AGYS Options History — July 2018

In July 2018, AGYS traded between $15.40 and $16.75. ATM implied volatility averaged 31.9%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 13.5% (HV 20d: 18.4%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2018-07-09: Highest Volume — 367 contracts
  • 2018-07-06: Largest IV spike — 35.6% change
  • 2018-07-09: Highest IV Rank — 28.0%
  • 2018-07-30: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.33$15.40$16.75$15.40$16.39
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV31.9%23.9%45.1%26.5%28.9%
Expected Move8.8%6.8%11.5%7.6%8.3%
HV 20d18.4%15.6%21.1%19.1%20.7%
HV 60d29.9%28.9%30.9%30.9%29.5%
IV Rank12.2%2.5%28.0%5.7%8.5%
IV Percentile34.4%3.6%80.6%11.1%21.0%
Term Structure-2.6%-7.4%14.3%6.1%-7.3%
VWIV35.7%26.8%43.9%26.8%43.9%
Skew 25d4.3%-10.9%8.8%7.3%6.8%
Skew 10d7.5%-17.6%18.3%18.3%10.1%
Call IV 25d31.3%21.7%40.5%21.7%34.3%
Put IV 25d35.7%29.0%41.0%29.0%41.0%
Bid-Ask Spread %101.1687.68117.29103.28104.72
Gamma HHI0.470.320.750.750.39
Net GEX1.6K-4.2K3.8K-4.2K2.6K
Net DEX-283.7K-366.4K-196.2K-196.2K-223.4K
Net VEX-539-711-455-711-455
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.731.691.690.76
Total Volume305.905218367309218
Total OI416.238296506415296

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$15.40$15.0026.5%7.6%19.1%5.7%26.8%7.3%6.1%-4.2K-196.2K-7111.69103.28N/AN/A115194218197
2018-07-03$15.71$15.0023.9%6.8%19.3%2.5%29.7%-10.9%14.3%-3.7K-219.8K-6681.55107.51N/AN/A125194218197
2018-07-05$15.90$15.0027.9%9.3%19.4%7.3%32.6%2.4%-1.4%-3.8K-245.8K-5901.49117.29N/AN/A130194233197
2018-07-06$16.26$15.0037.8%8.3%20.0%19.3%33.1%3.7%-2.4%-380-272.0K-5931.34114.46N/AN/A145194243197
2018-07-09$16.58$15.0045.1%8.6%19.7%28.0%34.3%6.0%-2.6%1.4K-326.1K-4931.12100.22N/AN/A173194258197
2018-07-10$16.75$15.0037.2%8.5%19.7%18.5%34.3%6.8%-2.7%3.3K-366.4K-5931.15102.20N/AN/A168194301197
2018-07-11$16.47$15.0029.7%8.5%21.1%9.5%34.1%5.0%-2.8%2.8K-343.5K-5981.1597.79N/AN/A169194304197
2018-07-12$16.57$15.0029.6%8.5%20.9%9.4%33.3%5.3%-1.7%3.8K-356.0K-5691.15100.75N/AN/A169194305197
2018-07-13$16.48$15.0029.0%8.3%17.3%8.7%33.1%4.0%-2.3%2.9K-344.4K-5781.15101.69N/AN/A169194305197
2018-07-16$16.55$15.0030.3%8.7%17.3%10.2%34.8%5.1%-3.0%3.2K-351.6K-5541.15101.33N/AN/A169194305197
2018-07-17$16.44$15.0030.3%8.7%17.5%10.2%34.5%5.2%-3.4%3.2K-348.4K-5331.1489.24N/AN/A170194305197
2018-07-18$16.43$15.0031.4%9.0%17.6%11.5%33.7%1.6%-5.6%2.2K-346.8K-4941.24100.03N/AN/A156194304197
2018-07-19$16.43$15.0030.0%8.6%17.4%9.9%36.2%5.8%-2.9%2.2K-343.4K-4901.3296.50N/AN/A147194303197
2018-07-20$16.42$15.0030.4%8.7%17.2%10.4%36.7%5.3%-4.6%2.5K-345.7K-4981.32101.79N/AN/A147194309197
2018-07-23$16.43$15.0031.3%9.0%16.6%11.5%37.3%4.5%-5.3%2.6K-225.6K-4830.7387.68N/AN/A1299419997
2018-07-24$16.56$15.0030.7%8.8%15.6%10.8%40.5%7.8%-5.2%2.7K-229.7K-4900.7390.70N/AN/A1299419997
2018-07-25$16.50$15.0030.1%8.6%15.8%10.0%40.7%8.8%-4.3%2.6K-227.2K-4760.73102.94N/AN/A1299419997
2018-07-26$16.59$15.0031.5%9.0%15.8%11.7%40.1%7.3%-5.2%2.7K-232.1K-4640.73104.31N/AN/A1299419997
2018-07-27$16.16$15.0038.6%11.1%19.0%20.1%38.4%1.3%-7.4%2.3K-211.4K-4810.73101.76N/AN/A1299419997
2018-07-30$16.00$15.0040.0%11.5%19.3%21.9%41.3%1.9%-5.8%2.2K-202.2K-4980.7398.24N/AN/A1299419997
2018-07-31$16.39$15.0028.9%8.3%20.7%8.5%43.9%6.8%-7.3%2.6K-223.4K-4550.76104.72N/AN/A1249419997