AGYS Options History — May 2017

In May 2017, AGYS traded between $9.45 and $10.02. ATM implied volatility averaged 33.1%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 11.4% (HV 20d: 21.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.04.

Notable Days

  • 2017-05-19: Highest Volume — 388 contracts
  • 2017-05-04: Largest IV spike — 33.1% change
  • 2017-05-31: Highest IV Rank — 35.4%
  • 2017-05-31: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.71$9.45$10.02$9.88$9.68
Max Pain$12.16$10.00$12.50$10.00$12.50
ATM IV33.1%26.3%45.1%26.3%45.1%
Expected Move9.4%7.5%12.9%7.5%12.9%
HV 20d21.8%19.3%24.1%22.7%22.3%
HV 60d27.7%23.0%34.1%34.0%23.4%
IV Rank16.8%6.2%35.4%6.2%35.4%
IV Percentile42.7%7.1%89.3%7.1%89.3%
Term Structure-3.1%-12.8%11.4%4.4%-11.0%
VWIV32.9%26.5%46.2%26.5%46.2%
Skew 25d10.0%-14.9%69.5%6.4%-10.1%
Skew 10d11.4%-24.6%108.3%7.5%-22.8%
Call IV 25d38.7%33.1%58.6%39.6%58.6%
Put IV 25d48.7%26.7%105.5%45.9%48.5%
Bid-Ask Spread %106.4287.94115.46105.4287.94
Gamma HHI0.950.880.990.900.96
Net GEX-8.3K-10.4K-3.4K-3.4K-9.2K
Net DEX180.1K100.0K240.4K100.0K166.8K
Net VEX-710-819-480-480-760
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.771.221.220.89
Total Volume320.318302388311332
Total OI549.636381584381584

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$9.88$10.0026.3%7.5%22.7%6.2%26.5%6.4%4.4%-3.4K100.0K-4801.22105.42N/AN/A140171150231
2017-05-02$9.75$10.0028.5%8.2%19.3%9.6%29.4%-6.6%1.3%-5.7K167.4K-7431.2299.42N/AN/A140171150371
2017-05-03$9.99$10.0026.6%7.6%20.7%6.7%26.6%-14.9%11.4%-5.3K157.0K-7551.16108.50N/AN/A140162150371
2017-05-04$9.95$12.5035.4%8.9%20.9%20.4%31.0%2.1%-2.4%-7.3K147.1K-7391.17106.01N/AN/A145170150373
2017-05-05$10.02$12.5033.3%9.0%20.9%17.0%31.8%3.4%-5.4%-9.4K161.3K-7601.17105.01N/AN/A145170155391
2017-05-08$9.89$12.5037.7%10.7%21.7%23.8%38.0%4.9%-4.6%-7.0K165.7K-7491.0997.81N/AN/A145158155391
2017-05-09$9.78$12.5033.8%8.8%22.3%17.8%31.2%6.5%1.4%-7.2K187.2K-7261.09105.96N/AN/A145158155397
2017-05-10$9.91$12.5033.4%9.6%22.4%17.2%34.4%69.5%-1.7%-7.4K176.8K-7381.09108.01N/AN/A145158155397
2017-05-11$9.89$12.5031.6%9.1%21.5%14.5%32.2%67.5%-6.3%-10.2K194.6K-7041.09105.71N/AN/A145158155397
2017-05-12$9.82$12.5034.2%9.8%21.0%18.4%35.2%5.2%-7.8%-9.7K205.0K-6841.09109.03N/AN/A145158155397
2017-05-15$9.52$12.5028.6%8.2%24.1%9.8%29.1%1.6%-2.4%-8.0K227.0K-6261.17107.41N/AN/A145169155397
2017-05-16$9.59$12.5031.4%9.0%23.6%14.1%32.4%1.4%0.4%-6.8K178.0K-6801.17109.76N/AN/A145169155397
2017-05-17$9.50$12.5033.9%9.7%23.9%18.0%35.2%11.8%-4.1%-9.7K240.4K-5921.17109.95N/AN/A145169155397
2017-05-18$9.54$12.5029.6%8.5%22.1%11.3%29.6%11.7%6.2%-7.2K195.7K-6411.17112.91N/AN/A145169155397
2017-05-19$9.50$12.5031.9%9.1%21.9%14.9%32.3%1.8%-3.7%-9.9K208.1K-6320.77107.75N/AN/A219169155397
2017-05-22$9.70$12.5037.9%10.9%23.1%24.2%38.6%-5.6%-9.2%-10.4K168.4K-8170.86102.23N/AN/A181156199384
2017-05-23$9.70$12.5032.4%9.3%21.0%15.7%31.2%4.9%-3.7%-9.5K156.4K-8190.88110.79N/AN/A177156199384
2017-05-24$9.51$12.5036.8%10.5%21.0%22.5%35.9%4.3%-12.8%-9.7K186.2K-7640.88109.49N/AN/A177156200384
2017-05-25$9.48$12.5030.9%8.9%20.8%13.3%29.7%13.7%-4.1%-9.6K185.5K-7510.88104.34N/AN/A177156200384
2017-05-26$9.49$12.5031.7%9.1%20.8%14.5%30.6%13.9%-6.0%-10.4K200.4K-7400.88112.25N/AN/A177156200384
2017-05-30$9.45$12.5038.1%10.9%20.8%24.5%36.1%26.5%-7.5%-8.9K187.8K-7280.88115.46N/AN/A177156200384
2017-05-31$9.68$12.5045.1%12.9%22.3%35.4%46.2%-10.1%-11.0%-9.2K166.8K-7600.8987.94N/AN/A176156200384