AGEN Options History — January 2023

In January 2023, AGEN traded between $46.71 and $57.70. ATM implied volatility averaged 95.2%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 19.1% (HV 20d: 76.1%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.09.

Notable Days

2023-01-20: Highest Volume — 608 contracts
2023-01-10: Largest IV drop — 34.0% change
2023-01-09: Highest IV Rank — 38.1%
2023-01-03: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.97	$46.71	$57.70	$47.30	$51.03
Max Pain	$39.25	$39.25	$39.25	$39.25	$39.25
ATM IV	95.2%	80.4%	121.9%	111.3%	99.5%
Expected Move	26.8%	23.3%	31.9%	31.9%	28.5%
HV 20d	76.1%	68.4%	86.1%	86.1%	73.7%
HV 60d	89.8%	87.7%	92.5%	87.9%	92.4%
IV Rank	22.5%	13.9%	38.1%	31.9%	25.0%
IV Percentile	44.9%	16.7%	85.7%	76.2%	53.6%
Term Structure	-7.0%	-25.8%	11.2%	-8.0%	-25.3%
VWIV	96.6%	84.1%	112.0%	106.3%	95.3%
Skew 25d	-12.5%	-42.4%	29.1%	-38.6%	-7.2%
Skew 10d	22.5%	-86.6%	153.4%	153.4%	-13.0%
Call IV 25d	91.6%	60.9%	116.1%	116.1%	90.2%
Put IV 25d	79.1%	58.4%	97.4%	77.5%	82.9%
Bid-Ask Spread %	69.68	54.46	96.88	73.14	67.20
Gamma HHI	0.31	0.22	0.41	0.22	0.39
Net GEX	103.3K	44.1K	204.2K	97.4K	86.5K
Net DEX	-4.2M	-6.8M	-2.9M	-3.3M	-4.3M
Net VEX	-20.0K	-25.9K	-15.8K	-18.3K	-25.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.52	0.03	0.02
Total Volume	116.85	14	608	29	37
Total OI	4,146.65	1,864	5,388	5,036	2,538

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-01-03	$47.30	$39.25	111.3%	31.9%	86.1%	31.9%	106.3%	-38.6%	-8.0%	97.4K	-3.3M	-18.3K	0.03	73.14	28	1	4,833	203
2023-01-04	$49.07	$39.25	83.8%	24.0%	82.4%	15.8%	90.0%	-4.1%	-8.6%	110.1K	-3.7M	-19.4K	0.03	54.46	35	1	4,843	204
2023-01-05	$48.28	$39.25	92.2%	23.3%	81.1%	20.7%	98.3%	-6.5%	4.3%	98.2K	-2.9M	-15.8K	0.01	75.27	22	0	4,860	205
2023-01-06	$47.30	$39.25	109.6%	27.0%	80.0%	30.9%	104.2%	1.6%	4.0%	98.7K	-3.2M	-17.3K	0.00	58.78	25	0	4,879	205
2023-01-09	$46.71	$39.25	121.9%	29.3%	80.0%	38.1%	105.1%	-42.4%	-12.8%	100.9K	-3.5M	-18.0K	0.07	96.88	26	2	4,888	205
2023-01-10	$50.83	$39.25	80.4%	25.3%	85.2%	13.9%	97.5%	-24.7%	11.2%	124.3K	-3.7M	-16.5K	0.52	82.43	11	6	4,907	206
2023-01-11	$51.62	$39.25	98.5%	28.2%	73.5%	24.4%	92.6%	-6.4%	-1.5%	134.1K	-4.3M	-18.7K	0.01	71.01	14	0	4,914	207
2023-01-12	$55.54	$39.25	84.6%	24.2%	78.0%	16.3%	84.1%	8.6%	1.5%	175.9K	-5.4M	-19.2K	0.02	72.96	46	1	4,922	207
2023-01-13	$57.70	$39.25	88.8%	25.5%	76.9%	18.8%	90.3%	29.1%	5.4%	204.2K	-6.8M	-22.1K	0.02	60.76	251	6	4,936	207
2023-01-17	$54.37	$39.25	98.7%	28.3%	71.1%	24.5%	96.6%	-3.0%	-5.8%	173.7K	-5.6M	-18.8K	0.01	82.09	230	1	5,012	206
2023-01-18	$53.19	$39.25	89.7%	25.7%	71.8%	19.3%	89.5%	-28.8%	-23.5%	158.2K	-4.7M	-16.9K	0.52	66.05	17	9	5,137	207
2023-01-19	$54.76	$39.25	94.0%	26.9%	68.4%	21.8%	92.2%	-4.9%	2.0%	44.1K	-4.9M	-16.7K	0.07	72.76	65	5	5,148	214
2023-01-20	$53.19	$39.25	94.8%	27.2%	69.6%	22.3%	93.3%	19.1%	-25.8%	45.3K	-4.7M	-16.6K	0.02	88.90	594	14	5,174	214
2023-01-23	$49.26	$39.25	100.3%	28.8%	75.1%	25.5%	102.2%	-11.1%	-12.1%	51.3K	-2.9M	-20.7K	0.05	56.32	307	15	1,768	96
2023-01-24	$50.64	$39.25	84.6%	24.3%	73.4%	16.3%	93.9%	-37.6%	-6.9%	67.6K	-3.5M	-23.2K	0.05	60.55	43	2	2,005	107
2023-01-25	$48.28	$39.25	90.4%	25.9%	74.0%	19.7%	94.8%	-34.8%	-13.1%	63.2K	-3.2M	-23.0K	0.00	54.85	187	1	2,021	109
2023-01-26	$47.50	$39.25	86.6%	24.8%	72.3%	17.5%	91.1%	-28.5%	1.1%	66.2K	-4.1M	-22.6K	0.07	64.19	104	8	2,186	110
2023-01-27	$52.21	$39.25	101.7%	29.1%	75.2%	26.3%	102.1%	7.6%	-16.5%	81.5K	-5.1M	-25.2K	0.25	72.05	111	28	2,261	115
2023-01-30	$50.64	$39.25	93.7%	26.9%	74.7%	21.6%	112.0%	-37.8%	-9.8%	84.8K	-4.2M	-25.4K	0.02	62.99	82	2	2,332	142
2023-01-31	$51.03	$39.25	99.5%	28.5%	73.7%	25.0%	95.3%	-7.2%	-25.3%	86.5K	-4.3M	-25.9K	0.02	67.20	36	1	2,394	144