AGEN Options History — February 2022

In February 2022, AGEN traded between $46.71 and $53.78. ATM implied volatility averaged 80.4%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 25.0% (HV 20d: 55.4%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.60.

Notable Days

2022-02-07: Highest Volume — 264 contracts
2022-02-23: Largest IV spike — 42.1% change
2022-02-03: Highest IV Rank — 29.9%
2022-02-28: Largest Expected Move — 28.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.05	$46.71	$53.78	$52.60	$52.60
Max Pain	$41.32	$39.25	$58.88	$58.88	$39.25
ATM IV	80.4%	56.7%	106.1%	66.2%	99.9%
Expected Move	23.3%	18.7%	28.6%	19.0%	28.6%
HV 20d	55.4%	50.2%	58.2%	50.2%	58.2%
HV 60d	50.1%	47.9%	52.9%	51.0%	50.8%
IV Rank	15.2%	0.0%	29.9%	0.7%	29.7%
IV Percentile	30.3%	0.0%	78.6%	0.4%	74.2%
Term Structure	2.2%	-16.3%	40.7%	19.4%	-16.3%
VWIV	87.1%	71.9%	104.0%	72.6%	101.4%
Skew 25d	-10.8%	-50.3%	39.6%	39.6%	-40.6%
Skew 10d	21.0%	-70.4%	192.3%	25.3%	-70.4%
Call IV 25d	89.0%	75.7%	114.2%	84.2%	114.2%
Put IV 25d	78.2%	40.3%	126.0%	123.7%	73.6%
Bid-Ask Spread %	34.31	13.54	77.36	18.42	20.85
Gamma HHI	0.27	0.24	0.33	0.26	0.25
Net GEX	55.8K	42.6K	77.2K	52.2K	77.2K
Net DEX	-2.7M	-4.3M	-1.5M	-3.8M	-4.1M
Net VEX	-36.1K	-44.4K	-30.2K	-44.4K	-38.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.18	1.19	0.79	0.32
Total Volume	134.737	79	264	91	166
Total OI	4,281.474	3,436	4,722	4,206	3,731

Daily Data (19 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
2022-02-01	$52.60	$58.88	66.2%	19.0%	50.2%	0.7%	72.6%	39.6%	19.4%	52.2K	-3.8M	-44.4K	0.79	18.42	51	40	3,569	637
2022-02-02	$49.46	$58.88	86.3%	24.7%	51.1%	15.4%	98.4%	28.8%	-13.2%	46.6K	-2.2M	-35.0K	0.52	26.47	75	39	3,579	630
2022-02-03	$46.71	$39.25	106.1%	23.5%	51.1%	29.9%	79.8%	13.8%	26.7%	42.6K	-2.1M	-35.6K	0.43	77.36	88	38	3,598	635
2022-02-04	$47.50	$39.25	79.8%	26.5%	52.0%	10.6%	92.6%	4.0%	-0.8%	43.5K	-1.8M	-34.6K	0.39	45.08	99	38	3,659	636
2022-02-07	$49.26	$39.25	56.7%	23.4%	54.6%	0.0%	71.9%	-6.2%	3.9%	46.2K	-1.5M	-30.2K	0.18	21.54	224	40	3,709	637
2022-02-08	$49.26	$39.25	69.3%	21.8%	54.4%	8.7%	95.6%	13.3%	1.3%	50.7K	-2.1M	-35.2K	0.37	38.80	108	40	3,878	640
2022-02-09	$51.23	$39.25	90.1%	25.8%	55.7%	23.0%	84.2%	-17.9%	-1.6%	65.0K	-3.2M	-40.1K	0.28	51.79	139	39	3,944	640
2022-02-10	$48.87	$39.25	71.3%	20.4%	57.2%	10.1%	104.0%	-50.3%	-16.1%	52.7K	-2.0M	-35.3K	0.46	35.52	85	40	4,015	640
2022-02-11	$47.69	$39.25	79.3%	22.7%	56.6%	15.6%	90.7%	-36.2%	-6.7%	49.4K	-1.7M	-34.3K	1.13	45.81	39	43	4,067	630
2022-02-14	$46.71	$39.25	72.4%	20.8%	53.6%	10.8%	77.8%	-7.5%	40.7%	46.8K	-1.9M	-32.4K	1.19	52.71	36	43	4,074	628
2022-02-15	$49.85	$39.25	91.8%	26.3%	57.4%	24.2%	86.5%	-21.0%	-6.1%	54.1K	-2.3M	-36.3K	0.94	29.51	43	41	4,079	624
2022-02-16	$50.05	$39.25	76.5%	21.9%	57.3%	13.7%	76.8%	-16.2%	-0.7%	55.3K	-2.5M	-37.3K	0.97	33.16	40	39	4,098	624
2022-02-17	$49.66	$39.25	72.9%	20.9%	57.2%	11.2%	76.9%	-12.2%	24.9%	51.7K	-2.0M	-32.3K	0.90	54.14	46	41	4,100	611
2022-02-18	$50.25	$39.25	89.4%	25.6%	57.4%	22.6%	96.8%	-20.3%	-2.5%	55.8K	-2.5M	-36.5K	0.85	28.32	72	61	4,102	614
2022-02-22	$51.62	$39.25	65.3%	18.7%	57.2%	5.9%	74.8%	-12.2%	5.8%	58.9K	-3.2M	-33.9K	0.23	18.29	191	43	3,029	407
2022-02-23	$52.21	$39.25	92.7%	26.6%	56.9%	24.8%	91.3%	-19.7%	-11.1%	65.7K	-3.8M	-37.0K	0.24	19.51	167	41	3,125	408
2022-02-24	$53.78	$39.25	84.9%	24.3%	56.8%	19.5%	82.6%	-33.2%	-8.2%	73.0K	-4.3M	-39.1K	0.65	21.16	64	42	3,244	408
2022-02-25	$51.62	$39.25	76.0%	21.8%	57.9%	13.3%	100.3%	-10.2%	2.4%	72.8K	-4.0M	-38.2K	0.53	13.54	78	41	3,292	407
2022-02-28	$52.60	$39.25	99.9%	28.6%	58.2%	29.7%	101.4%	-40.6%	-16.3%	77.2K	-4.1M	-38.8K	0.32	20.85	125	41	3,324	407