AGEN Options History — December 2021

In December 2021, AGEN traded between $57.11 and $69.87. ATM implied volatility averaged 94.3%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 46.7% (HV 20d: 47.5%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2021-12-16: Highest Volume — 259 contracts
  • 2021-12-14: Largest IV spike — 28.5% change
  • 2021-12-14: Highest IV Rank — 52.5%
  • 2021-12-07: Largest Expected Move — 34.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.66$57.11$69.87$60.06$63.79
Max Pain$62.45$58.88$78.51$78.51$58.88
ATM IV94.3%85.2%133.7%103.0%88.4%
Expected Move27.4%24.8%34.5%29.5%25.4%
HV 20d47.5%41.1%60.6%52.0%43.8%
HV 60d76.4%73.7%80.9%79.2%73.8%
IV Rank25.1%17.8%52.5%32.8%19.0%
IV Percentile56.8%41.3%93.3%73.0%48.0%
Term Structure-5.1%-48.8%16.3%-9.3%-14.1%
VWIV95.7%83.1%110.8%109.8%90.1%
Skew 25d-2.9%-25.9%18.1%-21.1%-7.9%
Skew 10d0.5%-46.8%62.3%-10.8%17.7%
Call IV 25d97.9%76.3%120.2%118.9%90.9%
Put IV 25d94.9%82.9%136.9%97.8%82.9%
Bid-Ask Spread %30.3912.3046.5032.4131.16
Gamma HHI0.340.240.460.240.46
Net GEX119.3K82.5K152.5K103.9K117.7K
Net DEX-5.6M-7.4M-3.9M-5.2M-4.7M
Net VEX-52.8K-59.4K-45.4K-56.3K-45.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.211.750.770.84
Total Volume127.90975259105153
Total OI6,389.4095,9226,7676,5416,076

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$60.06$78.51103.0%29.5%52.0%32.8%109.8%-21.1%-9.3%103.9K-5.2M-56.3K0.7732.4159465,611930
2021-12-02$59.67$78.5196.1%27.5%50.8%28.1%101.2%18.1%9.3%99.7K-5.2M-57.0K1.1842.3254645,629928
2021-12-03$57.11$78.5190.3%25.9%51.6%24.1%110.8%-25.9%16.3%82.5K-3.9M-50.7K1.2627.1759745,642941
2021-12-06$60.26$78.5194.5%29.3%57.5%26.7%100.8%3.1%0.8%95.1K-4.5M-54.1K0.8531.6493805,658963
2021-12-07$62.81$58.8888.5%34.5%60.6%22.6%110.3%7.9%-48.8%105.7K-4.7M-52.9K0.5335.45112595,671964
2021-12-08$64.57$58.8889.4%27.8%53.6%23.2%96.2%-3.7%-1.9%113.6K-6.1M-59.4K0.9430.1154515,686964
2021-12-09$63.59$58.8885.2%27.1%53.1%18.7%83.6%-15.1%-0.7%107.0K-5.4M-55.9K1.2415.5140505,697966
2021-12-10$63.59$58.8889.5%28.2%53.3%21.7%96.7%-7.1%-2.9%109.6K-5.0M-55.8K1.7531.4127485,701969
2021-12-13$63.20$58.88104.0%27.9%45.4%31.8%99.6%15.5%-2.1%101.3K-4.9M-53.9K1.0646.5043465,701970
2021-12-14$61.83$58.88133.7%29.6%41.1%52.5%100.9%-4.2%-4.9%89.2K-4.2M-51.6K1.1018.7140445,711971
2021-12-15$64.57$58.8896.4%27.6%44.7%26.5%83.1%13.1%-26.8%105.9K-4.8M-52.9K0.3333.02127425,713970
2021-12-16$65.95$58.8893.8%26.9%43.2%24.7%92.4%-2.7%4.2%121.3K-5.2M-48.0K0.2122.55214455,737968
2021-12-17$68.69$58.8895.4%27.4%45.5%25.8%94.8%-0.4%-23.6%130.6K-6.1M-55.8K0.4834.02118565,796971
2021-12-20$68.89$58.8892.4%26.5%45.1%23.7%95.8%-11.5%1.6%144.9K-7.0M-52.4K0.4443.1498435,134788
2021-12-21$68.11$58.8897.3%27.9%44.1%27.1%96.9%2.1%-7.5%140.8K-6.8M-55.9K0.4712.3097465,139790
2021-12-22$68.89$58.8887.5%25.1%44.2%20.3%88.6%-9.1%6.4%145.2K-6.8M-50.8K0.4237.46106455,189785
2021-12-23$69.87$58.8886.5%24.8%44.1%19.3%84.7%-2.9%5.1%152.5K-6.8M-54.6K0.7432.5961455,232788
2021-12-27$68.69$58.8892.0%26.4%43.3%22.5%94.0%-5.7%-5.9%150.6K-7.4M-56.1K0.8615.8156485,254787
2021-12-28$66.93$58.8888.2%25.3%43.1%19.9%89.2%-3.8%4.2%138.9K-6.0M-49.0K1.0716.9241445,267784
2021-12-29$65.75$58.8886.7%24.9%43.5%17.8%94.6%-10.7%5.2%133.7K-6.0M-45.6K1.0637.2047505,274784
2021-12-30$65.75$58.8895.3%27.3%42.2%23.9%91.6%7.8%-17.4%134.9K-5.6M-47.0K1.2441.2240495,276792
2021-12-31$63.79$58.8888.4%25.4%43.8%19.0%90.1%-7.9%-14.1%117.7K-4.7M-45.4K0.8431.1683705,284792