AGYS Options History — July 2017

In July 2017, AGYS traded between $10.05 and $10.84. ATM implied volatility averaged 45.8%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 26.3% (HV 20d: 19.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 2.71.

Notable Days

  • 2017-07-03: Highest Volume — 416 contracts
  • 2017-07-25: Largest IV spike — 47.4% change
  • 2017-07-25: Highest IV Rank — 49.1%
  • 2017-07-25: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.42$10.05$10.84$10.12$10.09
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV45.8%34.4%54.0%43.2%51.0%
Expected Move12.3%8.6%15.5%12.4%14.6%
HV 20d19.4%15.8%24.5%16.4%23.2%
HV 60d23.4%22.8%24.1%23.2%23.8%
IV Rank36.4%18.8%49.1%32.4%44.5%
IV Percentile87.0%51.6%96.0%86.9%94.0%
Term Structure-7.6%-19.5%5.9%-17.5%-13.2%
VWIV47.9%44.8%51.0%44.8%51.0%
Skew 25d-2.4%-14.1%16.4%-13.6%-7.3%
Skew 10d-3.4%-22.0%21.9%-22.0%-13.4%
Call IV 25d48.5%33.1%60.1%57.9%60.1%
Put IV 25d46.1%31.8%70.4%44.3%52.8%
Bid-Ask Spread %116.91109.30123.44119.28109.30
Gamma HHI0.980.931.000.981.00
Net GEX-7.5K-14.7K1.3K-13.6K1.3K
Net DEX24.6K-36.3K139.6K139.6K-22.5K
Net VEX-587-812-458-812-483
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.711.178.171.344.90
Total Volume328.4110416416118
Total OI506.15199638638209

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$10.12$10.0043.2%12.4%16.4%32.4%44.8%-13.6%-17.5%-13.6K139.6K-8121.34119.28N/AN/A178238200438
2017-07-05$10.06$10.0045.4%13.0%16.5%35.8%51.0%-9.0%-3.3%-11.3K126.8K-7821.34119.64N/AN/A178238199438
2017-07-06$10.23$0.0049.7%8.6%16.2%42.5%0.0%-1.3%5.9%-11.4K112.1K-7841.34111.84N/AN/A178238199438
2017-07-07$10.28$0.0051.4%9.0%15.8%45.1%0.0%-5.1%4.6%-11.6K104.8K-7721.34123.44N/AN/A178238199438
2017-07-10$10.50$0.0039.8%10.0%16.9%27.1%0.0%-8.8%-5.7%-14.7K42.0K-6781.34111.43N/AN/A178238199438
2017-07-11$10.46$0.0051.8%11.3%17.1%45.8%0.0%-6.8%-5.0%-13.1K63.1K-6921.34119.23N/AN/A178238199438
2017-07-12$10.68$0.0041.6%11.9%18.3%30.0%0.0%5.1%-2.7%-11.7K13.9K-6281.34114.23N/AN/A178238199438
2017-07-13$10.71$0.0042.5%12.2%17.9%31.4%0.0%-7.5%-12.3%-11.3K8.3K-6121.34117.25N/AN/A178238199438
2017-07-14$10.66$0.0045.3%13.0%17.9%35.7%0.0%-2.0%-14.2%-11.7K15.9K-6111.34120.18N/AN/A178238199438
2017-07-17$10.68$0.0044.7%12.8%17.9%34.8%0.0%1.2%-12.4%-11.6K-8.8K-5261.34116.57N/AN/A178238199438
2017-07-18$10.66$0.0044.9%12.9%17.9%35.0%0.0%6.4%-8.9%-11.9K27.3K-5681.34119.72N/AN/A178238199438
2017-07-19$10.84$0.0045.5%13.1%18.1%36.0%0.0%-12.3%-19.5%-9.0K-12.2K-4941.34118.64N/AN/A178238199438
2017-07-20$10.50$0.0045.3%13.0%22.0%35.7%0.0%0.5%-5.1%-14.2K43.3K-5271.35117.93N/AN/A176238199438
2017-07-21$10.38$0.0034.4%9.9%22.2%18.8%0.0%-0.4%2.2%685-36.3K-4671.35116.18N/AN/A176238199438
2017-07-24$10.30$0.0036.6%10.5%22.4%22.2%0.0%-14.1%-1.7%1.1K-29.2K-4581.17110.43N/AN/A849810198
2017-07-25$10.50$0.0054.0%15.5%21.7%49.1%0.0%16.4%-14.1%639-30.8K-4638.17116.16N/AN/A129810198
2017-07-26$10.45$0.0048.0%13.8%21.8%39.9%0.0%9.0%-5.4%934-30.5K-4628.17121.23N/AN/A129810198
2017-07-27$10.17$0.0046.5%13.3%24.2%37.6%0.0%-9.1%-11.2%864-20.8K-4628.17119.60N/AN/A129810198
2017-07-28$10.05$0.0053.4%15.3%24.5%48.3%0.0%11.3%-13.2%891-13.9K-4624.90115.83N/AN/A209810198
2017-07-31$10.09$0.0051.0%14.6%23.2%44.5%0.0%-7.3%-13.2%1.3K-22.5K-4834.90109.30N/AN/A209811198