AGEN Options History — September 2022

In September 2022, AGEN traded between $38.86 and $53.78. ATM implied volatility averaged 94.3%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 28.2% (HV 20d: 66.1%). Max pain ranged from $39.25 to $49.07. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.16.

Notable Days

  • 2022-09-08: Highest Volume — 355 contracts
  • 2022-09-12: Largest IV spike — 86.9% change
  • 2022-09-12: Highest IV Rank — 34.4%
  • 2022-09-06: Largest Expected Move — 35.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.37$38.86$53.78$53.78$40.24
Max Pain$46.26$39.25$49.07$39.25$39.25
ATM IV94.3%61.8%115.6%102.7%88.2%
Expected Move27.6%19.8%35.7%29.4%25.3%
HV 20d66.1%60.2%73.1%66.1%71.2%
HV 60d77.3%67.1%85.9%84.3%67.5%
IV Rank22.0%3.0%34.4%26.9%18.4%
IV Percentile51.0%0.4%81.3%69.8%36.1%
Term Structure8.1%-54.7%33.4%0.5%21.8%
VWIV94.7%64.3%112.8%86.3%105.7%
Skew 25d8.1%-28.8%38.0%23.4%-27.1%
Skew 10d25.7%-38.5%106.9%30.3%14.0%
Call IV 25d78.5%54.2%114.8%72.7%114.8%
Put IV 25d86.6%63.0%109.5%96.1%87.8%
Bid-Ask Spread %90.1659.90115.7578.18102.57
Gamma HHI0.220.170.360.240.19
Net GEX81.3K49.4K135.7K107.0K57.3K
Net DEX-4.0M-7.7M-2.4M-5.3M-2.5M
Net VEX-24.1K-32.9K-19.5K-28.8K-19.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.000.560.010.25
Total Volume115.2861335572138
Total OI3,962.813,5854,4193,8883,839

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$53.78$39.25102.7%29.4%66.1%26.9%86.3%23.4%0.5%107.0K-5.3M-28.8K0.0178.187113,658230
2022-09-02$50.64$39.2569.2%19.8%67.8%7.3%81.0%-28.8%17.9%98.2K-4.6M-27.6K0.0798.883733,709231
2022-09-06$47.89$49.07106.7%35.7%70.0%29.2%111.6%-13.6%-1.5%81.7K-3.7M-23.9K0.31115.75106333,741234
2022-09-07$49.07$49.0795.9%27.2%70.6%22.9%96.9%18.3%19.9%89.4K-4.1M-25.0K0.5683.7958333,772235
2022-09-08$51.23$49.07102.7%27.4%71.9%26.9%84.1%21.2%-54.7%106.1K-4.6M-26.1K0.00105.5335413,794235
2022-09-09$53.19$49.0761.8%30.6%73.1%3.0%93.9%15.9%-20.4%130.5K-5.8M-29.3K0.07103.3811784,042235
2022-09-12$52.80$49.07115.6%29.0%63.7%34.4%97.2%24.5%-2.9%135.7K-5.9M-29.3K0.0192.288214,062228
2022-09-13$48.48$49.07109.3%30.5%65.2%30.7%100.0%38.0%4.9%90.1K-4.6M-25.8K0.34101.5984294,127228
2022-09-14$47.69$49.0787.0%24.9%64.4%17.7%64.3%38.0%33.4%93.7K-7.7M-32.9K0.14100.091124,153227
2022-09-15$49.07$49.07104.5%29.9%61.9%27.9%108.3%7.5%15.5%75.8K-4.9M-27.7K0.01113.655114,161227
2022-09-16$46.71$49.0795.2%27.3%63.8%22.5%97.2%23.9%10.0%74.2K-4.2M-24.8K0.3992.4680314,196223
2022-09-19$44.75$49.0789.5%25.7%64.9%19.2%69.2%28.0%23.7%70.0K-3.0M-21.7K0.0759.903633,375210
2022-09-20$44.95$49.0770.2%20.1%65.1%7.9%70.0%8.8%27.5%76.3K-3.1M-22.1K0.0094.703103,408213
2022-09-21$44.36$49.07102.4%29.3%62.5%26.7%102.2%5.3%19.0%66.0K-3.2M-21.5K0.01100.722003,416213
2022-09-22$44.16$49.0770.6%20.2%60.2%8.1%85.5%-0.5%31.0%64.7K-2.6M-19.5K0.2275.741233,422213
2022-09-23$42.00$49.0798.7%28.3%61.4%24.6%108.2%-18.4%-2.2%58.0K-2.6M-20.1K0.0175.6825523,431215
2022-09-26$38.86$49.0790.1%25.8%60.7%19.5%106.1%-21.4%18.0%49.4K-2.4M-19.5K0.1178.11274293,604217
2022-09-27$40.04$39.25114.3%32.8%62.8%33.6%109.2%10.1%-0.0%57.0K-2.5M-19.7K0.2479.47130313,614218
2022-09-28$43.18$39.25107.5%30.8%70.0%29.7%112.8%20.2%-5.9%67.0K-3.2M-22.0K0.2664.03105283,609220
2022-09-29$40.63$39.2599.3%28.5%71.8%24.9%98.4%-4.0%15.4%58.7K-2.6M-19.9K0.3176.7799313,614220
2022-09-30$40.24$39.2588.2%25.3%71.2%18.4%105.7%-27.1%21.8%57.3K-2.5M-19.7K0.25102.57110283,615224