	243
2021-01-28	$72.23	$58.88	94.7%	27.2%	63.6%	36.6%	95.5%	0.6%	23.9%	77.3K	-3.7M	-21.5K	0.03	87.56	62	2	1,639	244
2021-01-29	$72.23	$58.88	88.5%	25.4%	63.1%	33.7%	96.4%	-11.8%	-14.1%	71.1K	-4.2M	-21.8K	0.05	86.59	40	2	1,662	245