AGEN Options History — December 2022

In December 2022, AGEN traded between $42.98 and $58.10. ATM implied volatility averaged 94.1%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded below realized volatility by 5.1% (HV 20d: 99.2%). 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 12 of 21 days. Put/call ratio averaged 0.18.

Notable Days

  • 2022-12-13: Highest Volume — 83 contracts
  • 2022-12-05: Largest IV spike — 24.1% change
  • 2022-12-05: Highest IV Rank — 32.6%
  • 2022-12-14: Largest Expected Move — 32.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.18$42.98$58.10$51.62$47.11
Max Pain$39.25$39.25$39.25$39.25$39.25
ATM IV94.1%78.1%112.6%98.8%94.7%
Expected Move26.7%22.4%32.0%28.3%27.1%
HV 20d99.2%84.3%120.0%107.2%97.4%
HV 60d93.3%87.4%96.1%87.4%93.9%
IV Rank21.8%12.5%32.6%24.6%22.2%
IV Percentile44.7%13.5%77.8%55.6%46.8%
Term Structure3.4%-19.3%37.5%5.4%13.3%
VWIV87.9%58.3%108.3%92.0%84.7%
Skew 25d1.4%-45.5%30.1%4.4%-1.3%
Skew 10d29.6%-6.4%139.9%-4.9%139.9%
Call IV 25d87.2%61.4%111.2%91.6%68.0%
Put IV 25d88.6%59.4%114.7%96.1%66.7%
Bid-Ask Spread %50.7234.2582.7953.4946.78
Gamma HHI0.220.190.270.220.22
Net GEX114.6K69.1K172.0K135.5K93.4K
Net DEX-4.6M-8.5M-2.2M-6.3M-3.0M
Net VEX-23.1K-33.7K-15.9K-29.9K-17.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.000.650.180.47
Total Volume29.2864833419
Total OI5,173.0484,9135,3885,2845,015

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$51.62$39.2598.8%28.3%107.2%24.6%92.0%4.4%5.4%135.5K-6.3M-29.9K0.1853.492955,063221
2022-12-02$58.10$39.2590.7%26.0%114.7%19.9%103.8%12.9%-1.0%172.0K-8.5M-33.7K0.0236.906425,072221
2022-12-05$53.19$39.25112.6%26.1%118.6%32.6%58.3%5.9%-0.8%152.7K-6.7M-29.2K0.0061.732905,099222
2022-12-06$50.83$39.2595.4%28.0%120.0%22.6%87.3%14.5%-2.3%133.8K-5.9M-27.9K0.0451.97905,103222
2022-12-07$48.68$39.2595.0%28.3%118.3%22.4%97.4%5.0%-8.4%119.1K-4.7M-23.3K0.1966.611325,102223
2022-12-08$49.07$39.25101.7%27.5%114.1%26.3%99.6%-3.6%14.2%120.6K-5.0M-24.5K0.3558.572175,103225
2022-12-09$47.89$39.2598.1%30.2%96.8%24.2%102.5%-1.1%7.6%114.4K-4.9M-23.9K0.5182.79845,120226
2022-12-12$53.97$39.2591.6%26.8%105.5%20.4%88.3%7.3%6.1%159.3K-6.7M-27.9K0.0567.874425,123221
2022-12-13$54.96$39.2594.7%24.3%86.5%22.2%87.2%5.9%8.3%166.1K-6.9M-27.3K0.0442.378035,134220
2022-12-14$52.40$39.25111.7%32.0%84.3%32.1%108.3%14.1%3.4%141.9K-6.7M-28.4K0.2665.80315,144219
2022-12-15$47.50$39.25106.1%30.4%88.8%28.9%100.1%30.1%-19.3%105.1K-4.8M-23.4K0.1047.133545,146219
2022-12-16$47.50$39.2582.2%23.6%88.7%14.9%84.1%3.4%-3.3%97.8K-4.0M-20.3K0.6559.531495,169219
2022-12-19$44.95$39.2593.7%26.9%89.8%21.6%94.9%3.0%-3.8%78.6K-2.6M-18.2K0.1238.553644,726187
2022-12-20$45.93$39.2586.1%24.7%90.6%17.2%60.7%29.1%-0.7%81.2K-2.6M-18.2K0.0051.261804,732190
2022-12-21$47.30$39.2593.5%26.8%91.7%21.5%77.5%-18.9%-15.1%96.5K-3.3M-19.3K0.1735.503154,742190
2022-12-22$49.85$39.2584.2%24.1%94.4%16.1%86.9%-16.9%5.6%107.8K-3.7M-21.5K0.0634.98814,756196
2022-12-23$47.89$39.2582.2%23.6%92.5%14.9%83.7%4.4%0.9%96.2K-3.2M-19.5K0.3334.25314,762196
2022-12-27$45.73$39.2587.8%25.2%92.2%18.2%78.4%-8.3%1.4%82.0K-2.6M-17.5K0.0139.071304,763196
2022-12-28$42.98$39.2578.1%22.4%94.2%12.5%87.2%-15.5%37.5%69.1K-2.2M-15.9K0.0641.594224,772194
2022-12-29$45.34$39.2596.6%27.7%96.2%23.3%82.9%-45.5%22.6%83.0K-3.1M-18.6K0.1248.293954,787194
2022-12-30$47.11$39.2594.7%27.1%97.4%22.2%84.7%-1.3%13.3%93.4K-3.0M-17.7K0.4746.781364,818197