AGEN Options History — October 2022

In October 2022, AGEN traded between $41.02 and $54.76. ATM implied volatility averaged 106.4%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 19.2% (HV 20d: 87.3%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2022-10-12: Highest Volume — 638 contracts
  • 2022-10-06: Largest IV drop — 28.1% change
  • 2022-10-19: Highest IV Rank — 34.4%
  • 2022-10-07: Largest Expected Move — 33.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.17$41.02$54.76$41.02$49.85
Max Pain$39.25$39.25$39.25$39.25$39.25
ATM IV106.4%82.0%115.7%115.0%111.9%
Expected Move30.8%24.9%33.2%33.0%32.1%
HV 20d87.3%70.0%94.9%70.0%85.0%
HV 60d73.7%65.8%75.5%65.8%74.6%
IV Rank29.1%14.8%34.4%34.1%32.3%
IV Percentile68.1%21.4%81.3%81.0%77.4%
Term Structure-15.7%-105.5%16.7%-19.0%-19.5%
VWIV102.8%85.1%116.9%109.0%114.7%
Skew 25d8.0%-21.3%62.4%6.1%-6.3%
Skew 10d30.2%-16.7%58.1%30.4%20.6%
Call IV 25d95.7%67.1%115.4%99.9%93.8%
Put IV 25d103.7%79.0%129.6%106.0%87.5%
Bid-Ask Spread %61.6737.4194.9194.9158.49
Gamma HHI0.290.190.420.190.31
Net GEX159.4K61.4K238.8K61.4K178.9K
Net DEX-6.9M-9.3M-2.7M-2.7M-7.2M
Net VEX-28.4K-32.7K-19.1K-19.1K-27.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.050.610.270.36
Total Volume1757063813687
Total OI4,708.6193,8445,3163,8445,007

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$41.02$39.25115.0%33.0%70.0%34.1%109.0%6.1%-19.0%61.4K-2.7M-19.1K0.2794.91107293,620224
2022-10-04$42.98$39.25115.3%33.0%70.7%34.2%108.6%23.4%-5.2%68.2K-2.8M-19.8K0.1870.03177313,623225
2022-10-05$46.71$39.25114.1%32.7%76.8%33.5%116.9%62.4%-4.2%90.1K-3.8M-22.9K0.0979.58317303,711226
2022-10-06$54.76$39.2582.0%24.9%94.8%14.8%85.1%-6.7%9.6%144.0K-6.9M-28.8K0.1175.75270293,891228
2022-10-07$52.80$39.2589.0%33.2%94.9%18.9%99.9%28.9%-16.6%147.3K-6.9M-30.9K0.4364.2764274,072226
2022-10-10$52.60$39.25102.5%30.2%94.9%26.8%113.7%-4.8%-11.5%149.7K-6.6M-29.5K0.6165.5344274,075229
2022-10-11$51.82$39.25112.8%29.2%89.6%32.8%96.7%6.5%-6.3%149.4K-6.3M-28.6K0.1459.24200274,082229
2022-10-12$49.66$39.25110.1%31.6%90.9%31.2%112.0%10.9%-1.4%142.8K-5.9M-28.4K0.0561.19606324,213228
2022-10-13$50.05$39.25103.9%29.8%90.4%27.6%91.9%-2.4%16.7%171.3K-7.4M-31.2K0.5979.4949294,752230
2022-10-14$49.07$39.25110.0%31.5%88.8%31.1%106.8%15.8%-18.0%173.6K-7.1M-30.1K0.1168.47257294,756231
2022-10-17$52.80$39.25108.4%31.1%90.5%30.2%96.3%15.0%-7.5%216.8K-9.3M-32.7K0.2249.54104235,026231
2022-10-18$53.39$39.25100.6%28.8%90.5%25.6%91.9%3.4%-5.0%238.8K-9.2M-31.0K0.4253.0057245,027230
2022-10-19$50.83$39.25115.7%33.2%92.5%34.4%95.5%-12.7%-21.6%212.2K-8.5M-31.0K0.3444.2469245,033231
2022-10-20$49.66$39.25106.2%30.5%93.0%28.9%108.4%9.2%-105.5%226.3K-7.3M-28.7K0.3158.2668215,062232
2022-10-21$52.40$39.25102.0%29.2%92.1%26.5%111.9%1.3%0.0%151.6K-9.2M-30.2K0.1160.68190225,084232
2022-10-24$51.23$39.25106.9%30.6%87.0%29.3%100.1%42.1%-87.0%157.6K-7.2M-29.2K0.1960.16120224,523213
2022-10-25$52.01$39.25107.0%30.7%86.8%29.4%90.9%-8.6%-9.4%169.1K-7.9M-30.1K0.1537.41158244,593216
2022-10-26$51.82$39.25105.0%30.1%83.7%28.2%92.9%-19.2%2.8%172.0K-8.0M-29.8K0.5256.7746244,716217
2022-10-27$48.28$39.25108.1%31.0%84.8%30.0%109.9%-21.3%-12.6%159.0K-6.9M-28.0K0.3345.0188294,737217
2022-10-28$49.85$39.25108.9%31.2%84.9%30.5%105.2%25.4%-7.4%167.6K-7.0M-27.5K0.4352.9666284,770213
2022-10-31$49.85$39.25111.9%32.1%85.0%32.3%114.7%-6.3%-19.5%178.9K-7.2M-27.7K0.3658.4964234,794213