AGEN Options History — July 2022

In July 2022, AGEN traded between $38.08 and $56.92. ATM implied volatility averaged 103.0%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 5.9% (HV 20d: 97.1%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.33.

Notable Days

2022-07-18: Highest Volume — 666 contracts
2022-07-12: Largest IV drop — 28.3% change
2022-07-06: Highest IV Rank — 47.4%
2022-07-15: Largest Expected Move — 34.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.36	$38.08	$56.92	$38.08	$51.03
Max Pain	$39.25	$39.25	$39.25	$39.25	$39.25
ATM IV	103.0%	75.1%	137.9%	110.9%	75.1%
Expected Move	29.0%	21.5%	34.6%	31.8%	21.5%
HV 20d	97.1%	86.6%	116.0%	95.6%	92.3%
HV 60d	89.3%	78.9%	90.8%	78.9%	90.7%
IV Rank	27.0%	10.7%	47.4%	31.7%	10.7%
IV Percentile	66.5%	11.9%	90.9%	79.8%	11.9%
Term Structure	2.8%	-20.3%	67.8%	-1.7%	5.5%
VWIV	101.1%	86.4%	114.7%	111.0%	109.6%
Skew 25d	6.8%	-40.2%	43.6%	25.3%	12.2%
Skew 10d	21.3%	-54.4%	76.6%	39.6%	20.3%
Call IV 25d	101.6%	76.7%	119.7%	104.4%	84.9%
Put IV 25d	108.4%	79.0%	133.1%	129.7%	97.0%
Bid-Ask Spread %	33.76	10.45	62.77	17.79	36.41
Gamma HHI	0.38	0.25	0.80	0.32	0.34
Net GEX	102.2K	39.9K	300.9K	53.9K	95.4K
Net DEX	-5.9M	-8.4M	-2.9M	-2.9M	-4.6M
Net VEX	-31.0K	-36.5K	-21.1K	-21.1K	-30.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.06	0.78	0.31	0.35
Total Volume	211.85	92	666	161	153
Total OI	3,878.7	3,174	4,218	4,026	3,839

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
2022-07-01	$38.08	$39.25	110.9%	31.8%	95.6%	31.7%	111.0%	25.3%	-1.7%	53.9K	-2.9M	-21.1K	0.31	17.79	123	38	3,641	385
2022-07-05	$46.32	$39.25	111.2%	34.4%	116.0%	31.9%	95.0%	36.9%	-14.8%	87.5K	-5.2M	-27.6K	0.51	51.50	105	54	3,608	384
2022-07-06	$47.69	$39.25	137.9%	31.5%	113.8%	47.4%	99.9%	19.1%	-8.6%	39.9K	-5.1M	-23.9K	0.34	48.36	228	78	3,632	387
2022-07-07	$49.26	$39.25	112.2%	29.6%	113.4%	32.4%	93.6%	-6.1%	-3.4%	46.0K	-5.8M	-26.2K	0.78	32.27	95	74	3,721	375
2022-07-08	$52.99	$39.25	106.6%	29.4%	114.9%	29.1%	105.9%	6.3%	5.6%	134.0K	-7.4M	-30.7K	0.38	25.47	99	37	3,723	376
2022-07-11	$51.42	$39.25	122.3%	29.5%	114.5%	38.3%	114.7%	34.5%	0.3%	53.0K	-5.9M	-27.4K	0.64	17.16	56	36	3,682	377
2022-07-12	$52.60	$39.25	87.7%	28.7%	100.8%	18.1%	107.9%	11.1%	3.8%	55.0K	-6.2M	-29.2K	0.28	39.25	132	37	3,697	378
2022-07-13	$55.94	$39.25	100.8%	28.9%	88.5%	25.7%	102.4%	16.3%	5.4%	210.1K	-8.4M	-31.6K	0.17	21.24	231	39	3,669	379
2022-07-14	$56.92	$39.25	108.4%	31.1%	86.6%	30.2%	108.4%	-29.5%	67.8%	300.9K	-7.7M	-30.8K	0.32	33.82	130	41	3,684	381
2022-07-15	$56.13	$39.25	120.8%	34.6%	88.4%	37.4%	114.0%	-24.3%	-20.3%	70.7K	-7.0M	-32.1K	0.35	29.68	110	38	3,835	383
2022-07-18	$53.19	$39.25	98.3%	28.2%	94.0%	24.3%	99.4%	-0.6%	-0.6%	75.3K	-4.9M	-30.3K	0.06	19.90	631	35	2,910	264
2022-07-19	$53.97	$39.25	94.7%	27.2%	92.4%	22.2%	91.8%	11.2%	3.9%	95.3K	-5.9M	-35.5K	0.15	13.78	249	36	3,334	264
2022-07-20	$56.13	$39.25	95.9%	27.5%	89.9%	22.9%	98.1%	8.8%	3.4%	101.7K	-6.2M	-36.3K	0.25	42.58	208	51	3,334	264
2022-07-21	$55.35	$39.25	90.0%	25.8%	89.9%	19.5%	88.9%	-24.1%	4.0%	103.1K	-6.0M	-35.9K	0.21	10.45	168	35	3,408	280
2022-07-22	$52.80	$39.25	98.7%	28.3%	89.9%	24.5%	103.5%	8.1%	-3.5%	92.2K	-5.2M	-32.0K	0.12	62.77	294	36	3,415	280
2022-07-25	$51.82	$39.25	105.4%	30.2%	89.8%	28.5%	105.2%	-40.2%	-17.6%	93.8K	-5.1M	-32.7K	0.33	40.34	108	36	3,535	280
2022-07-26	$55.54	$39.25	99.6%	28.5%	91.2%	25.0%	90.5%	26.9%	5.3%	111.9K	-6.3M	-36.5K	0.33	50.12	112	37	3,538	280
2022-07-27	$56.13	$39.25	86.6%	24.8%	90.2%	17.5%	86.4%	43.6%	27.7%	115.9K	-6.3M	-35.5K	0.38	58.23	96	37	3,541	281
2022-07-28	$53.78	$39.25	96.9%	27.8%	90.5%	23.5%	95.8%	-0.4%	-5.8%	107.4K	-5.7M	-34.2K	0.44	24.08	93	41	3,549	281
2022-07-29	$51.03	$39.25	75.1%	21.5%	92.3%	10.7%	109.6%	12.2%	5.5%	95.4K	-4.6M	-30.4K	0.35	36.41	113	40	3,553	286