AGEN Options History — September 2024

In September 2024, AGEN traded between $4.87 and $6.19. ATM implied volatility averaged 130.5%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 38.2%. IV traded above realized volatility by 57.9% (HV 20d: 72.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.31.

Notable Days

  • 2024-09-30: Highest Volume — 1,392 contracts
  • 2024-09-19: Largest IV spike — 26.2% change
  • 2024-09-27: Highest IV Rank — 33.1%
  • 2024-09-05: Largest Expected Move — 41.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.51$4.87$6.19$5.03$5.46
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV130.5%113.4%143.4%119.2%120.1%
Expected Move38.2%32.5%41.2%34.2%34.4%
HV 20d72.6%61.9%82.1%81.9%63.3%
HV 60d210.4%206.0%212.6%211.6%206.0%
IV Rank29.3%24.1%33.1%25.8%26.1%
IV Percentile51.2%27.0%63.9%38.9%36.1%
Term Structure26.0%-8.2%172.1%12.4%62.9%
VWIV135.8%118.2%157.6%120.0%152.6%
Skew 25d-19.5%-201.2%51.0%-30.4%-23.4%
Skew 10d-32.7%-98.2%25.0%-98.2%-17.1%
Call IV 25d140.8%78.9%314.5%119.2%152.6%
Put IV 25d121.4%80.1%144.2%88.8%129.2%
Bid-Ask Spread %103.5368.26137.19122.4998.03
Gamma HHI0.310.260.820.260.29
Net GEX12.2K1.5K64.1K4.3K16.1K
Net DEX-879.6K-1.3M-433.4K-649.7K-1.1M
Net VEX-6.0K-6.8K-5.5K-5.9K-6.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.001.410.210.51
Total Volume346.4281,3921221,392
Total OI7,853.27,0119,0827,2529,082

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$5.03$5.00119.2%34.2%81.9%25.8%120.0%-30.4%12.4%4.3K-649.7K-5.9K0.21122.49101215,1192,133
2024-09-04$4.87$5.00121.0%34.7%80.5%26.4%122.6%-39.5%4.7%3.1K-433.4K-5.5K1.41122.61711005,2092,156
2024-09-05$4.97$5.00121.2%41.2%79.6%26.4%0.0%-5.9%24.9%2.3K-489.7K-5.6K0.10119.503035,2182,256
2024-09-06$4.95$5.00115.7%37.6%79.6%24.7%128.3%-4.3%18.8%1.5K-443.1K-5.5K0.00103.993105,2072,259
2024-09-09$5.17$5.00122.2%40.5%80.7%26.7%135.2%-46.5%9.2%2.5K-575.9K-5.7K0.00117.212805,2352,259
2024-09-10$5.41$5.00135.4%38.9%82.1%30.7%118.2%-0.5%71.1%3.7K-687.7K-5.9K0.01120.7225725,2492,259
2024-09-11$5.66$5.00131.8%37.8%77.7%29.6%128.3%-13.5%16.0%5.9K-890.2K-6.0K0.04102.36334145,4432,261
2024-09-12$5.91$5.00139.1%39.9%77.5%31.8%143.2%-4.6%9.8%10.3K-1.1M-6.6K0.08108.39166145,5372,293
2024-09-13$6.17$5.00132.8%38.1%71.2%30.0%131.4%20.3%2.1%13.0K-1.2M-6.6K0.01108.3229925,6512,305
2024-09-16$6.14$5.00128.0%36.7%70.8%28.5%133.3%23.0%17.1%13.1K-1.2M-6.3K0.8597.9320175,5742,307
2024-09-17$6.19$5.00132.7%38.0%67.4%29.9%133.3%21.8%13.4%14.7K-1.2M-6.4K0.2893.3388255,5692,323
2024-09-18$6.12$5.00113.4%32.5%66.9%24.1%139.6%51.0%67.5%13.1K-1.3M-6.2K0.97137.1936355,5712,343
2024-09-19$6.07$5.00143.0%41.0%66.5%33.0%140.1%-60.9%-3.4%15.7K-1.2M-5.8K0.0294.48535115,5692,370
2024-09-20$5.96$5.00141.1%40.5%61.9%32.5%141.8%14.9%-8.2%64.1K-1.1M-6.2K0.2776.646381736,0302,376
2024-09-23$5.33$5.00138.3%39.6%71.6%31.6%137.3%-29.6%-2.3%11.2K-778.5K-5.8K0.6184.254322625,5681,443
2024-09-24$5.19$5.00134.9%38.7%72.0%30.6%132.6%14.5%1.7%11.1K-658.3K-5.8K0.1768.26118206,0131,704
2024-09-25$5.01$5.00140.5%40.3%72.7%32.3%132.8%-46.9%4.4%10.5K-636.5K-5.7K0.2073.837361506,0861,724
2024-09-26$5.24$5.00136.9%39.2%64.3%31.2%157.6%-27.7%26.1%13.7K-843.3K-6.3K0.2290.61260566,7021,856
2024-09-27$5.29$5.00143.4%41.1%63.7%33.1%151.6%-201.2%172.1%13.6K-1.0M-6.3K0.14130.49396556,8931,912
2024-09-30$5.46$5.00120.1%34.4%63.3%26.1%152.6%-23.4%62.9%16.1K-1.1M-6.8K0.5198.039204727,1211,961