AGEN Options History — June 2023

In June 2023, AGEN traded between $31.60 and $41.20. ATM implied volatility averaged 83.7%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 7.0% (HV 20d: 76.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.14.

Notable Days

2023-06-07: Highest Volume — 87 contracts
2023-06-14: Largest IV spike — 59.1% change
2023-06-29: Highest IV Rank — 41.1%
2023-06-29: Largest Expected Move — 34.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.85	$31.60	$41.20	$31.60	$32.00
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	83.7%	59.9%	118.5%	94.9%	102.2%
Expected Move	24.6%	19.7%	34.0%	27.2%	29.3%
HV 20d	76.7%	70.6%	85.6%	78.2%	72.4%
HV 60d	85.4%	81.4%	91.2%	89.7%	81.4%
IV Rank	16.3%	0.0%	41.1%	23.5%	29.7%
IV Percentile	22.7%	0.0%	91.7%	35.3%	59.9%
Term Structure	7.2%	-12.6%	31.6%	-8.2%	23.2%
VWIV	89.5%	59.2%	147.4%	94.3%	101.5%
Skew 25d	1.6%	-41.9%	46.4%	30.2%	16.6%
Skew 10d	32.8%	-16.0%	198.4%	35.6%	57.1%
Call IV 25d	72.1%	48.3%	101.2%	70.3%	90.3%
Put IV 25d	73.7%	39.1%	108.1%	100.5%	106.9%
Bid-Ask Spread %	79.93	34.72	117.15	54.82	103.71
Gamma HHI	0.38	0.28	0.55	0.55	0.35
Net GEX	13.4K	9.5K	20.0K	10.8K	13.8K
Net DEX	-938.1K	-1.4M	-483.6K	-483.6K	-834.0K
Net VEX	-2.4K	-3.0K	-1.4K	-1.4K	-2.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.13	0.11	0.15
Total Volume	36.333	5	87	37	62
Total OI	501.571	342	623	342	542

Daily Data (21 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
2023-06-01	$31.60	$30.00	94.9%	27.2%	78.2%	23.5%	94.3%	30.2%	-8.2%	10.8K	-483.6K	-1.4K	0.11	54.82	33	4	308	34
2023-06-02	$32.00	$30.00	78.1%	22.4%	77.1%	11.5%	79.0%	2.8%	-1.1%	11.5K	-518.4K	-1.4K	0.55	34.72	16	9	324	34
2023-06-05	$35.00	$30.00	62.6%	22.8%	83.2%	0.5%	77.9%	16.8%	25.1%	11.9K	-694.9K	-1.6K	0.06	96.54	40	3	334	41
2023-06-06	$37.00	$30.00	70.9%	23.2%	85.1%	6.4%	82.6%	37.5%	10.9%	10.9K	-850.2K	-1.6K	0.05	67.99	66	3	346	44
2023-06-07	$37.60	$30.00	80.1%	23.7%	80.8%	13.0%	74.5%	14.0%	8.6%	11.1K	-899.0K	-1.7K	0.00	43.32	87	0	375	47
2023-06-08	$41.20	$30.00	102.8%	21.8%	85.6%	29.1%	77.4%	-7.7%	15.8%	10.6K	-1.3M	-2.3K	0.06	54.93	74	4	443	47
2023-06-09	$39.20	$30.00	78.5%	24.2%	79.1%	11.9%	82.3%	-9.3%	30.6%	12.8K	-1.3M	-2.7K	0.04	42.32	32	1	478	49
2023-06-12	$39.60	$30.00	59.9%	26.4%	79.1%	0.0%	59.2%	27.9%	-10.7%	17.8K	-1.3M	-2.8K	0.00	87.98	86	0	501	51
2023-06-13	$39.60	$30.00	69.2%	20.8%	76.9%	6.5%	147.4%	5.1%	31.6%	20.0K	-1.4M	-2.7K	0.01	65.29	44	1	548	51
2023-06-14	$37.00	$30.00	110.0%	31.5%	74.7%	35.2%	104.5%	46.4%	7.5%	9.5K	-1.2M	-2.9K	0.16	98.11	15	2	556	51
2023-06-15	$36.20	$30.00	79.6%	22.8%	74.9%	13.8%	78.5%	37.2%	7.8%	10.8K	-1.3M	-2.6K	0.03	81.85	24	1	566	52
2023-06-16	$35.40	$30.00	89.3%	25.6%	74.6%	20.7%	94.7%	-9.0%	3.6%	11.4K	-1.1M	-2.7K	0.04	81.79	51	2	571	52
2023-06-20	$37.60	$30.00	85.2%	24.4%	75.9%	17.8%	91.1%	2.0%	9.0%	14.3K	-933.5K	-2.9K	0.05	76.75	25	1	449	19
2023-06-21	$37.00	$30.00	81.8%	23.5%	75.1%	15.4%	76.3%	6.4%	0.7%	14.9K	-999.4K	-3.0K	0.04	92.44	13	1	474	19
2023-06-22	$35.80	$30.00	76.8%	22.0%	76.4%	11.9%	80.7%	-17.8%	8.0%	17.1K	-885.6K	-3.0K	0.01	85.09	9	0	485	20
2023-06-23	$34.60	$30.00	68.7%	19.7%	70.6%	6.2%	83.7%	-38.3%	7.1%	14.8K	-799.5K	-2.9K	0.20	87.68	4	1	491	20
2023-06-26	$33.00	$30.00	73.9%	21.2%	73.5%	9.9%	106.1%	-41.9%	2.1%	14.7K	-664.3K	-2.5K	0.00	117.15	15	0	493	20
2023-06-27	$33.80	$30.00	84.9%	24.3%	73.7%	17.6%	103.3%	-26.3%	-2.7%	14.3K	-725.6K	-2.4K	0.14	116.86	16	2	502	20
2023-06-28	$34.20	$30.00	90.0%	25.8%	73.6%	21.2%	74.6%	-31.6%	-5.7%	15.2K	-780.6K	-2.4K	1.13	94.09	4	4	513	22
2023-06-29	$33.40	$30.00	118.5%	34.0%	71.0%	41.1%	110.6%	-27.0%	-12.6%	13.2K	-760.0K	-2.7K	0.00	95.18	8	0	515	26
2023-06-30	$32.00	$30.00	102.2%	29.3%	72.4%	29.7%	101.5%	16.6%	23.2%	13.8K	-834.0K	-2.8K	0.15	103.71	54	8	516	26