AGYS Options History — March 2014

In March 2014, AGYS traded between $13.21 and $15.25. ATM implied volatility averaged 23.0%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 8.1% (HV 20d: 31.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2014-03-11: Highest Volume — 10 contracts
  • 2014-03-27: Largest IV spike — 31.2% change
  • 2014-03-27: Highest IV Rank — 21.3%
  • 2014-03-27: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.35$13.21$15.25$14.31$13.40
Max Pain$10.48$10.00$12.50$12.50$10.00
ATM IV23.0%18.3%30.8%19.9%25.3%
Expected Move6.7%5.3%8.8%5.7%7.2%
HV 20d31.1%21.4%37.9%23.8%37.1%
HV 60d32.6%29.8%34.9%29.8%34.6%
IV Rank7.8%0.0%21.3%1.3%11.8%
IV Percentile4.8%0.0%21.4%0.4%9.1%
Term Structure6.8%3.3%10.1%7.2%4.7%
VWIV24.1%23.1%25.0%25.0%23.1%
Skew 25d5.9%-4.5%71.0%10.0%-4.5%
Skew 10d7.0%-5.6%133.7%4.5%-5.6%
Call IV 25d25.4%20.3%29.8%21.1%29.8%
Put IV 25d31.3%24.4%95.4%31.1%25.3%
Bid-Ask Spread %105.1499.51121.30108.26108.32
Gamma HHI0.650.410.830.600.43
Net GEX3.2K1.8K4.7K2.8K1.8K
Net DEX-350.9K-407.2K-286.0K-343.7K-295.3K
Net VEX-270-327-227-303-246
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.90501000
Total OI384.667370400370393

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-03-03$14.31$12.5019.9%5.7%23.8%1.3%0.0%10.0%7.2%2.8K-343.7K-3030.00108.26N/AN/A0028684
2014-03-04$14.65$12.5022.5%6.5%22.4%5.8%0.0%5.5%3.3%3.1K-357.8K-3270.00102.91N/AN/A0028684
2014-03-05$14.41$12.5018.4%5.3%23.7%0.0%0.0%11.4%6.7%3.0K-345.8K-3210.00108.23N/AN/A0028684
2014-03-06$14.47$12.5018.3%5.3%22.0%0.0%0.0%13.4%5.6%3.2K-347.4K-3150.00108.32N/AN/A0028684
2014-03-07$14.75$10.0022.4%7.1%22.4%6.8%0.0%0.9%7.3%3.3K-366.8K-2690.0099.51N/AN/A0028684
2014-03-10$15.01$10.0022.7%7.2%21.4%7.4%0.0%2.3%7.5%3.3K-379.1K-2510.00100.13N/AN/A0028684
2014-03-11$14.77$10.0023.2%7.3%22.9%8.3%0.0%1.2%6.7%3.3K-368.5K-2500.00100.84N/AN/A10028684
2014-03-12$15.25$10.0019.8%7.1%24.8%2.4%0.0%71.0%7.8%3.5K-406.8K-2270.00101.93N/AN/A0029684
2014-03-13$14.37$10.0024.4%7.0%33.7%10.3%25.0%-0.6%7.1%3.1K-361.7K-2620.00104.75N/AN/A10029684
2014-03-14$14.68$10.0024.8%7.1%34.3%11.0%0.0%-2.3%7.5%4.2K-382.3K-2690.00121.30N/AN/A0030684
2014-03-17$14.86$10.0024.6%7.1%34.3%10.8%0.0%-2.9%7.4%4.5K-393.4K-2440.00101.54N/AN/A0030684
2014-03-18$15.08$10.0023.1%6.6%34.3%8.2%23.1%1.3%8.4%4.7K-407.2K-2370.00103.02N/AN/A01030684
2014-03-19$14.61$10.0022.7%6.5%36.8%7.4%0.0%1.4%8.8%3.7K-369.5K-2620.00101.26N/AN/A0030694
2014-03-20$14.57$10.0023.6%6.8%36.3%9.1%0.0%1.3%7.0%3.6K-368.6K-2430.00100.49N/AN/A0030694
2014-03-21$14.14$10.0021.4%6.2%37.1%5.3%0.0%0.2%6.3%3.1K-344.3K-2640.00104.74N/AN/A10030694
2014-03-24$13.84$10.0020.8%6.0%37.9%4.3%0.0%1.4%5.0%2.7K-318.4K-2740.00108.03N/AN/A0030984
2014-03-25$13.85$10.0022.4%6.4%37.8%7.0%0.0%2.3%4.1%2.8K-318.7K-2660.00109.17N/AN/A0030984
2014-03-26$13.60$10.0023.5%6.7%36.8%8.8%0.0%-0.5%8.1%2.2K-305.0K-2670.00108.11N/AN/A0030984
2014-03-27$13.50$10.0030.8%8.8%36.3%21.3%0.0%7.1%5.2%2.3K-302.9K-2880.00104.85N/AN/A0030984
2014-03-28$13.21$10.0027.7%8.0%36.7%16.1%0.0%3.3%10.1%2.0K-286.0K-2760.00102.33N/AN/A0030984
2014-03-31$13.40$10.0025.3%7.2%37.1%11.8%0.0%-4.5%4.7%1.8K-295.3K-2460.00108.32N/AN/A0030984