AGYS Options History — May 2008

In May 2008, AGYS traded between $9.82 and $11.39. ATM implied volatility averaged 62.2%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 19.1% (HV 20d: 43.1%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.17.

Notable Days

  • 2008-05-30: Highest Volume — 219 contracts
  • 2008-05-14: Largest IV spike — 66.8% change
  • 2008-05-14: Highest IV Rank — 46.4%
  • 2008-05-14: Largest Expected Move — 36.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.66$9.82$11.39$11.30$10.44
Max Pain$11.32$10.00$15.00$10.00$10.00
ATM IV62.2%43.0%105.6%49.3%72.3%
Expected Move18.5%11.4%36.4%14.1%20.7%
HV 20d43.1%36.5%46.6%44.6%36.5%
HV 60d43.5%42.3%45.3%45.3%43.0%
IV Rank23.5%13.3%46.4%16.6%28.8%
IV Percentile77.4%32.5%98.4%54.4%93.7%
Term Structure-11.2%-107.9%10.4%3.7%-7.1%
VWIV65.6%32.3%99.9%32.3%71.2%
Skew 25d15.9%-12.8%143.6%-12.8%12.9%
Skew 10d16.3%-17.2%56.4%-17.2%33.4%
Call IV 25d48.2%28.6%75.1%50.7%75.1%
Put IV 25d64.1%37.9%172.1%37.9%88.1%
Bid-Ask Spread %52.2119.51122.2464.2934.18
Gamma HHI0.850.780.920.880.80
Net GEX13.0K8.8K17.5K15.6K11.6K
Net DEX-180.5K-369.6K11.9K-297.3K-107.1K
Net VEX-1.7K-2.3K-981-2.2K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.170.0013.001.001.09
Total Volume27.333021910219
Total OI1,209.9521,1661,3341,1661,334

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-05-01$11.30$10.0049.3%14.1%44.6%16.6%0.0%-12.8%3.7%15.6K-297.3K-2.2K1.0064.29N/AN/A551,004162
2008-05-02$11.08$10.0059.2%17.0%45.2%21.9%0.0%16.9%-2.4%15.2K-302.8K-2.2K0.0069.44N/AN/A001,009162
2008-05-05$11.39$0.0046.3%14.6%46.1%15.1%0.0%13.7%-0.1%16.3K-307.8K-2.2K0.0054.92N/AN/A031,009162
2008-05-06$11.39$0.0046.7%11.4%46.1%15.3%32.3%14.0%10.4%15.8K-329.6K-2.3K0.0069.10N/AN/A101,009162
2008-05-07$11.23$15.0056.5%17.5%45.3%20.5%0.0%-2.8%-5.5%15.9K-322.0K-2.2K0.0052.10N/AN/A001,010162
2008-05-08$11.08$15.0043.0%16.9%45.6%13.3%0.0%14.9%-0.3%15.2K-266.9K-2.0K0.0027.71N/AN/A001,010162
2008-05-09$11.14$15.0045.9%17.3%39.1%14.8%0.0%10.2%-4.0%15.7K-264.4K-2.0K0.0027.71N/AN/A101,010162
2008-05-12$11.31$15.0053.0%14.3%39.0%18.6%0.0%6.2%-2.5%17.5K-294.6K-2.1K0.0094.06N/AN/A001,011162
2008-05-13$10.59$15.0063.3%16.5%46.2%24.0%63.6%12.9%0.3%12.4K-148.9K-1.6K0.0063.22N/AN/A0331,011162
2008-05-14$10.78$10.00105.6%36.4%46.4%46.4%99.9%143.6%-107.9%10.8K-369.6K-2.1K0.00122.24N/AN/A031,011195
2008-05-15$10.66$10.0065.0%18.6%46.6%24.9%67.8%9.3%-7.0%13.3K-188.3K-1.8K0.3056.76N/AN/A1031,011198
2008-05-16$10.63$10.0064.0%18.4%46.4%24.4%0.0%7.0%-7.2%12.8K-152.3K-1.7K0.0041.13N/AN/A001,011201
2008-05-19$10.49$10.0070.7%20.3%46.6%27.9%0.0%-2.4%-15.1%13.1K-136.0K-1.6K0.0043.05N/AN/A2001,011183
2008-05-20$10.19$10.0075.0%21.5%46.6%30.2%69.6%20.4%-30.2%12.9K-61.7K-1.3K0.0082.20N/AN/A051,021183
2008-05-21$9.84$10.0067.2%19.3%46.5%26.1%0.0%8.2%-13.1%10.1K-56.8K-1.2K0.0027.77N/AN/A301,021179
2008-05-22$9.97$10.0057.9%16.6%37.8%21.2%57.9%6.4%-1.6%9.8K-48.1K-1.2K0.9519.51N/AN/A20191,023179
2008-05-23$9.82$10.0062.8%18.0%38.0%23.8%62.6%1.6%-16.0%8.8K11.9K-98113.0024.11N/AN/A5651,043198
2008-05-27$10.08$10.0061.6%17.7%39.1%23.1%62.0%10.0%-3.4%9.4K-33.4K-1.2K4.0048.22N/AN/A10401,048214
2008-05-28$10.15$10.0074.0%21.2%39.1%29.7%71.8%6.6%-18.5%11.0K-62.2K-1.3K2.4447.85N/AN/A18441,058217
2008-05-29$10.27$10.0066.5%19.1%37.8%25.7%63.1%36.4%-8.3%10.4K-51.9K-1.3K3.2026.80N/AN/A10321,070259
2008-05-30$10.44$10.0072.3%20.7%36.5%28.8%71.2%12.9%-7.1%11.6K-107.1K-1.5K1.0934.18N/AN/A1051141,068266