AGYS Options History — October 2016 In October 2016, AGYS traded between $9.66 and $11.19. ATM implied volatility averaged 37.7%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 8.2% (HV 20d: 29.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2016-10-03 : Highest Volume — 131 contracts2016-10-25 : Largest IV spike — 10.0% change2016-10-26 : Highest IV Rank — 22.8%2016-10-26 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $10.37 $9.66 $11.19 $11.19 $9.67 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 37.7% 34.0% 41.7% 37.1% 39.6% Expected Move 10.9% 9.3% 11.9% 10.6% 11.3% HV 20d 29.5% 21.4% 34.6% 33.6% 21.4% HV 60d 29.9% 27.6% 31.3% 30.9% 27.6% IV Rank 17.8% 13.2% 22.8% 17.0% 20.2% IV Percentile 71.7% 50.8% 83.7% 69.8% 79.8% Term Structure 1.4% -11.3% 86.8% -11.3% -4.0% VWIV 38.3% 33.7% 41.7% 34.9% 38.7% Skew 25d 15.3% -6.3% 64.5% 1.5% -6.3% Skew 10d 39.8% -16.0% 118.1% 1.9% -16.0% Call IV 25d 36.9% 24.9% 45.7% 35.2% 45.0% Put IV 25d 52.2% 33.9% 103.6% 36.7% 38.7% Bid-Ask Spread % 93.37 37.24 110.34 110.34 101.86 Gamma HHI 0.62 0.49 0.87 0.87 0.50 Net GEX 2.1K 161 9.6K 9.6K 260 Net DEX -9.8K -62.7K 16.5K -62.7K 16.5K Net VEX -371 -577 -261 -577 -265 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.56 0.80 0.56 0.74 Total Volume 125.571 108 131 131 120 Total OI 453.19 190 557 555 206
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-10-03 $11.19 $10.00 37.1% 10.6% 33.6% 17.0% 34.9% 1.5% -11.3% 9.6K -62.7K -577 0.56 110.34 N/A N/A 84 47 497 58 2016-10-04 $10.91 $10.00 34.5% 9.9% 34.2% 13.9% 33.7% 0.4% -9.7% 5.3K -32.4K -473 0.56 37.24 N/A N/A 84 47 497 60 2016-10-05 $10.84 $10.00 35.0% 10.0% 34.2% 14.5% 35.7% -1.6% 0.8% 4.5K -29.8K -462 0.56 103.07 N/A N/A 84 47 497 60 2016-10-06 $11.02 $10.00 36.5% 9.3% 34.6% 16.4% 38.1% 12.2% 7.1% 6.2K -37.0K -492 0.56 101.43 N/A N/A 84 47 497 60 2016-10-07 $10.82 $10.00 34.0% 11.3% 33.7% 13.2% 38.3% 9.6% -6.6% 3.4K -24.2K -431 0.56 40.28 N/A N/A 84 47 497 60 2016-10-10 $10.83 $10.00 36.4% 10.9% 33.7% 16.2% 38.9% 9.3% -3.6% 2.8K -20.6K -414 0.56 49.54 N/A N/A 84 47 497 60 2016-10-11 $10.69 $10.00 36.7% 11.0% 34.0% 16.5% 38.7% 20.3% -1.5% 1.9K -15.4K -406 0.56 101.19 N/A N/A 84 47 497 60 2016-10-12 $10.76 $10.00 34.8% 10.0% 33.6% 14.2% 39.7% 11.0% 5.6% 2.3K -16.9K -409 0.56 103.58 N/A N/A 84 47 497 60 2016-10-13 $10.57 $10.00 36.0% 10.3% 33.9% 15.6% 36.6% 26.3% -0.4% 1.4K -11.2K -385 0.56 102.31 N/A N/A 84 47 497 60 2016-10-14 $10.45 $10.00 37.9% 10.9% 33.6% 18.1% 38.1% 40.7% -2.7% 1.1K -6.2K -362 0.56 100.49 N/A N/A 84 47 497 60 2016-10-17 $10.36 $10.00 39.6% 11.3% 33.6% 20.1% 39.8% 49.6% 86.8% 469 -34.5K -431 0.56 108.61 N/A N/A 84 47 497 60 2016-10-18 $10.20 $10.00 40.0% 11.5% 34.0% 20.7% 40.0% 62.4% -5.3% 807 2.6K -333 0.56 101.63 N/A N/A 84 47 497 60 2016-10-19 $10.14 $10.00 37.7% 10.8% 31.5% 17.8% 37.7% 64.5% -3.8% 744 3.2K -321 0.56 102.34 N/A N/A 84 47 497 60 2016-10-20 $10.10 $10.00 39.6% 11.4% 25.3% 20.2% 39.6% 6.3% -5.6% 759 4.2K -317 0.56 86.81 N/A N/A 84 47 497 60 2016-10-21 $9.94 $10.00 36.2% 10.4% 25.0% 16.0% 36.2% 5.6% -0.3% 501 7.1K -302 0.56 101.78 N/A N/A 84 47 497 60 2016-10-24 $10.18 $10.00 37.4% 10.7% 21.5% 17.4% 37.4% -3.6% -2.6% 715 2.6K -319 0.80 102.58 N/A N/A 60 48 130 60 2016-10-25 $10.08 $10.00 41.1% 11.8% 21.6% 22.1% 41.1% 6.5% -4.9% 554 5.7K -301 0.80 101.88 N/A N/A 60 48 131 61 2016-10-26 $9.73 $10.00 41.7% 11.9% 22.7% 22.8% 41.7% 5.5% -4.2% 258 13.3K -270 0.80 100.22 N/A N/A 60 48 131 61 2016-10-27 $9.72 $10.00 39.9% 11.4% 22.8% 20.5% 39.8% 6.2% -2.1% 202 14.5K -266 0.80 99.91 N/A N/A 60 48 131 61 2016-10-28 $9.66 $10.00 40.2% 11.5% 21.7% 20.9% 40.1% -5.0% -2.5% 161 15.9K -261 0.74 103.58 N/A N/A 69 51 131 61 2016-10-31 $9.67 $10.00 39.6% 11.3% 21.4% 20.2% 38.7% -6.3% -4.0% 260 16.5K -265 0.74 101.86 N/A N/A 69 51 141 65
« Sep 2016 | All History | Nov 2016 » Home AGYS History October 2016