AGYS Options History — August 2018

In August 2018, AGYS traded between $14.76 and $16.70. ATM implied volatility averaged 28.6%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 5.0% (HV 20d: 33.6%). Max pain ranged from $10.00 to $17.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.55.

Notable Days

  • 2018-08-09: Highest Volume — 250 contracts
  • 2018-08-15: Largest IV drop — 43.3% change
  • 2018-08-14: Highest IV Rank — 38.7%
  • 2018-08-01: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.91$14.76$16.70$16.23$16.04
Max Pain$10.87$10.00$17.50$15.00$10.00
ATM IV28.6%19.5%54.0%35.3%21.6%
Expected Move7.4%5.6%10.1%10.1%6.2%
HV 20d33.6%20.1%37.0%20.1%24.9%
HV 60d30.2%25.2%34.3%29.4%26.0%
IV Rank8.9%0.0%38.7%16.3%2.4%
IV Percentile23.5%0.0%95.6%49.6%0.8%
Term Structure2.5%-11.2%14.9%4.0%4.7%
VWIV30.7%19.5%61.9%41.0%26.8%
Skew 25d-1.5%-18.6%10.3%-0.7%-8.3%
Skew 10d1.7%-16.0%12.4%4.6%-1.4%
Call IV 25d30.6%21.3%49.5%42.8%31.4%
Put IV 25d29.1%23.0%42.1%42.1%23.0%
Bid-Ask Spread %100.2473.19115.8581.0894.89
Gamma HHI0.590.250.770.380.70
Net GEX5.1K1408.5K2.6K8.5K
Net DEX-341.3K-467.7K-130.5K-217.4K-452.1K
Net VEX-853-1.1K-438-469-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.260.830.410.29
Total Volume139.60993250183125
Total OI414.609298492298492

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$16.23$15.0035.3%10.1%20.1%16.3%41.0%-0.7%4.0%2.6K-217.4K-4690.4181.08N/AN/A1305320197
2018-08-02$15.41$17.5026.6%7.6%27.3%5.8%28.8%-18.6%0.5%383-168.5K-5040.40101.17N/AN/A13152202106
2018-08-03$14.76$17.5024.2%6.9%29.5%2.9%23.8%9.8%1.0%140-130.5K-5390.4073.19N/AN/A13152202105
2018-08-06$15.50$10.0029.7%7.4%34.2%9.5%19.5%5.7%0.7%696-177.4K-4770.40110.96N/AN/A13152202101
2018-08-07$15.25$10.0027.0%7.0%34.1%6.2%21.3%4.0%1.8%246-165.9K-4710.40106.30N/AN/A13152202101
2018-08-08$15.50$10.0029.4%7.4%34.5%9.2%37.5%-6.9%0.4%516-179.6K-4380.40109.38N/AN/A13152202101
2018-08-09$15.77$10.0038.8%7.7%35.1%20.5%28.6%1.9%8.3%1.2K-189.9K-4760.26107.56N/AN/A19852202101
2018-08-10$15.99$10.0036.5%8.5%35.6%17.7%27.0%2.6%1.2%5.2K-343.1K-9550.52100.03N/AN/A9951333101
2018-08-13$15.84$10.0039.9%8.6%35.6%21.8%29.6%1.6%1.4%5.8K-368.7K-1.1K0.6997.39N/AN/A7451371100
2018-08-14$15.93$10.0054.0%8.7%35.7%38.7%28.5%2.7%2.4%6.2K-380.6K-1.1K0.6698.84N/AN/A7751373100
2018-08-15$15.88$10.0030.7%8.8%35.7%10.7%28.5%1.7%1.7%6.5K-378.6K-1.1K0.6697.02N/AN/A7751378100
2018-08-16$15.94$10.0022.4%6.4%35.7%0.8%29.4%-0.7%14.9%6.9K-387.7K-1.1K0.73101.47N/AN/A7051378100
2018-08-17$15.94$10.0027.7%7.9%35.7%7.1%30.6%-3.4%-0.6%6.9K-393.7K-1.1K0.77100.61N/AN/A6651381100
2018-08-20$15.79$10.0027.2%7.8%35.8%6.5%28.8%-3.3%2.0%7.3K-396.7K-1.1K0.83101.21N/AN/A534437184
2018-08-21$16.00$10.0023.5%6.7%36.1%2.1%24.7%-0.3%8.7%7.5K-415.9K-1.0K0.83106.34N/AN/A534437284
2018-08-22$16.09$10.0023.8%6.8%36.2%2.4%26.5%-4.7%11.2%7.6K-424.5K-1.0K0.70101.19N/AN/A634437384
2018-08-23$16.45$10.0021.5%6.2%37.0%0.0%23.9%5.5%-0.7%7.0K-457.7K-9770.5498.62N/AN/A824437284
2018-08-24$16.70$10.0019.5%5.6%36.1%0.0%47.0%10.3%2.3%6.6K-467.7K-9390.6692.33N/AN/A674437084
2018-08-27$16.49$10.0023.4%6.7%36.2%4.5%61.9%-7.4%-1.6%7.1K-458.0K-9370.65107.48N/AN/A684437184
2018-08-28$16.23$10.0023.1%6.6%35.7%4.2%28.2%-6.3%4.0%7.5K-438.1K-9490.5199.46N/AN/A673437284
2018-08-29$16.18$10.0023.2%6.6%35.6%4.3%29.0%-8.3%-0.0%7.5K-433.3K-9400.58103.15N/AN/A593437285
2018-08-30$16.10$10.0028.1%8.1%30.0%10.1%35.1%-11.0%-11.2%7.2K-424.1K-9930.29115.85N/AN/A972837385
2018-08-31$16.04$10.0021.6%6.2%24.9%2.4%26.8%-8.3%4.7%8.5K-452.1K-1.1K0.2994.89N/AN/A972840785