AGEN Options History — November 2023

In November 2023, AGEN traded between $12.60 and $17.00. ATM implied volatility averaged 121.0%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 36.5%. IV traded above realized volatility by 15.6% (HV 20d: 105.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.18.

Notable Days

  • 2023-11-08: Highest Volume — 62 contracts
  • 2023-11-15: Largest IV spike — 55.7% change
  • 2023-11-09: Highest IV Rank — 34.9%
  • 2023-11-06: Largest Expected Move — 50.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.80$12.60$17.00$16.80$15.20
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV121.0%84.0%166.0%142.7%124.2%
Expected Move36.5%24.1%50.3%40.9%35.6%
HV 20d105.4%91.3%119.4%92.6%111.0%
HV 60d78.9%70.5%85.2%71.3%85.2%
IV Rank20.1%7.9%34.9%27.2%21.2%
IV Percentile76.0%19.0%96.0%92.9%87.3%
Term Structure23.3%-60.5%85.6%47.2%29.6%
VWIV150.8%109.9%290.5%110.0%116.7%
Skew 25d5.4%-46.8%83.9%42.7%11.6%
Skew 10d7.7%-42.1%45.5%25.2%27.7%
Call IV 25d107.5%62.6%154.2%120.3%107.4%
Put IV 25d112.8%84.0%170.8%163.0%119.0%
Bid-Ask Spread %51.3017.8698.0498.0443.79
Gamma HHI0.420.290.500.410.40
Net GEX10.9K1.5K18.3K16.2K11.2K
Net DEX-586.0K-957.0K-163.5K-815.6K-532.2K
Net VEX-4.5K-6.2K-1.9K-5.7K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.001.080.010.10
Total Volume17.4293622834
Total OI2,198.9521,9822,3682,2212,061

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$16.80$20.00142.7%40.9%92.6%27.2%110.0%42.7%47.2%16.2K-815.6K-5.7K0.0198.042802,17744
2023-11-02$17.00$20.00128.6%45.2%91.3%22.6%141.4%83.9%-33.9%18.1K-878.4K-6.0K0.1297.97612,20245
2023-11-03$17.00$20.00150.0%48.3%91.3%29.6%168.5%21.1%-45.7%18.3K-957.0K-6.2K0.0473.081212,20745
2023-11-06$15.80$20.00147.4%50.3%93.5%28.8%175.5%21.1%-60.5%11.8K-569.5K-4.9K0.1081.951012,21645
2023-11-07$16.60$20.00110.0%47.1%92.7%16.5%164.7%35.6%-35.3%13.9K-773.7K-5.5K0.0323.33902,22446
2023-11-08$16.80$20.00126.3%36.2%93.1%21.8%126.6%53.7%3.1%14.1K-809.3K-5.7K0.0086.356202,22939
2023-11-09$15.20$20.00166.0%47.6%97.9%34.9%0.0%16.0%-50.8%11.5K-598.0K-4.7K0.2673.14312,28338
2023-11-10$12.80$20.00102.9%29.5%110.4%14.1%0.0%-35.1%50.7%7.6K-402.0K-3.5K0.1463.572032,28535
2023-11-13$12.60$20.00106.5%30.5%109.3%15.3%290.5%-46.8%60.1%1.5K-163.5K-1.9K1.0856.51662,29836
2023-11-14$14.40$20.0099.0%28.4%119.4%12.9%0.0%-0.2%5.9%9.6K-501.9K-4.5K0.1263.09512,30242
2023-11-15$15.00$20.00154.1%44.2%117.8%31.0%165.4%10.5%-0.7%11.5K-764.0K-5.3K0.4638.331992,30742
2023-11-16$14.20$20.00118.4%33.9%117.1%19.2%113.9%0.5%68.8%9.3K-471.5K-3.9K0.3164.351342,31546
2023-11-17$13.80$20.0084.0%24.1%115.1%7.9%0.0%-26.8%40.8%8.4K-411.6K-3.8K0.0757.90302,32147
2023-11-20$14.80$20.0095.0%27.2%118.7%11.5%109.9%22.3%61.3%10.6K-579.9K-4.5K0.0320.295511,95131
2023-11-21$13.80$20.00109.9%31.5%107.3%16.5%126.3%-11.4%78.4%9.4K-510.6K-3.9K0.0117.86701,98932
2023-11-22$13.60$20.00111.3%31.9%106.1%16.9%0.0%-13.1%85.6%9.3K-541.3K-4.2K0.2727.32511,99432
2023-11-24$13.80$20.00117.1%33.6%105.1%18.8%0.0%-11.8%76.7%9.5K-524.6K-4.1K0.0225.89901,99834
2023-11-27$13.20$20.00122.7%35.2%105.7%20.7%0.0%-29.2%62.3%8.9K-597.8K-4.4K0.6222.54212,00734
2023-11-28$14.20$20.00111.1%31.9%109.5%16.9%116.7%-10.1%-7.5%9.7K-482.7K-4.0K0.0221.531902,00835
2023-11-29$14.20$20.00114.5%32.8%109.5%18.0%0.0%-21.3%53.7%9.2K-421.7K-3.6K0.0220.48902,02135
2023-11-30$15.20$20.00124.2%35.6%111.0%21.2%0.0%11.6%29.6%11.2K-532.2K-4.3K0.1043.793132,02635