AGEN Options History — March 2021

In March 2021, AGEN traded between $53.39 and $77.72. ATM implied volatility averaged 118.9%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 56.4% (HV 20d: 62.5%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.35.

Notable Days

  • 2021-03-16: Highest Volume — 231 contracts
  • 2021-03-16: Largest IV drop — 24.8% change
  • 2021-03-08: Highest IV Rank — 73.5%
  • 2021-03-12: Largest Expected Move — 42.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.19$53.39$77.72$77.72$53.97
Max Pain$62.29$58.88$78.51$78.51$58.88
ATM IV118.9%83.9%171.3%124.5%109.1%
Expected Move32.9%24.1%42.5%35.7%31.3%
HV 20d62.5%47.2%87.2%85.8%61.0%
HV 60d71.2%68.0%73.4%68.0%73.2%
IV Rank48.3%31.4%73.5%51.0%43.6%
IV Percentile66.4%21.8%95.2%81.0%65.1%
Term Structure15.2%-18.3%64.8%-1.1%-6.3%
VWIV115.6%80.1%156.0%123.4%108.9%
Skew 25d3.0%-38.2%74.3%9.0%-1.9%
Skew 10d-11.6%-76.5%77.2%-17.4%4.8%
Call IV 25d111.4%72.0%151.3%121.3%89.0%
Put IV 25d114.4%76.7%176.0%130.3%87.0%
Bid-Ask Spread %65.3420.96117.1740.2056.25
Gamma HHI0.280.210.340.340.23
Net GEX60.7K41.4K115.1K115.1K44.2K
Net DEX-3.3M-6.1M-1.9M-5.8M-1.9M
Net VEX-27.0K-35.1K-22.3K-35.1K-22.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.052.300.200.05
Total Volume116.826382319865
Total OI3,133.1742,3453,6953,0812,869

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-03-01$77.72$78.51124.5%35.7%85.8%51.0%123.4%9.0%-1.1%115.1K-5.8M-35.1K0.2040.2082162,687394
2021-03-02$72.42$78.51138.9%39.8%87.2%57.9%149.1%2.7%-2.8%78.4K-6.1M-33.7K0.2060.7355112,694403
2021-03-03$67.71$78.51145.1%41.6%84.1%60.9%156.0%-18.8%7.1%74.8K-3.9M-30.9K0.2936.2496282,711413
2021-03-04$62.81$78.51125.6%40.4%84.9%51.5%147.4%74.3%33.2%53.9K-2.9M-27.3K1.2999.3740522,764440
2021-03-05$63.00$58.88150.5%37.6%47.4%63.5%126.9%5.8%6.3%58.7K-3.2M-27.9K0.0671.527752,778449
2021-03-08$60.84$58.88171.3%32.4%47.2%73.5%117.8%-21.7%64.8%52.6K-2.9M-27.0K0.5182.2938192,793450
2021-03-09$63.98$58.88153.5%34.0%53.5%64.9%124.5%-22.2%-1.8%55.9K-3.1M-27.9K0.1364.703542,811455
2021-03-10$62.81$58.88126.2%36.2%53.1%51.8%120.9%-12.1%33.6%54.8K-3.2M-27.9K0.0571.099652,830460
2021-03-11$65.55$58.88128.6%36.9%58.1%52.9%126.2%-10.0%-18.3%69.0K-3.7M-29.0K0.0768.937952,917460
2021-03-12$65.16$58.88148.4%42.5%52.7%62.5%131.7%12.7%-4.5%68.7K-3.9M-29.4K0.1580.91172262,978464
2021-03-15$67.12$58.88116.9%33.5%55.3%47.3%114.4%-10.8%-17.6%75.6K-4.0M-28.1K0.6772.96104703,108489
2021-03-16$63.40$58.8887.9%25.2%57.0%33.3%80.1%26.9%38.4%68.7K-3.2M-25.4K0.09117.17211203,127542
2021-03-17$63.79$58.88108.7%31.1%57.5%43.3%110.5%-14.2%15.6%60.3K-3.6M-27.9K2.3066.9724553,174521
2021-03-18$61.63$58.88103.2%29.6%57.4%40.7%101.4%-1.1%42.5%64.6K-3.2M-26.6K0.0768.71190133,182467
2021-03-19$62.02$58.88105.3%30.2%56.6%41.7%107.3%15.7%5.0%56.3K-3.1M-25.9K0.7250.65102743,207464
2021-03-22$63.20$58.8883.9%24.1%57.5%31.4%92.9%-16.0%43.2%57.7K-3.2M-26.6K0.0870.71208161,987358
2021-03-23$58.88$58.8885.7%24.6%60.5%32.3%88.7%-24.1%21.1%53.5K-2.5M-24.1K0.4472.38123542,136368
2021-03-24$54.96$58.8886.7%24.9%62.7%32.8%89.4%48.5%17.6%41.4K-2.0M-22.3K0.1668.1798162,193421
2021-03-25$55.94$58.8899.0%28.4%64.1%38.7%100.5%48.7%20.6%47.8K-2.5M-23.5K0.1350.70101132,250427
2021-03-26$56.53$58.88105.9%30.4%64.9%42.0%105.9%22.6%50.0%56.0K-3.0M-26.3K0.0662.813622,341439
2021-03-29$53.58$58.88110.8%31.8%66.2%44.4%123.2%-38.2%6.6%46.3K-2.1M-23.5K0.1948.5081152,365439
2021-03-30$53.39$58.88118.8%34.1%63.4%48.2%112.3%-7.0%-4.8%42.1K-2.0M-22.7K0.1620.964782,390448
2021-03-31$53.97$58.88109.1%31.3%61.0%43.6%108.9%-1.9%-6.3%44.2K-1.9M-22.6K0.0556.256232,416453