AGEN Options History — July 2021

In July 2021, AGEN traded between $97.94 and $111.09. ATM implied volatility averaged 77.7%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 40.5% (HV 20d: 37.2%). Max pain ranged from $78.51 to $78.51. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2021-07-14: Highest Volume — 533 contracts
  • 2021-07-12: Largest IV spike — 12.9% change
  • 2021-07-14: Highest IV Rank — 27.8%
  • 2021-07-14: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.88$97.94$111.09$108.93$101.47
Max Pain$78.51$78.51$78.51$78.51$78.51
ATM IV77.7%69.4%87.3%78.3%75.9%
Expected Move22.5%20.5%25.0%22.4%21.8%
HV 20d37.2%24.2%60.3%59.7%41.9%
HV 60d65.2%63.5%66.6%65.8%66.2%
IV Rank19.2%11.9%27.8%19.1%18.1%
IV Percentile14.5%5.2%33.3%13.9%12.3%
Term Structure-0.4%-9.7%5.2%4.5%4.5%
VWIV78.6%72.5%88.8%77.9%76.9%
Skew 25d-1.7%-17.6%11.1%-8.6%-16.5%
Skew 10d0.9%-51.3%35.5%-16.5%-51.3%
Call IV 25d80.6%73.9%88.1%84.7%78.0%
Put IV 25d78.9%61.5%87.0%76.1%61.5%
Bid-Ask Spread %16.8611.3228.3111.8712.29
Gamma HHI0.220.190.290.240.20
Net GEX277.1K222.4K337.6K309.9K248.5K
Net DEX-21.5M-24.8M-16.0M-23.3M-18.1M
Net VEX-85.5K-91.1K-77.0K-90.5K-82.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.020.950.370.63
Total Volume114.524295335129
Total OI4,7594,4985,0864,8034,823

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$108.93$78.5178.3%22.4%59.7%19.1%77.9%-8.6%4.5%309.9K-23.3M-90.5K0.3711.8737144,049754
2021-07-02$109.13$78.5176.0%21.8%59.8%17.2%81.2%-7.8%-0.1%306.6K-23.7M-91.1K0.1025.757074,054764
2021-07-06$105.59$78.5179.1%23.3%60.3%19.8%80.9%3.9%-0.0%296.8K-21.7M-86.4K0.0613.04165104,069765
2021-07-07$105.59$78.5183.4%23.7%34.7%23.3%81.9%1.9%-3.0%284.5K-21.3M-84.6K0.9516.8233324,035769
2021-07-08$108.54$78.5175.4%23.1%35.5%16.8%81.2%1.8%-1.6%303.4K-22.6M-86.3K0.0926.194344,033777
2021-07-09$110.30$78.5169.4%22.1%35.2%11.9%78.7%-6.7%5.0%330.8K-24.0M-87.8K0.1425.415174,056776
2021-07-12$111.09$78.5178.4%22.7%35.2%19.2%76.6%6.3%1.0%337.6K-24.8M-87.0K0.0728.31145104,084779
2021-07-13$110.50$78.5182.6%23.4%35.2%22.7%83.6%1.1%-0.6%327.2K-24.7M-88.6K0.1412.6786124,111784
2021-07-14$108.54$78.5187.3%25.0%35.6%27.8%88.8%-3.9%-5.6%249.9K-23.2M-86.3K0.0218.7052584,108779
2021-07-15$105.79$78.5178.9%22.6%36.6%20.7%77.1%6.5%-2.8%229.6K-22.2M-84.6K0.0622.555034,299783
2021-07-16$105.59$78.5182.1%23.5%27.1%23.4%84.9%0.6%-7.8%233.4K-21.8M-84.8K0.0413.03256114,302784
2021-07-19$106.77$78.5175.2%21.5%26.4%17.5%75.3%0.7%5.2%259.9K-20.3M-85.4K0.3913.9557223,816682
2021-07-20$109.72$78.5173.2%21.0%27.8%15.8%74.2%-3.9%-1.3%279.1K-21.4M-86.2K0.1914.4069133,845689
2021-07-21$110.11$78.5174.0%21.2%26.8%16.5%72.5%-7.9%2.2%284.9K-21.8M-88.4K0.1011.324553,871700
2021-07-22$109.72$78.5175.0%21.5%24.7%17.3%74.8%-1.3%-9.7%282.6K-21.8M-87.8K0.0414.315523,887702
2021-07-23$110.30$78.5171.5%20.5%24.2%14.3%78.1%2.2%4.2%287.1K-21.7M-87.8K0.2315.6161143,897704
2021-07-26$104.42$78.5175.1%21.5%31.3%17.4%75.6%-17.6%-0.9%255.2K-19.4M-80.8K0.0715.136453,897704
2021-07-27$97.94$78.5180.8%23.2%38.6%22.3%78.6%1.5%-1.9%222.4K-16.0M-77.0K0.0713.71249173,902716
2021-07-28$102.65$78.5178.6%22.5%42.3%20.4%79.2%1.3%5.0%239.6K-18.5M-79.6K0.2712.2671193,905720
2021-07-29$101.86$78.5181.1%23.2%42.3%22.5%72.7%11.1%-5.5%251.1K-18.5M-82.3K0.3816.792184,035730
2021-07-30$101.47$78.5175.9%21.8%41.9%18.1%76.9%-16.5%4.5%248.5K-18.1M-82.9K0.6312.2918114,075748