AGEN Options History — December 2024

In December 2024, AGEN traded between $2.66 and $3.71. ATM implied volatility averaged 152.9%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 43.4%. IV traded above realized volatility by 41.8% (HV 20d: 111.1%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.42.

Notable Days

  • 2024-12-20: Highest Volume — 1,396 contracts
  • 2024-12-12: Largest IV spike — 94.8% change
  • 2024-12-12: Highest IV Rank — 59.5%
  • 2024-12-12: Largest Expected Move — 64.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.05$2.66$3.71$3.71$2.73
Max Pain$3.14$3.00$4.00$4.00$3.00
ATM IV152.9%104.0%224.4%171.6%132.0%
Expected Move43.4%29.8%64.3%49.2%37.8%
HV 20d111.1%83.4%138.3%127.8%83.4%
HV 60d92.8%88.9%95.1%89.3%91.6%
IV Rank37.2%21.9%59.5%43.0%30.6%
IV Percentile58.9%6.0%93.7%78.6%48.0%
Term Structure31.2%-33.8%177.0%-24.8%26.5%
VWIV144.0%98.8%182.7%152.4%125.1%
Skew 25d27.0%-45.2%112.8%48.8%12.7%
Skew 10d32.8%-115.1%165.3%17.9%15.1%
Call IV 25d128.3%84.0%175.8%110.3%102.9%
Put IV 25d155.3%99.1%218.6%159.1%115.6%
Bid-Ask Spread %112.1596.23159.34108.79101.47
Gamma HHI0.290.250.440.250.26
Net GEX4.7K-7.6K10.6K6.8K5.0K
Net DEX-284.6K-835.1K570.1K-835.1K-147.0K
Net VEX-3.5K-5.2K-1.8K-5.2K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.0117.550.761.86
Total Volume297.286101,396229229
Total OI13,103.47611,02814,60313,05112,240

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$3.71$4.00171.6%49.2%127.8%43.0%152.4%48.8%-24.8%6.8K-835.1K-5.2K0.76108.79130999,4683,583
2024-12-03$3.48$4.00193.6%55.5%129.6%49.9%182.7%71.6%-25.7%6.3K-744.7K-5.1K1.00116.0714149,5083,674
2024-12-04$3.44$4.00168.2%48.2%128.6%42.0%98.8%63.6%35.1%6.0K-612.5K-4.8K0.01159.348319,5213,688
2024-12-05$3.13$3.00170.8%50.6%131.1%42.8%171.5%8.3%6.3%3.2K-346.0K-4.3K0.5396.2376409,5843,688
2024-12-06$3.52$3.00196.3%47.6%137.2%50.8%165.1%20.5%38.3%6.3K-765.0K-4.9K0.17109.99162279,5923,722
2024-12-09$3.52$3.00192.5%51.6%137.1%49.6%172.2%29.2%4.8%5.7K-721.2K-4.7K0.03106.20369129,6943,745
2024-12-10$3.33$3.00183.9%53.7%138.3%46.9%145.1%16.7%-6.2%4.9K-558.0K-4.3K0.4197.941164710,0043,754
2024-12-11$3.31$3.00115.2%33.0%104.9%25.4%167.2%37.2%134.8%4.5K-519.8K-4.3K0.01110.42103110,0033,777
2024-12-12$3.08$3.00224.4%64.3%108.3%59.5%113.9%42.8%19.1%1.1K-510.4K-4.1K0.67113.386410,0833,788
2024-12-13$3.04$3.00159.2%45.6%102.6%39.1%135.9%112.8%9.3%-5.5K-62.5K-3.4K0.03110.703011010,0883,792
2024-12-16$2.84$3.00156.7%44.9%105.5%38.4%153.5%27.6%10.5%-6.5K138.2K-2.8K0.03110.81421129,9303,793
2024-12-17$2.96$3.00122.8%35.2%106.1%27.8%149.3%42.2%2.7%-7.6K20.4K-3.1K0.20117.0865513310,2703,785
2024-12-18$2.66$3.00123.8%35.5%112.9%28.1%168.8%35.0%177.0%6.1K570.1K-1.8K0.04119.9154210,7763,811
2024-12-19$2.75$3.00153.1%43.9%113.0%37.2%151.7%-45.2%-33.8%9.2K312.4K-2.8K4.83108.9962910,8043,799
2024-12-20$2.79$3.00143.4%41.1%109.7%34.2%129.7%9.7%18.4%9.8K396.1K-2.7K0.45117.8896043610,8043,783
2024-12-23$2.71$3.00120.3%34.5%97.1%27.0%145.2%1.1%45.5%8.8K-342.9K-2.7K0.11111.962252510,124904
2024-12-24$2.71$3.00104.0%29.8%90.3%21.9%115.5%-27.9%90.1%9.7K-368.5K-2.7K0.81118.77262110,186901
2024-12-26$2.81$3.00134.6%38.6%90.7%31.4%133.6%23.8%26.9%10.6K-381.6K-2.8K0.0296.2849110,197921
2024-12-27$2.76$3.00133.6%38.3%89.4%31.1%133.5%19.1%22.7%10.0K-327.1K-2.5K17.55110.51661,15810,206921
2024-12-30$2.73$3.00110.9%31.8%89.3%24.1%114.1%16.6%78.2%5.4K-171.6K-2.8K0.25112.48962410,1842,078
2024-12-31$2.73$3.00132.0%37.8%83.4%30.6%125.1%12.7%26.5%5.0K-147.0K-2.6K1.86101.478014910,1842,056