AGEN Options History — January 2024

In January 2024, AGEN traded between $11.20 and $16.00. ATM implied volatility averaged 168.1%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 50.8%. IV traded above realized volatility by 82.2% (HV 20d: 85.9%). Max pain ranged from $10.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.17.

Notable Days

2024-01-22: Highest Volume — 168 contracts
2024-01-16: Largest IV spike — 313.5% change
2024-01-16: Highest IV Rank — 96.6%
2024-01-16: Largest Expected Move — 101.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.40	$11.20	$16.00	$16.00	$13.40
Max Pain	$15.71	$10.00	$20.00	$10.00	$10.00
ATM IV	168.1%	83.7%	353.7%	185.4%	106.9%
Expected Move	50.8%	24.5%	101.4%	53.2%	30.6%
HV 20d	85.9%	69.6%	103.8%	103.8%	88.0%
HV 60d	99.6%	95.2%	102.6%	101.1%	100.0%
IV Rank	35.6%	7.8%	96.6%	41.3%	15.5%
IV Percentile	79.5%	17.5%	99.6%	95.2%	52.4%
Term Structure	-19.8%	-140.1%	86.0%	-57.1%	0.6%
VWIV	200.9%	92.9%	333.6%	201.8%	92.9%
Skew 25d	-5.3%	-216.2%	353.9%	-52.2%	28.0%
Skew 10d	-7.8%	-216.2%	361.7%	-55.3%	28.0%
Call IV 25d	181.9%	87.7%	380.9%	202.8%	92.9%
Put IV 25d	176.7%	83.3%	462.0%	150.6%	120.9%
Bid-Ask Spread %	54.34	20.77	103.56	56.62	57.97
Gamma HHI	0.29	0.23	0.39	0.28	0.23
Net GEX	3.8K	2.8K	5.9K	3.3K	4.0K
Net DEX	-566.5K	-713.3K	-450.7K	-593.9K	-646.5K
Net VEX	-4.5K	-5.1K	-3.7K	-4.3K	-5.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	0.95	0.00	0.01
Total Volume	47.619	3	168	151	50
Total OI	2,148.095	1,210	2,723	2,343	1,575

Daily Data (21 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
2024-01-02	$16.00	$10.00	185.4%	53.2%	103.8%	41.3%	201.8%	-52.2%	-57.1%	3.3K	-593.9K	-4.3K	0.00	56.62	151	0	2,289	54
2024-01-03	$15.20	$10.00	120.3%	34.5%	102.8%	19.9%	189.8%	-48.2%	81.9%	3.4K	-659.8K	-4.8K	0.39	53.05	3	1	2,423	54
2024-01-04	$15.60	$20.00	83.7%	53.1%	102.6%	7.8%	185.4%	-216.2%	-18.2%	3.5K	-713.3K	-5.0K	0.01	45.81	44	1	2,424	55
2024-01-05	$15.60	$20.00	109.3%	42.3%	102.6%	16.3%	146.0%	-25.9%	34.2%	3.7K	-691.3K	-5.0K	0.03	43.98	3	0	2,460	55
2024-01-08	$15.20	$20.00	144.9%	46.1%	102.8%	28.0%	162.2%	-131.4%	13.7%	3.2K	-580.9K	-4.5K	0.10	52.50	12	1	2,462	55
2024-01-09	$15.40	$20.00	127.8%	46.9%	101.4%	22.3%	162.5%	-199.7%	2.5%	3.7K	-625.1K	-4.8K	0.00	57.68	20	0	2,472	56
2024-01-10	$14.00	$20.00	150.1%	43.0%	97.1%	29.7%	170.1%	41.9%	-1.3%	3.2K	-511.4K	-4.3K	0.02	49.69	139	3	2,484	56
2024-01-11	$14.20	$20.00	168.1%	48.2%	80.0%	35.6%	180.6%	8.1%	-12.5%	3.2K	-557.6K	-4.4K	0.19	64.84	5	1	2,616	58
2024-01-12	$12.80	$20.00	85.5%	24.5%	85.5%	8.4%	0.0%	-4.4%	86.0%	2.8K	-450.7K	-3.9K	0.14	25.11	21	3	2,620	59
2024-01-16	$12.20	$20.00	353.7%	101.4%	84.5%	96.6%	245.5%	353.9%	-71.9%	3.9K	-522.4K	-4.2K	0.58	103.56	20	12	2,633	61
2024-01-17	$12.00	$20.00	269.9%	77.4%	73.4%	69.1%	330.3%	-49.0%	-129.8%	3.5K	-495.5K	-3.7K	0.02	65.96	13	0	2,646	71
2024-01-18	$11.20	$20.00	198.0%	56.8%	74.2%	45.4%	192.0%	78.6%	-121.9%	3.4K	-473.5K	-3.9K	0.23	70.33	6	1	2,652	71
2024-01-19	$11.40	$20.00	298.2%	85.5%	70.8%	78.4%	333.6%	98.6%	-140.1%	3.3K	-543.2K	-4.2K	0.33	81.26	17	6	2,655	64
2024-01-22	$12.00	$20.00	206.8%	59.3%	74.4%	48.3%	256.7%	-36.9%	-33.5%	3.8K	-504.9K	-4.2K	0.03	20.77	163	5	1,150	60
2024-01-23	$12.00	$10.00	131.1%	37.6%	73.2%	23.4%	243.7%	-76.6%	81.2%	4.5K	-544.2K	-4.3K	0.11	64.87	53	6	1,283	65
2024-01-24	$11.60	$10.00	243.8%	69.9%	73.0%	60.5%	249.0%	115.9%	-27.5%	4.8K	-507.6K	-4.0K	0.95	53.52	25	24	1,341	69
2024-01-25	$12.00	$10.00	153.5%	44.0%	69.6%	30.8%	220.7%	-36.3%	-41.1%	4.9K	-528.8K	-4.5K	0.19	25.36	28	5	1,362	90
2024-01-26	$13.20	$10.00	150.3%	43.1%	78.8%	29.7%	197.2%	-9.5%	-68.6%	5.9K	-591.1K	-4.8K	0.10	42.95	43	4	1,378	90
2024-01-29	$13.80	$10.00	123.9%	35.5%	80.2%	21.0%	129.0%	66.0%	58.4%	3.8K	-599.6K	-4.8K	0.01	61.94	59	1	1,414	90
2024-01-30	$12.60	$10.00	118.0%	33.8%	84.4%	19.1%	129.1%	-15.3%	-50.5%	4.6K	-554.9K	-4.7K	0.06	43.39	48	3	1,447	91
2024-01-31	$13.40	$10.00	106.9%	30.6%	88.0%	15.5%	92.9%	28.0%	0.6%	4.0K	-646.5K	-5.1K	0.01	57.97	49	1	1,482	93