AGEN Options History — August 2024

In August 2024, AGEN traded between $4.62 and $6.00. ATM implied volatility averaged 115.1%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded below realized volatility by 88.0% (HV 20d: 203.1%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.68.

Notable Days

  • 2024-08-15: Highest Volume — 745 contracts
  • 2024-08-05: Largest IV spike — 57.8% change
  • 2024-08-05: Highest IV Rank — 51.3%
  • 2024-08-05: Largest Expected Move — 51.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.26$4.62$6.00$6.00$5.19
Max Pain$5.50$5.00$7.00$7.00$5.00
ATM IV115.1%83.9%203.3%121.5%107.8%
Expected Move33.1%24.1%51.3%34.8%30.9%
HV 20d203.1%79.5%342.3%342.3%86.4%
HV 60d213.9%211.6%215.8%215.6%211.6%
IV Rank24.6%15.1%51.3%26.5%22.4%
IV Percentile28.5%4.8%92.5%44.8%15.5%
Term Structure18.5%-51.4%231.4%-32.1%7.8%
VWIV115.7%88.7%159.1%124.0%129.2%
Skew 25d2.9%-40.5%75.8%-39.4%-21.9%
Skew 10d0.4%-103.1%147.4%-67.0%-11.1%
Call IV 25d103.9%69.0%127.7%123.5%111.3%
Put IV 25d106.8%75.4%198.7%84.2%89.4%
Bid-Ask Spread %110.9495.20135.4397.83117.54
Gamma HHI0.260.160.510.160.26
Net GEX74-7.1K6.8K-2.0K3.5K
Net DEX6.5K-763.4K621.8K239.5K-530.4K
Net VEX-5.1K-6.5K-3.8K-5.8K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.003.840.030.01
Total Volume27217745123137
Total OI8,971.6365,63611,52810,6297,129

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$6.00$7.00121.5%34.8%342.3%26.5%124.0%-39.4%-32.1%-2.0K239.5K-5.8K0.0397.8312037,4113,218
2024-08-02$5.62$7.00128.9%36.9%340.7%28.7%120.4%-26.4%-51.4%-3.5K415.0K-5.2K0.2695.2085227,4383,215
2024-08-05$5.17$6.00203.3%51.3%339.8%51.3%159.1%75.8%24.9%-1.7K175.3K-5.1K2.63135.43671767,4583,185
2024-08-06$5.42$6.00143.7%37.5%340.9%33.2%129.3%34.0%-24.0%-4.1K549.5K-4.4K0.42116.541987,4733,159
2024-08-07$5.18$6.00120.1%36.0%340.7%26.1%129.4%15.8%60.6%-5.3K519.3K-4.5K3.56115.511154097,4763,158
2024-08-08$5.17$6.00117.5%37.4%340.2%25.3%121.3%-16.6%38.8%-7.1K589.4K-4.3K0.28123.524111177,4953,296
2024-08-09$5.05$6.00102.0%35.6%339.9%20.6%116.1%58.1%32.6%-7.0K523.8K-4.5K0.11103.52309357,8403,241
2024-08-12$5.12$6.00109.5%27.0%340.2%22.9%118.1%-19.4%98.9%-6.1K452.5K-4.8K0.02120.2233178,0943,267
2024-08-13$4.74$6.0092.5%32.7%333.8%17.7%123.6%3.5%13.2%-6.9K621.8K-4.1K0.58107.041731018,2753,253
2024-08-14$4.62$5.00118.0%33.8%333.2%25.4%109.0%27.6%27.8%2.8K607.4K-3.8K0.37112.40139518,3733,044
2024-08-15$5.11$5.00107.1%30.7%118.5%22.2%103.6%-28.2%231.4%3.4K45.5K-4.4K3.84116.111545918,3992,703
2024-08-16$5.29$5.0099.1%28.4%102.0%19.7%107.2%-36.3%-18.4%90650.9K-4.8K0.57112.432621508,4193,059
2024-08-19$5.03$5.00108.1%31.0%92.6%22.5%100.2%-24.7%0.5%982-94.1K-4.6K0.31105.184771463,6411,995
2024-08-20$4.93$5.0083.9%24.1%89.3%15.1%92.6%38.0%70.4%1.7K-174.6K-4.8K0.3197.2467213,9652,085
2024-08-21$5.12$5.00110.1%31.6%83.9%23.1%103.2%9.5%11.5%2.1K-241.7K-5.0K0.16111.76133214,0012,106
2024-08-22$5.53$5.00109.8%31.5%87.9%23.0%88.7%24.3%-44.3%3.4K-460.8K-5.6K0.00114.9231404,0882,105
2024-08-23$5.82$5.00109.3%31.3%81.0%22.8%104.9%4.6%-0.2%5.2K-692.9K-6.0K0.08105.76189164,3692,105
2024-08-26$5.79$5.00111.6%32.0%81.0%23.5%110.6%11.9%-39.1%6.2K-640.6K-6.0K0.01104.2948974,5042,093
2024-08-27$5.70$5.00107.5%30.8%79.5%22.3%110.9%6.0%-43.0%6.8K-763.4K-6.5K0.53104.1732174,9442,100
2024-08-28$5.12$5.00113.3%32.5%87.5%24.0%116.7%8.2%12.9%4.5K-548.3K-6.0K0.35113.9434124,9622,118
2024-08-29$5.00$5.00107.6%30.8%87.6%22.3%126.5%-40.5%27.7%3.9K-499.6K-5.7K0.42110.131254,9872,130
2024-08-30$5.19$5.00107.8%30.9%86.4%22.4%129.2%-21.9%7.8%3.5K-530.4K-5.8K0.01117.5413524,9962,133