AGEN Options History — July 2023

In July 2023, AGEN traded between $29.20 and $37.60. ATM implied volatility averaged 89.6%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 15.1% (HV 20d: 74.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.35.

Notable Days

2023-07-13: Highest Volume — 87 contracts
2023-07-17: Largest IV spike — 64.3% change
2023-07-10: Highest IV Rank — 34.2%
2023-07-05: Largest Expected Move — 30.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.13	$29.20	$37.60	$30.80	$30.40
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	89.6%	60.0%	108.6%	72.5%	92.5%
Expected Move	25.7%	18.6%	30.9%	20.8%	26.5%
HV 20d	74.5%	70.3%	79.0%	73.5%	72.7%
HV 60d	78.7%	73.3%	87.3%	81.8%	73.3%
IV Rank	20.9%	0.1%	34.2%	8.8%	22.9%
IV Percentile	36.2%	0.4%	76.2%	5.2%	38.1%
Term Structure	2.3%	-32.9%	49.1%	17.0%	2.3%
VWIV	91.6%	69.2%	107.4%	72.7%	92.0%
Skew 25d	28.1%	-4.0%	125.3%	125.3%	34.7%
Skew 10d	54.8%	4.8%	298.8%	258.1%	54.6%
Call IV 25d	72.4%	53.9%	97.8%	66.8%	73.0%
Put IV 25d	100.5%	56.7%	192.1%	192.1%	107.8%
Bid-Ask Spread %	54.82	27.00	118.75	118.75	41.58
Gamma HHI	0.35	0.26	0.59	0.46	0.27
Net GEX	15.4K	8.3K	27.5K	17.5K	9.6K
Net DEX	-903.4K	-1.5M	-355.0K	-578.8K	-447.5K
Net VEX	-2.9K	-3.5K	-2.0K	-2.5K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.00	2.31	0.13	0.58
Total Volume	28	3	87	64	8
Total OI	699.5	508	854	604	605

Daily Data (20 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
2023-07-03	$30.80	$30.00	72.5%	20.8%	73.5%	8.8%	72.7%	125.3%	17.0%	17.5K	-578.8K	-2.5K	0.13	118.75	57	7	569	35
2023-07-05	$33.80	$30.00	107.9%	30.9%	74.1%	33.7%	107.4%	55.6%	-18.8%	20.3K	-912.3K	-3.1K	0.20	111.88	34	7	623	42
2023-07-06	$31.20	$30.00	87.0%	26.5%	75.8%	19.0%	84.9%	13.4%	9.8%	20.9K	-722.5K	-2.8K	2.31	62.61	8	18	640	47
2023-07-07	$33.00	$30.00	89.1%	21.6%	78.8%	20.5%	0.0%	-0.1%	27.6%	19.9K	-807.8K	-2.4K	0.13	37.56	3	0	646	54
2023-07-10	$36.20	$30.00	108.6%	22.8%	79.0%	34.2%	80.7%	-4.0%	9.2%	22.6K	-1.2M	-2.5K	0.29	42.36	22	6	646	54
2023-07-11	$37.00	$30.00	60.0%	28.3%	77.9%	0.1%	96.6%	7.0%	-13.8%	24.0K	-1.3M	-3.1K	0.00	27.00	53	0	660	56
2023-07-12	$37.60	$30.00	84.5%	24.2%	78.0%	17.2%	83.5%	8.5%	7.7%	27.5K	-1.5M	-3.2K	0.27	55.85	12	3	702	56
2023-07-13	$37.00	$30.00	79.5%	22.8%	78.2%	13.8%	79.5%	26.0%	5.1%	24.8K	-1.4M	-3.0K	0.09	42.20	80	7	701	58
2023-07-14	$35.40	$30.00	64.9%	18.6%	76.0%	3.6%	69.2%	27.6%	9.2%	23.8K	-1.3M	-3.5K	0.06	58.51	21	1	768	62
2023-07-17	$34.60	$30.00	106.7%	30.6%	76.0%	32.8%	103.8%	25.2%	-25.0%	10.6K	-1.2M	-3.3K	0.02	30.61	8	0	779	63
2023-07-18	$34.20	$30.00	96.6%	27.7%	75.7%	25.8%	94.0%	14.8%	-4.6%	10.4K	-1.2M	-3.3K	0.22	49.03	7	2	778	63
2023-07-19	$33.80	$30.00	92.1%	26.4%	72.2%	22.6%	90.5%	7.7%	8.0%	10.2K	-1.2M	-3.3K	0.01	63.41	13	0	782	61
2023-07-20	$33.00	$30.00	99.6%	28.6%	72.4%	27.9%	104.9%	8.2%	49.1%	10.0K	-1.1M	-3.1K	0.16	53.91	22	4	781	61
2023-07-21	$32.60	$30.00	73.2%	21.0%	71.7%	9.4%	102.4%	57.1%	5.8%	10.0K	-1.1M	-3.0K	0.05	55.37	35	2	795	59
2023-07-24	$31.20	$30.00	92.7%	26.6%	72.3%	23.0%	92.8%	39.5%	-3.8%	10.1K	-464.6K	-2.9K	0.50	67.66	26	13	482	26
2023-07-25	$30.40	$30.00	88.9%	25.5%	71.0%	20.4%	88.9%	22.5%	3.2%	8.7K	-355.0K	-2.0K	0.52	39.40	12	6	495	39
2023-07-26	$30.40	$30.00	90.8%	26.0%	70.3%	21.7%	90.8%	23.0%	2.2%	9.1K	-410.1K	-2.8K	0.78	48.32	13	10	499	44
2023-07-27	$29.20	$30.00	103.4%	29.7%	71.0%	30.6%	103.4%	24.7%	-32.9%	8.3K	-396.3K	-2.9K	0.38	48.65	18	7	511	55
2023-07-28	$30.80	$30.00	102.5%	29.4%	74.0%	29.9%	102.5%	45.7%	-11.4%	9.2K	-390.9K	-2.1K	0.34	41.80	11	4	531	62
2023-07-31	$30.40	$30.00	92.5%	26.5%	72.7%	22.9%	92.0%	34.7%	2.3%	9.6K	-447.5K	-3.0K	0.58	41.58	5	3	540	65