AGYS Options History — April 2013

In April 2013, AGYS traded between $9.94 and $11.68. ATM implied volatility averaged 35.1%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 6.7% (HV 20d: 28.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2013-04-16: Highest Volume — 10 contracts
  • 2013-04-05: Largest IV spike — 74.4% change
  • 2013-04-05: Highest IV Rank — 37.4%
  • 2013-04-05: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.75$9.94$11.68$9.94$11.68
Max Pain$9.55$7.50$10.00$7.50$10.00
ATM IV35.1%28.7%59.5%35.7%31.4%
Expected Move9.7%8.2%12.5%10.2%9.0%
HV 20d28.4%16.5%36.1%23.0%36.1%
HV 60d28.9%26.2%31.3%26.2%30.2%
IV Rank6.4%0.0%37.4%5.9%3.5%
IV Percentile11.4%0.0%88.9%6.7%2.8%
Term Structure4.9%-23.4%13.1%1.1%6.7%
VWIV44.2%32.1%61.0%61.0%32.1%
Skew 25d8.3%-10.8%55.1%7.2%9.3%
Skew 10d26.6%-16.9%109.2%11.1%3.2%
Call IV 25d36.0%29.7%46.1%44.3%33.0%
Put IV 25d44.3%28.8%93.6%51.5%42.3%
Bid-Ask Spread %111.69107.17119.13113.08111.74
Gamma HHI0.640.540.700.670.55
Net GEX3.6K3.0K4.3K3.3K3.1K
Net DEX-208.2K-255.8K-153.6K-174.0K-197.7K
Net VEX-474-566-364-566-364
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.18201020
Total OI390.091295441430296

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-04-01$9.94$7.5035.7%10.2%23.0%5.9%0.0%7.2%1.1%3.3K-174.0K-5660.00113.08N/AN/A20324106
2013-04-02$9.95$7.5035.2%10.1%23.0%5.3%0.0%7.2%0.1%3.4K-175.7K-5590.00117.82N/AN/A00326106
2013-04-03$10.07$7.5034.3%9.8%17.7%4.1%0.0%-10.8%3.2%3.6K-181.8K-5540.00114.61N/AN/A50326106
2013-04-04$10.14$7.5034.1%9.8%16.5%3.9%0.0%4.0%5.5%3.7K-195.7K-5560.00119.13N/AN/A00328106
2013-04-05$10.53$10.0059.5%12.5%20.7%37.4%61.0%-0.2%-23.4%3.6K-229.0K-5310.00111.22N/AN/A30328106
2013-04-08$10.69$10.0035.4%9.1%20.8%5.5%0.0%-3.2%5.6%3.6K-240.6K-5110.00111.00N/AN/A05326106
2013-04-09$10.42$10.0035.1%10.2%22.8%5.2%0.0%5.2%5.5%3.8K-222.0K-5230.00108.79N/AN/A00326107
2013-04-10$10.89$10.0045.5%9.9%25.9%18.9%0.0%7.2%11.5%3.5K-255.8K-4980.00108.13N/AN/A00326107
2013-04-11$10.73$10.0036.2%10.4%26.9%6.6%0.0%6.9%5.9%3.6K-243.2K-5020.00107.87N/AN/A00326107
2013-04-12$10.59$10.0038.8%11.1%27.7%10.1%0.0%30.5%2.8%3.7K-230.1K-4910.00107.17N/AN/A00326107
2013-04-15$10.21$10.0036.2%10.4%31.4%6.7%0.0%55.1%5.3%4.0K-199.7K-5060.00111.06N/AN/A00326107
2013-04-16$10.36$10.0039.5%11.3%31.6%11.0%39.6%46.7%1.0%4.0K-212.4K-4830.00107.25N/AN/A100326107
2013-04-17$10.39$10.0031.1%8.9%30.6%0.0%0.0%-1.6%7.6%4.3K-223.6K-5000.00113.38N/AN/A00334107
2013-04-18$10.58$10.0029.2%8.4%31.0%0.0%0.0%-4.5%13.1%4.1K-238.9K-4770.00112.36N/AN/A00334107
2013-04-19$10.65$10.0030.3%8.7%30.3%1.4%0.0%-3.0%11.3%4.0K-246.4K-4640.00112.24N/AN/A00334107
2013-04-22$10.91$10.0031.9%9.1%30.7%3.5%0.0%-2.0%9.0%3.6K-153.6K-4180.00112.02N/AN/A0022867
2013-04-23$11.55$10.0029.0%8.3%35.6%0.0%0.0%6.2%10.5%3.5K-189.5K-3800.00111.44N/AN/A0022867
2013-04-24$11.61$10.0030.1%8.6%35.4%1.4%0.0%5.5%8.3%3.1K-193.7K-3970.00111.96N/AN/A0022867
2013-04-25$11.65$10.0028.7%8.2%35.1%0.0%0.0%5.4%5.9%3.0K-198.8K-3860.00111.47N/AN/A0022867
2013-04-26$11.51$10.0031.8%9.1%35.9%4.0%32.1%6.1%6.6%3.3K-188.5K-3890.00111.77N/AN/A0122867
2013-04-29$11.48$10.0034.0%9.7%36.0%6.8%0.0%5.3%4.5%3.3K-189.2K-3780.00111.77N/AN/A0022868
2013-04-30$11.68$10.0031.4%9.0%36.1%3.5%0.0%9.3%6.7%3.1K-197.7K-3640.00111.74N/AN/A0022868