AGYS Options History — October 2019

In October 2019, AGYS traded between $24.26 and $26.86. ATM implied volatility averaged 48.8%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 16.9% (HV 20d: 31.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-10-07: Highest Volume — 46 contracts
  • 2019-10-03: Largest IV spike — 63.4% change
  • 2019-10-08: Highest IV Rank — 80.4%
  • 2019-10-21: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.83$24.26$26.86$25.22$25.14
Max Pain$23.64$20.00$25.00$22.50$25.00
ATM IV48.8%32.5%66.8%38.4%47.8%
Expected Move13.3%9.3%16.2%11.0%13.7%
HV 20d31.9%25.1%38.4%38.2%33.3%
HV 60d34.5%33.4%36.2%34.6%35.2%
IV Rank49.2%21.0%80.4%31.2%47.5%
IV Percentile83.9%43.7%98.4%63.1%84.1%
Term Structure-17.3%-43.2%13.6%12.2%-21.3%
VWIV44.1%29.2%55.0%29.2%55.0%
Skew 25d3.2%-27.3%23.6%-3.5%-8.4%
Skew 10d-2.1%-15.0%19.7%-2.9%-9.2%
Call IV 25d38.7%26.8%57.9%45.5%46.2%
Put IV 25d41.9%30.6%53.7%42.0%37.8%
Bid-Ask Spread %118.4781.17130.38110.08117.18
Gamma HHI0.640.470.810.630.72
Net GEX25.4K19.9K33.0K33.0K22.7K
Net DEX-1.4M-1.7M-816.6K-1.4M-942.2K
Net VEX-1.9K-2.3K-1.4K-2.3K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.26104600
Total OI683.87528776761565

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$25.22$22.5038.4%11.0%38.2%31.2%0.0%-3.5%12.2%33.0K-1.4M-2.3K0.00110.08N/AN/A0074615
2019-10-02$25.73$22.5032.5%9.3%38.4%21.0%29.2%-0.8%13.6%31.2K-1.6M-1.9K0.00112.20N/AN/A15074615
2019-10-03$26.07$20.0053.1%12.5%36.5%56.6%0.0%5.9%-10.9%27.4K-1.6M-2.0K0.00119.66N/AN/A0076115
2019-10-04$26.22$20.0052.3%12.3%35.5%55.3%0.0%2.6%-22.3%26.7K-1.6M-2.1K0.00129.40N/AN/A0076115
2019-10-07$26.86$0.0063.0%13.9%36.2%73.7%0.0%11.5%-27.9%24.4K-1.7M-1.4K0.00129.96N/AN/A46072815
2019-10-08$26.44$0.0066.8%13.3%35.4%80.4%0.0%8.2%-24.1%23.9K-1.7M-1.6K0.00130.38N/AN/A10074615
2019-10-09$26.50$0.0046.9%13.5%31.1%46.0%0.0%2.2%-27.0%28.0K-1.6M-1.9K0.00127.54N/AN/A0175115
2019-10-10$26.49$0.0046.0%13.2%31.1%44.4%0.0%-0.6%-27.0%27.2K-1.7M-1.8K0.00125.71N/AN/A10075115
2019-10-11$26.62$0.0051.7%14.8%29.3%54.3%0.0%14.7%-18.6%26.9K-1.6M-2.0K0.00122.43N/AN/A0076115
2019-10-14$26.59$0.0050.3%14.4%28.9%51.7%0.0%-3.1%-43.2%24.7K-1.7M-1.6K0.00116.83N/AN/A0076115
2019-10-15$26.25$0.0050.2%14.4%29.0%51.6%0.0%1.8%-20.3%27.4K-1.6M-2.0K0.00111.85N/AN/A0076115
2019-10-16$25.88$0.0049.1%14.1%28.4%49.7%0.0%16.8%-18.5%32.0K-1.5M-2.1K0.00111.59N/AN/A0076115
2019-10-17$26.32$0.0051.2%14.7%29.3%53.4%0.0%23.6%-22.4%20.7K-1.7M-1.9K0.00112.75N/AN/A0076115
2019-10-18$26.03$0.0046.8%13.4%29.3%45.8%0.0%7.0%-23.4%21.0K-1.6M-1.9K0.00117.69N/AN/A1076115
2019-10-21$26.48$0.0056.4%16.2%29.4%62.2%0.0%21.7%-9.5%23.4K-1.1M-1.4K0.00118.97N/AN/A005262
2019-10-22$25.96$0.0051.8%14.9%25.1%54.5%48.8%15.9%-1.0%19.9K-1.1M-1.6K0.00119.40N/AN/A0105262
2019-10-23$24.79$25.0043.5%12.5%29.2%40.1%45.0%2.7%-12.8%24.3K-883.8K-1.9K0.00120.75N/AN/A01052612
2019-10-24$25.61$25.0040.4%11.6%30.1%34.7%42.8%10.3%-1.8%20.5K-991.4K-1.9K0.0081.17N/AN/A3052622
2019-10-25$25.48$25.0047.5%13.6%29.6%46.9%55.0%7.5%-28.4%23.1K-948.1K-1.9K0.00121.52N/AN/A13052932
2019-10-28$24.26$25.0041.8%12.0%34.0%37.1%0.0%-24.3%-22.0%24.8K-838.6K-1.9K0.00125.26N/AN/A1053332
2019-10-29$24.47$25.0049.3%14.1%33.7%50.0%0.0%-27.3%-22.9%24.1K-816.6K-2.0K0.00119.37N/AN/A1053332
2019-10-30$24.78$25.0046.1%13.2%33.2%44.5%0.0%-11.4%-19.4%26.6K-875.5K-1.9K0.00122.98N/AN/A0053332
2019-10-31$25.14$25.0047.8%13.7%33.3%47.5%0.0%-8.4%-21.3%22.7K-942.2K-1.8K0.00117.18N/AN/A0053332