AGEN Options History — November 2024

In November 2024, AGEN traded between $2.58 and $4.27. ATM implied volatility averaged 169.5%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 38.8%. IV traded above realized volatility by 81.7% (HV 20d: 87.8%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.85.

Notable Days

  • 2024-11-08: Highest Volume — 2,086 contracts
  • 2024-11-26: Largest IV spike — 90.2% change
  • 2024-11-11: Highest IV Rank — 74.5%
  • 2024-11-26: Largest Expected Move — 76.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.38$2.58$4.27$4.01$3.44
Max Pain$4.10$4.00$5.00$4.00$4.00
ATM IV169.5%79.4%272.4%209.1%120.0%
Expected Move38.8%18.0%76.1%60.0%34.4%
HV 20d87.8%43.8%125.8%50.9%125.6%
HV 60d78.1%65.5%87.9%69.0%87.8%
IV Rank42.4%14.2%74.5%54.8%26.9%
IV Percentile58.4%0.4%98.8%94.8%32.5%
Term Structure16.6%-243.0%160.7%-56.6%64.6%
VWIV135.6%74.8%207.8%198.8%153.5%
Skew 25d0.6%-112.7%78.9%-56.1%38.7%
Skew 10d14.4%-38.2%138.0%-0.6%23.0%
Call IV 25d123.6%78.5%198.6%197.7%99.6%
Put IV 25d124.2%83.2%206.7%141.6%138.3%
Bid-Ask Spread %129.5584.46165.16113.51101.37
Gamma HHI0.270.240.320.260.25
Net GEX10.7K2.3K27.1K24.5K6.3K
Net DEX-592.4K-1.6M280.7K-1.3M-886.0K
Net VEX-4.5K-6.2K-2.7K-6.1K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.850.0510.960.201.37
Total Volume698.85262,08614045
Total OI13,091.459,73216,47113,71213,021

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$4.01$4.00209.1%60.0%50.9%54.8%198.8%-56.1%-56.6%24.5K-1.3M-6.1K0.20113.511172312,2191,493
2024-11-04$4.00$5.00250.8%49.0%49.5%67.8%174.6%-22.3%-9.9%24.4K-1.4M-6.0K0.4785.17532512,2291,515
2024-11-05$4.14$5.00238.2%48.7%51.6%63.9%170.2%78.9%-8.1%25.9K-1.4M-6.0K0.2084.4625512,1961,529
2024-11-06$4.27$4.00249.7%30.0%53.2%67.5%207.8%13.8%160.7%27.1K-1.6M-6.2K1.52150.2413220012,2021,531
2024-11-07$3.96$4.00201.2%18.0%52.6%52.3%99.7%-112.7%110.4%23.3K-1.1M-5.5K0.78146.1199477912,2271,731
2024-11-08$3.90$4.00240.8%36.2%47.6%64.7%122.3%39.2%54.3%19.1K-1.1M-5.0K0.44148.031,44763911,9632,336
2024-11-11$3.90$4.00272.4%44.4%43.8%74.5%154.0%-6.1%-10.1%15.5K-584.0K-4.8K1.67105.5036561111,4882,797
2024-11-12$3.04$4.00114.1%27.4%95.7%25.1%128.0%22.9%70.3%4.7K259.3K-2.9K2.18136.8837180811,7783,110
2024-11-13$3.02$4.0079.4%22.8%95.8%14.2%74.8%4.8%-69.9%2.5K264.7K-2.7K0.37165.1687632311,9622,940
2024-11-14$2.75$4.0097.8%28.0%99.0%20.0%93.1%3.5%33.0%3.7K179.5K-2.9K10.96134.234549312,8103,160
2024-11-15$2.69$4.00152.2%43.6%97.9%37.0%95.0%-29.5%-26.2%3.4K280.7K-2.9K1.83156.0251594012,8323,639
2024-11-18$2.65$4.00133.0%38.1%97.9%31.0%134.7%-41.1%36.1%4.4K-208.9K-3.2K6.5594.47936097,6952,037
2024-11-19$2.58$4.00105.2%30.2%97.1%22.3%194.4%-11.9%64.7%2.3K-627-3.0K1.36126.0011157,7692,645
2024-11-20$2.66$4.00136.8%39.2%98.7%32.1%136.4%-10.0%4.2%3.0K-36.3K-3.1K5.66132.53291647,7792,640
2024-11-21$2.87$4.00109.5%31.4%105.2%23.6%124.9%28.3%33.3%2.4K-16.3K-3.3K0.13157.70545697,7822,833
2024-11-22$3.29$4.0096.7%27.7%119.2%19.6%106.2%-45.6%63.3%5.6K-511.1K-4.7K0.93130.185745328,2662,901
2024-11-25$3.59$4.00139.6%40.0%123.9%33.0%143.5%9.1%56.5%2.8K-916.4K-5.6K0.20124.43482968,6023,432
2024-11-26$3.40$4.00265.4%76.1%124.8%72.4%98.2%55.7%-243.0%7.1K-713.4K-5.0K0.10157.59164178,8273,518
2024-11-27$3.51$4.00178.2%51.1%125.8%45.1%101.4%53.4%4.3%6.2K-1.1M-5.6K0.05141.39712348,8623,533
2024-11-29$3.44$4.00120.0%34.4%125.6%26.9%153.5%38.7%64.6%6.3K-886.0K-5.5K1.37101.3719269,4543,567