AGYS Options History — March 2015

In March 2015, AGYS traded between $9.14 and $10.01. ATM implied volatility averaged 28.3%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 0.6% (HV 20d: 27.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.23.

Notable Days

  • 2015-03-02: Highest Volume — 88 contracts
  • 2015-03-11: Largest IV drop — 40.0% change
  • 2015-03-10: Highest IV Rank — 44.6%
  • 2015-03-04: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.61$9.14$10.01$9.77$9.84
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV28.3%23.8%41.5%26.0%26.0%
Expected Move7.7%6.8%11.2%7.5%7.4%
HV 20d27.7%23.7%32.2%32.1%27.8%
HV 60d28.2%27.1%29.0%27.6%28.8%
IV Rank21.2%13.4%44.6%17.3%17.2%
IV Percentile40.5%15.9%89.3%31.3%27.0%
Term Structure2.0%-12.3%6.8%-0.8%5.9%
VWIV27.4%24.8%37.5%24.8%26.0%
Skew 25d19.2%-13.0%99.0%13.9%-11.8%
Skew 10d20.7%-25.4%126.8%13.4%-24.2%
Call IV 25d33.3%24.0%44.3%35.8%37.6%
Put IV 25d52.5%23.3%130.4%49.7%25.8%
Bid-Ask Spread %105.7573.72139.14109.19108.29
Gamma HHI0.970.871.000.881.00
Net GEX-2.8K-4.1K-1.7K-2.3K-4.1K
Net DEX43.2K27.8K57.9K33.4K37.9K
Net VEX-78-102-56-102-62
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.000.380.380.16
Total Volume29.0910888872
Total OI188.455183193183183

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-03-02$9.77$10.0026.0%7.5%32.1%17.3%24.8%13.9%-0.8%-2.3K33.4K-1020.38109.19N/AN/A642411766
2015-03-03$9.68$10.0028.6%8.2%32.2%21.8%26.3%13.2%-2.7%-2.0K35.8K-970.38107.22N/AN/A642411766
2015-03-04$9.33$10.0039.2%11.2%31.7%40.4%37.5%11.5%-12.3%-1.7K42.9K-790.28107.11N/AN/A641811766
2015-03-05$9.33$10.0032.4%7.5%27.8%28.4%27.0%3.4%1.0%-2.0K51.0K-870.28105.94N/AN/A641811776
2015-03-06$9.40$10.0032.6%7.3%26.0%28.7%26.1%4.9%2.7%-2.2K50.4K-870.28106.16N/AN/A641811776
2015-03-09$9.46$10.0033.3%7.2%23.7%30.1%0.0%85.3%2.1%-2.3K50.7K-850.00105.25N/AN/A0011776
2015-03-10$9.18$10.0041.5%8.2%24.6%44.6%0.0%2.2%-1.7%-1.8K50.9K-750.00104.62N/AN/A0011776
2015-03-11$9.14$10.0024.9%7.1%23.7%15.3%0.0%9.6%6.8%-1.7K57.9K-560.00108.93N/AN/A0011776
2015-03-12$9.38$10.0026.4%7.6%26.2%17.9%0.0%4.6%0.7%-2.2K50.2K-810.00104.79N/AN/A0011776
2015-03-13$9.42$10.0025.6%7.3%26.3%16.6%0.0%5.5%1.2%-2.4K49.9K-800.00104.94N/AN/A0011776
2015-03-16$9.58$10.0024.4%7.0%26.9%14.5%0.0%94.6%2.5%-2.8K49.1K-770.00104.97N/AN/A0011776
2015-03-17$9.45$10.0028.1%8.1%27.1%20.9%0.0%10.5%-1.0%-2.5K52.0K-720.0073.72N/AN/A2011776
2015-03-18$9.64$10.0027.3%7.8%28.1%19.5%0.0%84.2%2.8%-3.0K48.6K-760.0088.38N/AN/A0011776
2015-03-19$9.65$10.0024.4%7.0%28.1%14.4%0.0%99.0%2.5%-3.1K48.1K-750.00105.79N/AN/A0011776
2015-03-20$9.94$10.0025.9%7.4%30.1%17.0%0.0%3.6%2.7%-3.3K39.7K-840.00139.14N/AN/A0011776
2015-03-23$9.92$10.0023.8%6.8%28.3%13.4%0.0%7.0%6.6%-3.8K31.1K-790.00107.70N/AN/A0011568
2015-03-24$10.01$10.0025.6%7.3%28.2%16.5%0.0%5.5%5.1%-3.6K27.8K-780.00106.23N/AN/A0011568
2015-03-25$9.91$10.0027.3%7.8%27.1%19.5%0.0%7.0%4.6%-3.4K30.7K-760.00106.56N/AN/A0011568
2015-03-26$9.74$10.0026.6%7.6%27.5%18.3%26.7%-7.7%4.9%-3.3K40.5K-660.16106.47N/AN/A621011568
2015-03-27$9.93$10.0027.3%7.8%28.2%19.5%0.0%-10.9%3.6%-3.6K32.2K-720.00106.54N/AN/A0011568
2015-03-30$9.80$10.0024.9%7.2%28.0%15.4%25.1%-13.0%6.0%-4.0K39.2K-630.16108.56N/AN/A621011568
2015-03-31$9.84$10.0026.0%7.4%27.8%17.2%26.0%-11.8%5.9%-4.1K37.9K-620.16108.29N/AN/A621011568