AGYS Options History — August 2016

In August 2016, AGYS traded between $10.41 and $11.35. ATM implied volatility averaged 32.6%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 1.4% (HV 20d: 31.1%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.20.

Notable Days

  • 2016-08-29: Highest Volume — 130 contracts
  • 2016-08-24: Largest IV spike — 43.2% change
  • 2016-08-24: Highest IV Rank — 26.1%
  • 2016-08-24: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.65$10.41$11.35$11.35$11.03
ATM IV32.6%28.3%44.6%32.0%35.3%
Expected Move9.2%7.4%12.8%9.2%10.1%
HV 20d31.1%23.9%34.5%29.0%24.2%
HV 60d32.3%30.6%34.4%32.4%31.1%
IV Rank12.1%5.7%26.1%13.2%14.4%
IV Percentile39.4%12.3%89.7%36.9%60.3%
Term Structure-5.0%-18.6%4.7%4.7%-10.0%
Skew 25d3.1%-13.7%36.1%4.2%-1.7%
Skew 10d26.8%-8.8%98.2%4.1%-2.8%
Call IV 25d34.9%27.2%52.8%33.1%38.2%
Put IV 25d38.0%26.4%79.5%37.3%36.5%
Bid-Ask Spread %88.3338.17116.19108.58108.45
Gamma HHI0.950.940.970.970.97
Net GEX5.3K3.5K9.0K7.2K9.0K
Net DEX-38.8K-89.1K-16.5K-89.1K-76.6K
Net VEX-323-537-182-537-491
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.120.260.260.26
Total Volume78.261013067125
Total OI359.522292421292421

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$11.35$0.0032.0%9.2%29.0%13.2%0.0%4.2%4.7%7.2K-89.1K-5370.26108.58N/AN/A531427814
2016-08-02$10.96$0.0035.5%10.2%32.3%17.5%0.0%-3.8%-10.3%5.9K-66.5K-4680.1996.72N/AN/A721427814
2016-08-03$10.61$0.0030.1%8.6%34.5%11.0%0.0%-6.0%-6.5%5.8K-51.4K-4320.19104.55N/AN/A721434714
2016-08-04$10.54$0.0030.4%12.1%32.9%11.3%0.0%36.1%-9.9%5.4K-42.4K-3880.19116.19N/AN/A721434714
2016-08-05$10.82$0.0034.2%7.4%34.3%16.0%0.0%-1.4%2.6%6.5K-51.3K-4150.19109.20N/AN/A721434714
2016-08-08$10.61$0.0034.3%8.3%33.4%16.1%0.0%11.8%3.8%6.1K-50.2K-4050.1951.06N/AN/A721434714
2016-08-09$10.67$0.0037.1%8.9%33.5%19.4%0.0%17.7%1.5%5.6K-40.5K-3610.19108.09N/AN/A721434714
2016-08-10$10.71$0.0031.6%9.1%33.5%12.8%0.0%9.8%1.2%5.7K-42.4K-3530.1948.26N/AN/A721434714
2016-08-11$10.61$0.0034.9%10.0%33.6%16.8%0.0%8.9%-6.6%5.4K-35.8K-3360.19100.32N/AN/A721434714
2016-08-12$10.61$0.0030.3%8.7%32.8%8.1%0.0%18.4%1.1%4.9K-31.6K-3080.19108.00N/AN/A721434714
2016-08-15$10.54$0.0032.3%9.3%32.8%10.6%0.0%-1.6%-9.1%5.2K-35.5K-3080.19110.09N/AN/A721434714
2016-08-16$10.76$0.0028.3%8.1%33.0%5.7%0.0%-1.3%-7.4%5.8K-40.3K-3390.1957.34N/AN/A721434714
2016-08-17$10.42$0.0030.2%8.7%33.9%8.0%0.0%0.4%-4.6%4.0K-22.7K-2410.00110.66N/AN/A0034714
2016-08-18$10.43$0.0030.9%8.9%33.7%8.9%0.0%0.7%-6.4%4.4K-27.8K-2480.00104.11N/AN/A0034714
2016-08-19$10.43$0.0029.7%8.5%33.6%7.4%0.0%-5.5%-5.7%3.8K-20.5K-2110.19110.78N/AN/A721434714
2016-08-22$10.50$0.0032.6%9.3%33.7%11.0%0.0%18.3%-1.2%4.5K-25.7K-2450.1951.55N/AN/A721434714
2016-08-23$10.44$0.0031.1%8.9%33.7%9.2%0.0%-3.3%-8.0%4.0K-21.5K-2150.1938.17N/AN/A721434714
2016-08-24$10.41$0.0044.6%12.8%25.1%26.1%0.0%-7.4%-18.6%3.5K-16.5K-1820.0072.81N/AN/A0034714
2016-08-25$10.48$0.0032.1%9.2%25.4%10.4%0.0%-13.7%-11.4%4.1K-21.3K-2160.1956.89N/AN/A721434714
2016-08-26$10.68$0.0029.7%8.5%26.7%7.4%0.0%-2.7%-7.6%4.2K-20.7K-1990.19110.38N/AN/A721434714
2016-08-29$10.71$0.0028.6%8.2%26.7%6.0%0.0%-2.1%2.2%5.4K-33.8K-2710.1238.40N/AN/A1161434714
2016-08-30$10.65$0.0033.4%9.6%23.9%12.1%0.0%-5.2%-8.5%4.7K-27.8K-2680.16111.10N/AN/A881439114
2016-08-31$11.03$0.0035.3%10.1%24.2%14.4%0.0%-1.7%-10.0%9.0K-76.6K-4910.26108.45N/AN/A992640714