AGEN Options History — June 2022

In June 2022, AGEN traded between $25.52 and $39.45. ATM implied volatility averaged 135.2%, placing in the 45.8% IV rank vs the trailing year. The 30-day expected move averaged 38.0%. IV traded above realized volatility by 48.9% (HV 20d: 86.3%). Max pain ranged from $19.63 to $19.63. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.48.

Notable Days

  • 2022-06-29: Highest Volume — 1,586 contracts
  • 2022-06-13: Largest IV spike — 49.7% change
  • 2022-06-17: Highest IV Rank — 79.9%
  • 2022-06-17: Largest Expected Move — 55.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.65$25.52$39.45$31.99$38.27
Max Pain$19.63$19.63$19.63$19.63$19.63
ATM IV135.2%93.2%193.5%163.5%93.2%
Expected Move38.0%26.7%55.5%46.9%26.7%
HV 20d86.3%68.8%96.2%84.4%96.2%
HV 60d72.8%66.4%80.3%67.2%79.1%
IV Rank45.8%21.3%79.9%62.4%21.3%
IV Percentile88.4%61.9%98.0%97.6%61.9%
Term Structure-17.7%-94.4%29.5%-56.8%15.8%
VWIV132.0%94.1%195.2%161.0%94.1%
Skew 25d1.3%-203.5%203.7%-59.7%-16.6%
Skew 10d8.2%-251.7%293.4%-59.7%-29.2%
Call IV 25d142.4%90.3%364.5%166.5%136.1%
Put IV 25d143.7%98.8%305.0%106.8%119.5%
Bid-Ask Spread %65.1021.54127.2379.9030.15
Gamma HHI0.230.130.420.150.34
Net GEX26.0K9.9K62.1K15.4K62.1K
Net DEX-1.8M-3.7M-849.4K-1.1M-3.3M
Net VEX-15.7K-24.0K-11.0K-13.5K-24.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.081.130.310.90
Total Volume194.476471,58685226
Total OI2,874.192,5723,9582,5723,958

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$31.99$19.63163.5%46.9%84.4%62.4%161.0%-59.7%-56.8%15.4K-1.1M-13.5K0.3179.9065202,324248
2022-06-02$31.21$19.63157.2%35.5%84.3%58.7%117.8%203.7%11.9%13.8K-1.3M-13.3K0.62127.2333212,347248
2022-06-03$32.38$19.63121.3%35.2%79.5%37.7%145.8%-41.5%-18.8%22.5K-1.2M-13.6K0.5369.6855292,356248
2022-06-06$31.01$19.63126.4%39.3%80.0%40.7%128.1%-7.8%-33.5%16.2K-1.8M-17.1K0.4373.5865282,387252
2022-06-07$32.58$19.63159.4%36.8%76.4%60.0%129.7%25.4%-28.8%17.1K-1.3M-14.9K0.6756.9342282,409252
2022-06-08$33.56$19.63120.6%34.6%73.2%37.3%103.0%12.2%-8.2%17.5K-1.4M-14.6K0.6772.1635232,427252
2022-06-09$32.38$19.63124.2%35.6%68.8%39.4%122.1%2.6%-10.2%17.3K-1.4M-14.6K0.9572.8725242,439252
2022-06-10$28.66$19.63100.1%28.7%81.9%25.4%113.4%-23.3%-3.2%14.4K-1.2M-13.5K0.53108.0547252,438253
2022-06-13$25.91$19.63149.9%43.0%85.7%54.4%161.9%-24.3%-85.5%12.8K-849.4K-11.0K0.1691.33160252,461255
2022-06-14$25.52$19.63142.3%40.8%84.5%50.0%124.4%-203.5%3.6%9.9K-1.3M-12.1K0.5794.3542242,579255
2022-06-15$27.09$19.63190.5%54.6%84.2%78.1%185.2%-5.9%-94.4%14.6K-1.1M-11.9K0.5096.3148242,590255
2022-06-16$27.87$19.63139.8%40.1%82.8%48.5%115.4%7.8%29.5%16.3K-1.4M-12.8K1.1358.5822252,619255
2022-06-17$30.23$19.63193.5%55.5%88.2%79.9%195.2%-30.3%-49.3%12.8K-1.4M-14.2K0.1755.75158272,621256
2022-06-21$32.97$19.63136.3%39.1%93.5%46.5%133.6%-7.4%-14.3%25.1K-1.9M-16.1K0.2338.49163372,517250
2022-06-22$35.13$19.63139.1%39.9%95.9%48.2%139.5%76.4%-25.5%29.1K-2.0M-15.8K0.2941.91124362,591263
2022-06-23$38.27$19.63109.2%31.3%94.1%30.7%109.7%53.2%-0.0%41.0K-2.8M-20.3K0.4148.07105432,666265
2022-06-24$37.49$19.63124.9%35.8%94.9%39.8%124.9%24.7%-20.1%38.8K-2.3M-16.8K0.1758.08249432,716270
2022-06-27$37.10$19.63106.4%30.5%95.1%29.0%109.7%38.3%10.6%49.5K-2.9M-21.1K0.2445.60179432,853270
2022-06-28$36.51$19.63114.7%32.9%92.9%33.9%115.1%17.6%11.0%46.7K-2.7M-18.5K0.5926.4882482,934270
2022-06-29$39.45$19.63126.1%36.2%95.7%40.6%141.4%-14.0%-5.3%53.0K-3.7M-19.0K0.0821.541,4661202,983274
2022-06-30$38.27$19.6393.2%26.7%96.2%21.3%94.1%-16.6%15.8%62.1K-3.3M-24.0K0.9030.151191073,620338