AGYS Options History — February 2008

In February 2008, AGYS traded between $11.88 and $13.94. ATM implied volatility averaged 57.6%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 12.7% (HV 20d: 70.3%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2008-02-11: Highest Volume — 29 contracts
  • 2008-02-13: Largest IV spike — 44.1% change
  • 2008-02-01: Highest IV Rank — 45.0%
  • 2008-02-01: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.57$11.88$13.94$13.20$12.67
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV57.6%45.8%84.7%84.7%54.5%
Expected Move15.8%13.0%24.3%24.3%15.6%
HV 20d70.3%66.9%75.7%70.3%70.6%
HV 60d60.5%59.5%62.7%61.7%59.6%
IV Rank26.8%18.9%45.0%45.0%24.7%
IV Percentile83.6%59.9%97.6%97.6%83.3%
Term Structure-1.4%-53.5%11.5%-53.5%4.5%
VWIV50.1%39.6%53.9%39.6%52.8%
Skew 25d9.9%-26.7%72.6%-26.7%13.7%
Skew 10d17.5%-12.7%115.4%-12.7%10.6%
Call IV 25d48.9%33.6%84.8%84.8%39.5%
Put IV 25d58.8%44.3%114.8%58.0%53.2%
Bid-Ask Spread %90.6377.57102.68101.7499.89
Gamma HHI0.830.740.870.740.87
Net GEX15.5K10.9K19.8K14.1K19.3K
Net DEX-707.7K-1.0M-501.5K-1.0M-730.5K
Net VEX-4.7K-5.4K-4.4K-5.0K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.000.900.900.00
Total Volume4.3502920
Total OI1,846.71,7761,9221,8861,788

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-02-01$13.20$15.0084.7%24.3%70.3%45.0%0.0%-26.7%-53.5%14.1K-1.0M-5.0K0.00101.74N/AN/A021,545341
2008-02-04$13.94$15.0067.0%13.0%73.1%33.1%39.6%4.1%4.5%13.9K-982.7K-5.4K0.9085.00N/AN/A1091,545342
2008-02-05$13.29$15.0059.9%16.3%75.0%28.3%0.0%16.0%0.9%13.7K-931.5K-5.1K0.0079.41N/AN/A011,545347
2008-02-06$12.55$15.0070.4%17.8%75.0%35.4%0.0%9.2%1.0%13.2K-764.7K-4.9K0.0080.89N/AN/A0111,545348
2008-02-07$11.91$15.0056.1%16.4%75.7%25.8%52.8%7.2%1.3%12.6K-557.4K-4.7K0.0088.86N/AN/A0111,545359
2008-02-08$11.88$15.0048.6%15.7%69.0%20.7%0.0%22.9%1.3%12.7K-501.5K-4.7K0.0082.66N/AN/A001,545361
2008-02-11$12.00$15.0056.7%15.7%69.1%26.2%53.9%5.9%1.6%12.7K-522.9K-4.6K0.1677.57N/AN/A2541,545361
2008-02-12$12.18$15.0052.1%15.2%67.9%23.1%0.0%8.0%-0.4%13.5K-517.6K-4.7K0.0078.07N/AN/A001,547363
2008-02-13$12.55$15.0075.1%15.8%69.4%38.6%0.0%8.7%0.5%12.3K-602.1K-4.8K0.0092.24N/AN/A001,547363
2008-02-14$12.14$15.0053.7%15.4%69.9%24.1%0.0%4.3%1.0%11.9K-564.3K-4.6K0.0089.06N/AN/A001,547363
2008-02-15$12.15$15.0054.4%15.6%68.9%24.6%0.0%16.0%0.7%10.9K-511.4K-4.6K0.0085.59N/AN/A001,559363
2008-02-19$12.54$15.0053.3%15.3%70.1%23.9%0.0%-4.4%1.4%18.4K-720.6K-4.7K0.0091.02N/AN/A001,528248
2008-02-20$12.46$15.0053.2%15.2%70.0%23.8%51.6%-5.0%1.7%17.9K-730.4K-4.6K0.0095.56N/AN/A031,528248
2008-02-21$12.50$15.0053.3%15.3%67.3%23.9%0.0%10.7%0.7%18.7K-733.9K-4.6K0.0096.81N/AN/A001,528250
2008-02-22$12.36$15.0050.0%14.3%67.1%21.6%0.0%6.4%4.9%18.3K-707.5K-4.5K0.0086.07N/AN/A001,528250
2008-02-25$12.36$15.0052.8%15.1%66.9%23.5%52.8%72.6%2.4%18.5K-658.0K-4.5K0.0096.45N/AN/A011,528250
2008-02-26$12.96$15.0045.8%13.1%69.7%18.9%0.0%17.0%11.5%19.8K-750.4K-4.6K0.00101.92N/AN/A001,528250
2008-02-27$13.12$15.0054.6%15.7%70.1%24.8%0.0%11.0%0.6%19.5K-832.2K-4.7K0.00101.09N/AN/A001,528250
2008-02-28$12.58$15.0055.5%15.9%70.4%25.3%0.0%0.4%-15.2%18.7K-803.9K-4.4K0.00102.68N/AN/A1001,528250
2008-02-29$12.67$15.0054.5%15.6%70.6%24.7%0.0%13.7%4.5%19.3K-730.5K-4.5K0.0099.89N/AN/A001,538250