AGYS Options History — June 2017

In June 2017, AGYS traded between $9.78 and $10.20. ATM implied volatility averaged 43.5%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 15.8% (HV 20d: 27.7%). 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 1.28.

Notable Days

  • 2017-06-09: Highest Volume — 445 contracts
  • 2017-06-12: Largest IV spike — 132.4% change
  • 2017-06-13: Highest IV Rank — 88.8%
  • 2017-06-29: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.95$9.78$10.20$10.20$10.16
Max Pain$10.11$10.00$12.50$12.50$10.00
ATM IV43.5%25.8%79.5%45.9%40.1%
Expected Move10.6%7.4%14.3%13.2%11.5%
HV 20d27.7%16.3%30.7%27.9%16.3%
HV 60d24.8%22.7%26.8%25.6%23.2%
IV Rank33.0%5.4%88.8%36.7%27.6%
IV Percentile72.8%6.0%99.2%91.3%83.3%
Term Structure-4.3%-22.4%9.0%-12.0%-7.4%
VWIV37.4%18.6%50.6%46.6%43.4%
Skew 25d6.8%-10.2%41.3%2.7%8.3%
Skew 10d12.4%-17.9%78.5%3.8%17.7%
Call IV 25d43.3%29.7%58.2%43.3%52.4%
Put IV 25d50.1%27.0%88.6%45.9%60.8%
Bid-Ask Spread %104.8437.21122.0991.52122.09
Gamma HHI0.960.901.000.950.98
Net GEX-10.9K-18.7K-6.0K-10.9K-12.6K
Net DEX140.0K103.7K214.5K107.6K110.4K
Net VEX-914-1.1K-779-793-836
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.691.390.691.33
Total Volume419.136336445381417
Total OI661585714585638

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$10.20$12.5045.9%13.2%27.9%36.7%46.6%2.7%-12.0%-10.9K107.6K-7930.6991.52N/AN/A225156201384
2017-06-02$9.85$10.0043.0%12.3%30.7%32.0%49.6%9.1%-13.6%-9.2K128.5K-8080.8237.21N/AN/A185151253385
2017-06-05$9.88$10.0036.2%9.6%30.6%21.5%33.8%11.6%0.9%-8.2K118.8K-7920.86103.78N/AN/A185160252384
2017-06-06$9.94$10.0037.5%10.1%30.3%23.6%35.6%6.5%-2.7%-6.0K103.7K-7791.39121.00N/AN/A185258252364
2017-06-07$9.78$10.0049.9%10.9%30.6%42.9%38.0%6.6%-5.9%-7.9K163.2K-1.1K1.39116.99N/AN/A185258252462
2017-06-08$9.90$10.0063.4%7.6%30.6%63.8%27.3%-10.2%9.0%-13.1K157.5K-1.0K1.39115.33N/AN/A185258252462
2017-06-09$9.85$10.0033.6%11.3%30.6%17.5%40.3%4.6%-11.0%-6.5K133.6K-1.1K1.38112.16N/AN/A187258251462
2017-06-12$9.89$10.0078.0%8.5%30.5%86.4%27.6%-9.7%6.0%-11.9K120.3K-1.0K1.39112.83N/AN/A185258248462
2017-06-13$9.91$10.0079.5%8.0%28.2%88.8%23.9%-0.3%2.1%-10.6K138.5K-1.0K1.3958.05N/AN/A185258247462
2017-06-14$9.85$10.0042.3%12.1%28.3%31.0%43.2%6.3%-4.9%-8.2K153.2K-9961.39115.72N/AN/A185258247462
2017-06-15$9.80$10.0027.0%7.8%28.1%7.3%18.6%1.0%-10.9%-12.4K187.8K-9511.39119.58N/AN/A185258247462
2017-06-16$9.85$10.0031.2%8.9%28.1%13.7%34.9%-3.5%5.5%-15.4K214.5K-9321.39119.33N/AN/A185258247462
2017-06-19$9.83$10.0037.3%10.7%28.0%23.3%37.7%21.3%-1.9%-11.4K161.3K-9321.33115.06N/AN/A179238200438
2017-06-20$9.97$10.0036.4%10.4%27.5%21.8%40.6%8.7%-1.3%-10.6K141.9K-9271.33120.95N/AN/A179238200438
2017-06-21$10.07$10.0037.7%10.8%27.7%23.9%37.6%19.9%-4.2%-11.5K131.3K-9291.33108.54N/AN/A179238200438
2017-06-22$10.19$10.0038.9%11.2%26.7%25.8%42.8%-4.2%-1.6%-10.2K114.6K-9181.3370.48N/AN/A179238200438
2017-06-23$10.20$10.0036.8%10.5%26.6%22.4%38.4%41.3%-1.8%-12.6K127.0K-8951.3392.49N/AN/A179238200438
2017-06-26$9.98$10.0025.8%7.4%28.1%5.4%24.2%3.0%1.7%-18.7K129.4K-8711.33108.68N/AN/A179238200438
2017-06-27$9.96$10.0047.6%13.6%28.0%39.2%48.2%9.3%-8.8%-9.9K140.8K-8711.33113.27N/AN/A179238200438
2017-06-28$10.00$10.0040.0%11.5%26.9%27.5%40.5%9.3%-9.8%-12.2K139.5K-8581.33118.53N/AN/A179238200438
2017-06-29$9.94$10.0049.9%14.3%19.1%42.7%50.6%8.1%-22.4%-10.1K157.6K-8391.33112.91N/AN/A179238200438
2017-06-30$10.16$10.0040.1%11.5%16.3%27.6%43.4%8.3%-7.4%-12.6K110.4K-8361.33122.09N/AN/A179238200438