AGYS Options History — March 2017

In March 2017, AGYS traded between $8.85 and $9.58. ATM implied volatility averaged 36.8%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 0.1% (HV 20d: 36.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.17.

Notable Days

  • 2017-03-28: Highest Volume — 240 contracts
  • 2017-03-15: Largest IV drop — 72.0% change
  • 2017-03-14: Highest IV Rank — 100.0%
  • 2017-03-03: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.19$8.85$9.58$9.20$9.52
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV36.8%23.8%86.8%36.9%26.1%
Expected Move7.8%6.6%12.9%10.6%7.5%
HV 20d36.7%25.4%49.2%48.8%25.4%
HV 60d38.4%36.0%40.1%40.0%36.1%
IV Rank22.9%0.7%100.0%23.7%4.3%
IV Percentile40.7%0.8%100.0%65.9%4.4%
Term Structure1.8%-18.5%8.4%-3.7%2.4%
VWIV28.8%22.8%56.4%45.2%24.4%
Skew 25d12.9%-0.2%92.4%17.6%23.3%
Skew 10d11.2%-5.7%116.1%10.6%11.2%
Call IV 25d29.5%24.1%47.0%36.7%24.8%
Put IV 25d42.4%28.8%121.4%54.3%48.1%
Bid-Ask Spread %99.6039.13113.58109.55109.18
Gamma HHI0.970.930.980.980.98
Net GEX-4.7K-5.6K-4.1K-5.6K-4.3K
Net DEX159.0K128.6K181.7K169.0K128.9K
Net VEX-492-561-431-511-557
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.761.361.360.76
Total Volume216.913200240215240
Total OI393.435369415378415

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-03-01$9.20$10.0036.9%10.6%48.8%23.7%45.2%17.6%-3.7%-5.6K169.0K-5111.36109.55N/AN/A9112482296
2017-03-02$9.01$10.0036.8%10.6%49.2%23.6%51.6%8.3%-18.5%-4.5K173.0K-4841.36108.87N/AN/A91124104296
2017-03-03$8.92$10.0045.1%12.9%48.7%38.1%56.4%8.9%-11.7%-4.5K167.0K-5091.36109.33N/AN/A91124104296
2017-03-06$8.90$10.0045.4%6.8%48.7%38.7%24.4%3.8%6.8%-4.3K178.3K-4441.36109.09N/AN/A91124104296
2017-03-07$8.93$10.0040.4%6.9%47.5%29.9%24.4%4.6%6.0%-4.3K176.3K-4661.36108.66N/AN/A91124104296
2017-03-08$8.89$10.0049.9%6.9%46.9%46.5%25.1%3.5%5.2%-4.3K180.1K-4371.32109.44N/AN/A94124104296
2017-03-09$8.90$10.0047.3%6.6%46.9%42.0%23.0%3.6%8.4%-4.3K179.1K-4401.32109.09N/AN/A94124107296
2017-03-10$8.85$10.0061.8%7.3%46.7%67.4%26.3%3.7%3.6%-4.1K181.7K-4311.32108.51N/AN/A94124107296
2017-03-13$9.02$10.0059.2%7.0%46.4%62.8%22.8%7.3%7.0%-4.2K179.3K-4511.32108.08N/AN/A94124107296
2017-03-14$9.00$10.0086.8%7.0%36.0%100.0%25.4%6.2%4.9%-4.1K181.1K-4431.32107.61N/AN/A94124107296
2017-03-15$9.07$10.0024.3%7.0%36.2%1.5%24.8%7.4%4.8%-4.4K177.8K-4551.32108.00N/AN/A94124107296
2017-03-16$9.11$10.0023.8%6.8%33.0%0.7%24.5%7.9%6.4%-4.4K173.6K-4581.28108.76N/AN/A97124107296
2017-03-17$9.58$10.0025.4%7.3%32.0%3.3%25.7%92.4%4.6%-5.4K149.2K-5611.2898.08N/AN/A97124113296
2017-03-20$9.34$10.0027.9%8.0%30.4%7.1%30.4%6.2%-1.3%-4.8K138.0K-5281.08104.78N/AN/A96104112257
2017-03-21$9.23$10.0030.6%8.8%28.3%11.5%33.6%-0.2%-4.8%-4.8K143.0K-5081.0891.43N/AN/A96104112257
2017-03-22$9.25$10.0026.1%7.5%28.3%4.4%24.9%8.0%4.8%-4.8K150.8K-4831.0839.13N/AN/A96104112257
2017-03-23$9.49$10.0026.9%7.7%28.6%5.6%29.3%7.6%-2.1%-5.4K133.4K-5241.08105.55N/AN/A96104112257
2017-03-24$9.42$10.0025.8%7.4%28.5%3.8%23.1%18.3%4.7%-5.4K148.5K-4961.06113.58N/AN/A98104112257
2017-03-27$9.42$10.0024.6%7.0%28.0%1.9%24.0%16.4%4.5%-5.3K141.2K-5171.06112.50N/AN/A98104120257
2017-03-28$9.32$10.0027.0%7.7%26.3%5.8%26.4%7.2%1.1%-5.0K148.3K-4910.7663.09N/AN/A136104120257
2017-03-29$9.51$10.0024.9%7.1%27.1%2.4%23.4%15.5%5.9%-4.5K130.7K-5600.7639.39N/AN/A136104158257
2017-03-30$9.49$10.0023.9%6.8%25.8%0.8%24.0%19.8%2.3%-4.2K128.6K-5590.76109.22N/AN/A136104158257
2017-03-31$9.52$10.0026.1%7.5%25.4%4.3%24.4%23.3%2.4%-4.3K128.9K-5570.76109.18N/AN/A136104158257