AGEN Options History — June 2021

In June 2021, AGEN traded between $79.10 and $107.56. ATM implied volatility averaged 85.6%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 9.0% (HV 20d: 76.6%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.22.

Notable Days

  • 2021-06-17: Highest Volume — 1,301 contracts
  • 2021-06-07: Largest IV spike — 24.4% change
  • 2021-06-08: Highest IV Rank — 38.9%
  • 2021-06-02: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.77$79.10$107.56$83.61$107.56
Max Pain$78.51$78.51$78.51$78.51$78.51
ATM IV85.6%76.5%102.5%85.3%83.1%
Expected Move24.3%21.9%27.5%24.4%23.8%
HV 20d76.6%60.4%92.9%85.9%60.4%
HV 60d69.8%66.4%73.5%67.9%66.4%
IV Rank25.1%17.7%38.9%24.8%23.1%
IV Percentile25.8%10.7%60.3%23.4%21.4%
Term Structure0.7%-6.8%6.8%6.8%-2.3%
VWIV86.3%77.3%98.5%88.6%81.0%
Skew 25d-3.5%-22.7%15.3%-14.9%-3.7%
Skew 10d-2.5%-34.2%47.3%-5.2%-24.5%
Call IV 25d89.3%79.0%102.9%94.6%86.1%
Put IV 25d85.8%73.5%102.3%79.7%82.4%
Bid-Ask Spread %22.008.7752.0812.2310.95
Gamma HHI0.340.210.580.390.23
Net GEX293.4K145.2K565.3K174.4K297.8K
Net DEX-19.3M-27.6M-9.5M-11.4M-22.6M
Net VEX-73.8K-88.8K-52.9K-55.8K-88.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.031.020.140.17
Total Volume270.091581,301157129
Total OI4,576.9093,9675,3633,9674,738

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$83.61$78.5185.3%24.4%85.9%24.8%88.6%-14.9%6.8%174.4K-11.4M-55.8K0.1412.23137203,286681
2021-06-02$79.88$78.5195.9%27.5%87.4%33.5%98.5%-22.7%0.0%153.5K-10.1M-53.4K0.1318.596993,331677
2021-06-03$79.10$78.5192.3%24.8%87.4%30.5%93.2%-3.1%6.5%145.2K-9.6M-53.1K0.1341.1395123,333680
2021-06-04$79.49$78.5182.3%26.4%83.9%22.4%92.2%1.1%-6.8%146.9K-9.5M-52.9K0.1852.0862113,360682
2021-06-07$84.00$78.51102.4%26.5%82.0%38.8%89.3%15.3%-6.2%175.6K-11.3M-56.0K0.0426.6018983,383689
2021-06-08$96.96$78.51102.5%25.9%92.8%38.9%92.6%-2.7%-0.4%259.9K-18.1M-63.6K0.0313.611,016333,475688
2021-06-09$98.33$78.5186.8%24.9%92.9%26.1%88.7%-3.3%1.3%367.5K-20.9M-72.0K0.1816.04305563,924710
2021-06-10$100.49$78.5186.7%24.9%92.2%26.0%89.8%-4.1%0.0%387.3K-22.2M-73.2K0.1536.61241373,987755
2021-06-11$100.88$78.5187.5%25.1%91.7%26.7%91.7%-1.2%-2.4%394.8K-22.7M-74.7K0.0538.21292144,071774
2021-06-14$100.49$78.5187.6%25.1%91.7%26.7%86.0%1.4%-1.6%449.3K-22.8M-74.9K0.1046.74285294,164785
2021-06-15$99.12$78.5185.6%24.6%92.7%25.1%83.6%6.3%-2.0%483.4K-21.7M-73.1K0.1820.58237444,228790
2021-06-16$97.74$78.5183.4%23.9%62.3%23.3%87.2%0.0%3.7%565.3K-20.2M-73.6K0.0926.09125114,312817
2021-06-17$104.81$78.5181.1%23.2%65.2%21.4%84.0%-2.8%5.7%277.5K-27.6M-76.6K0.0715.901,221804,339818
2021-06-18$102.85$78.5182.2%23.6%66.1%22.3%86.8%-8.2%-1.4%250.6K-26.6M-81.6K0.0526.7717984,518845
2021-06-21$103.43$78.5178.5%22.5%66.1%19.3%79.7%-3.1%1.0%268.7K-20.5M-81.3K1.0224.471051073,733546
2021-06-22$101.67$78.5178.1%22.4%64.0%19.0%80.2%5.4%2.8%255.1K-19.4M-81.6K0.829.6586713,793635
2021-06-23$105.00$78.5182.6%23.7%64.2%22.6%77.3%-4.4%-0.1%266.2K-21.0M-85.7K0.718.77103743,818704
2021-06-24$106.77$78.5178.3%22.5%64.2%19.2%83.3%-9.6%6.2%284.2K-21.8M-87.7K0.1910.0090173,864715
2021-06-25$105.99$78.5176.5%21.9%64.5%17.7%79.1%-13.3%5.2%276.3K-21.8M-86.7K0.069.7912083,904732
2021-06-28$105.79$78.5185.5%24.5%64.3%25.0%83.8%-7.4%-0.7%281.9K-21.7M-87.8K0.248.8747113,959735
2021-06-29$106.97$78.5179.5%22.8%64.1%20.1%82.6%-1.5%-0.0%292.7K-22.1M-88.4K0.1110.38134153,972742
2021-06-30$107.56$78.5183.1%23.8%60.4%23.1%81.0%-3.7%-2.3%297.8K-22.6M-88.8K0.1710.95110193,999739