AGEN Options History — July 2024

In July 2024, AGEN traded between $5.90 and $17.56. ATM implied volatility averaged 120.0%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded below realized volatility by 97.9% (HV 20d: 217.9%). Max pain ranged from $7.00 to $15.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.05.

Notable Days

  • 2024-07-18: Highest Volume — 4,380 contracts
  • 2024-07-15: Largest IV spike — 28.3% change
  • 2024-07-15: Highest IV Rank — 34.8%
  • 2024-07-15: Largest Expected Move — 42.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.47$5.90$17.56$16.73$6.13
Max Pain$10.77$7.00$15.00$14.00$7.00
ATM IV120.0%98.5%148.7%110.6%123.2%
Expected Move34.8%30.9%42.6%31.7%35.3%
HV 20d217.9%101.2%353.8%101.2%342.6%
HV 60d178.1%128.5%230.2%147.0%215.6%
IV Rank26.1%19.5%34.8%23.2%27.0%
IV Percentile42.0%19.8%66.7%31.7%47.2%
Term Structure3.5%-46.9%25.7%14.6%-46.9%
VWIV119.9%103.4%145.7%116.8%116.0%
Skew 25d14.1%-31.8%113.5%7.2%-26.5%
Skew 10d5.5%-37.8%35.6%35.6%-37.8%
Call IV 25d107.5%61.9%150.2%111.2%117.3%
Put IV 25d121.6%88.6%186.1%118.4%90.8%
Bid-Ask Spread %84.6049.34104.1571.59104.15
Gamma HHI0.130.090.160.140.15
Net GEX29.4K-1.9K93.4K47.2K-1.9K
Net DEX-1.8M-5.2M832.4K-4.0M276.9K
Net VEX-9.2K-13.9K-3.6K-12.3K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.0211.460.060.19
Total Volume624.636524,38055163
Total OI8,030.4555,44410,5825,44410,582

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$16.73$14.00110.6%31.7%101.2%23.2%116.8%7.2%14.6%47.2K-4.0M-12.3K0.0671.59522294,4371,007
2024-07-02$14.25$15.00109.7%31.5%110.0%22.9%110.6%4.6%6.3%39.5K-2.6M-11.3K0.4463.33203894,8631,034
2024-07-03$14.34$15.00107.9%30.9%110.1%22.4%107.4%6.5%16.3%40.8K-2.7M-11.7K0.0370.0112745,0211,097
2024-07-05$15.00$10.0098.5%34.3%110.4%19.5%118.2%57.9%-6.5%43.9K-3.0M-12.1K0.6864.5431215,0251,099
2024-07-08$15.36$10.00116.8%34.7%110.1%25.1%121.2%4.0%-1.3%49.7K-3.2M-11.6K0.2154.78203425,0381,112
2024-07-09$15.56$10.00114.2%34.9%110.3%24.3%127.7%67.9%7.0%53.2K-3.3M-11.8K11.4678.13465275,1621,129
2024-07-10$15.30$12.00120.3%34.5%109.5%26.2%120.1%15.8%-9.3%47.2K-2.9M-13.1K0.9079.2540365,1841,646
2024-07-11$15.59$12.00122.8%35.2%109.7%26.9%122.5%61.8%-2.4%50.9K-3.2M-13.2K1.1588.8065755,2101,679
2024-07-12$15.51$12.00116.0%33.2%109.7%24.8%103.4%38.4%-4.9%49.5K-3.2M-13.0K1.0097.762772785,2211,743
2024-07-15$15.53$13.00148.7%42.6%108.8%34.8%143.5%113.5%-19.1%50.3K-3.4M-13.3K1.26102.8339495,4781,997
2024-07-16$17.52$13.00138.7%39.8%115.4%31.7%120.6%-12.1%11.3%93.4K-5.0M-12.8K0.4897.784001935,5132,015
2024-07-17$17.56$13.00127.1%36.4%112.1%28.2%119.3%20.6%8.4%80.0K-5.2M-13.9K0.1794.646701145,6402,173
2024-07-18$7.08$13.00138.4%39.7%344.2%31.6%145.7%-5.4%1.0%1.9K832.4K-4.0K0.2649.343,4828986,2062,264
2024-07-19$5.90$11.00132.0%37.8%347.6%29.7%126.7%-29.1%18.8%2.0K569.4K-3.6K1.4182.056449068,0802,274
2024-07-22$6.62$9.00123.8%35.5%349.3%27.2%122.6%-0.1%-2.8%1.1K233.9K-4.8K0.4171.256882856,1282,342
2024-07-23$6.97$8.00110.6%31.7%349.1%23.2%109.3%0.2%25.7%3.1K48.7K-5.6K0.9493.324294046,5222,571
2024-07-24$6.23$8.00113.1%32.4%350.0%24.0%112.8%-2.1%13.4%-1.4K267.7K-5.4K0.29103.46200596,7122,852
2024-07-25$5.93$8.00111.2%31.9%350.0%23.4%113.2%17.6%19.6%-1.8K317.3K-5.1K0.71103.052281626,8802,888
2024-07-26$6.58$8.00115.5%33.1%353.8%24.7%115.1%-2.2%20.6%-275148.6K-5.9K0.88101.852402127,0393,034
2024-07-29$6.49$8.00120.3%34.5%345.3%26.2%122.2%3.0%7.6%-676173.6K-6.0K0.0291.23633157,0763,196
2024-07-30$6.18$8.00120.9%34.7%344.9%26.3%122.6%-31.8%-0.7%-1.5K225.2K-5.9K0.1498.05100147,3003,201
2024-07-31$6.13$7.00123.2%35.3%342.6%27.0%116.0%-26.5%-46.9%-1.9K276.9K-5.5K0.19104.1553107,3693,213