AGEN Options History — August 2021

In August 2021, AGEN traded between $104.02 and $129.93. ATM implied volatility averaged 75.9%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 29.7% (HV 20d: 46.2%). Max pain ranged from $78.51 to $98.14. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.16.

Notable Days

  • 2021-08-20: Highest Volume — 566 contracts
  • 2021-08-10: Largest IV drop — 11.4% change
  • 2021-08-03: Highest IV Rank — 27.5%
  • 2021-08-03: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$116.09$104.02$129.93$104.02$120.31
Max Pain$81.18$78.51$98.14$78.51$78.51
ATM IV75.9%67.7%86.9%80.0%72.5%
Expected Move21.7%19.4%24.9%22.9%20.8%
HV 20d46.2%40.8%54.5%43.0%54.5%
HV 60d55.0%49.0%65.0%65.0%52.5%
IV Rank18.1%11.0%27.5%21.6%15.1%
IV Percentile14.2%4.8%36.1%20.6%7.9%
Term Structure3.1%-9.6%10.1%0.5%-2.0%
VWIV76.0%64.4%84.8%83.8%68.2%
Skew 25d-4.1%-15.0%3.1%-15.0%-8.6%
Skew 10d-6.3%-42.7%29.9%-27.6%5.4%
Call IV 25d78.5%64.5%90.5%90.5%70.0%
Put IV 25d74.4%59.3%84.9%75.6%61.4%
Bid-Ask Spread %32.659.0362.1911.2910.51
Gamma HHI0.280.180.730.200.27
Net GEX365.8K192.3K1.1M267.5K327.7K
Net DEX-25.5M-31.6M-19.8M-19.8M-27.0M
Net VEX-95.1K-112.4K-83.9K-83.9K-108.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.020.980.980.14
Total Volume203.04543566113267
Total OI4,8923,7975,3704,8394,894

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$104.02$78.5180.0%22.9%43.0%21.6%83.8%-15.0%0.5%267.5K-19.8M-83.9K0.9811.2957564,086753
2021-08-03$106.77$78.5186.9%24.9%42.6%27.5%83.5%-1.7%-9.6%279.4K-20.7M-85.7K0.059.804124,090763
2021-08-04$108.93$78.5185.2%24.4%43.1%26.0%83.3%-14.6%-7.4%301.4K-22.5M-87.3K0.0825.87150124,114768
2021-08-05$110.30$98.1476.8%22.3%42.3%18.9%84.8%2.8%-0.9%316.7K-23.0M-84.8K0.1345.596994,127767
2021-08-06$110.89$98.1479.5%22.4%41.9%21.1%76.7%-5.1%1.4%313.7K-23.2M-90.1K0.2758.0771194,215765
2021-08-09$106.58$78.5179.7%20.8%44.1%21.3%68.6%-11.1%8.6%296.4K-21.6M-86.9K0.0961.05243234,241770
2021-08-10$110.11$98.1470.5%20.8%45.8%13.5%70.6%-6.0%10.1%334.1K-23.2M-89.1K0.1462.196394,282786
2021-08-11$115.01$78.5177.9%22.3%47.8%19.8%81.2%-3.7%4.3%370.7K-25.8M-93.1K0.2043.31199404,318802
2021-08-12$116.39$78.5178.6%22.5%46.7%20.4%79.7%-0.3%1.8%382.3K-26.8M-94.8K0.0655.3511674,332808
2021-08-13$120.31$78.5174.8%21.5%47.7%17.2%76.2%0.6%3.5%419.0K-29.8M-98.0K0.1251.75161194,395837
2021-08-16$117.17$78.5174.4%21.3%49.0%16.8%81.9%-9.6%8.7%408.7K-28.2M-94.7K0.1356.19131174,421840
2021-08-17$115.01$78.5175.8%21.7%48.9%18.0%82.8%-0.4%8.3%387.6K-26.4M-93.5K0.0638.579364,448850
2021-08-18$118.74$78.5178.1%22.4%50.0%20.0%77.7%0.1%5.7%461.4K-28.9M-95.3K0.0627.708854,480866
2021-08-19$114.03$78.5178.6%22.5%52.4%20.4%78.9%-8.8%3.6%392.8K-26.0M-93.3K0.0239.0711024,483869
2021-08-20$118.94$78.5173.1%21.0%54.3%15.7%74.8%-3.2%7.9%1.1M-30.0M-94.2K0.0241.32556104,498872
2021-08-23$121.30$78.5172.0%20.6%49.9%14.7%70.2%1.3%3.0%192.3K-23.1M-94.8K0.039.35528153,275522
2021-08-24$121.49$78.5175.2%21.6%42.3%17.5%72.3%3.0%1.6%218.5K-24.0M-98.9K0.129.03121153,491525
2021-08-25$119.92$78.5167.7%19.4%40.8%11.0%70.1%-0.2%5.5%276.7K-24.8M-100.9K0.0513.06304163,843538
2021-08-26$124.83$78.5170.0%20.1%41.9%13.0%69.2%3.1%5.2%310.0K-27.3M-103.8K0.0713.11219153,906551
2021-08-27$123.06$78.5168.0%19.5%42.5%11.3%64.4%-5.2%4.1%327.9K-27.7M-107.4K0.6910.34112784,087563
2021-08-30$129.93$78.5174.2%21.3%45.2%16.6%72.6%-6.7%3.8%380.6K-31.6M-112.4K0.1025.75357364,211572
2021-08-31$120.31$78.5172.5%20.8%54.5%15.1%68.2%-8.6%-2.0%327.7K-27.0M-108.8K0.1410.51234334,266628