AGEN Options History — May 2021

In May 2021, AGEN traded between $55.15 and $83.81. ATM implied volatility averaged 95.8%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 28.7% (HV 20d: 67.1%). 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 11 of 20 days. Put/call ratio averaged 0.18.

Notable Days

2021-05-18: Highest Volume — 2,316 contracts
2021-05-18: Largest IV spike — 15.9% change
2021-05-19: Highest IV Rank — 44.5%
2021-05-19: Largest Expected Move — 31.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.30	$55.15	$83.81	$60.26	$83.81
Max Pain	$66.73	$58.88	$78.51	$58.88	$78.51
ATM IV	95.8%	83.8%	109.3%	97.1%	86.9%
Expected Move	27.9%	24.4%	31.3%	27.8%	24.9%
HV 20d	67.1%	43.8%	87.3%	47.9%	85.8%
HV 60d	63.5%	55.6%	72.5%	55.6%	67.9%
IV Rank	31.8%	23.6%	44.5%	26.6%	26.1%
IV Percentile	44.7%	21.0%	74.2%	45.6%	25.8%
Term Structure	-0.7%	-38.8%	26.6%	2.3%	7.8%
VWIV	99.9%	86.1%	122.8%	99.4%	99.1%
Skew 25d	2.8%	-29.7%	64.1%	-20.1%	-23.1%
Skew 10d	6.6%	-51.1%	95.8%	-20.6%	-34.3%
Call IV 25d	93.3%	69.3%	118.2%	111.3%	104.4%
Put IV 25d	96.0%	66.3%	149.7%	91.2%	81.3%
Bid-Ask Spread %	50.17	11.85	102.53	68.11	12.43
Gamma HHI	0.41	0.21	0.60	0.41	0.35
Net GEX	116.6K	71.4K	161.4K	96.2K	159.6K
Net DEX	-7.6M	-15.7M	-2.5M	-4.3M	-11.6M
Net VEX	-33.8K	-56.9K	-22.5K	-26.2K	-56.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.02	0.55	0.55	0.03
Total Volume	348.5	26	2,316	29	201
Total OI	3,875.25	3,401	5,236	3,598	3,863

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
2021-05-03	$60.26	$58.88	97.1%	27.8%	47.9%	26.6%	99.4%	-20.1%	2.3%	96.2K	-4.3M	-26.2K	0.55	68.11	19	10	3,024	574
2021-05-04	$58.68	$58.88	101.9%	29.2%	45.2%	29.6%	101.8%	22.9%	7.3%	92.2K	-4.4M	-25.2K	0.43	80.51	22	9	3,026	582
2021-05-05	$58.10	$58.88	105.5%	30.2%	43.8%	31.9%	105.5%	29.1%	26.6%	86.8K	-3.7M	-25.3K	0.14	72.08	76	10	3,033	584
2021-05-06	$55.15	$58.88	93.4%	27.0%	47.7%	24.2%	122.8%	64.1%	-7.6%	80.7K	-2.5M	-22.5K	0.26	102.53	30	8	3,045	590
2021-05-07	$59.67	$58.88	90.0%	29.9%	55.2%	28.7%	91.6%	13.1%	-3.5%	102.1K	-4.1M	-25.1K	0.03	60.01	110	3	3,057	583
2021-05-10	$59.27	$58.88	83.8%	28.4%	54.0%	23.6%	86.1%	7.4%	-10.8%	116.3K	-3.9M	-24.0K	0.30	77.31	20	6	3,119	581
2021-05-11	$60.26	$58.88	95.7%	27.5%	54.1%	33.3%	95.5%	21.1%	1.5%	111.4K	-4.8M	-25.2K	0.02	83.50	82	2	3,126	586
2021-05-12	$59.86	$58.88	101.1%	29.0%	53.9%	37.7%	100.5%	20.2%	4.3%	116.5K	-4.5M	-25.2K	0.20	85.31	56	11	3,186	587
2021-05-13	$59.47	$58.88	102.9%	29.5%	53.9%	39.3%	100.4%	14.5%	-3.5%	113.7K	-4.1M	-24.3K	0.05	57.86	36	2	3,189	597
2021-05-14	$62.81	$58.88	99.7%	28.6%	55.8%	36.6%	97.6%	11.3%	-38.8%	123.0K	-5.6M	-25.6K	0.18	83.34	88	16	3,207	597
2021-05-17	$63.98	$58.88	90.8%	26.0%	54.1%	29.3%	97.8%	7.8%	-2.7%	124.4K	-5.8M	-24.3K	0.07	70.85	46	3	3,246	602
2021-05-18	$78.70	$58.88	105.2%	30.2%	87.1%	41.1%	106.3%	-4.1%	-1.2%	150.2K	-11.9M	-30.5K	0.29	37.68	1,800	516	3,252	604
2021-05-19	$81.65	$78.51	109.3%	31.3%	85.4%	44.5%	113.8%	-11.9%	-11.5%	71.4K	-14.2M	-34.3K	0.22	13.02	618	138	3,848	796
2021-05-20	$81.84	$78.51	102.5%	29.4%	85.6%	38.9%	106.4%	-3.4%	3.0%	161.4K	-14.2M	-38.1K	0.08	14.84	1,096	90	4,082	833
2021-05-21	$82.43	$78.51	100.4%	28.8%	85.6%	37.1%	102.0%	3.7%	-4.1%	107.4K	-15.7M	-47.7K	0.07	13.58	787	54	4,361	875
2021-05-24	$79.10	$78.51	89.6%	25.7%	87.3%	28.4%	93.0%	-24.6%	6.1%	115.4K	-8.3M	-46.4K	0.25	27.96	216	54	2,767	634
2021-05-25	$79.10	$78.51	85.2%	24.4%	87.0%	24.8%	91.3%	-29.7%	1.6%	122.7K	-8.4M	-47.5K	0.04	11.85	252	9	2,871	652
2021-05-26	$80.86	$78.51	88.3%	25.3%	87.1%	27.3%	95.5%	-26.6%	1.4%	135.5K	-9.3M	-49.9K	0.17	15.80	232	40	2,955	652
2021-05-27	$81.06	$78.51	88.0%	25.2%	86.0%	27.0%	91.7%	-16.0%	8.3%	146.0K	-9.9M	-52.5K	0.14	14.89	177	25	3,069	670
2021-05-28	$83.81	$78.51	86.9%	24.9%	85.8%	26.1%	99.1%	-23.1%	7.8%	159.6K	-11.6M	-56.9K	0.03	12.43	196	5	3,185	678