AGEN Options History — April 2024

In April 2024, AGEN traded between $4.96 and $13.04. ATM implied volatility averaged 161.3%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 47.9%. IV traded above realized volatility by 38.2% (HV 20d: 123.1%). Max pain ranged from $0.50 to $20.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-04-30: Highest Volume — 1,851 contracts
  • 2024-04-17: Largest IV spike — 400.1% change
  • 2024-04-19: Highest IV Rank — 49.5%
  • 2024-04-09: Largest Expected Move — 57.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.78$4.96$13.04$11.60$12.00
Max Pain$8.70$0.50$20.00$10.00$8.00
ATM IV161.3%34.0%197.4%153.8%171.7%
Expected Move47.9%9.7%57.7%44.1%49.2%
HV 20d123.1%63.7%217.4%63.7%214.3%
HV 60d129.6%113.6%161.3%113.6%161.3%
IV Rank36.0%0.0%49.5%30.9%41.7%
IV Percentile77.9%0.0%92.1%78.2%82.5%
Term Structure-6.8%-81.6%202.3%18.7%-19.4%
VWIV187.5%146.7%326.1%161.8%169.5%
Skew 25d27.9%-81.6%91.4%-0.9%5.2%
Skew 10d36.1%-29.6%152.4%3.9%4.6%
Call IV 25d142.6%33.7%244.6%146.6%170.2%
Put IV 25d170.5%34.3%240.4%145.7%175.5%
Bid-Ask Spread %70.821.51111.7534.8043.33
Gamma HHI0.280.140.840.280.14
Net GEX10.2K-1439.2K10.6K12.8K
Net DEX-7.3M-53.3M1.9K-1.1M-1.6M
Net VEX-9.5K-42.3K-76-9.5K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.580.000.28
Total Volume539.54561,85161,851
Total OI11,564.90917669,8703,3132,932

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$11.60$10.00153.8%44.1%63.7%30.9%161.8%-0.9%18.7%10.6K-1.1M-9.5K0.0034.80603,167146
2024-04-02$10.20$10.00141.5%40.6%75.3%26.8%160.3%66.6%21.9%8.7K-824.2K-7.8K0.0529.721813,168146
2024-04-03$10.60$10.00165.6%47.5%77.4%34.8%195.8%91.4%-4.4%9.2K-902.5K-8.1K0.1042.702423,174146
2024-04-04$10.20$20.00150.7%53.4%76.4%29.8%189.3%75.4%-24.1%9.1K-931.4K-8.4K0.5885.09743,189148
2024-04-05$10.00$20.00129.2%54.1%76.2%22.8%187.5%73.3%-7.1%8.7K-847.0K-8.0K0.0270.688113,188152
2024-04-08$9.00$20.00158.4%38.6%82.5%32.4%148.2%81.2%76.6%7.6K-708.5K-6.7K0.0381.4711843,220152
2024-04-09$9.80$20.00149.9%57.7%90.4%29.6%201.2%77.7%-45.0%9.2K-917.1K-8.2K0.0467.333113,307150
2024-04-10$9.00$10.00191.5%54.9%93.0%43.3%194.1%68.1%-19.9%8.6K-904.9K-7.6K0.1483.521833,330150
2024-04-11$9.00$10.00167.4%48.0%93.3%35.4%167.5%-9.1%-31.1%8.1K-606.2K-6.4K0.0181.158813,342152
2024-04-12$8.25$0.50176.5%50.6%92.2%38.4%326.1%12.9%-32.1%36.6K-52.6M-41.5K0.0162.341,7522566,8323,038
2024-04-15$8.37$0.50190.6%54.6%90.7%43.0%215.9%69.5%-23.8%39.2K-53.3M-41.7K0.0167.121,7522566,8323,038
2024-04-16$6.47$0.5034.0%9.7%124.9%0.0%203.1%0.6%202.3%33.5K-40.4M-42.3K0.011.511,7522566,8323,038
2024-04-17$5.42$8.00170.1%48.8%130.5%41.2%171.5%21.8%-20.9%-141.9K-760.32111.751404514234
2024-04-18$4.96$7.00182.3%52.3%131.1%44.9%152.0%-24.6%-36.8%314-2.5K-1530.04110.3868325878
2024-04-19$5.24$7.00197.4%56.6%134.7%49.5%231.9%-81.6%-64.0%3.5K-2.6M-3.6K0.40102.3925105,68894
2024-04-22$5.70$7.00147.6%42.3%141.5%34.4%146.7%27.1%15.5%60-16.0K-2290.06104.211941211580
2024-04-23$6.68$4.00176.3%50.5%156.2%43.1%188.4%-7.1%-32.2%723-120.8K-3890.0197.52496329590
2024-04-24$7.37$4.00157.0%45.0%162.2%37.3%160.7%12.6%-25.6%2.5K-284.2K-7020.0993.581951760594
2024-04-25$8.32$4.00178.1%51.1%169.3%43.7%188.7%61.2%-81.6%3.5K-430.8K-8620.0997.7812211765102
2024-04-26$11.95$4.00171.0%49.0%215.6%41.5%176.1%-4.1%-13.1%3.3K-812.9K-8780.2545.371,405357805111
2024-04-29$13.04$7.00189.1%54.2%217.4%47.0%188.1%-3.3%-4.3%9.0K-1.6M-2.5K0.4744.227983791,679424
2024-04-30$12.00$8.00171.7%49.2%214.3%41.7%169.5%5.2%-19.4%12.8K-1.6M-3.5K0.2843.331,4504012,213719