AGEN Options History — April 2023

In April 2023, AGEN traded between $26.10 and $35.53. ATM implied volatility averaged 107.9%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 31.2%. IV traded above realized volatility by 14.7% (HV 20d: 93.2%). Max pain ranged from $29.44 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.09.

Notable Days

2023-04-21: Highest Volume — 328 contracts
2023-04-25: Largest IV spike — 29.5% change
2023-04-14: Highest IV Rank — 37.5%
2023-04-14: Largest Expected Move — 35.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.75	$26.10	$35.53	$31.01	$30.40
Max Pain	$29.53	$29.44	$30.00	$29.44	$30.00
ATM IV	107.9%	75.8%	124.2%	113.4%	75.8%
Expected Move	31.2%	21.7%	35.6%	32.5%	21.7%
HV 20d	93.2%	72.1%	100.8%	95.8%	96.0%
HV 60d	78.1%	70.7%	83.3%	74.8%	81.7%
IV Rank	27.7%	8.4%	37.5%	31.0%	8.4%
IV Percentile	61.4%	3.6%	86.9%	76.2%	3.6%
Term Structure	-9.4%	-39.8%	18.0%	0.8%	9.9%
VWIV	109.1%	94.5%	123.2%	114.0%	94.5%
Skew 25d	16.9%	-35.9%	116.8%	64.0%	2.0%
Skew 10d	43.5%	-9.9%	238.0%	56.3%	15.0%
Call IV 25d	90.8%	56.3%	126.6%	56.3%	70.3%
Put IV 25d	107.7%	59.2%	199.0%	120.3%	72.3%
Bid-Ask Spread %	48.56	17.60	106.68	40.36	106.68
Gamma HHI	0.25	0.18	0.79	0.18	0.79
Net GEX	26.0K	58	38.2K	23.5K	58
Net DEX	-1.3M	-2.4M	-3.8K	-1.2M	-3.8K
Net VEX	-11.1K	-15.6K	-24	-12.3K	-24
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.01	0.33	0.04	0.01
Total Volume	49.947	0	328	29	6
Total OI	2,411.105	5	2,711	2,368	5

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
2023-04-03	$31.01	$29.44	113.4%	32.5%	95.8%	31.0%	114.0%	64.0%	0.8%	23.5K	-1.2M	-12.3K	0.04	40.36	28	1	2,113	255
2023-04-04	$29.05	$29.44	117.3%	33.6%	97.1%	33.4%	117.3%	116.8%	-6.1%	22.2K	-940.2K	-11.3K	0.08	58.24	13	1	2,162	256
2023-04-05	$28.66	$29.44	100.0%	28.7%	97.0%	23.0%	101.1%	11.1%	4.4%	22.0K	-765.5K	-10.5K	0.09	36.58	17	2	2,169	257
2023-04-06	$28.66	$29.44	103.3%	32.2%	96.5%	24.9%	105.9%	1.8%	-13.0%	22.9K	-914.8K	-11.2K	0.03	40.07	78	2	2,170	258
2023-04-10	$27.48	$29.44	101.0%	33.9%	91.7%	23.6%	123.2%	-34.3%	-3.3%	21.3K	-519.4K	-7.7K	0.01	33.61	48	1	2,239	257
2023-04-11	$27.09	$29.44	123.5%	32.7%	73.6%	37.1%	122.0%	-31.7%	-33.8%	22.4K	-824.3K	-10.2K	0.27	30.34	10	3	2,278	258
2023-04-12	$26.10	$29.44	108.3%	31.1%	72.1%	28.0%	99.2%	14.8%	-5.3%	20.8K	-591.3K	-9.2K	0.06	61.53	24	1	2,285	258
2023-04-13	$29.44	$29.44	100.8%	28.9%	82.9%	23.5%	105.4%	-30.6%	-11.3%	27.1K	-942.4K	-10.5K	0.02	40.19	69	1	2,304	257
2023-04-14	$28.66	$29.44	124.2%	35.6%	82.5%	37.5%	122.8%	31.6%	-30.5%	22.7K	-580.0K	-5.9K	0.18	50.66	9	2	2,370	259
2023-04-17	$33.17	$29.44	119.0%	34.1%	96.8%	34.4%	96.8%	29.4%	18.0%	38.2K	-2.0M	-12.8K	0.11	29.39	77	8	2,373	260
2023-04-18	$33.17	$29.44	121.3%	34.8%	95.9%	35.8%	106.1%	36.3%	-17.8%	36.5K	-1.9M	-13.0K	0.07	28.71	32	2	2,396	268
2023-04-19	$35.53	$29.44	96.6%	27.7%	98.9%	20.9%	97.7%	33.8%	1.6%	31.4K	-2.4M	-13.7K	0.02	52.55	53	1	2,417	271
2023-04-20	$32.78	$29.44	120.6%	34.6%	98.7%	35.4%	121.7%	30.8%	-18.9%	27.8K	-2.1M	-13.8K	0.08	40.84	26	2	2,432	270
2023-04-21	$34.74	$29.44	112.8%	32.3%	100.2%	30.7%	111.4%	28.4%	2.1%	32.1K	-2.4M	-14.9K	0.03	49.84	319	9	2,438	273
2023-04-24	$33.95	$29.44	84.2%	24.1%	100.8%	13.4%	116.3%	-35.9%	-8.1%	34.4K	-1.8M	-15.2K	0.11	17.60	47	5	2,416	220
2023-04-25	$32.38	$29.44	108.9%	31.2%	100.1%	28.4%	106.7%	6.8%	-39.8%	31.5K	-1.5M	-13.4K	0.05	42.40	45	2	2,450	225
2023-04-26	$32.00	$30.00	118.2%	33.9%	95.8%	34.0%	0.0%	29.0%	-39.3%	32.8K	-1.9M	-15.6K	0.00	82.63	0	0	2,425	223
2023-04-27	$30.00	$30.00	101.1%	29.0%	97.9%	23.6%	101.1%	17.4%	10.9%	24.6K	-935.9K	-10.4K	0.33	80.37	4	1	1,823	221
2023-04-28	$30.40	$30.00	75.8%	21.7%	96.0%	8.4%	94.5%	2.0%	9.9%	58	-3.8K	-24	0.01	106.68	6	0	4	1