AGEN Options History — September 2023

In September 2023, AGEN traded between $22.60 and $28.00. ATM implied volatility averaged 108.7%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 46.3% (HV 20d: 62.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2023-09-12: Highest Volume — 389 contracts
2023-09-08: Largest IV spike — 64.2% change
2023-09-08: Highest IV Rank — 100.0%
2023-09-01: Largest Expected Move — 33.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.71	$22.60	$28.00	$28.00	$22.60
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	108.7%	69.0%	204.7%	118.1%	69.0%
Expected Move	23.7%	19.6%	33.9%	33.9%	19.8%
HV 20d	62.4%	43.4%	83.9%	81.1%	43.5%
HV 60d	67.9%	61.8%	70.8%	70.8%	61.8%
IV Rank	33.9%	6.3%	100.0%	40.9%	6.3%
IV Percentile	46.0%	4.0%	100.0%	92.5%	4.0%
Term Structure	14.2%	-84.4%	46.7%	-84.4%	46.7%
VWIV	91.9%	60.2%	135.6%	135.6%	60.2%
Skew 25d	-1.2%	-31.1%	40.1%	6.7%	-7.2%
Skew 10d	1.8%	-30.3%	60.5%	11.0%	-22.6%
Call IV 25d	81.4%	65.9%	107.3%	78.8%	91.9%
Put IV 25d	80.2%	56.6%	113.8%	85.5%	84.7%
Bid-Ask Spread %	40.47	10.92	90.46	52.31	63.22
Gamma HHI	0.46	0.36	0.53	0.41	0.49
Net GEX	20.6K	16.2K	24.4K	19.0K	21.3K
Net DEX	-1.9M	-2.3M	-1.5M	-1.8M	-1.7M
Net VEX	-9.2K	-10.6K	-7.9K	-8.5K	-8.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.38	0.00	0.00
Total Volume	48.75	5	389	27	42
Total OI	1,678.2	1,353	1,839	1,353	1,839

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
2023-09-01	$28.00	$20.00	118.1%	33.9%	81.1%	40.9%	135.6%	6.7%	-84.4%	19.0K	-1.8M	-8.5K	0.00	52.31	27	0	1,317	36
2023-09-05	$25.80	$20.00	193.4%	23.0%	83.9%	93.7%	89.2%	21.9%	17.8%	16.2K	-1.7M	-8.0K	0.00	54.13	145	0	1,331	36
2023-09-06	$25.80	$20.00	154.0%	23.3%	72.7%	66.1%	0.0%	4.5%	28.0%	16.8K	-2.0M	-8.9K	0.00	90.46	33	0	1,444	32
2023-09-07	$25.40	$20.00	124.7%	20.9%	72.1%	45.5%	77.5%	40.1%	38.4%	16.7K	-1.8M	-8.7K	0.00	55.23	26	0	1,460	32
2023-09-08	$24.60	$20.00	204.7%	19.6%	72.0%	100.0%	71.0%	35.1%	22.7%	18.0K	-1.7M	-8.2K	0.00	48.86	77	0	1,464	32
2023-09-11	$24.20	$20.00	132.9%	26.4%	71.1%	50.4%	118.1%	-5.7%	1.8%	17.6K	-1.5M	-7.9K	0.01	53.31	22	0	1,430	32
2023-09-12	$25.80	$20.00	194.5%	25.3%	75.2%	92.9%	101.6%	6.5%	15.5%	17.8K	-1.8M	-8.5K	0.01	37.85	384	5	1,425	32
2023-09-13	$25.80	$20.00	76.5%	21.9%	75.2%	11.5%	0.0%	5.6%	23.1%	23.1K	-2.2M	-10.4K	0.01	20.95	5	0	1,782	34
2023-09-14	$25.80	$20.00	77.6%	22.3%	71.9%	12.3%	0.0%	8.9%	33.2%	23.7K	-2.3M	-10.6K	0.00	42.68	14	0	1,787	34
2023-09-15	$26.20	$20.00	76.3%	21.9%	70.2%	11.3%	73.0%	11.2%	44.8%	24.4K	-2.3M	-10.1K	0.02	11.57	56	1	1,792	34
2023-09-18	$25.40	$20.00	84.8%	24.3%	58.2%	17.2%	90.2%	3.4%	28.3%	22.5K	-2.1M	-10.2K	0.02	27.11	25	1	1,738	29
2023-09-19	$25.00	$20.00	77.4%	22.2%	56.9%	12.1%	81.4%	6.2%	29.6%	22.7K	-2.1M	-10.1K	0.01	28.85	6	0	1,745	29
2023-09-20	$24.20	$20.00	71.5%	20.5%	54.7%	8.0%	0.0%	-26.8%	-16.1%	22.5K	-2.0M	-9.5K	0.02	46.01	9	0	1,748	29
2023-09-21	$24.20	$20.00	72.7%	20.8%	53.5%	8.9%	0.0%	-27.3%	21.1%	21.5K	-2.0M	-9.6K	0.38	19.36	19	7	1,755	29
2023-09-22	$23.80	$20.00	88.7%	25.4%	49.2%	19.9%	100.8%	-14.2%	3.2%	21.9K	-1.9M	-9.7K	0.00	44.63	15	0	1,772	34
2023-09-25	$23.00	$20.00	85.6%	24.5%	50.1%	17.7%	98.2%	-20.4%	33.1%	22.5K	-1.8M	-9.2K	0.33	45.90	8	3	1,768	34
2023-09-26	$23.00	$20.00	99.2%	28.4%	46.4%	27.1%	0.0%	-28.5%	-10.0%	21.5K	-1.7M	-9.3K	0.04	10.92	11	1	1,770	36
2023-09-27	$23.00	$20.00	76.6%	22.0%	46.4%	11.6%	75.8%	-12.7%	-4.5%	21.7K	-1.7M	-9.0K	0.01	26.17	20	0	1,776	36
2023-09-28	$22.60	$20.00	95.3%	27.3%	43.4%	24.5%	114.5%	-31.1%	11.6%	20.4K	-1.7M	-9.1K	0.05	29.95	12	1	1,795	36
2023-09-29	$22.60	$20.00	69.0%	19.8%	43.5%	6.3%	60.2%	-7.2%	46.7%	21.3K	-1.7M	-8.9K	0.00	63.22	42	0	1,804	35