AGEN Options History — June 2024 In June 2024, AGEN traded between $12.97 and $17.55. ATM implied volatility averaged 112.3%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 32.2%. IV traded above realized volatility by 21.0% (HV 20d: 91.4%). Max pain ranged from $12.00 to $16.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.54.
Notable Days 2024-06-18 : Highest Volume — 1,176 contracts2024-06-04 : Largest IV drop — 10.8% change2024-06-03 : Highest IV Rank — 26.2%2024-06-03 : Largest Expected Move — 34.5%Monthly Statistics Metric Avg Min Max Open Close Price $15.68 $12.97 $17.55 $17.16 $16.73 Max Pain $14.05 $12.00 $16.00 $12.00 $14.00 ATM IV 112.3% 106.4% 120.4% 120.4% 114.1% Expected Move 32.2% 30.5% 34.5% 34.5% 32.7% HV 20d 91.4% 79.3% 103.6% 103.0% 101.5% HV 60d 144.3% 141.8% 147.3% 144.7% 147.3% IV Rank 23.7% 21.9% 26.2% 26.2% 24.3% IV Percentile 36.3% 25.8% 47.2% 47.2% 36.1% Term Structure 4.2% -9.7% 14.2% -9.7% 14.2% VWIV 109.7% 94.0% 115.7% 115.7% 107.3% Skew 25d 14.8% -26.4% 50.7% -9.2% 43.0% Skew 10d 19.6% -24.0% 66.3% 29.0% 40.1% Call IV 25d 99.2% 59.0% 136.8% 136.8% 66.2% Put IV 25d 114.0% 83.8% 127.6% 127.6% 109.2% Bid-Ask Spread % 67.56 53.42 82.74 64.14 78.17 Gamma HHI 0.16 0.14 0.19 0.19 0.15 Net GEX 39.8K 31.4K 48.5K 39.4K 42.6K Net DEX -3.6M -5.0M -1.6M -4.6M -3.7M Net VEX -10.8K -11.9K -8.4K -10.7K -11.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.11 1.22 0.62 0.22 Total Volume 283 51 1,176 352 466 Total OI 5,979.895 4,817 7,082 5,479 5,148
Daily Data (19 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 2024-06-03 $17.16 $12.00 120.4% 34.5% 103.0% 26.2% 115.7% -9.2% -9.7% 39.4K -4.6M -10.7K 0.62 64.14 217 135 4,170 1,309 2024-06-04 $16.87 $12.00 107.4% 30.8% 103.6% 22.2% 113.6% 20.4% 5.5% 41.3K -4.4M -11.1K 0.34 58.78 407 140 4,314 1,387 2024-06-05 $17.55 $12.00 114.2% 32.8% 97.0% 24.3% 108.1% 47.4% 0.6% 41.0K -5.0M -11.8K 0.53 67.98 100 53 4,470 1,494 2024-06-06 $16.81 $14.00 110.7% 31.8% 96.4% 23.2% 111.6% -0.7% 4.3% 41.6K -4.5M -11.3K 0.18 53.42 146 26 4,496 1,524 2024-06-07 $16.63 $14.00 109.1% 32.3% 96.8% 22.8% 111.9% 6.7% 1.6% 42.2K -4.4M -11.4K 0.67 67.25 113 76 4,601 1,536 2024-06-10 $17.18 $14.00 111.6% 32.8% 79.3% 23.5% 115.3% -4.8% -1.5% 45.7K -4.9M -11.3K 0.11 60.95 238 26 4,661 1,562 2024-06-11 $16.81 $14.00 119.7% 33.0% 80.2% 26.0% 111.1% 17.5% 4.0% 47.5K -4.7M -11.6K 1.22 61.60 32 39 4,823 1,573 2024-06-12 $16.85 $14.00 114.3% 32.8% 79.3% 24.3% 112.8% -13.2% -4.6% 48.5K -4.7M -11.5K 1.14 61.83 44 50 4,839 1,580 2024-06-13 $16.16 $15.00 110.6% 31.7% 82.2% 23.2% 110.5% 50.6% 5.4% 46.2K -4.2M -11.0K 0.36 64.81 227 82 4,845 1,620 2024-06-14 $15.36 $16.00 111.9% 32.1% 83.7% 23.6% 94.0% 48.6% 0.9% 43.6K -3.5M -10.5K 0.59 72.23 130 77 4,793 1,613 2024-06-17 $14.36 $16.00 115.3% 33.0% 88.0% 24.6% 103.2% 2.1% 5.8% 37.8K -2.7M -9.6K 0.94 67.66 139 131 4,852 1,706 2024-06-18 $12.97 $16.00 117.5% 33.7% 96.1% 25.3% 114.9% 4.4% -0.4% 31.4K -1.6M -8.4K 0.20 71.27 983 193 4,834 1,805 2024-06-20 $13.31 $14.00 110.7% 31.7% 95.8% 23.2% 110.9% -26.4% 11.9% 38.0K -2.2M -9.6K 0.19 73.47 231 44 5,284 1,744 2024-06-21 $14.46 $14.00 111.1% 31.9% 98.8% 23.4% 108.9% 26.9% 9.6% 32.3K -3.2M -10.8K 0.41 72.98 208 85 5,353 1,729 2024-06-24 $15.29 $14.00 108.2% 31.0% 98.5% 22.5% 109.7% 1.4% 11.0% 36.8K -2.9M -11.1K 0.66 64.38 164 108 4,029 788 2024-06-25 $15.03 $14.00 110.3% 31.6% 91.2% 23.1% 111.4% 5.3% 7.5% 36.3K -2.8M -11.2K 0.60 67.31 53 32 4,142 890 2024-06-26 $14.30 $14.00 111.2% 31.9% 83.2% 23.4% 107.7% 10.8% 4.5% 32.9K -2.5M -10.9K 0.24 72.67 41 10 4,152 903 2024-06-27 $14.11 $14.00 106.4% 30.5% 81.7% 21.9% 105.6% 50.7% 9.4% 31.9K -2.3M -10.3K 1.11 82.74 62 69 4,141 908 2024-06-28 $16.73 $14.00 114.1% 32.7% 101.5% 24.3% 107.3% 43.0% 14.2% 42.6K -3.7M -11.9K 0.22 78.17 381 85 4,183 965
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