AGEN Options History — September 2021

In September 2021, AGEN traded between $102.06 and $128.75. ATM implied volatility averaged 77.0%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 12.6% (HV 20d: 64.4%). Max pain ranged from $98.14 to $98.14. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.16.

Notable Days

  • 2021-09-14: Highest Volume — 458 contracts
  • 2021-09-07: Largest IV spike — 12.2% change
  • 2021-09-17: Highest IV Rank — 26.3%
  • 2021-09-17: Largest Expected Move — 24.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$116.00$102.06$128.75$121.30$103.83
Max Pain$98.14$98.14$98.14$98.14$98.14
ATM IV77.0%65.3%85.5%70.0%85.4%
Expected Move22.3%20.1%24.5%20.1%24.5%
HV 20d64.4%51.7%74.2%54.2%70.5%
HV 60d50.0%43.0%57.1%44.0%56.8%
IV Rank19.0%8.9%26.3%13.0%26.2%
IV Percentile22.2%4.4%45.2%6.3%45.2%
Term Structure6.1%0.5%11.0%4.7%1.2%
VWIV80.0%69.6%93.9%69.6%89.6%
Skew 25d-9.6%-34.3%11.0%11.0%0.1%
Skew 10d-15.4%-51.2%38.2%38.2%-21.5%
Call IV 25d82.3%68.2%96.4%68.2%86.0%
Put IV 25d72.7%50.5%86.1%79.2%86.1%
Bid-Ask Spread %38.3910.1057.4428.5940.00
Gamma HHI0.230.180.330.280.19
Net GEX323.5K219.3K471.4K339.0K269.9K
Net DEX-26.4M-32.7M-19.9M-26.8M-21.1M
Net VEX-114.9K-126.9K-100.3K-110.2K-111.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.020.740.130.20
Total Volume163.193745817937
Total OI5,615.9055,0206,1135,0206,113

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-01$121.30$98.1470.0%20.1%54.2%13.0%69.6%11.0%4.7%339.0K-26.8M-110.2K0.1328.59158214,360660
2021-09-02$120.71$98.1467.2%21.0%54.3%10.6%75.1%-6.2%8.7%350.9K-27.6M-114.1K0.0539.527134,528686
2021-09-03$119.73$98.1465.3%20.6%54.5%8.9%72.2%0.5%8.9%354.0K-27.2M-114.9K0.2851.1177224,615702
2021-09-07$125.42$98.1473.2%22.2%53.9%15.8%75.7%-5.1%5.4%404.9K-30.6M-117.7K0.0528.298644,651704
2021-09-08$125.02$98.1473.9%21.2%53.2%16.3%76.4%-4.7%8.5%410.6K-30.9M-120.5K0.0257.446714,693711
2021-09-09$128.75$98.1477.1%22.1%52.1%19.1%75.0%-5.5%7.1%471.4K-32.7M-118.4K0.0553.6712274,730714
2021-09-10$127.77$98.1478.0%22.4%52.3%19.9%77.7%-11.2%5.6%467.0K-32.5M-116.1K0.1055.09126124,737717
2021-09-13$125.61$98.1474.7%21.4%51.7%17.0%80.7%-15.1%7.1%436.5K-31.8M-117.8K0.0753.148264,771717
2021-09-14$110.30$98.1482.5%23.6%69.3%23.7%86.8%-10.2%2.4%274.2K-22.4M-104.8K0.1015.38415434,803725
2021-09-15$105.59$98.1480.0%22.9%70.6%21.6%80.3%0.5%0.5%219.3K-19.9M-100.3K0.3749.20259954,811725
2021-09-16$109.13$98.1481.9%23.5%70.7%23.3%88.0%-15.2%2.7%234.2K-21.6M-104.4K0.1038.85255255,026774
2021-09-17$115.01$98.1485.5%24.5%72.1%26.3%86.8%-2.1%2.3%243.4K-26.2M-116.0K0.0434.09299125,163846
2021-09-20$113.44$98.1478.0%22.4%70.5%19.9%83.4%3.0%9.2%254.3K-25.4M-118.2K0.0315.26394134,579766
2021-09-21$113.84$98.1479.5%22.8%70.1%21.2%80.5%-34.3%7.4%277.7K-25.4M-119.0K0.1151.634954,718771
2021-09-22$118.74$98.1474.5%21.4%71.9%16.9%76.3%-7.7%8.7%330.3K-28.8M-123.0K0.3333.6477255,043781
2021-09-23$119.92$98.1475.6%21.7%71.9%17.8%74.6%-21.2%9.9%338.3K-30.0M-126.9K0.7410.1064475,057784
2021-09-24$115.80$98.1476.7%22.0%71.2%18.8%77.5%-23.7%6.1%323.8K-27.4M-123.1K0.1236.72108135,084793
2021-09-27$111.29$98.1481.2%23.3%72.3%22.6%78.8%-18.9%6.5%291.5K-25.0M-116.5K0.2228.3560135,089808
2021-09-28$102.06$98.1476.5%21.9%74.2%18.6%81.0%-21.9%4.8%246.1K-21.0M-109.4K0.1940.44110205,140820
2021-09-29$102.65$98.1480.1%23.0%70.4%21.7%93.9%-13.0%11.0%256.8K-20.7M-110.9K0.0645.6911775,191828
2021-09-30$103.83$98.1485.4%24.5%70.5%26.2%89.6%0.1%1.2%269.9K-21.1M-111.1K0.2040.003165,265848