AGYS Options History — August 2019

In August 2019, AGYS traded between $24.42 and $27.80. ATM implied volatility averaged 35.6%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 5.2% (HV 20d: 30.4%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.06.

Notable Days

  • 2019-08-06: Highest Volume — 729 contracts
  • 2019-08-14: Largest IV drop — 58.0% change
  • 2019-08-13: Highest IV Rank — 96.6%
  • 2019-08-02: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.81$24.42$27.80$24.42$27.24
Max Pain$24.29$20.00$25.00$20.00$25.00
ATM IV35.6%20.3%76.2%32.9%21.9%
Expected Move8.4%5.8%12.3%9.4%6.3%
HV 20d30.4%27.9%32.7%28.1%30.0%
HV 60d28.5%27.4%29.5%28.0%27.8%
IV Rank28.2%2.5%96.6%23.6%5.1%
IV Percentile46.3%1.2%99.2%51.2%2.4%
Term Structure5.0%-6.8%36.5%-1.8%25.5%
VWIV28.8%17.4%59.9%59.9%23.7%
Skew 25d-3.3%-32.3%8.2%-10.1%-8.6%
Skew 10d-7.6%-42.8%8.5%-21.8%-14.3%
Call IV 25d32.0%24.5%58.4%42.0%33.2%
Put IV 25d28.7%18.6%40.6%32.0%24.7%
Bid-Ask Spread %114.18103.78123.48115.63119.41
Gamma HHI0.510.460.620.580.50
Net GEX36.2K27.7K64.3K39.8K28.7K
Net DEX-2.0M-2.5M-1.2M-1.3M-1.9M
Net VEX-3.0K-4.6K-2.1K-3.6K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.710.050.00
Total Volume63.5910729234
Total OI917.9557441,191779849

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$24.42$20.0032.9%9.4%28.1%23.6%59.9%-10.1%-1.8%39.8K-1.3M-3.6K0.05115.63N/AN/A2217754
2019-08-02$24.55$20.0042.9%12.3%28.1%40.5%44.1%-32.3%-3.7%35.6K-1.2M-3.8K0.00120.84N/AN/A107744
2019-08-05$24.73$0.0046.9%11.2%27.9%47.3%0.0%-0.8%-3.9%36.1K-1.3M-3.7K0.02123.48N/AN/A10227734
2019-08-06$25.26$22.5040.9%10.5%28.5%37.1%36.5%2.9%-4.4%31.1K-1.4M-3.3K0.00111.09N/AN/A72907386
2019-08-07$26.24$22.5040.8%10.0%30.5%36.9%34.9%6.0%-0.5%64.3K-2.3M-4.6K0.03108.08N/AN/A9931,1856
2019-08-08$27.44$25.0042.2%8.4%31.3%39.3%17.4%-0.1%6.6%46.5K-2.5M-4.1K0.03103.78N/AN/A14341,1469
2019-08-09$27.65$25.0051.5%7.0%29.8%55.1%31.8%-3.9%6.6%40.2K-2.5M-3.3K0.00116.80N/AN/A6101,05313
2019-08-12$27.42$25.0056.5%6.5%29.7%63.4%25.7%-6.3%0.4%40.0K-2.4M-3.0K0.11119.69N/AN/A911,01413
2019-08-13$27.69$25.0076.2%7.7%29.5%96.6%0.0%-8.0%0.7%36.2K-2.4M-3.0K0.00115.05N/AN/A001,00314
2019-08-14$26.88$25.0032.0%9.2%32.5%22.2%31.6%-0.1%-1.7%43.1K-2.2M-3.3K0.00112.42N/AN/A3401,00314
2019-08-15$27.27$25.0032.9%9.4%32.0%23.6%32.1%5.2%-6.8%40.5K-2.3M-3.1K0.00111.08N/AN/A67099914
2019-08-16$27.80$25.0027.1%7.8%31.2%13.9%17.9%1.9%-1.3%31.7K-2.3M-2.6K0.00110.23N/AN/A32093614
2019-08-19$27.34$25.0020.3%5.8%32.5%2.5%21.6%-8.5%2.4%30.1K-2.2M-2.3K0.00109.17N/AN/A3088912
2019-08-20$27.22$25.0026.3%7.5%32.1%12.5%21.2%3.3%36.5%34.9K-2.0M-3.0K0.00109.00N/AN/A27088812
2019-08-21$27.71$25.0027.8%8.0%32.2%15.0%23.6%-0.5%-3.8%27.7K-2.1M-2.3K0.00112.66N/AN/A17086312
2019-08-22$27.57$25.0026.5%7.6%32.5%12.9%0.0%-6.1%-6.2%28.6K-2.0M-2.5K0.00116.24N/AN/A0085612
2019-08-23$27.14$25.0021.9%6.3%32.7%5.1%23.2%-17.4%24.9%32.7K-2.0M-2.8K0.00113.49N/AN/A5085612
2019-08-26$27.12$25.0028.3%8.1%30.1%15.8%31.8%3.6%18.5%31.8K-2.0M-2.5K0.25113.27N/AN/A16485112
2019-08-27$26.90$25.0027.3%7.8%29.3%14.2%22.9%8.2%18.9%32.2K-1.9M-2.6K0.00116.91N/AN/A1083716
2019-08-28$26.82$25.0026.6%7.6%29.0%13.0%0.0%3.7%7.7%36.9K-1.9M-2.6K0.00116.49N/AN/A0083716
2019-08-29$27.51$25.0033.8%9.7%29.5%25.1%18.0%-5.1%-4.1%28.0K-2.0M-2.1K0.71117.10N/AN/A7583516
2019-08-30$27.24$25.0021.9%6.3%30.0%5.1%23.7%-8.6%25.5%28.7K-1.9M-2.5K0.00119.41N/AN/A4082821