AGEN Options History — May 2024

In May 2024, AGEN traded between $10.34 and $15.50. ATM implied volatility averaged 133.7%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 37.7%. IV traded below realized volatility by 40.6% (HV 20d: 174.2%). Max pain ranged from $8.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.68.

Notable Days

  • 2024-05-13: Highest Volume — 1,964 contracts
  • 2024-05-14: Largest IV spike — 32.4% change
  • 2024-05-01: Highest IV Rank — 41.4%
  • 2024-05-01: Largest Expected Move — 48.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.29$10.34$15.50$13.23$15.50
Max Pain$9.45$8.00$12.00$9.00$12.00
ATM IV133.7%108.1%170.7%170.7%115.0%
Expected Move37.7%33.0%48.9%48.9%33.0%
HV 20d174.2%98.2%217.1%216.4%98.2%
HV 60d148.4%140.0%162.6%162.6%143.3%
IV Rank30.2%22.5%41.4%41.4%24.5%
IV Percentile57.0%38.5%81.7%81.7%40.5%
Term Structure-5.2%-19.7%7.1%-16.7%-2.5%
VWIV129.2%110.4%168.5%166.4%116.5%
Skew 25d22.9%-8.3%59.6%0.6%30.1%
Skew 10d36.6%-21.4%74.4%59.5%-21.4%
Call IV 25d109.0%70.6%164.6%164.6%88.0%
Put IV 25d131.9%112.8%171.4%165.2%118.0%
Bid-Ask Spread %69.7747.3983.5867.1964.88
Gamma HHI0.180.120.260.120.19
Net GEX22.3K11.5K37.3K22.2K37.3K
Net DEX-1.9M-3.7M-709.4K-2.6M-3.7M
Net VEX-6.8K-10.4K-4.9K-6.1K-10.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.072.240.600.60
Total Volume423.182901,964206184
Total OI5,176.1363,7306,7764,3625,437

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$13.23$9.00170.7%48.9%216.4%41.4%166.4%0.6%-16.7%22.2K-2.6M-6.1K0.6067.19129773,3351,027
2024-05-02$12.50$9.00166.8%47.8%217.1%40.2%162.5%8.3%-19.7%22.8K-2.3M-6.1K0.5665.4375423,4071,061
2024-05-03$12.96$9.00159.8%45.8%216.9%38.1%168.5%5.6%-16.2%24.0K-2.5M-6.2K0.2562.05246623,4731,073
2024-05-06$13.06$8.00166.8%42.6%212.4%40.2%147.1%3.3%-8.0%26.8K-2.6M-6.1K0.2847.394831353,6141,103
2024-05-07$11.97$8.00144.2%38.5%214.1%33.4%133.8%12.7%-7.1%24.1K-2.0M-5.7K0.2767.496201663,8461,179
2024-05-08$11.39$8.00138.9%38.4%212.3%31.8%128.5%35.7%-5.9%22.6K-1.7M-5.7K1.6174.133195154,0391,272
2024-05-09$11.79$8.00136.7%36.8%212.4%31.1%133.4%59.6%-1.3%17.4K-1.5M-5.8K2.2471.2837833,9631,707
2024-05-10$10.34$8.00142.4%37.2%215.8%32.8%129.9%5.4%-10.1%11.5K-709.4K-4.9K1.0372.353173273,9721,774
2024-05-13$10.93$9.00108.1%36.9%216.3%22.5%130.7%7.8%-12.1%17.8K-1.1M-4.9K0.1074.071,7791854,2471,817
2024-05-14$10.75$9.00143.2%36.9%191.9%33.1%125.8%38.0%-5.2%17.6K-1.1M-6.2K1.0972.6043474,8361,814
2024-05-15$10.75$9.00135.4%38.8%176.8%30.7%122.2%57.8%-1.2%12.4K-1.1M-6.2K0.0778.1211884,8621,831
2024-05-16$10.37$9.00124.6%35.7%172.9%27.5%125.3%7.0%-2.1%14.9K-934.4K-6.0K0.7382.71117854,9111,835
2024-05-17$10.95$9.00119.8%34.3%172.9%26.0%121.6%-8.3%0.5%15.3K-1.3M-6.1K0.6474.672111354,9481,828
2024-05-20$10.63$10.00121.8%34.9%173.4%26.6%119.4%53.1%-2.8%15.7K-1.0M-5.8K0.3977.11196772,949781
2024-05-21$11.01$10.00120.9%34.7%166.8%26.3%119.8%6.7%-0.8%17.0K-1.2M-6.3K0.8361.0982683,064854
2024-05-22$11.45$10.00120.3%34.5%164.7%26.2%119.9%45.5%7.1%19.2K-1.4M-6.7K0.4677.062501163,125897
2024-05-23$12.16$10.00122.0%35.0%161.2%26.7%110.4%15.4%-1.2%22.4K-1.8M-7.7K1.7283.58681173,337951
2024-05-24$13.62$11.00125.0%35.8%105.5%27.6%113.4%50.8%-1.9%26.5K-2.3M-8.3K0.3168.904261303,3621,046
2024-05-28$15.29$11.00124.4%35.7%108.9%27.4%113.8%35.8%-5.1%30.8K-3.3M-9.3K0.3767.115732133,5971,138
2024-05-29$14.60$11.00118.2%33.9%105.5%25.5%117.0%26.7%-0.4%34.5K-3.0M-9.6K0.1565.25247364,0021,196
2024-05-30$15.14$11.00115.6%33.1%100.9%24.7%115.6%6.3%-1.0%37.2K-3.4M-10.2K0.6960.4798684,1441,221
2024-05-31$15.50$12.00115.0%33.0%98.2%24.5%116.5%30.1%-2.5%37.3K-3.7M-10.4K0.6064.88115694,1591,278