AGEN Options History — December 2023

In December 2023, AGEN traded between $13.60 and $16.60. ATM implied volatility averaged 145.7%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 40.2%. IV traded above realized volatility by 39.0% (HV 20d: 106.7%). Max pain ranged from $10.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.09.

Notable Days

2023-12-21: Highest Volume — 102 contracts
2023-12-11: Largest IV spike — 81.8% change
2023-12-15: Highest IV Rank — 54.4%
2023-12-15: Largest Expected Move — 64.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.55	$13.60	$16.60	$15.60	$16.60
Max Pain	$10.50	$10.00	$20.00	$20.00	$10.00
ATM IV	145.7%	93.0%	225.5%	109.3%	142.3%
Expected Move	40.2%	26.7%	64.6%	31.3%	40.8%
HV 20d	106.7%	96.1%	113.8%	111.4%	103.1%
HV 60d	94.7%	85.5%	101.3%	85.5%	101.2%
IV Rank	28.2%	10.9%	54.4%	16.3%	27.1%
IV Percentile	84.5%	35.3%	98.4%	68.7%	87.7%
Term Structure	-12.2%	-194.3%	84.0%	32.7%	-12.2%
VWIV	162.7%	126.1%	215.5%	138.3%	157.4%
Skew 25d	6.6%	-27.9%	50.0%	11.4%	-2.8%
Skew 10d	13.2%	-66.1%	49.6%	27.6%	19.8%
Call IV 25d	122.1%	75.3%	168.8%	108.5%	137.5%
Put IV 25d	128.7%	96.4%	156.4%	119.8%	134.7%
Bid-Ask Spread %	50.71	22.98	81.66	49.46	58.75
Gamma HHI	0.37	0.27	0.42	0.39	0.37
Net GEX	11.4K	2.4K	15.6K	11.7K	15.6K
Net DEX	-665.9K	-1.0M	-341.8K	-598.9K	-934.9K
Net VEX	-4.5K	-5.8K	-3.0K	-4.4K	-5.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.00	0.59	0.02	0.00
Total Volume	22.5	3	102	21	25
Total OI	2,173.9	2,091	2,339	2,091	2,339

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
2023-12-01	$15.60	$20.00	109.3%	31.3%	111.4%	16.3%	0.0%	11.4%	32.7%	11.7K	-598.9K	-4.4K	0.02	49.46	20	1	2,055	36
2023-12-04	$16.60	$10.00	105.9%	38.7%	113.8%	15.1%	138.3%	29.4%	-10.6%	14.1K	-716.9K	-5.0K	0.04	59.16	15	1	2,067	37
2023-12-05	$16.00	$10.00	155.2%	37.0%	111.5%	31.4%	139.2%	21.2%	-11.6%	13.6K	-677.7K	-4.8K	0.11	34.18	3	0	2,078	37
2023-12-06	$16.00	$10.00	112.5%	38.3%	110.0%	17.3%	215.5%	12.8%	1.3%	12.2K	-595.4K	-4.3K	0.00	26.24	10	0	2,079	38
2023-12-07	$16.20	$10.00	121.1%	40.1%	110.0%	20.1%	144.8%	31.0%	-1.6%	13.9K	-730.1K	-5.0K	0.28	55.63	5	1	2,083	38
2023-12-08	$15.40	$10.00	118.2%	37.1%	105.5%	19.2%	139.8%	-1.3%	-7.5%	11.6K	-611.8K	-4.5K	0.07	28.13	19	1	2,087	39
2023-12-11	$13.60	$10.00	214.9%	37.6%	96.1%	51.0%	143.4%	37.3%	5.7%	8.2K	-394.9K	-3.3K	0.10	22.98	10	1	2,087	40
2023-12-12	$15.80	$10.00	190.6%	31.1%	108.9%	43.0%	126.1%	-11.2%	14.0%	13.0K	-628.2K	-4.5K	0.08	51.06	16	1	2,092	40
2023-12-13	$16.40	$10.00	126.2%	36.2%	99.6%	21.8%	189.9%	26.5%	-71.1%	13.3K	-609.6K	-4.2K	0.01	64.54	14	0	2,102	41
2023-12-14	$15.40	$10.00	126.0%	36.1%	101.6%	21.7%	144.4%	15.2%	5.0%	12.5K	-653.2K	-4.6K	0.10	60.16	4	0	2,115	42
2023-12-15	$13.60	$10.00	225.5%	64.6%	109.4%	54.4%	203.7%	-27.9%	-194.3%	9.1K	-1.0M	-5.0K	0.59	33.15	15	9	2,117	41
2023-12-18	$14.20	$10.00	149.8%	42.9%	110.1%	29.6%	206.8%	-6.6%	-59.1%	10.6K	-616.1K	-4.1K	0.03	81.66	40	1	2,056	47
2023-12-19	$15.00	$10.00	165.6%	47.5%	108.9%	34.8%	172.3%	-14.9%	-32.4%	10.7K	-552.5K	-4.0K	0.02	57.83	32	1	2,077	48
2023-12-20	$15.00	$10.00	123.7%	35.5%	105.7%	21.0%	144.3%	-7.1%	62.3%	2.4K	-341.8K	-3.0K	0.00	66.25	29	0	2,101	48
2023-12-21	$15.40	$10.00	177.1%	50.8%	105.7%	38.6%	156.2%	-12.4%	-21.7%	2.5K	-351.8K	-3.1K	0.00	64.55	102	0	2,127	48
2023-12-22	$15.60	$10.00	141.8%	40.6%	105.7%	26.9%	159.0%	16.0%	-5.1%	13.3K	-890.5K	-5.8K	0.00	50.78	9	0	2,229	48
2023-12-26	$16.60	$10.00	160.6%	46.1%	105.7%	33.1%	166.2%	-14.4%	-18.6%	14.0K	-848.5K	-5.4K	0.31	43.98	17	5	2,234	48
2023-12-27	$15.80	$10.00	155.0%	44.4%	105.2%	31.3%	174.3%	-20.3%	-4.2%	13.7K	-833.8K	-5.3K	0.02	38.92	37	1	2,248	53
2023-12-28	$16.20	$10.00	93.0%	26.7%	105.4%	10.9%	170.3%	50.0%	84.0%	11.6K	-730.0K	-4.9K	0.01	66.80	5	0	2,282	54
2023-12-29	$16.60	$10.00	142.3%	40.8%	103.1%	27.1%	157.4%	-2.8%	-12.2%	15.6K	-934.9K	-5.6K	0.00	58.75	25	0	2,285	54