AGYS Options History — March 2020

In March 2020, AGYS traded between $12.98 and $32.16. ATM implied volatility averaged 103.2%, placing in the 76.7% IV rank vs the trailing year. The 30-day expected move averaged 28.9%. IV traded above realized volatility by 16.5% (HV 20d: 86.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2020-03-16: Highest Volume — 27 contracts
  • 2020-03-06: Largest IV spike — 110.7% change
  • 2020-03-09: Highest IV Rank — 100.0%
  • 2020-03-30: Largest Expected Move — 49.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.33$12.98$32.16$32.16$16.61
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV103.2%44.8%172.2%65.6%102.2%
Expected Move28.9%13.8%49.4%18.8%29.3%
HV 20d86.7%35.8%141.2%35.8%141.2%
HV 60d63.7%32.7%90.1%32.7%90.1%
IV Rank76.7%26.3%100.0%48.5%53.9%
IV Percentile95.4%66.7%100.0%95.2%94.8%
Term Structure-29.3%-49.3%-6.3%-46.2%-28.3%
VWIV85.9%56.1%134.8%56.5%134.8%
Skew 25d17.8%-31.9%53.1%-12.3%2.9%
Skew 10d28.0%-26.1%95.8%5.3%-3.8%
Call IV 25d91.7%49.0%158.3%54.7%111.5%
Put IV 25d109.5%42.4%170.1%42.4%114.4%
Bid-Ask Spread %130.08111.70148.87115.70145.41
Gamma HHI0.300.210.390.390.27
Net GEX9.0K41839.0K39.0K645
Net DEX-39.9K-823.0K160.6K-823.0K130.5K
Net VEX-1.3K-3.5K-237-3.5K-572
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.000.500.000.27
Total Volume6.455027210
Total OI1,063.8189821,1411,046985

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$32.16$30.0065.6%18.8%35.8%48.5%56.5%-12.3%-46.2%39.0K-823.0K-3.5K0.00115.70N/AN/A210946100
2020-03-03$30.42$30.0057.0%16.4%40.8%39.3%0.0%-0.6%-28.5%28.6K-519.4K-2.8K0.00122.50N/AN/A00967100
2020-03-04$28.82$30.0048.0%13.8%40.1%29.6%0.0%-2.1%-11.1%25.8K-358.8K-2.7K0.29119.11N/AN/A144967100
2020-03-05$28.01$30.0044.8%16.0%37.5%26.3%0.0%3.4%-7.3%20.8K-223.8K-2.4K0.00117.53N/AN/A00981104
2020-03-06$26.06$30.0094.5%26.1%39.7%79.4%90.1%53.1%-45.4%18.7K-294.0K-2.7K0.00111.70N/AN/A08981104
2020-03-09$24.43$30.00116.4%22.1%43.1%100.0%56.1%28.7%-22.7%15.2K-221.7K-2.4K0.50119.94N/AN/A105981112
2020-03-10$24.42$30.00105.9%23.8%41.7%89.0%0.0%27.3%-27.8%12.6K-128.1K-2.1K0.00127.85N/AN/A03981113
2020-03-11$24.28$30.0067.6%19.4%41.3%49.3%0.0%34.8%-22.1%11.4K-50.5K-1.8K0.00124.59N/AN/A03981112
2020-03-12$20.53$30.0097.8%28.0%66.3%80.7%80.4%9.3%-30.2%4.9K95.7K-9600.27146.62N/AN/A154981113
2020-03-13$19.93$30.0096.7%27.7%63.9%79.5%0.0%8.7%-35.7%4.7K90.1K-9950.00148.87N/AN/A06996119
2020-03-16$17.76$30.00120.0%34.4%70.2%100.0%97.5%8.3%-45.5%3.2K111.2K-7840.00140.06N/AN/A027996123
2020-03-17$17.07$30.00119.2%34.2%69.9%99.2%0.0%45.2%-34.4%3.6K77.1K-9990.00130.64N/AN/A01996140
2020-03-18$12.98$30.00123.5%35.4%108.2%100.0%0.0%8.4%-39.7%418160.1K-2370.00125.47N/AN/A012996140
2020-03-19$14.95$30.00109.4%31.4%127.6%86.3%0.0%-17.1%-24.3%1.0K156.4K-4820.00128.57N/AN/A00996145
2020-03-20$14.39$30.00120.4%34.5%127.0%97.0%0.0%-31.9%-47.4%672156.2K-4240.00133.72N/AN/A05996145
2020-03-23$14.41$30.00132.5%38.0%127.9%100.0%0.0%1.9%-8.9%884136.6K-3430.00133.54N/AN/A03859123
2020-03-24$15.21$30.00116.4%33.4%132.4%85.7%134.8%39.6%-6.3%874152.9K-3270.00135.85N/AN/A01859126
2020-03-25$16.47$30.00143.7%41.2%138.8%100.0%0.0%41.3%-49.3%1.9K114.4K-6820.00141.71N/AN/A00859126
2020-03-26$16.70$30.0096.7%27.7%139.5%61.9%0.0%45.6%-17.4%601151.0K-4330.00134.22N/AN/A00859126
2020-03-27$15.97$30.00120.7%34.6%138.0%81.4%0.0%48.9%-28.4%594160.6K-3320.00141.56N/AN/A00859126
2020-03-30$15.68$30.00172.2%49.4%137.5%100.0%0.0%47.4%-37.1%2.8K49.4K-8940.00116.55N/AN/A00859126
2020-03-31$16.61$30.00102.2%29.3%141.2%53.9%0.0%2.9%-28.3%645130.5K-5720.00145.41N/AN/A00859126