AGEN Options History — October 2024

In October 2024, AGEN traded between $4.25 and $5.08. ATM implied volatility averaged 154.0%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 44.7%. IV traded above realized volatility by 84.9% (HV 20d: 69.1%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.55.

Notable Days

  • 2024-10-15: Highest Volume — 2,102 contracts
  • 2024-10-23: Largest IV spike — 32.3% change
  • 2024-10-31: Highest IV Rank — 55.8%
  • 2024-10-31: Largest Expected Move — 60.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.56$4.25$5.08$5.08$4.25
Max Pain$4.43$4.00$5.00$5.00$4.00
ATM IV154.0%114.5%212.4%125.3%212.4%
Expected Move44.7%32.8%60.9%35.9%60.9%
HV 20d69.1%53.4%76.1%67.7%53.4%
HV 60d120.5%68.1%206.9%206.1%68.1%
IV Rank36.8%24.4%55.8%27.7%55.8%
IV Percentile66.4%25.8%95.6%46.4%95.6%
Term Structure-7.7%-134.5%54.7%21.2%-50.6%
VWIV160.2%132.7%212.7%151.1%149.6%
Skew 25d-6.3%-65.3%91.7%-8.4%-23.5%
Skew 10d8.7%-57.4%123.9%-1.8%-6.1%
Call IV 25d146.4%74.8%212.3%130.2%190.4%
Put IV 25d140.1%77.6%178.0%121.7%166.9%
Bid-Ask Spread %111.3895.66144.97117.01113.48
Gamma HHI0.300.250.420.300.26
Net GEX17.2K4.1K27.7K13.2K26.4K
Net DEX-1.0M-1.8M-192.6K-946.0K-1.7M
Net VEX-6.8K-7.5K-5.8K-7.0K-6.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.012.802.640.27
Total Volume440.696102,10233119
Total OI12,900.39110,27516,54310,27513,701

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$5.08$5.00125.3%35.9%67.7%27.7%151.1%-8.4%21.2%13.2K-946.0K-7.0K2.64117.01912407,8432,432
2024-10-02$4.86$5.00114.5%32.8%68.6%24.4%142.0%4.1%54.7%10.9K-674.0K-6.6K0.12144.97291367,8892,670
2024-10-03$4.54$5.00122.8%37.6%72.2%26.9%138.5%-65.3%-4.7%8.6K-424.9K-6.1K0.73115.744573358,0712,704
2024-10-04$4.83$5.00143.1%40.2%75.9%33.0%137.0%-31.3%-2.2%10.4K-689.1K-7.0K1.56111.0763988,5273,039
2024-10-07$4.63$5.00117.0%39.9%75.3%25.1%135.5%11.6%3.9%6.9K-490.1K-6.5K0.01108.6949878,5553,135
2024-10-08$4.63$5.00126.7%40.3%73.0%28.1%140.1%-4.5%-1.5%8.5K-560.2K-6.8K0.25105.45829,0543,141
2024-10-09$4.63$5.00122.8%35.2%70.3%26.9%148.2%70.9%11.4%4.1K-473.2K-6.7K1.19116.5416199,0643,142
2024-10-10$4.28$5.00139.9%40.1%71.4%32.1%132.7%-12.4%-4.4%6.1K-192.6K-5.8K0.33103.443361119,0783,158
2024-10-11$4.53$5.00114.6%32.9%73.0%24.4%151.1%7.8%-14.6%5.0K-434.7K-6.5K0.13119.68239309,3623,255
2024-10-14$4.73$5.00143.8%41.2%75.9%33.3%148.9%-60.1%-5.7%7.2K-653.8K-6.8K0.04105.661,034379,6073,274
2024-10-15$4.64$4.00162.0%46.4%75.5%38.8%160.9%-52.4%-18.7%16.1K-967.5K-7.2K0.08114.461,94815410,8193,288
2024-10-16$4.58$4.00164.0%47.0%75.5%39.4%170.3%91.7%-17.6%21.6K-1.4M-7.5K0.76119.8143032712,1933,452
2024-10-17$4.56$4.00182.4%52.3%75.6%45.0%168.4%9.4%-134.5%22.2K-614.5K-7.1K0.05100.853461612,5943,610
2024-10-18$4.62$4.00183.7%52.7%76.1%45.4%187.5%-2.6%-27.5%23.6K-639.4K-7.1K0.95106.6314814112,9203,623
2024-10-21$4.44$4.00181.1%51.9%67.5%44.6%176.8%-1.9%-38.9%23.5K-1.4M-6.7K0.1998.594959310,3901,533
2024-10-22$4.47$4.00144.3%41.4%67.4%33.4%158.8%-3.0%45.0%24.9K-1.4M-6.7K0.17111.5448810,6121,626
2024-10-23$4.49$4.00190.9%54.7%66.7%49.1%140.9%48.0%-16.8%23.4K-1.5M-6.8K0.02114.371,0202510,6381,634
2024-10-24$4.39$4.00189.9%54.5%64.2%48.8%183.6%9.2%-41.4%25.4K-1.6M-7.3K2.80117.1551411,6431,659
2024-10-25$4.34$4.00160.3%45.9%63.9%39.5%167.4%-53.7%16.7%25.4K-1.5M-6.9K0.01110.34382411,6451,673
2024-10-28$4.44$4.00159.5%45.7%63.2%39.3%173.1%-13.7%42.7%27.7K-1.7M-7.0K0.03111.97166511,9021,473
2024-10-29$4.45$4.00174.9%50.1%58.9%44.1%212.7%-27.0%-41.3%27.0K-1.8M-7.1K0.0795.663492411,9181,474
2024-10-30$4.40$4.00165.5%47.4%57.2%41.1%209.2%-38.6%46.9%27.5K-1.8M-7.1K0.2498.5317412,2001,489
2024-10-31$4.25$4.00212.4%60.9%53.4%55.8%149.6%-23.5%-50.6%26.4K-1.7M-6.8K0.27113.4815412,2101,491