AGEN Options History — January 2022

In January 2022, AGEN traded between $50.05 and $66.93. ATM implied volatility averaged 81.5%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 34.5% (HV 20d: 47.0%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.99.

Notable Days

2022-01-26: Highest Volume — 1,265 contracts
2022-01-31: Largest IV spike — 23.1% change
2022-01-31: Highest IV Rank — 19.7%
2022-01-31: Largest Expected Move — 26.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.80	$50.05	$66.93	$66.93	$53.58
Max Pain	$59.86	$58.88	$78.51	$58.88	$58.88
ATM IV	81.5%	73.1%	92.2%	77.2%	92.2%
Expected Move	23.2%	21.0%	26.4%	22.1%	26.4%
HV 20d	47.0%	42.8%	54.5%	42.8%	54.5%
HV 60d	66.0%	49.2%	76.6%	74.6%	51.1%
IV Rank	12.4%	7.0%	19.7%	11.0%	19.7%
IV Percentile	28.3%	4.8%	56.3%	16.3%	56.3%
Term Structure	4.0%	-29.9%	21.9%	6.0%	-5.6%
VWIV	85.6%	74.7%	99.7%	84.6%	94.3%
Skew 25d	3.7%	-22.7%	46.2%	-8.6%	44.9%
Skew 10d	18.4%	-30.6%	74.0%	69.1%	71.8%
Call IV 25d	86.0%	63.3%	99.4%	84.6%	85.4%
Put IV 25d	89.7%	66.3%	130.4%	76.0%	130.4%
Bid-Ask Spread %	32.15	8.47	56.83	8.47	20.17
Gamma HHI	0.27	0.16	0.49	0.49	0.31
Net GEX	60.0K	21.7K	140.5K	140.5K	51.9K
Net DEX	-3.3M	-5.9M	-2.2M	-5.9M	-3.0M
Net VEX	-39.5K	-46.4K	-32.3K	-46.4K	-40.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.03	2.29	0.50	0.76
Total Volume	191.3	68	1,265	210	98
Total OI	5,585.45	3,365	6,540	6,112	4,185

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-01-03	$66.93	$58.88	77.2%	22.1%	42.8%	11.0%	84.6%	-8.6%	6.0%	140.5K	-5.9M	-46.4K	0.50	8.47	140	70	5,332	780
2022-01-04	$63.40	$58.88	73.1%	21.0%	44.7%	8.0%	74.7%	5.0%	21.9%	98.2K	-4.4M	-44.4K	1.11	19.19	61	67	5,389	785
2022-01-05	$59.86	$58.88	78.7%	22.6%	47.0%	12.1%	81.6%	-9.1%	-29.9%	72.9K	-2.5M	-32.3K	0.97	24.46	74	72	5,393	791
2022-01-06	$59.86	$78.51	75.6%	21.6%	45.6%	9.8%	86.6%	-14.8%	14.7%	78.8K	-3.5M	-40.5K	1.07	37.83	60	65	5,400	801
2022-01-07	$58.88	$58.88	84.8%	21.2%	45.6%	14.3%	79.2%	-9.4%	16.6%	73.5K	-3.1M	-36.2K	0.43	34.27	117	50	5,406	787
2022-01-10	$59.27	$58.88	83.8%	23.8%	45.8%	13.6%	86.8%	21.3%	8.5%	69.1K	-3.7M	-42.3K	1.47	46.03	36	52	5,462	774
2022-01-11	$60.84	$58.88	76.4%	21.7%	47.0%	8.2%	77.7%	17.1%	14.7%	78.2K	-3.3M	-39.9K	0.17	18.06	292	51	5,463	776
2022-01-12	$59.47	$58.88	78.6%	22.5%	47.0%	9.8%	84.9%	-5.6%	4.0%	80.1K	-3.9M	-42.8K	1.39	56.83	40	56	5,719	759
2022-01-13	$57.31	$58.88	81.0%	23.2%	45.3%	11.5%	82.6%	-8.4%	19.3%	61.1K	-3.6M	-42.0K	2.25	18.49	35	78	5,723	762
2022-01-14	$59.67	$58.88	83.8%	24.0%	47.3%	13.6%	84.9%	-2.9%	5.5%	66.2K	-3.6M	-44.2K	0.81	27.20	58	47	5,731	789
2022-01-18	$56.33	$58.88	83.1%	23.8%	47.6%	13.0%	99.7%	6.3%	1.7%	54.1K	-3.5M	-37.5K	1.12	49.97	43	48	5,747	793
2022-01-19	$55.35	$58.88	84.5%	24.2%	47.4%	14.1%	93.3%	-12.1%	5.9%	50.0K	-2.6M	-37.4K	1.15	20.10	42	48	5,757	756
2022-01-20	$54.56	$58.88	82.0%	23.5%	47.4%	12.2%	82.3%	13.1%	-5.9%	33.8K	-2.6M	-36.9K	1.09	31.17	60	65	5,758	752
2022-01-21	$53.78	$58.88	76.9%	22.0%	46.7%	8.5%	77.2%	-14.4%	-7.6%	28.2K	-2.9M	-38.1K	2.29	34.06	61	140	5,764	768
2022-01-24	$52.01	$58.88	88.9%	25.5%	46.1%	17.3%	89.7%	30.6%	4.4%	21.7K	-2.2M	-35.4K	0.20	20.97	159	32	2,751	614
2022-01-25	$52.99	$58.88	87.6%	25.1%	47.6%	16.3%	88.0%	-3.6%	3.5%	28.6K	-3.2M	-38.7K	0.66	30.79	46	30	2,865	612
2022-01-26	$51.42	$58.88	89.1%	25.5%	47.8%	17.4%	89.9%	46.2%	-0.6%	26.1K	-2.4M	-36.3K	0.03	53.84	1,232	33	2,881	612
2022-01-27	$50.05	$58.88	78.3%	22.5%	48.0%	9.6%	88.8%	-22.7%	3.2%	45.2K	-2.4M	-36.6K	0.81	40.43	38	30	3,529	599
2022-01-28	$50.44	$58.88	74.9%	21.5%	48.4%	7.0%	86.1%	1.3%	0.5%	42.3K	-4.2M	-41.9K	1.44	50.62	41	59	3,545	599
2022-01-31	$53.58	$58.88	92.2%	26.4%	54.5%	19.7%	94.3%	44.9%	-5.6%	51.9K	-3.0M	-40.8K	0.76	20.17	56	42	3,552	633