AGEN Options History — August 2022

In August 2022, AGEN traded between $48.87 and $61.24. ATM implied volatility averaged 84.7%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 17.7% (HV 20d: 67.0%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-08-23: Highest Volume — 308 contracts
  • 2022-08-08: Largest IV spike — 27.1% change
  • 2022-08-11: Highest IV Rank — 27.0%
  • 2022-08-08: Largest Expected Move — 41.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.86$48.87$61.24$48.87$53.19
Max Pain$39.25$39.25$39.25$39.25$39.25
ATM IV84.7%68.4%102.9%98.0%93.2%
Expected Move26.1%19.6%41.7%28.1%26.7%
HV 20d67.0%56.7%94.3%94.3%66.9%
HV 60d85.6%83.7%91.3%91.3%84.7%
IV Rank16.4%6.8%27.0%24.1%21.3%
IV Percentile35.0%3.2%70.2%65.1%54.0%
Term Structure2.2%-35.0%45.7%-35.0%-2.8%
VWIV96.5%68.2%171.6%113.4%80.5%
Skew 25d-1.8%-76.2%115.0%-34.4%13.1%
Skew 10d37.1%-40.8%165.2%16.9%18.0%
Call IV 25d86.0%54.2%125.8%102.8%74.0%
Put IV 25d84.2%48.6%207.9%68.4%87.2%
Bid-Ask Spread %80.2826.62116.9532.9187.98
Gamma HHI0.350.190.630.310.28
Net GEX116.8K67.3K271.2K84.1K104.4K
Net DEX-5.4M-9.0M-4.1M-4.1M-5.1M
Net VEX-30.0K-35.3K-27.3K-27.7K-28.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.010.870.830.27
Total Volume99.174730886156
Total OI3,881.6523,2454,2493,8563,817

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$48.87$39.2598.0%28.1%94.3%24.1%113.4%-34.4%-35.0%84.1K-4.1M-27.7K0.8332.9147393,569287
2022-08-02$50.05$39.2589.2%25.6%65.2%19.0%102.1%-25.8%-8.4%90.7K-4.2M-28.3K0.8738.8844383,585286
2022-08-03$51.42$39.2588.8%25.4%65.1%18.7%90.2%-18.4%3.8%102.8K-4.7M-30.3K0.5126.6275383,588286
2022-08-04$50.05$39.2592.7%34.3%65.0%21.0%132.9%-76.2%-25.7%93.6K-4.2M-27.8K0.6897.3180553,605286
2022-08-05$52.40$39.2579.2%37.9%61.7%13.1%171.6%0.8%10.7%107.0K-4.8M-29.7K0.74104.3656423,607282
2022-08-08$51.03$39.25100.6%41.7%61.5%25.7%170.5%-33.2%-30.9%100.7K-4.3M-27.6K0.81104.6854433,620284
2022-08-09$50.64$39.2581.5%29.9%60.9%14.5%105.1%32.7%-0.8%94.3K-4.9M-29.2K0.0676.378653,631285
2022-08-10$51.82$39.25100.1%28.7%57.0%25.4%97.4%25.7%-2.2%109.9K-4.7M-29.7K0.0366.471203,689284
2022-08-11$52.40$39.25102.9%29.5%56.7%27.0%102.0%-1.1%5.2%117.4K-4.9M-28.8K0.1061.978083,695282
2022-08-12$57.70$39.2585.2%24.4%66.8%16.7%82.8%-4.5%25.6%170.8K-6.6M-32.2K0.0679.88176113,717284
2022-08-15$61.24$39.2589.5%25.7%66.5%19.2%93.9%7.4%12.4%215.9K-9.0M-35.3K0.0578.589853,830274
2022-08-16$58.88$39.2568.4%19.6%68.4%6.8%82.0%-5.2%18.2%271.2K-8.0M-34.8K0.0380.268933,855275
2022-08-17$54.96$39.2584.0%24.1%71.8%15.9%92.4%115.0%37.2%172.6K-6.7M-31.2K0.12116.953643,896274
2022-08-18$54.96$39.2581.0%23.2%71.6%14.2%85.2%-26.9%0.0%67.3K-5.2M-29.7K0.0165.7310113,923274
2022-08-19$54.76$39.2577.5%22.2%69.5%12.1%79.5%0.8%45.7%71.7K-5.2M-30.2K0.0389.812713,976273
2022-08-22$54.56$39.2577.4%22.2%69.1%12.1%71.7%4.3%5.7%70.7K-4.4M-27.3K0.0180.9526423,024221
2022-08-23$56.72$39.2573.5%21.1%65.9%9.8%68.2%-3.8%-3.4%100.8K-5.4M-29.4K0.0184.0130533,229221
2022-08-24$58.68$39.2570.9%20.3%66.9%8.3%72.5%-28.5%13.6%121.9K-6.4M-33.3K0.0678.806943,458221
2022-08-25$57.11$39.2580.6%23.1%65.7%14.0%79.5%-6.6%2.9%113.6K-6.1M-31.8K0.0690.224433,501223
2022-08-26$52.60$39.2570.8%20.3%69.8%8.2%90.8%-13.8%-9.0%95.8K-5.0M-28.9K0.07115.373833,532225
2022-08-29$52.21$39.2582.3%23.6%67.9%14.9%75.9%25.8%12.6%102.6K-4.7M-27.5K0.2588.752363,565228
2022-08-30$52.60$39.2581.7%23.4%67.5%14.6%79.0%10.9%-26.2%105.7K-5.6M-31.7K0.0599.65703,582229
2022-08-31$53.19$39.2593.2%26.7%66.9%21.3%80.5%13.1%-2.8%104.4K-5.1M-28.3K0.2787.98123333,587230