AGEN Options History — February 2023

In February 2023, AGEN traded between $38.86 and $52.01. ATM implied volatility averaged 99.6%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded above realized volatility by 38.0% (HV 20d: 61.6%). Max pain ranged from $39.25 to $39.25. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.14.

Notable Days

2023-02-14: Highest Volume — 650 contracts
2023-02-13: Largest IV spike — 35.9% change
2023-02-01: Highest IV Rank — 34.2%
2023-02-01: Largest Expected Move — 33.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.44	$38.86	$52.01	$51.42	$40.43
Max Pain	$39.25	$39.25	$39.25	$39.25	$39.25
ATM IV	99.6%	80.0%	115.3%	115.3%	105.2%
Expected Move	28.1%	22.9%	33.0%	33.0%	30.1%
HV 20d	61.6%	40.8%	73.7%	73.7%	44.6%
HV 60d	79.9%	74.0%	92.4%	92.4%	74.5%
IV Rank	23.4%	11.0%	34.2%	34.2%	26.1%
IV Percentile	50.5%	13.1%	81.3%	81.3%	61.1%
Term Structure	-0.3%	-28.7%	161.8%	-28.7%	-12.8%
VWIV	99.3%	68.7%	121.0%	102.1%	103.0%
Skew 25d	-11.9%	-56.6%	29.8%	0.0%	-10.6%
Skew 10d	4.6%	-34.7%	66.8%	4.8%	4.5%
Call IV 25d	100.4%	75.6%	130.7%	86.2%	109.9%
Put IV 25d	88.4%	64.0%	123.0%	86.2%	99.2%
Bid-Ask Spread %	73.07	48.48	100.51	71.32	81.75
Gamma HHI	0.31	0.24	0.37	0.37	0.30
Net GEX	60.7K	34.6K	90.5K	82.0K	43.7K
Net DEX	-3.2M	-5.1M	-1.8M	-4.7M	-2.0M
Net VEX	-21.8K	-29.0K	-16.8K	-26.5K	-17.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	0.43	0.04	0.31
Total Volume	78.211	10	650	10	33
Total OI	2,647.368	2,202	3,114	2,556	2,405

Daily Data (19 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
2023-02-01	$51.42	$39.25	115.3%	33.0%	73.7%	34.2%	102.1%	0.0%	-28.7%	82.0K	-4.7M	-26.5K	0.04	71.32	10	0	2,412	144
2023-02-02	$52.01	$39.25	109.7%	27.0%	72.7%	31.0%	100.8%	-14.2%	-6.2%	87.3K	-5.1M	-29.0K	0.00	54.62	113	1	2,416	145
2023-02-03	$50.83	$39.25	93.7%	32.3%	73.0%	21.6%	95.6%	29.8%	-23.5%	90.5K	-4.8M	-28.0K	0.37	66.82	14	5	2,518	145
2023-02-06	$50.05	$39.25	113.8%	27.9%	72.8%	33.3%	98.2%	1.6%	-6.2%	86.2K	-5.1M	-26.9K	0.31	78.61	28	9	2,524	150
2023-02-07	$49.85	$39.25	111.4%	27.6%	72.7%	31.9%	84.9%	-17.5%	-7.4%	90.3K	-5.1M	-24.7K	0.43	80.59	16	7	2,547	150
2023-02-08	$46.71	$39.25	92.2%	26.4%	69.8%	20.7%	79.8%	23.2%	-2.1%	77.1K	-3.9M	-24.5K	0.25	82.85	30	8	2,545	157
2023-02-09	$45.34	$39.25	109.6%	31.4%	70.0%	28.8%	112.7%	-36.0%	10.9%	67.9K	-3.9M	-22.4K	0.12	78.84	68	8	2,569	162
2023-02-10	$43.77	$39.25	80.0%	22.9%	63.9%	11.0%	101.1%	-56.6%	-2.3%	62.9K	-3.0M	-21.5K	0.10	61.34	42	4	2,618	169
2023-02-13	$43.18	$39.25	108.8%	31.2%	61.1%	28.3%	108.6%	8.1%	-23.2%	60.3K	-2.8M	-21.7K	0.17	61.75	43	7	2,657	172
2023-02-14	$43.38	$39.25	96.4%	27.6%	59.0%	20.8%	68.7%	19.2%	-20.6%	55.6K	-3.8M	-22.3K	0.00	72.39	649	1	2,684	178
2023-02-15	$42.59	$39.25	82.2%	23.6%	59.0%	12.2%	99.8%	-12.3%	-11.6%	55.9K	-2.4M	-20.7K	0.08	100.51	24	2	2,926	179
2023-02-16	$41.81	$39.25	93.7%	26.9%	57.0%	19.2%	98.0%	-20.8%	0.0%	58.8K	-2.1M	-18.3K	0.07	87.79	30	2	2,936	178
2023-02-17	$43.18	$39.25	94.0%	27.0%	58.9%	19.4%	107.4%	-13.7%	161.8%	43.5K	-2.7M	-21.1K	0.08	48.48	90	7	2,934	180
2023-02-21	$40.82	$39.25	112.7%	32.3%	56.3%	30.6%	106.9%	2.8%	-20.8%	39.9K	-2.2M	-18.6K	0.10	74.56	58	6	2,069	133
2023-02-22	$40.24	$39.25	98.4%	28.2%	54.6%	22.0%	121.0%	-48.2%	-12.1%	38.9K	-2.0M	-18.1K	0.02	74.51	16	0	2,119	139
2023-02-23	$41.02	$39.25	98.0%	28.1%	53.9%	21.8%	105.2%	-16.5%	-2.2%	42.0K	-1.9M	-16.8K	0.02	61.26	86	2	2,133	139
2023-02-24	$38.86	$39.25	92.1%	26.4%	56.2%	18.2%	100.2%	-34.0%	1.7%	36.2K	-1.9M	-17.5K	0.08	89.12	27	2	2,209	166
2023-02-27	$38.86	$39.25	85.2%	24.4%	40.8%	14.1%	92.2%	-30.5%	0.8%	34.6K	-1.8M	-17.6K	0.00	61.25	38	0	2,225	168
2023-02-28	$40.43	$39.25	105.2%	30.1%	44.6%	26.1%	103.0%	-10.6%	-12.8%	43.7K	-2.0M	-17.9K	0.31	81.75	25	8	2,244	161