AGEN Options History — October 2021

In October 2021, AGEN traded between $74.19 and $112.46. ATM implied volatility averaged 101.2%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded above realized volatility by 31.0% (HV 20d: 70.2%). Max pain ranged from $78.51 to $98.14. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.71.

Notable Days

  • 2021-10-22: Highest Volume — 3,115 contracts
  • 2021-10-13: Largest IV spike — 34.2% change
  • 2021-10-29: Highest IV Rank — 69.8%
  • 2021-10-29: Largest Expected Move — 39.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.67$74.19$112.46$104.81$75.56
Max Pain$87.85$78.51$98.14$98.14$78.51
ATM IV101.2%75.9%136.2%83.5%136.2%
Expected Move30.6%23.9%39.0%23.9%39.0%
HV 20d70.2%46.4%99.4%70.7%96.5%
HV 60d62.3%55.1%76.3%56.5%75.8%
IV Rank39.8%18.1%69.8%24.6%69.8%
IV Percentile65.1%18.3%96.4%40.9%96.4%
Term Structure-1.4%-30.2%18.2%3.5%-29.2%
VWIV110.5%84.7%141.6%84.7%141.6%
Skew 25d-8.4%-26.5%4.2%-8.5%-5.2%
Skew 10d-27.8%-48.6%5.8%-45.5%-40.4%
Call IV 25d116.6%86.2%151.9%86.2%151.9%
Put IV 25d108.3%77.7%146.8%77.7%146.8%
Bid-Ask Spread %22.6110.8745.3439.0418.03
Gamma HHI0.180.140.240.180.23
Net GEX208.7K84.0K303.7K271.4K211.3K
Net DEX-18.5M-26.9M-5.6M-21.8M-12.6M
Net VEX-107.1K-121.0K-85.3K-110.9K-94.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.710.0317.170.030.43
Total Volume450.619443,11544377
Total OI7,167.9526,1738,0446,1738,044

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$104.81$98.1483.5%23.9%70.7%24.6%84.7%-8.5%3.5%271.4K-21.8M-110.9K0.0339.044315,320853
2021-10-04$107.16$78.5188.1%25.6%71.5%28.5%93.5%-4.1%18.2%293.8K-20.6M-91.7K0.0345.348925,325854
2021-10-05$110.89$78.5180.3%27.8%70.4%21.8%100.7%-8.1%6.6%293.2K-25.4M-116.3K0.0440.237335,344855
2021-10-06$111.09$78.5182.5%26.8%70.5%23.8%93.4%-9.2%12.5%303.7K-25.4M-114.8K0.3424.9536135,386856
2021-10-07$112.46$78.5184.2%26.2%69.6%25.2%98.0%-9.0%11.0%303.1K-25.4M-114.1K0.0639.9812475,388858
2021-10-08$112.46$78.5178.4%27.8%69.6%20.2%101.7%-1.9%4.6%303.1K-26.9M-117.4K17.1724.35631,0745,396859
2021-10-11$111.29$78.5176.9%29.9%69.5%18.9%104.9%-10.0%-0.2%282.1K-26.6M-114.6K10.3820.24535465,474850
2021-10-12$110.70$98.1475.9%30.9%51.9%18.1%107.7%4.2%-4.3%227.3K-23.7M-116.2K0.1420.40140205,4901,837
2021-10-13$105.59$98.14101.8%29.2%52.3%40.3%106.8%-12.6%0.5%164.1K-20.6M-120.1K0.1115.50244275,5162,371
2021-10-14$107.56$98.14106.8%30.6%51.4%44.6%110.3%-6.9%-0.5%146.3K-21.4M-120.4K0.1231.15151195,5362,385
2021-10-15$104.81$98.14101.7%29.2%48.0%40.2%106.3%-5.8%8.1%138.2K-20.5M-121.0K0.3015.84113345,6352,399
2021-10-18$100.29$98.14102.5%29.4%49.9%41.0%104.1%-4.2%10.6%132.7K-16.6M-112.3K0.6913.571451004,8062,238
2021-10-19$98.92$98.14101.0%28.9%49.9%39.6%105.1%-10.0%8.2%117.4K-14.4M-101.3K0.3012.56111334,8172,258
2021-10-20$98.33$98.14109.5%31.4%46.4%47.0%107.5%-17.8%2.9%124.9K-16.1M-112.8K0.6610.874943284,9682,357
2021-10-21$100.29$98.14109.9%31.5%47.1%47.3%93.7%-13.5%6.6%155.9K-17.8M-114.7K1.5319.952103215,2232,359
2021-10-22$77.72$98.14108.5%31.1%99.2%46.1%136.8%-6.1%-2.0%84.0K-5.6M-90.6K1.4423.541,2771,8385,2862,363
2021-10-25$74.19$78.51124.7%35.7%99.4%60.0%128.7%-9.3%-18.0%187.9K-11.5M-85.3K0.4015.502681066,2021,296
2021-10-26$74.58$78.51127.0%36.4%96.5%62.0%127.7%-1.7%-30.2%189.8K-11.1M-92.2K0.2414.424421076,2741,323
2021-10-27$75.56$78.51120.4%34.5%96.8%56.3%130.2%-26.5%-12.1%224.6K-11.8M-91.9K0.6014.31136816,5841,351
2021-10-28$76.74$78.51125.7%36.0%97.0%60.9%136.9%-9.5%-25.7%228.7K-12.8M-95.0K0.8715.081141006,6361,355
2021-10-29$75.56$78.51136.2%39.0%96.5%69.8%141.6%-5.2%-29.2%211.3K-12.6M-94.5K0.4318.032641136,6611,383