AGEN Options History — March 2024

In March 2024, AGEN traded between $10.40 and $13.80. ATM implied volatility averaged 182.4%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 44.9%. IV traded above realized volatility by 65.3% (HV 20d: 117.1%). 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 10 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2024-03-18: Highest Volume — 156 contracts
2024-03-27: Largest IV spike — 59.3% change
2024-03-12: Highest IV Rank — 88.1%
2024-03-11: Largest Expected Move — 63.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.12	$10.40	$13.80	$13.40	$11.20
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	182.4%	94.3%	327.8%	148.4%	94.3%
Expected Move	44.9%	27.0%	63.1%	42.5%	27.0%
HV 20d	117.1%	61.8%	168.9%	168.3%	61.8%
HV 60d	116.8%	113.7%	122.7%	122.5%	113.7%
IV Rank	40.3%	11.3%	88.1%	29.1%	11.3%
IV Percentile	82.0%	27.8%	99.2%	80.2%	27.8%
Term Structure	2.7%	-111.4%	128.1%	-2.8%	67.7%
VWIV	160.6%	105.3%	195.6%	165.8%	186.4%
Skew 25d	10.7%	-55.5%	91.7%	-19.1%	-52.8%
Skew 10d	3.5%	-57.0%	80.0%	-35.3%	-57.0%
Call IV 25d	124.5%	101.1%	161.9%	109.3%	127.4%
Put IV 25d	135.1%	74.6%	208.2%	90.2%	74.6%
Bid-Ask Spread %	76.25	37.52	111.11	69.89	49.48
Gamma HHI	0.28	0.27	0.29	0.27	0.27
Net GEX	10.4K	8.7K	11.8K	10.1K	9.7K
Net DEX	-1.2M	-1.6M	-887.6K	-1.2M	-1.0M
Net VEX	-10.2K	-11.7K	-8.2K	-10.4K	-9.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.20	0.01	0.01
Total Volume	45.1	9	156	14	22
Total OI	3,276.25	3,106	3,417	3,106	3,311

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
2024-03-01	$13.40	$10.00	148.4%	42.5%	168.3%	29.1%	165.8%	-19.1%	-2.8%	10.1K	-1.2M	-10.4K	0.01	69.89	14	0	2,952	154
2024-03-04	$13.80	$10.00	158.9%	31.8%	168.5%	32.5%	161.9%	-55.5%	81.2%	10.4K	-1.5M	-11.3K	0.03	68.83	99	3	2,957	154
2024-03-05	$13.40	$10.00	234.8%	28.8%	168.9%	57.5%	114.5%	-29.2%	73.4%	10.9K	-1.4M	-11.0K	0.05	78.38	21	1	3,048	156
2024-03-06	$13.80	$10.00	259.9%	28.0%	165.0%	65.8%	118.5%	-2.3%	128.1%	11.8K	-1.5M	-11.6K	0.02	91.09	9	0	3,065	157
2024-03-07	$13.80	$10.00	232.9%	55.8%	164.2%	56.9%	175.6%	-5.8%	28.4%	11.6K	-1.5M	-11.6K	0.04	87.78	75	3	3,065	157
2024-03-08	$13.40	$10.00	210.2%	60.3%	164.2%	49.4%	105.3%	22.5%	-40.9%	11.7K	-1.5M	-11.7K	0.03	102.06	65	2	3,123	159
2024-03-11	$13.00	$10.00	229.8%	63.1%	162.3%	55.9%	181.3%	33.2%	-1.0%	11.3K	-1.5M	-11.4K	0.01	98.00	61	1	3,179	161
2024-03-12	$13.20	$10.00	327.8%	57.9%	159.5%	88.1%	190.0%	57.5%	-89.0%	11.6K	-1.6M	-11.2K	0.02	72.46	34	1	3,226	161
2024-03-13	$13.00	$10.00	176.3%	50.5%	157.5%	38.3%	195.6%	7.9%	-38.4%	11.4K	-1.5M	-11.2K	0.20	111.11	29	6	3,233	162
2024-03-14	$11.80	$10.00	193.9%	55.6%	139.1%	44.1%	194.9%	20.5%	-111.4%	10.4K	-1.4M	-10.7K	0.04	75.50	51	2	3,240	157
2024-03-15	$11.00	$10.00	173.3%	49.7%	71.6%	37.3%	150.4%	70.9%	-76.8%	9.4K	-1.2M	-9.7K	0.02	86.52	123	3	3,271	146
2024-03-18	$10.40	$10.00	159.4%	45.7%	72.9%	32.7%	154.1%	34.9%	39.6%	8.7K	-994.2K	-9.0K	0.05	91.50	149	7	3,012	138
2024-03-19	$11.20	$10.00	194.6%	55.8%	79.0%	44.3%	191.9%	80.0%	-38.2%	10.1K	-1.1M	-9.6K	0.00	98.20	20	0	3,127	144
2024-03-20	$11.20	$10.00	129.3%	37.1%	79.0%	22.8%	150.6%	-14.4%	14.0%	10.1K	-981.7K	-9.0K	0.04	89.54	9	0	3,134	144
2024-03-21	$11.20	$10.00	131.6%	37.7%	76.7%	23.6%	147.1%	33.7%	-9.9%	9.9K	-991.1K	-9.1K	0.05	73.20	9	1	3,136	144
2024-03-22	$10.80	$10.00	143.4%	41.1%	77.1%	27.5%	180.9%	-28.3%	7.9%	9.2K	-1.0M	-8.7K	0.05	37.52	27	1	3,138	144
2024-03-25	$11.00	$10.00	114.2%	32.7%	71.7%	17.9%	0.0%	-8.5%	-72.2%	9.3K	-887.6K	-8.2K	0.16	51.46	20	3	3,137	146
2024-03-26	$10.80	$10.00	129.3%	37.1%	67.2%	22.8%	126.6%	-23.4%	83.4%	9.5K	-1.2M	-9.6K	0.07	39.08	13	1	3,143	144
2024-03-27	$11.00	$10.00	206.0%	59.1%	68.3%	48.1%	186.4%	91.7%	11.5%	9.9K	-1.1M	-9.6K	0.05	53.41	16	1	3,155	145
2024-03-28	$11.20	$10.00	94.3%	27.0%	61.8%	11.3%	0.0%	-52.8%	67.7%	9.7K	-1.0M	-9.3K	0.01	49.48	22	0	3,165	146