AGEN Options History — October 2023

In October 2023, AGEN traded between $15.00 and $23.00. ATM implied volatility averaged 166.4%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 47.0%. IV traded above realized volatility by 105.6% (HV 20d: 60.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.16.

Notable Days

  • 2023-10-17: Highest Volume — 82 contracts
  • 2023-10-20: Largest IV spike — 128.3% change
  • 2023-10-02: Highest IV Rank — 100.0%
  • 2023-10-20: Largest Expected Move — 104.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.30$15.00$23.00$21.20$16.00
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV166.4%97.0%364.0%277.4%155.8%
Expected Move47.0%31.4%104.4%79.5%44.7%
HV 20d60.8%39.8%91.2%47.2%90.1%
HV 60d64.6%57.6%74.3%61.6%73.7%
IV Rank42.9%16.3%100.0%100.0%31.6%
IV Percentile92.0%48.8%100.0%100.0%94.8%
Term Structure-40.7%-333.6%125.3%-71.7%58.1%
VWIV167.7%110.4%341.4%240.0%162.3%
Skew 25d7.0%-101.0%114.2%64.2%114.2%
Skew 10d39.7%-114.0%281.5%65.4%74.7%
Call IV 25d135.0%94.1%210.7%94.1%98.3%
Put IV 25d141.9%68.6%212.6%158.3%212.6%
Bid-Ask Spread %96.2020.32138.5093.6978.59
Gamma HHI0.470.410.520.500.42
Net GEX18.0K10.5K23.2K19.0K14.9K
Net DEX-1.2M-1.7M-704.5K-1.4M-803.4K
Net VEX-1418.22B-31200.93B-5.4K-8.4K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.000.730.260.00
Total Volume181821027
Total OI2,002.4551,8542,1951,8542,195

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$21.20$20.00277.4%79.5%47.2%100.0%240.0%64.2%-71.7%19.0K-1.4M-8.4K0.2693.69821,81935
2023-10-03$20.80$20.00169.0%48.4%39.9%50.2%0.0%-78.7%-144.6%19.5K-1.4M-8.3K0.0063.581301,82736
2023-10-04$20.40$20.00162.3%46.5%39.8%47.1%162.3%13.5%125.3%17.3K-1.5M-8.3K0.4692.23631,83236
2023-10-05$21.20$20.0097.0%44.6%43.6%17.1%154.5%14.8%-108.8%19.8K-1.4M-8.4K0.0197.531201,83636
2023-10-06$21.20$20.00116.4%41.2%42.8%26.0%0.0%82.3%-33.4%19.4K-1.5M-8.5K0.32124.51101,84236
2023-10-09$20.40$20.00260.4%35.7%44.1%92.2%0.0%32.0%5.3%19.1K-1.4M-8.2K0.00100.56101,84236
2023-10-10$21.60$20.00145.0%40.9%42.7%39.1%188.8%-27.3%-61.0%20.1K-1.6M-8.2K0.02122.21901,84336
2023-10-11$21.20$20.00140.6%40.3%42.7%37.1%128.9%46.4%-37.5%21.5K-1.4M-8.1K0.00106.321101,85036
2023-10-12$20.40$20.00117.7%33.7%43.7%26.6%0.0%-43.4%-24.3%19.0K-1.3M-7.7K0.0080.281101,86036
2023-10-13$21.20$20.00138.5%39.7%46.3%36.2%137.3%0.9%-24.9%20.5K-1.4M-8.2K0.00136.041501,86936
2023-10-16$21.60$20.00123.2%35.3%46.7%29.1%148.4%-21.9%-34.0%22.1K-1.5M-8.4K0.7377.80431,88236
2023-10-17$23.00$20.00129.8%37.2%52.9%32.2%125.4%21.3%-2.3%23.2K-1.7M-8.8K0.01117.558111,88638
2023-10-18$20.80$20.00128.4%36.8%62.4%31.5%133.2%-15.0%5.6%21.2K-1.3M-8.1K0.1998.92821,96439
2023-10-19$19.40$20.00159.4%45.7%66.1%45.8%154.2%-27.2%0.0%19.7K-1.4M-31200.93B0.0798.983022,07139
2023-10-20$18.00$20.00364.0%104.4%69.9%100.0%341.4%35.4%-333.6%15.9K-1.2M-7.0K0.32138.501752,09941
2023-10-23$17.60$20.00143.2%41.1%69.5%27.4%149.2%31.7%-9.9%17.1K-1.1M-7.6K0.0762.122622,07943
2023-10-24$15.00$20.00188.5%54.0%86.5%42.3%184.2%-101.0%-132.4%10.5K-704.5K-5.6K0.0798.754832,08444
2023-10-25$15.60$20.00132.9%38.1%88.9%24.0%135.0%17.3%31.8%13.9K-838.0K-6.0K0.32120.411862,12645
2023-10-26$16.20$20.00109.4%31.4%91.2%16.3%110.4%57.6%29.3%15.1K-859.4K-6.2K0.0262.271002,13943
2023-10-27$15.80$20.00237.7%68.1%91.0%58.5%195.1%-45.7%-52.3%11.5K-719.4K-5.7K0.31125.15412,14643
2023-10-30$16.00$20.00164.1%47.0%89.9%34.3%162.3%-17.8%-38.7%14.9K-795.6K-5.4K0.2920.32512,14944
2023-10-31$16.00$20.00155.8%44.7%90.1%31.6%0.0%114.2%58.1%14.9K-803.4K-5.6K0.0078.592702,15144