AGEN Options History — November 2021

In November 2021, AGEN traded between $61.63 and $88.52. ATM implied volatility averaged 114.9%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 16.8% (HV 20d: 98.2%). 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 4 of 21 days. Put/call ratio averaged 1.29.

Notable Days

  • 2021-11-05: Highest Volume — 2,009 contracts
  • 2021-11-10: Largest IV drop — 40.1% change
  • 2021-11-08: Highest IV Rank — 100.0%
  • 2021-11-01: Largest Expected Move — 40.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.21$61.63$88.52$86.16$61.63
Max Pain$85.99$78.51$98.14$78.51$78.51
ATM IV114.9%86.6%201.8%141.7%97.5%
Expected Move29.6%24.8%40.6%40.6%28.0%
HV 20d98.2%51.9%116.3%109.2%51.9%
HV 60d81.0%79.4%82.8%80.9%80.1%
IV Rank44.6%21.6%100.0%74.6%29.0%
IV Percentile73.1%48.0%100.0%96.8%63.9%
Term Structure-8.9%-48.9%33.2%-48.9%-3.5%
VWIV108.3%90.4%145.3%145.3%110.9%
Skew 25d-8.9%-23.6%7.4%1.3%-18.8%
Skew 10d-2.0%-54.4%32.4%-6.9%-4.9%
Call IV 25d111.4%91.3%144.3%137.3%112.3%
Put IV 25d102.5%84.6%139.4%138.6%93.5%
Bid-Ask Spread %35.7412.0666.3818.5129.27
Gamma HHI0.220.170.270.220.25
Net GEX186.1K21.5K334.3K290.6K104.9K
Net DEX-11.1M-21.3M-770.2K-19.7M-5.6M
Net VEX-86.7K-115.9K-57.9K-108.1K-59.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.290.176.040.190.64
Total Volume430.0481292,009862129
Total OI8,942.3336,18310,9098,1906,492

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$86.16$78.51141.7%40.6%109.2%74.6%145.3%1.3%-48.9%290.6K-19.7M-108.1K0.1918.517261366,8191,371
2021-11-02$85.18$78.51134.2%38.5%107.9%68.1%134.5%-2.2%-43.1%326.0K-20.5M-110.7K1.1316.091251427,2981,385
2021-11-03$86.36$78.51131.7%37.8%108.2%66.0%139.4%-10.1%-34.8%334.3K-20.9M-113.0K0.8512.59116997,3141,430
2021-11-04$84.40$98.14145.0%29.1%107.9%77.4%105.1%1.6%-2.7%314.8K-19.6M-107.4K0.8950.07109977,3331,437
2021-11-05$81.84$98.14159.8%32.5%107.9%90.1%114.5%-15.7%-16.7%292.6K-18.7M-108.6K6.0452.542851,7247,3531,446
2021-11-08$82.24$98.14201.8%34.3%108.1%100.0%125.4%-12.8%-15.3%231.8K-16.8M-108.0K1.0538.291551627,5063,012
2021-11-09$88.52$98.14176.2%30.3%112.6%82.6%107.7%-17.3%-7.4%273.4K-21.3M-115.9K1.6748.002464117,5243,093
2021-11-10$85.38$98.14105.6%30.3%112.2%34.5%118.0%-14.7%-11.6%232.3K-18.4M-111.6K1.1737.561001167,5773,302
2021-11-11$83.61$98.14102.3%29.3%111.7%32.3%107.5%-11.0%-7.9%214.0K-16.6M-107.8K1.1633.931061237,5833,309
2021-11-12$76.55$98.1495.2%27.3%114.9%27.5%97.9%-6.0%-7.6%132.1K-9.4M-90.0K0.1766.387111207,5933,316
2021-11-15$71.84$98.1495.7%27.4%115.7%27.8%95.5%7.4%-7.1%51.4K-3.2M-79.4K1.1559.361882157,3403,314
2021-11-16$72.23$78.5187.8%25.2%116.0%22.4%90.4%2.6%-9.7%21.5K-5.2M-81.9K1.2650.362743457,4143,248
2021-11-17$69.09$78.51102.6%29.4%116.3%32.5%109.3%-7.4%-3.6%162.5K-1.7M-70.5K0.4151.973101287,4732,980
2021-11-18$70.07$78.5195.0%27.2%116.1%27.3%96.5%-6.8%-2.1%154.9K-1.3M-67.8K1.4914.231091637,3532,978
2021-11-19$68.89$78.5193.3%26.8%75.2%26.2%93.4%-11.4%-2.0%146.8K-770.2K-67.0K1.6137.991101777,3683,034
2021-11-22$66.93$78.5194.7%27.1%74.2%27.1%94.3%-11.8%-3.5%139.8K-6.8M-65.8K0.8229.771981615,372811
2021-11-23$66.54$78.5192.0%26.4%74.1%25.3%94.2%-2.3%0.1%126.7K-8.1M-67.4K0.9428.891171105,476886
2021-11-24$65.75$78.5186.6%24.8%73.8%21.6%94.1%-9.6%0.9%129.6K-6.2M-62.7K1.5812.0661975,502901
2021-11-26$63.98$78.5188.2%25.3%73.6%22.7%103.3%-23.6%33.2%119.0K-6.3M-60.8K1.9833.6749975,516902
2021-11-29$62.22$78.5187.0%24.9%73.9%21.9%97.4%-17.4%6.3%108.6K-5.3M-57.9K0.9528.9895895,522906
2021-11-30$61.63$78.5197.5%28.0%51.9%29.0%110.9%-18.8%-3.5%104.9K-5.6M-59.4K0.6429.2779505,569923