AGYS Options History — January 2019

In January 2019, AGYS traded between $13.98 and $17.88. ATM implied volatility averaged 38.9%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 0.7% (HV 20d: 39.6%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.82.

Notable Days

  • 2019-01-31: Highest Volume — 159 contracts
  • 2019-01-28: Largest IV spike — 71.3% change
  • 2019-01-28: Highest IV Rank — 61.1%
  • 2019-01-28: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.15$13.98$17.88$14.48$17.69
Max Pain$15.19$12.50$17.50$12.50$17.50
ATM IV38.9%26.3%55.1%29.1%44.6%
Expected Move11.9%8.4%15.8%8.4%11.9%
HV 20d39.6%27.9%61.5%34.7%61.1%
HV 60d32.7%28.9%43.6%28.9%43.6%
IV Rank33.7%12.5%61.1%17.3%43.4%
IV Percentile72.8%19.8%98.0%37.7%91.7%
Term Structure-3.1%-11.5%12.6%12.6%-0.8%
VWIV39.9%31.1%47.0%31.1%37.9%
Skew 25d10.1%-10.1%27.4%-0.4%13.5%
Skew 10d15.4%-3.2%35.6%-3.2%22.2%
Call IV 25d36.6%26.7%52.4%34.8%34.0%
Put IV 25d46.7%25.8%58.1%34.4%47.5%
Bid-Ask Spread %108.0799.08115.40115.4099.08
Gamma HHI0.680.500.980.520.84
Net GEX23.4K10.2K34.2K26.6K20.2K
Net DEX-374.4K-850.7K-176.4K-361.6K-700.2K
Net VEX-1.9K-2.8K-1.3K-2.1K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.820.009.000.004.89
Total Volume26.47601592159
Total OI980.8577791,0671,0411,042

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$14.48$12.5029.1%8.4%34.7%17.3%31.1%-0.4%12.6%26.6K-361.6K-2.1K0.00115.40N/AN/A2098556
2019-01-03$14.28$0.0032.5%12.6%32.7%22.9%0.0%13.8%-3.8%23.9K-307.4K-1.9K0.00105.48N/AN/A3098556
2019-01-04$14.52$0.0026.3%12.0%33.6%12.5%0.0%13.9%-4.1%29.8K-339.0K-1.9K0.00110.21N/AN/A2098556
2019-01-07$14.53$0.0029.1%12.8%33.6%17.2%0.0%16.1%-4.7%28.2K-329.3K-1.9K2.00109.10N/AN/A1298356
2019-01-08$14.82$0.0026.4%12.5%34.3%12.7%0.0%-3.7%-5.5%33.7K-357.2K-1.9K9.00114.03N/AN/A1998355
2019-01-09$14.66$0.0042.6%12.2%33.0%40.1%0.0%15.4%-3.3%33.5K-343.5K-2.0K0.90104.26N/AN/A10998355
2019-01-10$14.47$0.0043.3%12.4%33.2%41.1%0.0%13.2%-4.9%27.1K-297.0K-1.8K0.90107.88N/AN/A10997355
2019-01-11$14.28$0.0040.6%11.6%33.3%36.6%0.0%11.1%-2.7%22.6K-265.5K-1.6K0.90109.56N/AN/A10997355
2019-01-14$13.98$0.0034.3%9.8%33.8%26.0%38.8%13.8%-1.1%18.3K-201.3K-1.4K1.60111.36N/AN/A5897355
2019-01-15$14.22$15.0041.5%11.9%34.7%38.1%41.7%8.6%-4.6%21.9K-233.4K-1.4K1.60106.77N/AN/A5897858
2019-01-16$14.15$15.0041.1%11.8%34.1%37.5%41.1%7.9%-3.7%21.2K-228.4K-1.4K1.60108.85N/AN/A5897858
2019-01-17$14.66$15.0039.0%11.2%36.3%33.9%39.0%23.0%-1.0%34.2K-312.8K-1.7K4.00109.20N/AN/A2897858
2019-01-18$14.86$15.0042.3%12.1%36.6%39.5%42.3%15.0%-5.9%19.0K-271.5K-1.7K4.00108.51N/AN/A2897858
2019-01-22$14.47$15.0047.4%13.6%35.6%48.1%0.0%8.6%-7.5%16.5K-203.9K-1.5K0.00103.81N/AN/A007718
2019-01-23$14.34$15.0044.9%12.9%28.9%43.9%45.1%8.1%-5.5%15.3K-176.4K-1.3K0.00105.62N/AN/A207718
2019-01-24$14.28$15.0045.4%13.0%27.9%44.7%47.0%-1.7%-10.4%15.6K-201.3K-1.5K0.04108.40N/AN/A2817718
2019-01-25$16.15$15.0032.2%9.2%50.9%22.4%38.6%-10.1%-2.7%29.6K-514.5K-2.3K0.36114.19N/AN/A361379419
2019-01-28$17.86$12.5055.1%15.8%61.2%61.1%39.2%27.4%-11.5%27.6K-850.7K-2.5K0.91112.89N/AN/A232179424
2019-01-29$17.60$17.5044.2%12.7%61.5%42.6%41.9%12.6%-2.1%16.8K-670.9K-2.8K1.33100.28N/AN/A2432862193
2019-01-30$17.88$17.5034.7%10.0%60.6%26.7%35.7%5.7%8.6%10.2K-696.7K-2.8K2.38104.49N/AN/A2457854213
2019-01-31$17.69$17.5044.6%11.9%61.1%43.4%37.9%13.5%-0.8%20.2K-700.2K-2.8K4.8999.08N/AN/A27132854188