AGEN Options History — April 2021

In April 2021, AGEN traded between $50.05 and $62.22. ATM implied volatility averaged 102.8%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 44.9% (HV 20d: 58.0%). Max pain ranged from $58.88 to $58.88. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2021-04-13: Highest Volume — 564 contracts
  • 2021-04-05: Largest IV spike — 48.8% change
  • 2021-04-05: Highest IV Rank — 53.8%
  • 2021-04-09: Largest Expected Move — 34.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.29$50.05$62.22$56.13$60.26
Max Pain$58.88$58.88$58.88$58.88$58.88
ATM IV102.8%82.3%130.4%87.6%98.7%
Expected Move29.3%23.6%34.6%25.1%28.3%
HV 20d58.0%53.5%65.3%58.5%53.5%
HV 60d72.5%67.2%75.4%73.7%67.2%
IV Rank31.9%16.0%53.8%33.2%27.6%
IV Percentile52.0%20.2%84.9%27.8%46.8%
Term Structure3.0%-32.2%27.9%19.3%13.6%
VWIV104.4%85.4%124.8%87.8%102.4%
Skew 25d-4.0%-34.5%22.7%9.7%-19.4%
Skew 10d8.0%-44.1%55.8%16.3%-14.4%
Call IV 25d106.6%75.2%130.2%75.2%107.0%
Put IV 25d102.6%75.6%128.0%85.0%87.6%
Bid-Ask Spread %63.7623.5381.0923.5381.09
Gamma HHI0.330.210.450.230.38
Net GEX68.3K29.1K103.9K58.3K92.6K
Net DEX-3.2M-5.3M-1.3M-2.3M-4.7M
Net VEX-24.4K-28.9K-20.1K-23.0K-27.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.011.660.010.23
Total Volume121.4292556410925
Total OI3,311.4292,9203,7782,9203,594

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$56.13$58.8887.6%25.1%58.5%33.2%87.8%9.7%19.3%58.3K-2.3M-23.0K0.0123.5310812,465455
2021-04-05$60.06$58.88130.4%34.5%64.0%53.8%117.0%-29.3%-32.2%77.1K-3.7M-26.9K0.4574.37138622,540456
2021-04-06$57.11$58.88127.6%34.1%65.3%52.5%116.6%5.8%-9.3%67.1K-3.2M-26.4K0.1343.0174102,615500
2021-04-07$55.35$58.88106.0%34.0%62.8%42.0%119.3%4.9%9.5%61.7K-2.7M-24.2K0.0738.017652,626505
2021-04-08$54.76$58.88116.0%32.7%62.7%46.9%114.5%5.2%8.6%59.9K-2.6M-24.2K0.1044.455562,670507
2021-04-09$54.76$58.88124.0%34.6%60.0%50.7%124.8%-13.3%1.9%60.8K-2.5M-24.0K0.1070.877372,707511
2021-04-12$53.19$58.88114.5%33.0%60.4%46.1%120.4%1.1%-4.4%33.3K-1.4M-20.9K0.1273.098192,753517
2021-04-13$53.19$58.8891.6%25.3%58.7%21.5%88.6%5.3%13.2%29.1K-1.3M-20.1K0.1467.43496682,790523
2021-04-14$52.60$58.88108.1%31.0%56.1%31.1%103.8%-6.9%-3.1%46.8K-2.0M-21.9K0.0241.7023963,100518
2021-04-15$52.21$58.88104.2%29.9%55.9%28.8%102.3%-34.5%27.9%55.0K-2.2M-22.8K0.1653.1974123,248518
2021-04-16$51.42$58.8895.1%27.3%55.1%23.5%93.8%17.4%-3.4%54.4K-2.0M-22.0K1.3377.5821283,260518
2021-04-19$50.05$58.8890.2%25.9%55.2%20.6%90.7%10.8%6.6%50.5K-2.0M-20.3K0.0370.938722,673425
2021-04-20$52.80$58.88103.4%29.6%58.9%28.3%104.4%22.7%-6.6%56.8K-2.4M-21.8K0.1073.174542,714427
2021-04-21$56.53$58.8899.4%28.5%60.2%26.0%101.2%9.8%3.7%71.9K-3.6M-25.2K0.1572.7472112,777427
2021-04-22$57.31$58.8882.3%23.6%54.9%16.0%85.4%-13.0%18.9%81.4K-4.3M-24.9K0.2074.0473152,816426
2021-04-23$58.88$58.8898.3%28.2%55.4%25.4%99.3%20.2%9.1%83.3K-4.4M-27.2K0.1670.775382,842436
2021-04-26$61.63$58.88100.8%28.9%57.4%26.8%104.3%-9.4%-9.3%92.5K-5.1M-26.8K0.0674.61200122,866439
2021-04-27$61.04$58.8887.1%25.0%53.5%18.8%96.3%-15.8%-12.6%100.1K-5.2M-25.3K0.1966.7573142,969440
2021-04-28$62.22$58.8895.5%27.4%53.6%23.7%111.8%-28.0%8.5%103.9K-5.0M-27.3K1.6677.0840672,998450
2021-04-29$60.65$58.8898.8%28.3%54.8%27.6%107.7%-27.0%3.7%97.7K-5.3M-28.9K1.2270.6145553,003516
2021-04-30$60.26$58.8898.7%28.3%53.5%27.6%102.4%-19.4%13.6%92.6K-4.7M-27.8K0.2381.092053,024570