AGYS Options History — January 2020

In January 2020, AGYS traded between $25.73 and $33.48. ATM implied volatility averaged 51.9%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 29.0% (HV 20d: 22.9%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2020-01-29: Highest Volume — 173 contracts
  • 2020-01-31: Largest IV spike — 161.6% change
  • 2020-01-13: Highest IV Rank — 100.0%
  • 2020-01-03: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.14$25.73$33.48$25.78$32.50
Max Pain$28.75$22.50$30.00$22.50$30.00
ATM IV51.9%20.3%113.8%49.3%53.0%
Expected Move11.2%5.8%16.8%14.1%15.2%
HV 20d22.9%16.5%35.4%22.6%35.4%
HV 60d28.4%26.1%30.5%28.7%30.5%
IV Rank39.8%0.0%100.0%41.7%35.0%
IV Percentile68.6%0.0%100.0%82.1%88.1%
Term Structure-10.5%-37.9%20.7%-29.5%-37.9%
VWIV34.2%20.1%51.6%29.5%20.1%
Skew 25d-0.3%-10.7%14.6%-7.4%3.9%
Skew 10d3.2%-15.3%29.9%8.7%6.5%
Call IV 25d34.5%20.2%44.4%42.5%26.1%
Put IV 25d34.2%25.5%52.8%35.2%30.0%
Bid-Ask Spread %121.5687.68133.82126.75112.29
Gamma HHI0.620.380.880.560.38
Net GEX21.6K7.8K27.4K24.1K20.4K
Net DEX-938.4K-1.5M-249.2K-1.1M-805.4K
Net VEX-1.3K-2.8K-607-864-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.001.840.000.06
Total Volume30.8570173037
Total OI544.095237695620657

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$25.78$22.5049.3%14.1%22.6%41.7%0.0%-7.4%-29.5%24.1K-1.1M-8640.00126.75N/AN/A006182
2020-01-03$25.81$22.5058.7%16.8%22.4%55.3%0.0%4.7%-33.6%25.5K-1.1M-1.0K0.00126.48N/AN/A006182
2020-01-06$25.73$0.0058.4%10.8%22.5%54.9%0.0%-2.9%-14.3%25.0K-1.1M-8390.00126.01N/AN/A1006182
2020-01-07$25.75$0.0062.0%10.8%22.4%60.1%0.0%-1.6%-10.8%25.3K-1.1M-8920.00133.82N/AN/A006282
2020-01-08$25.86$0.0067.3%11.2%19.6%67.7%0.0%5.1%-12.9%24.5K-1.2M-8730.00131.11N/AN/A006282
2020-01-09$25.83$0.0066.3%10.1%18.1%66.2%0.0%-4.6%-13.9%24.5K-1.2M-8630.00132.28N/AN/A006282
2020-01-10$25.90$0.0070.5%10.0%18.1%72.3%0.0%-5.1%-13.1%23.3K-1.2M-8300.00130.05N/AN/A506282
2020-01-13$26.06$0.0096.8%10.8%18.1%100.0%0.0%-8.6%-19.5%21.3K-1.2M-7130.00129.44N/AN/A206332
2020-01-14$25.85$0.00113.8%11.6%16.5%100.0%0.0%-3.4%-19.9%23.3K-1.2M-6840.00133.61N/AN/A206352
2020-01-15$26.22$0.0038.0%10.9%16.7%18.9%0.0%-4.9%-20.4%7.8K-1.3M-6070.00124.90N/AN/A3006332
2020-01-16$27.60$0.0032.4%9.3%23.8%12.9%29.5%0.5%-4.9%11.2K-1.4M-8660.00124.28N/AN/A3006632
2020-01-17$28.11$30.0032.6%9.3%23.6%13.1%0.0%-10.5%-12.8%16.7K-1.5M-1.1K0.00125.06N/AN/A3706932
2020-01-21$28.59$30.0036.6%10.5%23.8%17.4%43.4%-3.6%20.7%16.1K-249.2K-1.3K0.00112.45N/AN/A5002370
2020-01-22$28.66$30.0034.5%9.9%23.0%15.1%0.0%-10.1%19.3%21.8K-321.1K-1.5K0.00117.84N/AN/A9902870
2020-01-23$29.10$30.0033.1%9.5%21.0%13.6%0.0%-10.7%-8.6%25.3K-364.7K-1.7K0.00123.92N/AN/A103370
2020-01-24$30.04$30.0043.9%12.6%22.7%25.2%0.0%8.2%-9.1%26.5K-489.2K-1.9K0.00120.03N/AN/A3203370
2020-01-27$30.20$30.0051.0%14.6%21.7%32.8%51.6%10.1%-13.1%25.6K-517.6K-2.1K0.87116.03N/AN/A15133650
2020-01-28$30.94$30.0044.0%12.6%22.4%25.3%44.0%14.6%-2.4%27.4K-579.4K-2.1K1.8487.68N/AN/A376837015
2020-01-29$33.48$30.0027.5%7.9%32.5%7.6%30.5%8.0%4.0%17.4K-974.7K-2.0K0.22105.24N/AN/A14231401115
2020-01-30$32.99$30.0020.3%5.8%34.0%0.0%20.6%11.6%12.6%21.5K-848.1K-2.6K1.33113.53N/AN/A34526132
2020-01-31$32.50$30.0053.0%15.2%35.4%35.0%20.1%3.9%-37.9%20.4K-805.4K-2.8K0.06112.29N/AN/A352529128