AGEN Options History — November 2022

In November 2022, AGEN traded between $40.63 and $63.98. ATM implied volatility averaged 112.6%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 22.1% (HV 20d: 90.5%). 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 6 of 21 days. Put/call ratio averaged 0.17.

Notable Days

  • 2022-11-16: Highest Volume — 1,698 contracts
  • 2022-11-15: Largest IV drop — 29.5% change
  • 2022-11-07: Highest IV Rank — 56.9%
  • 2022-11-14: Largest Expected Move — 37.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.27$40.63$63.98$49.66$52.80
Max Pain$39.25$39.25$39.25$39.25$39.25
ATM IV112.6%85.5%154.2%115.5%103.8%
Expected Move31.0%24.5%37.8%33.1%29.8%
HV 20d90.5%53.6%107.4%83.9%107.1%
HV 60d82.6%71.9%88.9%74.4%87.4%
IV Rank32.6%16.8%56.9%34.4%27.5%
IV Percentile71.5%27.4%95.2%82.5%63.1%
Term Structure-8.7%-34.0%17.6%-34.0%11.5%
VWIV110.6%89.4%143.6%123.1%109.3%
Skew 25d4.8%-27.4%38.4%-27.4%8.9%
Skew 10d33.3%-26.0%203.9%39.6%-7.8%
Call IV 25d104.3%70.9%125.0%114.6%85.0%
Put IV 25d109.1%87.2%137.1%87.2%93.9%
Bid-Ask Spread %69.4537.5393.4058.0461.48
Gamma HHI0.290.200.390.300.22
Net GEX183.2K115.0K336.3K172.6K140.3K
Net DEX-9.2M-18.3M-3.7M-7.1M-6.3M
Net VEX-29.7K-42.6K-19.4K-26.5K-29.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.020.340.310.09
Total Volume264.238221,69810062
Total OI5,324.0484,7526,6535,0075,246

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$49.66$39.25115.5%33.1%83.9%34.4%123.1%-27.4%-34.0%172.6K-7.1M-26.5K0.3158.0476244,804203
2022-11-02$48.68$39.2596.0%27.5%79.4%23.0%116.0%-0.8%-23.5%188.2K-6.4M-25.0K0.3062.4277234,825204
2022-11-03$48.68$39.25124.2%29.6%53.6%39.4%103.0%-1.9%-8.3%171.6K-6.8M-25.3K0.2171.45102224,849206
2022-11-04$46.71$39.25136.6%30.3%54.0%46.7%110.8%6.4%-7.3%158.2K-6.1M-24.3K0.1760.93126224,891207
2022-11-07$47.11$39.25154.2%34.0%54.2%56.9%119.8%10.6%-8.6%155.6K-7.0M-25.4K0.1766.57116204,946204
2022-11-08$43.96$39.25129.4%36.0%58.7%42.4%129.6%-0.7%-31.6%141.4K-4.9M-22.1K0.1289.87172204,983204
2022-11-09$40.63$39.25111.2%31.9%62.8%31.8%108.3%13.1%-1.2%115.0K-3.7M-19.4K0.1191.95226265,087207
2022-11-10$48.28$39.25122.0%35.0%90.2%38.1%143.6%2.6%-24.5%218.5K-6.5M-22.4K0.1990.00132265,181213
2022-11-11$49.46$39.25109.5%31.4%90.4%30.8%123.9%6.6%-4.1%215.4K-7.6M-25.3K0.3475.15102355,165214
2022-11-14$58.49$39.25131.8%37.8%105.5%43.8%117.3%16.6%-32.9%291.5K-13.5M-27.6K0.2176.39317685,187207
2022-11-15$62.22$39.2592.9%26.6%107.4%21.2%109.0%12.3%-1.2%263.4K-16.0M-29.2K0.2593.40295735,168229
2022-11-16$63.98$39.25118.0%33.8%105.4%35.8%109.4%-7.6%10.1%232.1K-17.4M-29.0K0.0389.131,642565,123246
2022-11-17$61.83$39.25119.2%34.2%106.0%36.5%118.6%-8.9%-7.1%336.3K-18.3M-42.6K0.2983.48181536,400253
2022-11-18$60.06$39.25104.6%30.0%105.6%28.0%109.2%-4.1%2.0%139.5K-17.9M-38.1K0.1940.80257486,344257
2022-11-21$58.88$39.2596.1%27.5%105.5%23.0%97.6%-0.4%1.7%142.5K-8.4M-36.1K0.0652.74572344,537215
2022-11-22$59.08$39.2585.5%24.5%105.5%16.8%89.4%-0.7%17.6%158.5K-9.0M-37.0K0.1152.14278314,880221
2022-11-23$59.08$39.2599.9%28.6%105.4%25.2%89.7%22.9%-21.1%178.6K-9.9M-42.1K0.2870.0991264,917222
2022-11-25$55.15$39.25100.4%28.8%105.3%25.5%100.6%-6.9%-10.5%155.4K-7.7M-35.1K0.0869.032024,934219
2022-11-28$52.40$39.25107.7%30.9%106.7%29.8%96.5%21.8%-20.4%139.8K-6.9M-32.1K0.0837.536354,960221
2022-11-29$51.62$39.25105.4%30.2%106.9%28.4%97.7%38.4%11.0%133.0K-6.0M-29.3K0.0265.822715,001225
2022-11-30$52.80$39.25103.8%29.8%107.1%27.5%109.3%8.9%11.5%140.3K-6.3M-29.9K0.0961.485755,020226