AGYS Options History — December 2019

In December 2019, AGYS traded between $24.26 and $26.27. ATM implied volatility averaged 43.8%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 13.3% (HV 20d: 30.5%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-12-03: Highest Volume — 81 contracts
  • 2019-12-11: Largest IV drop — 33.9% change
  • 2019-12-04: Highest IV Rank — 56.7%
  • 2019-12-04: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.29$24.26$26.27$24.71$25.54
Max Pain$22.50$22.50$22.50$22.50$22.50
ATM IV43.8%25.0%59.7%50.4%47.4%
Expected Move11.7%7.2%17.1%14.5%13.6%
HV 20d30.5%21.2%32.9%21.2%31.5%
HV 60d30.5%29.0%32.9%30.5%29.0%
IV Rank33.9%6.8%56.7%43.4%39.1%
IV Percentile68.0%2.8%96.4%86.9%78.6%
Term Structure-12.9%-29.1%9.6%-14.7%-25.3%
VWIV29.1%29.1%29.1%29.1%29.1%
Skew 25d-1.3%-13.1%21.4%-10.5%-4.0%
Skew 10d6.1%-19.5%20.9%-15.7%14.3%
Call IV 25d35.8%23.2%58.9%58.9%42.0%
Put IV 25d34.6%26.3%50.9%48.3%38.0%
Bid-Ask Spread %125.06113.55129.85125.47127.70
Gamma HHI0.620.460.750.740.59
Net GEX26.2K17.4K34.5K24.8K26.4K
Net DEX-1.1M-1.2M-906.7K-925.2K-1.1M
Net VEX-1.3K-1.6K-814-1.4K-928
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.010.010.00
Total Volume508100
Total OI614.714556622556620

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$24.71$0.0050.4%14.5%21.2%43.4%0.0%-10.5%-14.7%24.8K-925.2K-1.4K0.00125.47N/AN/A005542
2019-12-03$26.27$0.0058.3%16.7%30.3%54.7%0.0%7.8%-23.7%18.3K-1.2M-1.0K0.01122.96N/AN/A8015542
2019-12-04$26.04$0.0059.7%17.1%30.3%56.7%0.0%-13.1%-29.1%25.1K-1.1M-1.6K0.00128.13N/AN/A006173
2019-12-05$26.03$22.5055.4%10.5%28.9%50.5%0.0%1.4%-16.8%24.9K-1.1M-1.5K0.00124.64N/AN/A006173
2019-12-06$25.90$22.5049.9%13.0%27.8%42.6%0.0%21.4%-6.8%23.7K-1.1M-1.6K0.00122.20N/AN/A1006173
2019-12-09$25.15$22.5056.2%9.3%29.6%51.6%0.0%0.4%-3.8%20.2K-1.1M-1.1K0.00124.05N/AN/A006173
2019-12-10$24.68$22.5049.7%9.5%30.5%42.4%0.0%2.0%-7.5%26.8K-1.0M-1.4K0.00121.93N/AN/A006173
2019-12-11$24.64$22.5032.9%9.4%30.1%18.1%0.0%-3.7%-9.3%31.9K-965.2K-1.6K0.00128.48N/AN/A1106173
2019-12-12$24.76$22.5034.2%9.8%30.0%19.9%0.0%-4.1%-9.8%31.4K-1.0M-1.3K0.00127.30N/AN/A106183
2019-12-13$24.26$22.5034.6%9.9%30.9%20.6%0.0%1.4%-5.1%34.5K-906.7K-1.5K0.00113.55N/AN/A006193
2019-12-16$24.55$22.5025.0%7.2%30.9%6.8%0.0%-3.3%4.0%33.6K-1.0M-1.2K0.00119.54N/AN/A006193
2019-12-17$24.63$22.5033.3%9.5%30.4%18.7%0.0%-11.2%-12.7%32.7K-966.8K-1.3K0.00129.59N/AN/A006193
2019-12-18$25.16$22.5039.6%11.4%31.2%27.8%0.0%-10.4%-26.4%27.1K-961.5K-1.6K0.00124.73N/AN/A006193
2019-12-19$25.48$22.5039.5%11.3%31.3%27.7%0.0%0.4%-22.3%27.4K-1.1M-1.3K0.00127.39N/AN/A006193
2019-12-20$26.07$22.5041.8%12.0%31.8%31.0%0.0%1.7%-25.5%24.2K-1.2M-1.2K0.00125.11N/AN/A106193
2019-12-23$25.51$22.5040.9%11.7%32.7%29.6%0.0%6.6%9.6%17.4K-1.2M-8820.00121.86N/AN/A006183
2019-12-24$25.56$22.5041.7%12.0%32.7%30.9%0.0%-1.1%0.9%26.3K-1.1M-1.1K0.00127.48N/AN/A006183
2019-12-26$25.30$22.5045.1%12.9%32.9%35.8%0.0%6.4%-3.5%21.9K-1.1M-9650.00126.42N/AN/A006183
2019-12-27$25.53$22.5042.2%12.1%32.9%31.5%29.1%-4.3%-20.0%26.3K-1.1M-1.1K0.00127.87N/AN/A016183
2019-12-30$25.38$22.5042.4%12.2%32.9%31.8%0.0%-10.4%-23.8%26.1K-1.0M-8140.00129.85N/AN/A006182
2019-12-31$25.54$22.5047.4%13.6%31.5%39.1%0.0%-4.0%-25.3%26.4K-1.1M-9280.00127.70N/AN/A006182