AGEN Options History — March 2023

In March 2023, AGEN traded between $28.66 and $38.08. ATM implied volatility averaged 104.6%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 30.5% (HV 20d: 74.1%). Max pain ranged from $29.44 to $39.25. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.24.

Notable Days

  • 2023-03-10: Highest Volume — 153 contracts
  • 2023-03-13: Largest IV spike — 66.7% change
  • 2023-03-13: Highest IV Rank — 84.6%
  • 2023-03-16: Largest Expected Move — 34.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.96$28.66$38.08$38.08$29.44
Max Pain$31.15$29.44$39.25$39.25$29.44
ATM IV104.6%80.0%202.4%90.6%95.7%
Expected Move27.8%22.9%34.1%26.0%27.4%
HV 20d74.1%46.1%94.7%47.2%94.7%
HV 60d71.9%66.6%75.3%75.3%73.8%
IV Rank25.8%10.9%84.6%17.3%20.4%
IV Percentile50.2%9.1%98.4%29.0%38.5%
Term Structure-0.4%-32.9%30.1%-7.3%4.8%
VWIV99.9%83.8%119.9%106.9%95.7%
Skew 25d-0.1%-55.9%41.8%-42.8%24.8%
Skew 10d23.6%-72.5%184.0%-60.6%22.4%
Call IV 25d90.2%58.3%125.4%122.5%70.0%
Put IV 25d90.0%69.5%113.8%79.8%94.8%
Bid-Ask Spread %62.7033.3599.0864.6833.54
Gamma HHI0.210.150.280.200.18
Net GEX23.5K15.9K33.5K33.5K21.6K
Net DEX-1.3M-2.4M-751.1K-2.4M-978.0K
Net VEX-13.7K-18.1K-10.6K-18.1K-11.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.001.430.171.01
Total Volume45.304101531612
Total OI2,434.9572,1332,7922,4232,360

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-03-01$38.08$39.2590.6%26.0%47.2%17.3%106.9%-42.8%-7.3%33.5K-2.4M-18.1K0.1764.681422,253170
2023-03-02$38.08$39.2584.5%24.2%46.8%13.6%84.2%2.5%11.0%32.2K-1.9M-17.0K0.6264.581172,261172
2023-03-03$38.08$39.2580.0%22.9%46.1%10.9%83.8%4.7%-6.7%29.8K-1.6M-15.7K0.1185.812122,266179
2023-03-06$35.92$39.2589.2%23.1%48.5%16.5%119.9%-4.4%30.1%29.5K-1.7M-16.5K0.0079.837902,275180
2023-03-07$34.35$29.44105.9%25.7%49.5%26.5%103.3%-10.5%12.6%26.6K-1.3M-14.1K0.1985.42822,340180
2023-03-08$33.56$29.4489.6%27.7%49.2%16.7%109.9%-13.9%4.9%22.1K-1.1M-12.8K0.0168.632602,344182
2023-03-09$32.38$29.44118.1%29.1%46.6%33.9%100.6%-26.8%9.8%23.3K-1.2M-13.0K0.2972.762062,359182
2023-03-10$29.44$29.44121.4%28.4%54.0%35.9%99.8%-23.8%21.5%17.9K-831.5K-11.3K1.4371.3863902,373187
2023-03-13$33.95$29.44202.4%29.5%79.1%84.6%92.8%39.1%-3.5%19.4K-967.1K-12.6K0.0699.088852,408275
2023-03-14$35.13$29.44111.1%26.7%80.8%29.6%92.3%23.2%11.9%21.3K-1.3M-14.6K0.0664.548952,430276
2023-03-15$37.29$29.44110.9%31.8%84.5%29.5%107.9%12.1%-3.0%31.7K-1.9M-16.7K0.3878.111352,498274
2023-03-16$35.92$29.44118.9%34.1%85.1%34.4%115.6%-20.6%-17.8%24.4K-1.6M-15.8K0.1259.096382,506275
2023-03-17$33.56$29.4480.1%23.0%87.6%11.0%98.1%-1.7%-26.4%22.2K-1.2M-14.3K0.1760.162242,515277
2023-03-20$32.38$29.4492.5%26.5%86.4%18.5%90.5%13.0%-8.4%20.4K-1.1M-13.2K0.0251.373611,901232
2023-03-21$32.38$29.44102.0%29.2%85.1%24.1%92.9%7.6%-9.9%21.2K-1.1M-13.1K0.0051.446601,925232
2023-03-22$29.83$29.44108.0%31.0%88.7%27.8%85.1%30.5%19.6%18.6K-927.2K-11.3K0.2456.511231,942228
2023-03-23$29.44$29.4489.1%25.5%87.8%16.4%102.0%-55.9%-32.9%15.9K-751.1K-10.9K0.0972.922121,948230
2023-03-24$29.44$29.44105.6%30.3%86.9%26.3%109.2%-26.2%-16.5%22.9K-2.0M-13.2K0.1448.222641,964231
2023-03-27$31.40$29.44112.2%32.2%91.1%30.3%112.3%0.8%2.8%21.8K-1.1M-12.7K0.0149.898911,987235
2023-03-28$29.05$29.4498.7%28.3%92.1%22.2%93.4%7.7%-9.4%22.2K-1.2M-12.5K0.1555.023962,069235
2023-03-29$30.23$29.44105.4%30.2%92.7%26.2%106.4%41.8%-6.0%22.5K-1.2M-12.5K0.1735.793662,068240
2023-03-30$28.66$29.4494.8%27.2%93.7%19.8%94.8%15.6%9.0%20.3K-838.1K-10.6K0.1233.352632,094246
2023-03-31$29.44$29.4495.7%27.4%94.7%20.4%95.7%24.8%4.8%21.6K-978.0K-11.5K1.0133.54662,110250