AGYS Options History — April 2020

In April 2020, AGYS traded between $14.08 and $20.28. ATM implied volatility averaged 97.7%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded below realized volatility by 30.0% (HV 20d: 127.7%). Max pain ranged from $10.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.10.

Notable Days

  • 2020-04-06: Highest Volume — 65 contracts
  • 2020-04-29: Largest IV spike — 50.7% change
  • 2020-04-29: Highest IV Rank — 80.9%
  • 2020-04-29: Largest Expected Move — 41.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.45$14.08$20.28$15.51$19.68
Max Pain$12.14$10.00$30.00$30.00$12.50
ATM IV97.7%60.4%143.1%110.8%71.7%
Expected Move25.7%16.5%41.0%31.8%20.6%
HV 20d127.7%103.2%163.4%141.6%103.2%
HV 60d101.5%91.0%106.3%91.0%105.8%
IV Rank51.0%26.4%80.9%59.6%33.9%
IV Percentile91.3%82.9%99.2%95.6%83.7%
Term Structure-7.9%-63.1%29.3%-55.1%21.4%
VWIV96.1%52.0%164.7%151.9%164.7%
Skew 25d17.9%-70.3%109.5%-36.1%-70.3%
Skew 10d21.2%-15.5%72.4%13.3%0.5%
Call IV 25d79.8%50.7%139.6%125.2%139.6%
Put IV 25d97.8%69.4%164.0%89.1%69.4%
Bid-Ask Spread %131.85107.22147.15132.76138.02
Gamma HHI0.210.170.280.250.22
Net GEX2.2K3193.8K5683.6K
Net DEX-21.4K-139.1K138.7K133.6K-106.7K
Net VEX-712-1.0K-323-482-791
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.001.090.000.00
Total Volume13.81065103
Total OI720.0953201,033985375

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$15.51$30.00110.8%31.8%141.6%59.6%0.0%-36.1%-55.1%568133.6K-4820.00132.76N/AN/A100859126
2020-04-02$15.56$17.50128.9%21.5%142.1%71.5%151.9%26.4%10.6%1.1K117.6K-5570.00129.67N/AN/A05869126
2020-04-03$14.08$10.00102.7%17.9%143.6%54.3%0.0%-14.1%28.3%319138.7K-3230.00132.32N/AN/A00869131
2020-04-06$16.29$10.00141.9%34.9%155.9%80.1%136.8%43.5%-54.2%1.1K26.4K-5110.00139.09N/AN/A65086966
2020-04-07$17.01$10.00114.5%16.5%157.4%62.0%52.0%22.0%29.3%2.5K-29.8K-7550.42140.17N/AN/A261191166
2020-04-08$18.91$10.0070.3%20.2%163.4%33.0%73.2%11.5%-3.1%2.8K-64.8K-9060.00126.62N/AN/A6092466
2020-04-09$19.03$10.0060.4%17.3%152.8%26.4%70.1%6.7%27.9%2.7K-86.2K-9811.09112.66N/AN/A111292866
2020-04-13$18.24$10.0089.5%25.7%153.2%45.6%0.0%24.1%-29.6%2.2K-45.5K-7730.00107.22N/AN/A15092768
2020-04-14$18.27$10.0083.3%23.9%147.5%41.5%53.3%36.4%-2.4%2.3K-68.7K-9380.00135.32N/AN/A11094268
2020-04-15$17.25$10.0087.8%25.2%148.3%44.4%0.0%63.5%-8.3%2.7K-8.4K-6780.00136.49N/AN/A10094568
2020-04-16$15.75$10.00110.0%31.6%113.5%59.1%91.4%23.4%-20.3%1.3K-6.3K-6290.00138.66N/AN/A13095568
2020-04-17$17.26$10.00110.2%31.6%107.0%59.2%133.0%1.4%-41.6%1.6K-11.6K-5800.00125.02N/AN/A2096568
2020-04-20$17.31$10.0079.1%22.7%105.7%38.8%71.3%27.7%-15.5%2.3K-51.6K-7980.00119.03N/AN/A12025961
2020-04-21$16.27$10.0084.8%24.3%108.7%42.5%90.4%11.5%-4.8%1.9K-1.1K-5380.00121.70N/AN/A01127061
2020-04-22$17.28$12.5087.8%25.2%109.1%44.4%0.0%14.8%20.2%1.8K-22.1K-6910.00134.65N/AN/A01027072
2020-04-23$17.59$12.5086.5%24.8%105.7%43.6%67.0%-4.3%3.6%2.0K-28.4K-7180.00146.53N/AN/A20027072
2020-04-24$17.55$12.5084.5%24.2%105.7%42.3%84.6%38.0%6.3%2.2K-19.1K-6590.00126.28N/AN/A10029072
2020-04-27$18.45$12.50108.7%31.2%105.4%58.2%112.5%23.8%-19.4%2.8K-62.3K-7460.00147.15N/AN/A14029562
2020-04-28$18.84$12.5095.0%27.2%105.0%49.2%89.0%17.1%4.5%3.8K-139.1K-1.0K0.25138.01N/AN/A4130962
2020-04-29$20.28$12.50143.1%41.0%106.2%80.9%164.7%109.5%-63.1%3.7K-113.3K-8610.00141.45N/AN/A8030963
2020-04-30$19.68$12.5071.7%20.6%103.2%33.9%0.0%-70.3%21.4%3.6K-106.7K-7910.00138.02N/AN/A3031263