AGYS Options History — December 2018

In December 2018, AGYS traded between $13.78 and $16.54. ATM implied volatility averaged 35.2%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 5.1% (HV 20d: 30.0%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.06.

Notable Days

  • 2018-12-24: Highest Volume — 912 contracts
  • 2018-12-04: Largest IV spike — 60.0% change
  • 2018-12-31: Highest IV Rank — 39.9%
  • 2018-12-31: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.16$13.78$16.54$16.54$14.33
Max Pain$12.88$12.50$15.00$15.00$12.50
ATM IV35.2%24.1%42.6%24.1%42.6%
Expected Move9.9%6.9%12.2%6.9%12.2%
HV 20d30.0%24.5%37.2%24.5%34.2%
HV 60d26.1%24.3%29.0%24.3%28.9%
IV Rank27.5%8.8%39.9%8.8%39.9%
IV Percentile63.7%9.5%89.3%9.5%89.3%
Term Structure6.5%-12.3%19.2%7.7%11.2%
VWIV44.6%24.2%109.3%35.0%35.7%
Skew 25d6.9%-3.6%21.1%6.7%5.0%
Skew 10d6.8%-4.5%19.0%-0.7%-0.5%
Call IV 25d29.5%18.9%38.3%21.7%37.7%
Put IV 25d36.4%28.5%50.6%28.5%42.7%
Bid-Ask Spread %115.76104.33125.77119.09125.77
Gamma HHI0.590.520.700.700.52
Net GEX29.1K17.5K35.2K35.2K23.6K
Net DEX-591.0K-954.6K-291.1K-954.6K-322.5K
Net VEX-3.0K-3.9K-1.9K-3.9K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.250.000.00
Total Volume137.95091202
Total OI1,150.71,0431,1991,1951,043

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$16.54$15.0024.1%6.9%24.5%8.8%0.0%6.7%7.7%35.2K-954.6K-3.9K0.00119.09N/AN/A001,13956
2018-12-04$15.92$15.0038.6%11.1%27.4%33.2%0.0%8.4%-3.4%32.2K-804.2K-3.7K0.00120.25N/AN/A001,13956
2018-12-05$15.92$15.0038.8%11.1%27.4%33.7%0.0%7.1%-12.3%32.4K-774.5K-3.7K0.00118.88N/AN/A001,13956
2018-12-06$15.78$12.5040.5%10.3%27.0%36.5%0.0%6.1%6.4%31.5K-768.6K-3.7K0.00111.23N/AN/A001,13956
2018-12-07$15.95$12.5035.4%9.2%27.3%27.9%35.0%16.0%11.2%32.6K-800.5K-3.6K0.00121.06N/AN/A0121,13960
2018-12-10$15.47$12.5039.6%10.4%28.0%35.0%0.0%10.8%5.3%31.0K-685.9K-3.4K0.00117.27N/AN/A001,13954
2018-12-11$15.40$12.5036.4%10.0%27.8%29.5%0.0%9.7%6.3%31.5K-674.1K-3.4K0.00112.84N/AN/A001,13954
2018-12-12$15.43$12.5033.5%9.6%27.8%24.7%0.0%8.4%5.7%32.1K-678.7K-3.4K0.00114.91N/AN/A001,13954
2018-12-13$15.42$12.5033.1%9.5%27.8%23.9%109.3%7.5%6.8%32.6K-636.8K-3.3K0.00114.50N/AN/A1001,13954
2018-12-14$15.38$12.5033.5%9.6%27.6%24.6%81.8%8.5%7.1%32.9K-665.4K-3.4K0.00112.99N/AN/A1101,14054
2018-12-17$15.05$12.5033.7%9.6%28.4%24.9%0.0%4.2%6.3%30.7K-588.9K-3.1K0.00111.45N/AN/A001,14054
2018-12-18$15.25$12.5035.2%10.1%28.7%27.5%35.2%5.6%4.1%31.8K-590.5K-3.0K0.00112.66N/AN/A301,14054
2018-12-19$15.12$12.5032.0%9.2%28.3%22.1%31.9%4.9%8.1%32.2K-613.1K-3.1K0.00116.68N/AN/A301,13754
2018-12-20$14.59$12.5037.7%10.8%30.5%31.8%38.0%0.1%2.6%27.1K-473.9K-2.8K0.00112.97N/AN/A88421,13754
2018-12-21$13.78$12.5031.3%9.0%35.6%20.9%24.2%21.1%19.2%17.5K-291.1K-2.1K0.00116.82N/AN/A88411,00554
2018-12-24$14.10$12.5032.6%9.3%36.6%23.1%36.6%15.6%11.5%20.7K-344.1K-2.1K0.00104.33N/AN/A90931,00155
2018-12-26$14.53$12.5039.2%11.2%37.2%34.3%38.5%-3.6%5.3%23.0K-370.5K-2.2K0.25115.52N/AN/A8299156
2018-12-27$14.70$12.5034.5%9.9%34.6%26.3%35.2%-2.1%10.2%25.6K-387.5K-2.1K0.25116.34N/AN/A8299156
2018-12-28$14.60$12.5031.6%9.1%34.1%21.4%34.2%-1.1%9.8%25.8K-395.4K-2.2K0.15119.67N/AN/A13299156
2018-12-31$14.33$12.5042.6%12.2%34.2%39.9%35.7%5.0%11.2%23.6K-322.5K-1.9K0.00125.77N/AN/A2098756