AGEN Options History — February 2024

In February 2024, AGEN traded between $12.80 and $18.40. ATM implied volatility averaged 150.7%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 45.4%. IV traded above realized volatility by 19.7% (HV 20d: 131.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2024-02-15: Highest Volume — 1,074 contracts
2024-02-14: Largest IV spike — 51.6% change
2024-02-06: Highest IV Rank — 44.6%
2024-02-05: Largest Expected Move — 78.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.16	$12.80	$18.40	$13.00	$13.60
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	150.7%	95.8%	195.5%	118.6%	181.4%
Expected Move	45.4%	25.4%	78.5%	25.4%	52.0%
HV 20d	131.1%	86.0%	171.2%	86.9%	168.6%
HV 60d	109.6%	91.2%	123.6%	100.1%	123.2%
IV Rank	29.9%	11.8%	44.6%	19.3%	40.0%
IV Percentile	78.6%	34.1%	94.4%	71.0%	91.3%
Term Structure	-32.4%	-158.2%	222.1%	222.1%	-142.4%
VWIV	172.2%	94.9%	235.3%	184.4%	228.2%
Skew 25d	18.5%	-23.7%	147.3%	2.4%	-13.5%
Skew 10d	6.5%	-77.5%	143.0%	-10.9%	-9.4%
Call IV 25d	121.2%	100.5%	218.3%	127.9%	105.8%
Put IV 25d	139.7%	87.7%	249.4%	130.3%	92.4%
Bid-Ask Spread %	63.54	28.11	119.90	119.90	76.24
Gamma HHI	0.26	0.23	0.38	0.29	0.27
Net GEX	7.9K	3.4K	12.9K	4.7K	10.1K
Net DEX	-1.0M	-1.5M	-577.4K	-672.0K	-1.3M
Net VEX	-8.1K	-12.0K	-4.5K	-5.0K	-10.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.17	0.00	0.04
Total Volume	152.9	12	1,074	33	47
Total OI	2,281.1	1,607	3,069	1,607	3,069

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
2024-02-01	$13.00	$10.00	118.6%	25.4%	86.9%	19.3%	184.4%	2.4%	222.1%	4.7K	-672.0K	-5.0K	0.00	119.90	33	0	1,513	94
2024-02-02	$12.80	$10.00	155.7%	57.6%	86.0%	31.5%	108.6%	74.9%	14.6%	6.0K	-730.5K	-5.4K	0.04	76.71	14	1	1,536	94
2024-02-05	$12.80	$10.00	179.1%	78.5%	86.0%	39.2%	202.3%	78.8%	-43.5%	3.4K	-577.4K	-4.5K	0.02	84.56	12	0	1,533	94
2024-02-06	$14.20	$10.00	195.5%	68.0%	94.7%	44.6%	170.0%	20.8%	-54.4%	4.3K	-785.4K	-5.5K	0.02	91.01	36	1	1,540	94
2024-02-07	$13.60	$10.00	194.7%	55.8%	95.5%	44.3%	187.5%	56.4%	-158.1%	4.2K	-699.7K	-5.1K	0.00	77.97	83	0	1,552	94
2024-02-08	$14.00	$10.00	166.2%	47.7%	90.2%	35.0%	178.9%	147.3%	-22.9%	4.7K	-745.3K	-5.5K	0.01	88.95	12	0	1,595	94
2024-02-09	$15.00	$10.00	114.7%	32.9%	93.4%	18.0%	145.5%	67.5%	-119.6%	5.2K	-786.6K	-5.7K	0.06	69.95	68	4	1,601	94
2024-02-12	$16.20	$10.00	164.5%	47.1%	87.9%	34.4%	183.3%	-14.3%	-8.7%	5.8K	-874.7K	-6.0K	0.12	40.22	58	7	1,650	98
2024-02-13	$15.00	$10.00	121.9%	34.9%	91.1%	20.4%	170.7%	-23.7%	20.2%	5.6K	-843.5K	-5.9K	0.17	47.92	22	4	1,705	104
2024-02-14	$18.40	$10.00	184.8%	53.0%	113.4%	41.1%	184.8%	43.2%	-24.8%	7.2K	-1.2M	-7.4K	0.02	71.49	696	12	1,724	105
2024-02-15	$13.00	$10.00	150.0%	43.0%	171.2%	29.7%	180.9%	-16.0%	-158.2%	6.2K	-758.9K	-6.4K	0.02	51.91	1,057	17	2,080	112
2024-02-16	$13.20	$10.00	146.4%	42.0%	171.2%	28.5%	202.0%	-17.4%	-39.2%	8.7K	-1.3M	-10.1K	0.14	28.11	77	11	2,749	122
2024-02-20	$13.20	$10.00	158.3%	45.4%	170.4%	32.4%	215.7%	-16.3%	-102.8%	9.2K	-1.1M	-9.6K	0.11	30.26	506	53	2,439	93
2024-02-21	$13.00	$10.00	95.8%	27.5%	170.5%	11.8%	94.9%	-4.6%	63.5%	10.3K	-1.2M	-10.6K	0.06	55.53	69	4	2,815	145
2024-02-22	$13.60	$10.00	115.4%	33.1%	170.5%	18.2%	125.3%	4.6%	23.6%	11.9K	-1.3M	-11.1K	0.10	73.31	50	5	2,821	149
2024-02-23	$13.60	$10.00	153.0%	43.9%	170.2%	30.6%	196.6%	-3.9%	-47.9%	12.2K	-1.4M	-11.2K	0.04	30.86	28	1	2,851	152
2024-02-26	$14.60	$10.00	181.4%	52.0%	168.8%	40.0%	235.3%	4.2%	-99.0%	11.8K	-1.4M	-11.7K	0.05	55.50	21	1	2,867	153
2024-02-27	$15.40	$10.00	98.3%	28.2%	169.1%	12.6%	110.2%	-21.7%	35.1%	12.9K	-1.5M	-11.9K	0.01	64.82	27	0	2,882	153
2024-02-28	$15.00	$10.00	138.9%	39.8%	165.7%	26.0%	138.1%	1.6%	-6.1%	12.7K	-1.4M	-12.0K	0.01	35.59	21	0	2,903	153
2024-02-29	$13.60	$10.00	181.4%	52.0%	168.6%	40.0%	228.2%	-13.5%	-142.4%	10.1K	-1.3M	-10.8K	0.04	76.24	45	2	2,916	153