AGEN Options History — March 2022

In March 2022, AGEN traded between $48.48 and $60.84. ATM implied volatility averaged 82.9%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 3.4% (HV 20d: 79.5%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.41.

Notable Days

  • 2022-03-08: Highest Volume — 829 contracts
  • 2022-03-25: Largest IV spike — 33.4% change
  • 2022-03-25: Highest IV Rank — 33.7%
  • 2022-03-08: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.01$48.48$60.84$50.44$48.48
Max Pain$51.20$39.25$58.88$39.25$58.88
ATM IV82.9%67.1%105.6%78.0%91.5%
Expected Move23.6%19.2%27.3%22.4%20.3%
HV 20d79.5%55.9%86.8%55.9%64.6%
HV 60d63.2%51.4%66.8%51.4%66.8%
IV Rank18.1%7.2%33.7%14.7%24.0%
IV Percentile39.0%1.6%87.7%21.4%66.7%
Term Structure-5.7%-87.8%11.0%-5.6%-87.8%
VWIV84.1%73.3%96.7%90.6%87.3%
Skew 25d-5.1%-60.5%50.1%-14.6%-60.5%
Skew 10d4.2%-52.2%85.6%-14.2%1.4%
Call IV 25d87.3%67.9%121.3%91.0%121.3%
Put IV 25d82.1%60.8%130.4%76.4%60.8%
Bid-Ask Spread %37.1410.2169.8620.8855.25
Gamma HHI0.300.240.350.240.28
Net GEX118.9K72.3K174.7K72.3K101.3K
Net DEX-5.5M-8.3M-3.8M-3.8M-3.8M
Net VEX-40.8K-52.4K-32.5K-37.4K-32.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.050.950.470.30
Total Volume168.65249829181100
Total OI4,501.4353,7604,8083,7604,777

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$50.44$39.2578.0%22.4%55.9%14.7%90.6%-14.6%-5.6%72.3K-3.8M-37.4K0.4720.88123583,355405
2022-03-02$59.86$39.2579.0%22.6%83.0%15.4%80.2%-7.9%3.0%108.5K-6.0M-44.7K0.1615.18463753,393393
2022-03-03$58.29$39.2567.1%19.2%80.0%7.2%73.3%-15.6%2.3%126.6K-6.3M-47.0K0.3924.30134523,666413
2022-03-04$57.11$39.2573.9%21.2%77.1%11.9%74.0%-11.6%3.0%116.3K-5.7M-42.5K0.6318.0650313,669413
2022-03-07$57.90$39.2577.5%22.2%77.0%14.3%77.3%-14.9%4.5%120.3K-5.7M-43.6K0.3824.4087333,666412
2022-03-08$57.90$39.2586.1%27.3%76.5%20.3%95.4%-28.8%-5.7%119.8K-6.4M-47.5K0.0518.80791383,700410
2022-03-09$60.84$39.2588.0%23.8%77.8%21.6%82.6%-14.6%-1.3%174.7K-8.3M-52.4K0.3422.59109384,312410
2022-03-10$58.29$39.2588.3%22.3%79.2%21.8%79.2%-14.0%-6.4%166.2K-7.2M-48.1K0.6422.8548314,368410
2022-03-11$55.54$39.2583.1%26.8%79.3%18.2%93.7%-21.9%4.7%147.4K-6.7M-46.4K0.5332.1658314,369410
2022-03-14$51.42$58.8894.8%25.7%84.1%26.3%86.2%-30.2%-10.7%100.7K-5.2M-40.9K0.5941.2453314,387410
2022-03-15$51.82$58.8893.2%24.1%83.6%25.1%91.5%25.3%-8.6%97.8K-4.5M-37.8K0.6842.9546314,385410
2022-03-16$52.80$58.8884.0%21.6%80.8%18.8%74.3%-4.7%-12.4%97.4K-4.5M-35.1K0.9569.8632304,391410
2022-03-17$55.74$58.8879.8%22.5%82.8%15.9%75.1%-13.8%0.1%121.0K-5.6M-41.7K0.3261.9470234,395410
2022-03-18$58.10$58.8876.2%22.6%83.6%13.5%78.9%22.7%1.9%127.4K-6.1M-38.0K0.1254.11192234,398410
2022-03-21$54.96$58.8888.8%22.0%86.6%22.2%77.6%-2.0%-10.8%117.8K-4.9M-38.4K0.1353.89175234,048353
2022-03-22$54.96$58.8878.9%22.7%86.1%15.3%79.2%50.1%0.3%109.3K-4.7M-36.8K0.2137.3462134,075354
2022-03-23$53.39$58.8870.2%23.5%86.8%9.3%82.8%-4.0%11.0%106.6K-4.5M-36.0K0.7445.0128214,105354
2022-03-24$54.56$58.8879.2%23.1%86.5%15.5%91.3%7.3%2.2%112.1K-4.7M-36.7K0.2710.2186234,113358
2022-03-25$53.39$58.88105.6%26.4%85.6%33.7%96.7%-7.9%-15.6%110.0K-5.1M-37.7K0.1824.67291544,161360
2022-03-28$52.60$58.8895.2%27.3%85.5%26.6%91.4%35.9%-10.0%122.9K-5.4M-40.6K0.4954.8443214,377385
2022-03-29$54.96$58.8872.0%25.0%85.3%10.6%81.1%-0.5%6.7%140.8K-5.8M-40.8K0.2751.3277214,377386
2022-03-30$51.82$58.8876.8%26.9%61.4%13.8%94.5%7.8%4.4%117.3K-4.8M-36.7K0.6252.4537234,384386
2022-03-31$48.48$58.8891.5%20.3%64.6%24.0%87.3%-60.5%-87.8%101.3K-3.8M-32.5K0.3055.2577234,391386