AGEN Options History — May 2022

In May 2022, AGEN traded between $28.46 and $37.68. ATM implied volatility averaged 136.2%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 37.6%. IV traded above realized volatility by 67.6% (HV 20d: 68.6%). Max pain ranged from $19.63 to $39.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2022-05-02: Highest Volume — 244 contracts
  • 2022-05-24: Largest IV spike — 123.9% change
  • 2022-05-24: Highest IV Rank — 100.0%
  • 2022-05-26: Largest Expected Move — 65.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.89$28.46$37.68$37.68$32.58
Max Pain$33.65$19.63$39.25$39.25$19.63
ATM IV136.2%84.5%227.9%84.5%112.2%
Expected Move37.6%24.2%65.3%24.2%32.2%
HV 20d68.6%45.8%84.4%48.8%84.4%
HV 60d70.3%64.5%74.5%66.2%67.3%
IV Rank48.3%17.3%100.0%17.3%32.4%
IV Percentile90.1%48.4%100.0%48.4%87.3%
Term Structure0.8%-130.2%142.3%16.9%56.6%
VWIV126.3%83.3%248.7%83.3%123.5%
Skew 25d1.2%-238.2%71.6%71.6%39.8%
Skew 10d14.5%-238.2%113.1%113.1%94.3%
Call IV 25d148.4%87.8%346.7%122.8%234.3%
Put IV 25d149.6%103.2%274.1%194.3%274.1%
Bid-Ask Spread %87.0340.82120.1548.92104.47
Gamma HHI0.170.130.270.270.24
Net GEX15.6K8.9K29.3K29.3K17.6K
Net DEX-1.0M-1.9M-248.0K-946.7K-1.3M
Net VEX-14.0K-19.2K-10.8K-15.0K-12.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.090.710.090.42
Total Volume102.6675324424471
Total OI3,702.8572,2704,2764,2082,552

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$37.68$39.2584.5%24.2%48.8%17.3%83.3%71.6%16.9%29.3K-946.7K-15.0K0.0948.92224203,860348
2022-05-03$36.90$39.2594.2%27.0%45.8%23.3%96.1%25.7%2.5%29.0K-1.9M-19.2K0.1540.82114173,833350
2022-05-04$37.29$39.25111.2%31.9%46.7%33.8%112.8%21.2%-29.0%28.3K-863.9K-15.8K0.2141.7490183,836350
2022-05-05$33.95$39.25112.9%26.6%53.7%34.9%95.2%11.8%-3.7%23.3K-1.0M-15.9K0.2188.9188193,845340
2022-05-06$32.78$39.25135.0%33.5%53.7%48.6%118.7%30.7%-18.9%21.8K-628.0K-13.8K0.6166.3933203,848337
2022-05-09$30.23$39.25152.7%30.3%57.8%59.5%152.5%27.7%-27.9%8.9K-248.0K-10.8K0.3588.2061213,854336
2022-05-10$32.38$39.25146.8%35.6%65.9%55.9%121.0%-15.2%38.3%10.9K-807.9K-11.6K0.45120.1557263,878338
2022-05-11$30.03$39.2595.8%27.5%68.3%24.3%248.7%36.9%68.5%11.4K-1.0M-14.1K0.36114.5067243,867329
2022-05-12$30.42$39.25143.5%41.1%66.0%53.9%132.8%13.2%-7.0%10.6K-889.3K-12.1K0.3498.8668233,893311
2022-05-13$32.19$39.25104.3%29.9%71.4%29.6%107.2%34.0%-13.6%12.1K-881.6K-13.8K0.3184.8566203,908311
2022-05-16$30.62$39.25131.8%37.8%72.2%46.6%97.3%49.0%-2.7%12.9K-1.2M-15.8K0.29107.9061183,911311
2022-05-17$32.58$39.25152.1%43.6%77.0%59.2%136.1%12.9%-31.3%12.0K-772.6K-13.7K0.25100.0970183,925311
2022-05-18$30.62$39.25135.4%38.8%78.6%48.8%110.9%22.6%6.8%13.5K-1.1M-15.9K0.24104.6572183,965311
2022-05-19$30.42$39.25139.0%39.9%76.1%51.1%116.9%42.5%142.3%12.8K-978.1K-14.1K0.2892.1872203,968294
2022-05-20$30.62$39.25124.9%35.8%76.5%42.3%141.4%-47.8%-36.9%13.0K-1.8M-18.6K0.7181.4339283,971293
2022-05-23$30.81$19.63101.7%29.1%76.6%27.9%110.3%7.0%-9.0%11.1K-906.8K-11.7K0.2267.1399222,021249
2022-05-24$28.46$19.63227.6%65.3%78.5%100.0%145.0%-238.2%16.4%9.1K-767.0K-11.5K0.2978.6775222,095249
2022-05-25$28.46$19.63216.9%62.2%78.7%93.7%158.7%-47.4%-130.2%10.8K-1.1M-12.1K0.24109.2692222,145249
2022-05-26$29.24$19.63227.9%65.3%80.1%100.0%128.8%-104.2%-69.6%12.5K-997.4K-13.3K0.1598.06142222,207249
2022-05-27$31.40$19.63110.5%31.7%84.1%31.4%116.0%32.1%47.4%15.4K-1.3M-12.1K0.2990.5475222,262250
2022-05-31$32.58$19.63112.2%32.2%84.4%32.4%123.5%39.8%56.6%17.6K-1.3M-12.7K0.42104.4750212,304248