AGYS Options History — July 2019

In July 2019, AGYS traded between $22.10 and $24.62. ATM implied volatility averaged 46.3%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 20.5% (HV 20d: 25.8%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.29.

Notable Days

  • 2019-07-26: Highest Volume — 32 contracts
  • 2019-07-10: Largest IV spike — 65.0% change
  • 2019-07-23: Highest IV Rank — 62.5%
  • 2019-07-23: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.12$22.10$24.62$22.18$24.62
Max Pain$21.32$20.00$22.50$20.00$20.00
ATM IV46.3%29.4%55.9%39.7%35.2%
Expected Move13.5%9.3%16.0%11.4%10.1%
HV 20d25.8%22.8%28.1%27.9%28.1%
HV 60d26.6%26.0%28.1%26.1%28.1%
IV Rank46.3%17.7%62.5%35.1%27.5%
IV Percentile85.2%29.4%97.6%79.4%58.7%
Term Structure-9.0%-41.2%29.6%-5.0%-4.8%
VWIV49.6%20.7%84.5%51.7%35.4%
Skew 25d1.8%-21.8%14.3%-7.7%-9.3%
Skew 10d8.2%-17.5%29.1%7.3%-17.5%
Call IV 25d42.3%33.7%48.8%46.5%44.5%
Put IV 25d44.1%24.1%59.7%38.8%35.1%
Bid-Ask Spread %114.3094.67131.16117.78116.99
Gamma HHI0.670.600.710.710.60
Net GEX32.4K28.7K37.2K29.3K37.1K
Net DEX-1.0M-1.3M-839.8K-839.8K-1.3M
Net VEX-4.1K-4.3K-3.7K-4.3K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.001.250.000.06
Total Volume6.182032017
Total OI781.273741794793774

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$22.18$20.0039.7%11.4%27.9%35.1%0.0%-7.7%-5.0%29.3K-839.8K-4.3K0.00117.78N/AN/A0076033
2019-07-02$22.10$20.0039.0%11.2%26.1%34.0%51.7%-18.6%2.2%29.2K-872.5K-4.2K0.00118.13N/AN/A4076033
2019-07-03$22.48$20.0047.8%13.7%26.4%48.7%63.7%-0.2%-14.9%28.7K-899.2K-4.3K0.00119.18N/AN/A4076033
2019-07-05$22.59$0.0042.1%12.3%26.2%39.1%40.4%2.0%-12.5%31.0K-927.5K-4.3K0.25108.77N/AN/A4176033
2019-07-08$22.48$22.5051.7%13.5%25.9%55.4%0.0%6.7%-21.1%31.0K-923.0K-4.2K0.00104.10N/AN/A0076034
2019-07-09$22.50$22.5029.4%14.9%25.6%17.7%0.0%11.4%-22.8%30.7K-920.0K-4.2K0.00107.53N/AN/A0076034
2019-07-10$22.89$22.5048.4%13.9%22.8%49.8%0.0%7.7%-17.3%30.0K-982.9K-4.2K0.00124.87N/AN/A0076034
2019-07-11$22.40$22.5045.9%13.2%23.5%45.5%0.0%2.2%-11.9%31.2K-893.7K-4.2K0.00119.86N/AN/A2076034
2019-07-12$23.22$22.5046.7%13.4%26.7%46.8%0.0%7.6%-14.8%32.9K-979.0K-4.2K0.00111.35N/AN/A2076034
2019-07-15$22.98$22.5051.6%14.8%26.6%55.1%53.0%10.9%-18.0%31.9K-1.0M-4.1K0.00112.70N/AN/A0276034
2019-07-16$23.35$22.5048.5%13.9%27.1%50.0%38.4%6.3%-27.2%33.0K-1.0M-4.2K0.00116.00N/AN/A0276034
2019-07-17$23.55$22.5054.8%15.7%25.9%60.5%54.4%10.0%-24.0%34.5K-1.1M-4.1K0.00111.83N/AN/A0276034
2019-07-18$23.31$22.5051.7%14.8%26.3%55.4%50.3%7.5%-23.3%32.4K-1.0M-4.1K1.25113.67N/AN/A4576034
2019-07-19$23.00$22.5046.4%13.3%26.7%46.3%48.1%10.3%-12.5%29.6K-999.4K-4.1K1.00112.68N/AN/A5575834
2019-07-22$23.32$0.0054.2%15.5%26.3%59.6%0.0%9.8%3.8%31.5K-1.0M-4.0K0.00109.85N/AN/A007401
2019-07-23$23.08$0.0055.9%16.0%24.4%62.5%77.8%11.5%5.7%33.6K-958.0K-4.0K0.00118.10N/AN/A1007401
2019-07-24$23.39$20.0055.1%15.8%22.9%61.0%84.5%14.3%4.0%36.2K-1.0M-4.0K0.00116.19N/AN/A1007501
2019-07-25$23.45$20.0051.0%14.6%22.8%54.1%49.6%5.7%28.7%32.6K-1.1M-4.0K0.1694.67N/AN/A1937501
2019-07-26$24.12$20.0039.4%11.3%24.2%34.5%46.5%-21.8%29.6%33.6K-1.2M-4.0K0.10131.16N/AN/A2937694
2019-07-29$23.43$20.0052.3%15.0%27.2%56.4%20.7%-15.2%-41.2%35.1K-1.1M-4.0K0.00113.22N/AN/A017694
2019-07-30$24.15$20.0032.6%9.3%27.7%23.1%29.5%-11.3%-0.8%37.2K-1.2M-3.8K1.00116.07N/AN/A117704
2019-07-31$24.62$20.0035.2%10.1%28.1%27.5%35.4%-9.3%-4.8%37.1K-1.3M-3.7K0.06116.99N/AN/A1617704