AGEN Options History — April 2022

In April 2022, AGEN traded between $36.51 and $52.01. ATM implied volatility averaged 105.3%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 46.7% (HV 20d: 58.6%). Max pain ranged from $39.25 to $58.88. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.37.

Notable Days

2022-04-29: Highest Volume — 115 contracts
2022-04-12: Largest IV spike — 61.0% change
2022-04-12: Highest IV Rank — 100.0%
2022-04-27: Largest Expected Move — 32.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.96	$36.51	$52.01	$50.44	$36.51
Max Pain	$46.12	$39.25	$58.88	$58.88	$39.25
ATM IV	105.3%	79.3%	217.9%	95.1%	83.3%
Expected Move	26.1%	22.7%	32.6%	25.1%	23.9%
HV 20d	58.6%	49.9%	68.0%	66.7%	49.9%
HV 60d	67.0%	66.2%	68.3%	66.4%	66.7%
IV Rank	31.5%	14.0%	100.0%	26.5%	16.5%
IV Percentile	73.4%	32.5%	100.0%	73.4%	43.7%
Term Structure	-13.7%	-95.3%	6.4%	-24.1%	-0.3%
VWIV	96.1%	84.2%	131.2%	89.1%	88.3%
Skew 25d	2.8%	-42.1%	60.8%	-42.1%	39.9%
Skew 10d	31.8%	-38.1%	220.8%	-32.1%	57.7%
Call IV 25d	94.7%	66.4%	120.8%	111.5%	82.2%
Put IV 25d	97.4%	69.3%	181.6%	69.3%	122.1%
Bid-Ask Spread %	39.54	14.52	66.51	45.95	44.18
Gamma HHI	0.22	0.14	0.29	0.27	0.24
Net GEX	54.1K	20.8K	117.1K	104.1K	27.3K
Net DEX	-2.6M	-4.6M	-1.0M	-4.0M	-1.0M
Net VEX	-25.8K	-36.7K	-16.5K	-34.5K	-17.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.05	0.82	0.63	0.22
Total Volume	62.65	10	115	52	115
Total OI	4,503.35	4,058	4,938	4,832	4,221

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
2022-04-01	$50.44	$58.88	95.1%	25.1%	66.7%	26.5%	89.1%	-42.1%	-24.1%	104.1K	-4.0M	-34.5K	0.63	45.95	32	20	4,443	389
2022-04-04	$52.01	$58.88	93.9%	26.2%	67.6%	25.6%	95.5%	0.3%	-13.9%	117.1K	-4.6M	-34.8K	0.32	50.20	39	12	4,449	389
2022-04-05	$50.64	$58.88	114.7%	24.9%	68.0%	40.0%	89.5%	-1.7%	-5.8%	76.2K	-4.2M	-36.7K	0.35	55.44	34	12	4,453	390
2022-04-06	$50.83	$58.88	121.5%	23.8%	64.9%	44.7%	92.7%	2.0%	4.7%	72.3K	-3.6M	-31.4K	0.26	63.73	47	12	4,466	391
2022-04-07	$49.07	$58.88	114.4%	27.2%	64.4%	39.8%	96.1%	-9.4%	-13.5%	74.9K	-3.8M	-33.1K	0.30	18.68	41	12	4,476	392
2022-04-08	$47.50	$58.88	108.7%	25.6%	63.3%	35.9%	93.7%	-8.9%	-5.0%	61.2K	-3.1M	-28.9K	0.17	24.82	92	15	4,491	392
2022-04-11	$45.73	$58.88	135.3%	24.1%	59.0%	54.2%	92.1%	-3.6%	2.3%	50.1K	-2.4M	-23.9K	0.27	17.05	48	13	4,514	394
2022-04-12	$46.12	$39.25	217.9%	28.1%	59.1%	100.0%	97.8%	12.7%	-16.1%	56.9K	-3.1M	-28.0K	0.21	66.51	63	13	4,530	366
2022-04-13	$47.89	$39.25	92.2%	26.4%	60.5%	22.0%	89.3%	3.7%	-21.8%	61.4K	-3.4M	-27.1K	0.38	14.85	39	15	4,561	366
2022-04-14	$46.12	$39.25	93.2%	26.7%	57.3%	22.6%	93.8%	-0.3%	-95.3%	56.4K	-3.0M	-25.2K	0.34	28.79	53	18	4,571	367
2022-04-18	$44.75	$39.25	92.0%	26.4%	54.4%	21.9%	98.2%	-12.0%	-11.4%	46.8K	-2.3M	-24.5K	0.31	32.89	50	16	3,720	338
2022-04-19	$45.34	$39.25	94.7%	27.1%	52.7%	23.6%	131.2%	60.8%	1.3%	20.8K	-2.2M	-22.6K	0.82	49.62	29	23	3,752	339
2022-04-20	$44.95	$39.25	79.3%	22.7%	52.6%	14.0%	93.4%	-16.2%	4.9%	45.6K	-2.1M	-23.9K	0.41	26.70	41	17	3,754	342
2022-04-21	$41.81	$39.25	93.7%	26.9%	56.8%	23.0%	95.7%	10.0%	-10.9%	40.7K	-1.8M	-22.5K	0.48	14.52	38	18	3,766	343
2022-04-22	$41.41	$39.25	84.4%	24.2%	55.3%	17.2%	84.2%	-20.8%	6.4%	36.9K	-1.7M	-21.3K	0.65	53.55	30	20	3,775	346
2022-04-25	$41.61	$39.25	84.2%	24.1%	55.6%	17.0%	85.4%	17.9%	-1.4%	36.7K	-1.7M	-21.9K	0.57	51.71	36	20	3,777	349
2022-04-26	$39.25	$39.25	84.6%	24.2%	58.0%	17.3%	99.9%	-25.7%	1.6%	31.2K	-1.1M	-16.5K	0.46	44.08	38	17	3,789	351
2022-04-27	$38.67	$39.25	113.6%	32.6%	53.7%	35.3%	113.3%	29.9%	-28.7%	33.8K	-1.3M	-20.1K	0.05	49.56	10	0	3,794	352
2022-04-28	$38.47	$39.25	109.0%	31.3%	51.6%	32.5%	103.0%	18.9%	-46.7%	31.8K	-1.6M	-21.8K	0.28	37.89	82	23	3,821	348
2022-04-29	$36.51	$39.25	83.3%	23.9%	49.9%	16.5%	88.3%	39.9%	-0.3%	27.3K	-1.0M	-17.5K	0.22	44.18	94	21	3,872	349