AGEN Options History — August 2023

In August 2023, AGEN traded between $24.60 and $29.60. ATM implied volatility averaged 88.0%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 20.9% (HV 20d: 67.1%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.12.

Notable Days

  • 2023-08-30: Highest Volume — 524 contracts
  • 2023-08-18: Largest IV spike — 59.6% change
  • 2023-08-24: Highest IV Rank — 40.4%
  • 2023-08-24: Largest Expected Move — 33.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.55$24.60$29.60$29.60$28.00
Max Pain$20.87$20.00$30.00$30.00$20.00
ATM IV88.0%61.8%117.4%115.7%114.1%
Expected Move24.0%17.0%33.7%33.2%32.7%
HV 20d67.1%40.7%81.3%72.0%81.3%
HV 60d72.8%70.5%75.0%73.0%71.0%
IV Rank19.7%1.3%40.4%39.2%38.1%
IV Percentile35.4%0.8%91.7%91.3%87.3%
Term Structure-6.8%-93.2%32.9%-15.8%-68.2%
VWIV94.1%60.5%138.1%119.8%130.9%
Skew 25d-6.7%-49.2%48.4%48.4%-49.2%
Skew 10d-10.2%-81.1%51.6%51.6%-81.1%
Call IV 25d86.9%55.1%182.4%75.3%182.4%
Put IV 25d80.2%50.0%133.2%123.7%133.2%
Bid-Ask Spread %36.7811.8684.8935.4935.06
Gamma HHI0.230.170.400.270.40
Net GEX8.9K5.0K17.7K9.2K17.7K
Net DEX-602.9K-1.9M-242.5K-443.2K-1.9M
Net VEX-3.9K-8.5K-2.6K-2.9K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.000.640.010.00
Total Volume61.08755242828
Total OI806.4356131,3386131,338

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$29.60$30.00115.7%33.2%72.0%39.2%119.8%48.4%-15.8%9.2K-443.2K-2.9K0.0135.4928054568
2023-08-02$29.20$30.00100.6%28.9%62.7%28.6%102.2%17.8%-27.1%9.3K-451.5K-3.0K0.0941.1132357269
2023-08-03$28.80$20.0093.3%20.6%56.6%23.5%0.0%6.3%7.4%10.1K-456.1K-3.0K0.2784.894160472
2023-08-04$29.20$20.0084.7%20.0%52.5%17.4%77.3%-1.6%9.8%10.7K-475.6K-3.0K0.0611.8647360773
2023-08-07$27.60$20.0092.9%17.0%40.7%23.2%0.0%0.9%29.7%9.6K-459.4K-2.8K0.1546.8338665175
2023-08-08$24.60$20.00100.4%20.4%52.3%28.4%94.5%-26.3%18.5%6.7K-242.5K-2.6K0.1332.89751068881
2023-08-09$25.40$20.0068.0%19.5%54.0%5.7%83.8%-14.5%17.5%5.0K-265.0K-2.9K0.0224.6537173486
2023-08-10$26.20$20.0064.1%18.4%56.9%3.0%0.0%-6.7%21.4%9.7K-398.9K-3.3K0.0046.6035076787
2023-08-11$27.00$20.0070.6%20.2%58.4%7.5%0.0%-4.9%10.4%11.8K-458.0K-3.6K0.0121.2211080187
2023-08-14$27.00$20.0061.8%17.7%58.4%1.3%60.5%5.0%32.9%6.0K-328.0K-3.3K0.3636.248381087
2023-08-15$27.00$20.0075.1%21.5%58.6%10.7%0.0%-5.4%-8.3%6.4K-332.8K-3.2K0.6428.237581684
2023-08-16$25.40$20.0064.1%18.4%61.2%3.0%70.5%-9.8%14.0%5.8K-338.3K-3.1K0.2345.344181981
2023-08-17$26.60$20.0068.5%19.6%64.6%6.0%0.0%2.7%-11.9%6.0K-380.8K-3.3K0.0538.3829282278
2023-08-18$29.60$20.00109.3%31.3%76.9%34.7%89.1%14.8%-53.3%7.7K-537.8K-4.0K0.1623.491402284179
2023-08-21$28.40$20.0084.8%24.3%76.8%17.5%85.9%5.8%-17.1%7.8K-637.2K-4.2K0.0624.1060461734
2023-08-22$29.60$20.00102.4%29.4%78.0%29.8%77.6%-37.0%5.9%8.7K-759.7K-4.5K0.1134.3650564632
2023-08-23$28.40$20.0088.4%25.3%79.3%20.0%96.3%-0.1%3.4%9.2K-816.2K-4.7K0.0244.4048169230
2023-08-24$26.60$20.00117.4%33.7%81.3%40.4%116.4%-13.2%-93.2%9.1K-706.2K-4.3K0.1412.8346672031
2023-08-25$26.20$20.0084.2%24.1%78.4%17.1%95.1%-9.9%-21.2%9.1K-714.6K-4.4K0.0649.8126275230
2023-08-28$27.40$20.0077.2%22.1%80.6%12.2%91.0%8.3%8.2%9.9K-836.7K-4.8K0.1030.3530376631
2023-08-29$27.40$20.0079.5%22.8%80.2%13.8%70.8%-41.5%-11.0%9.6K-809.7K-4.7K0.0213.7120078034
2023-08-30$28.40$20.00106.1%30.4%81.3%32.5%138.1%-43.3%-9.4%9.9K-1.1M-5.3K0.0084.20522279734
2023-08-31$28.00$20.00114.1%32.7%81.3%38.1%130.9%-49.2%-68.2%17.7K-1.9M-8.5K0.0035.062801,30236