AGEN Options History — May 2023

In May 2023, AGEN traded between $28.00 and $32.00. ATM implied volatility averaged 97.2%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 9.7% (HV 20d: 87.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.44.

Notable Days

2023-05-22: Highest Volume — 119 contracts
2023-05-08: Largest IV spike — 49.5% change
2023-05-08: Highest IV Rank — 43.5%
2023-05-17: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.53	$28.00	$32.00	$30.40	$30.80
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	97.2%	71.7%	134.0%	75.0%	98.2%
Expected Move	27.8%	20.6%	31.9%	21.5%	28.2%
HV 20d	87.5%	75.2%	98.3%	95.6%	80.0%
HV 60d	86.7%	81.6%	90.0%	81.6%	89.9%
IV Rank	21.5%	5.9%	43.5%	7.9%	25.9%
IV Percentile	40.0%	2.8%	90.5%	3.2%	42.1%
Term Structure	1.2%	-20.9%	20.0%	10.7%	0.1%
VWIV	95.9%	61.0%	112.6%	61.0%	98.3%
Skew 25d	21.4%	-4.5%	78.3%	28.6%	78.3%
Skew 10d	24.3%	-25.2%	129.8%	71.4%	129.8%
Call IV 25d	76.9%	52.2%	102.9%	75.3%	80.1%
Put IV 25d	98.3%	78.4%	158.4%	103.9%	158.4%
Bid-Ask Spread %	74.85	34.03	108.96	107.94	49.23
Gamma HHI	0.54	0.42	0.77	0.50	0.61
Net GEX	3.6K	132	10.2K	226	10.2K
Net DEX	-132.5K	-381.0K	-7.8K	-11.2K	-381.0K
Net VEX	-657	-2.1K	-48	-48	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.01	3.67	1.00	0.48
Total Volume	22.045	1	119	8	19
Total OI	184.682	10	869	10	327

Daily Data (22 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
2023-05-01	$30.40	$30.00	75.0%	21.5%	95.6%	7.9%	61.0%	28.6%	10.7%	226	-11.2K	-48	1.00	107.94	4	4	9	1
2023-05-02	$28.40	$30.00	107.3%	30.8%	96.7%	27.4%	108.1%	34.6%	-4.3%	132	-7.8K	-86	0.62	108.96	9	5	12	5
2023-05-03	$30.00	$30.00	109.9%	31.5%	96.0%	28.9%	112.6%	40.6%	-6.2%	320	-15.9K	-136	0.01	103.71	30	0	20	11
2023-05-04	$31.20	$30.00	108.5%	30.8%	96.7%	28.1%	104.5%	16.0%	-8.6%	1.4K	-75.8K	-255	0.28	61.21	11	3	49	11
2023-05-05	$31.60	$30.00	89.7%	27.1%	96.8%	16.7%	90.4%	7.5%	11.7%	1.6K	-70.2K	-288	0.06	72.93	7	0	55	14
2023-05-08	$32.00	$30.00	134.0%	28.0%	95.2%	43.5%	95.1%	5.8%	1.7%	1.6K	-82.0K	-324	0.07	100.45	38	3	62	14
2023-05-09	$30.00	$30.00	86.9%	31.8%	98.3%	15.1%	110.7%	-1.3%	2.8%	2.0K	-87.6K	-432	0.65	50.70	13	8	92	18
2023-05-10	$30.80	$30.00	71.7%	20.6%	97.3%	5.9%	67.5%	18.1%	20.0%	2.0K	-83.0K	-479	0.12	106.26	2	0	99	26
2023-05-11	$28.00	$30.00	102.4%	29.4%	94.4%	24.4%	102.4%	-0.5%	-3.8%	1.5K	-51.2K	-451	0.13	81.46	19	3	100	26
2023-05-12	$28.40	$30.00	103.1%	29.6%	94.2%	24.9%	103.1%	-1.1%	5.4%	1.9K	-74.6K	-531	3.67	54.38	0	1	117	28
2023-05-15	$30.40	$30.00	105.6%	30.3%	81.2%	26.3%	105.5%	50.9%	-9.3%	2.1K	-114.1K	-516	0.03	60.52	9	0	117	29
2023-05-16	$28.00	$30.00	108.2%	31.0%	85.7%	27.9%	108.4%	16.5%	7.6%	2.0K	-69.0K	-521	0.31	46.21	8	3	127	29
2023-05-17	$29.20	$30.00	111.2%	31.9%	83.0%	29.7%	111.2%	42.7%	-11.4%	2.0K	-98.3K	-572	0.09	93.98	11	1	135	32
2023-05-18	$28.40	$30.00	97.5%	28.0%	79.1%	21.5%	97.5%	-4.5%	0.0%	2.7K	-51.8K	-561	0.30	71.14	4	1	142	33
2023-05-19	$28.00	$30.00	92.1%	26.4%	75.2%	18.2%	91.9%	27.6%	-3.9%	2.8K	-64.8K	-609	1.36	74.09	4	5	146	34
2023-05-22	$29.60	$30.00	80.3%	23.0%	78.6%	11.1%	80.4%	15.9%	14.8%	4.2K	-166.7K	-674	0.03	73.59	116	3	135	13
2023-05-23	$30.40	$30.00	96.4%	27.6%	78.0%	20.8%	96.5%	34.6%	8.2%	6.2K	-296.4K	-1.0K	0.01	83.45	38	0	206	17
2023-05-24	$28.00	$30.00	101.6%	29.1%	82.9%	23.9%	101.5%	24.0%	-20.9%	7.1K	-227.0K	-2.1K	0.22	105.25	29	6	819	50
2023-05-25	$28.40	$30.00	94.3%	27.0%	80.2%	19.5%	94.8%	16.2%	-19.2%	8.3K	-282.3K	-1.1K	0.06	41.19	35	2	265	23
2023-05-26	$28.80	$30.00	87.6%	25.1%	80.3%	15.5%	91.1%	9.8%	15.4%	8.6K	-304.4K	-1.2K	0.20	66.01	14	3	276	25
2023-05-30	$28.80	$30.00	77.2%	22.1%	80.3%	9.3%	77.5%	10.6%	13.3%	10.1K	-299.1K	-1.2K	0.02	34.03	14	0	286	28
2023-05-31	$30.80	$30.00	98.2%	28.2%	80.0%	25.9%	98.3%	78.3%	0.1%	10.2K	-381.0K	-1.3K	0.48	49.23	13	6	299	28