AGYS Options History — November 2019

In November 2019, AGYS traded between $23.41 and $25.56. ATM implied volatility averaged 45.6%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 15.3% (HV 20d: 30.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-11-27: Highest Volume — 20 contracts
  • 2019-11-11: Largest IV spike — 131.4% change
  • 2019-11-12: Highest IV Rank — 100.0%
  • 2019-11-01: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.67$23.41$25.56$24.61$25.35
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV45.6%27.8%89.7%49.1%45.5%
Expected Move10.7%8.0%14.1%14.1%13.0%
HV 20d30.3%20.5%34.8%33.8%20.5%
HV 60d33.5%30.4%34.3%34.2%30.4%
IV Rank39.8%10.8%100.0%49.7%36.3%
IV Percentile66.5%14.7%100.0%85.3%77.8%
Term Structure-7.8%-21.2%5.4%-21.2%-11.0%
Skew 25d-4.8%-26.8%7.9%-26.8%2.1%
Skew 10d-2.4%-11.7%9.0%-11.7%-2.2%
Call IV 25d38.8%32.4%63.8%63.8%36.9%
Put IV 25d34.0%22.5%45.8%37.0%39.0%
Bid-Ask Spread %117.84108.64125.27120.97116.36
Gamma HHI0.730.470.820.760.66
Net GEX23.4K10.8K27.3K23.6K21.3K
Net DEX-899.3K-1.1M-708.2K-845.3K-1.1M
Net VEX-1.6K-2.0K-1.3K-2.0K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.7502000
Total OI550.6531565565556

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$24.61$25.0049.1%14.1%33.8%49.7%0.0%-26.8%-21.2%23.6K-845.3K-2.0K0.00120.97N/AN/A0053332
2019-11-04$24.60$0.0051.5%9.4%32.3%53.8%0.0%4.1%-3.0%24.2K-881.2K-1.8K0.00108.64N/AN/A4053032
2019-11-05$24.39$0.0050.8%11.3%32.1%52.6%0.0%4.2%-7.9%23.6K-833.2K-1.9K0.00116.03N/AN/A0053232
2019-11-06$23.87$0.0052.6%11.0%32.6%55.8%0.0%7.9%-7.8%26.5K-753.4K-1.9K0.00113.00N/AN/A0053232
2019-11-07$23.41$0.0076.2%11.9%32.9%96.5%0.0%5.5%-11.5%27.3K-708.2K-1.9K0.00112.10N/AN/A0053232
2019-11-08$23.92$0.0029.9%9.6%34.1%16.5%0.0%0.1%-4.4%26.0K-756.2K-1.9K0.00114.47N/AN/A0053232
2019-11-11$24.03$0.0069.2%9.7%34.3%84.4%0.0%1.9%-4.9%24.5K-801.3K-1.8K0.00119.06N/AN/A0053232
2019-11-12$24.38$0.0089.7%9.1%34.8%100.0%0.0%6.3%-8.0%27.3K-846.7K-1.7K0.00118.94N/AN/A0053232
2019-11-13$24.58$0.0036.9%10.6%34.8%23.9%0.0%-1.1%-11.6%26.4K-894.6K-1.6K0.00111.80N/AN/A0053232
2019-11-14$24.59$0.0033.8%9.7%34.1%19.4%0.0%-9.0%-4.3%22.2K-867.3K-1.6K0.00116.48N/AN/A0053232
2019-11-15$24.89$0.0033.0%9.5%34.4%18.2%0.0%-4.2%-6.4%10.8K-906.3K-1.5K0.00115.20N/AN/A1053232
2019-11-18$24.49$0.0031.2%9.0%33.9%15.7%0.0%-15.8%5.4%24.0K-883.4K-1.7K0.00119.81N/AN/A005292
2019-11-19$24.65$0.0035.6%10.2%33.6%22.0%0.0%-10.7%-7.0%23.8K-929.5K-1.5K0.00114.49N/AN/A005292
2019-11-20$24.94$0.0037.0%10.6%29.7%24.1%0.0%-7.7%-3.8%23.9K-962.9K-1.5K0.00123.05N/AN/A005292
2019-11-21$25.34$0.0027.8%8.0%27.8%10.8%0.0%-6.1%5.0%22.0K-1.0M-1.4K0.00121.48N/AN/A005292
2019-11-22$25.17$0.0039.6%11.4%27.9%27.8%0.0%-3.2%-9.2%24.0K-989.1K-1.4K0.00124.36N/AN/A005292
2019-11-25$25.21$0.0040.5%11.6%21.2%29.1%0.0%-7.2%-10.1%23.3K-984.5K-1.4K0.00121.27N/AN/A005292
2019-11-26$25.38$0.0040.0%11.5%21.1%28.4%0.0%-16.5%-13.7%23.3K-1.0M-1.3K0.00125.27N/AN/A1005292
2019-11-27$25.56$0.0042.3%12.1%20.8%31.6%0.0%-18.9%-19.9%20.4K-1.0M-1.3K0.00124.08N/AN/A2005342
2019-11-29$25.35$0.0045.5%13.0%20.5%36.3%0.0%2.1%-11.0%21.3K-1.1M-1.3K0.00116.36N/AN/A005542