AGYS Options History — May 2020

In May 2020, AGYS traded between $16.68 and $20.22. ATM implied volatility averaged 88.3%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 2.0% (HV 20d: 86.3%). Max pain ranged from $12.50 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2020-05-21: Highest Volume — 421 contracts
  • 2020-05-15: Largest IV spike — 44.6% change
  • 2020-05-12: Highest IV Rank — 98.5%
  • 2020-05-01: Largest Expected Move — 32.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.56$16.68$20.22$17.74$19.18
Max Pain$19.63$12.50$20.00$12.50$20.00
ATM IV88.3%45.2%169.9%111.5%46.7%
Expected Move20.8%12.9%32.0%32.0%13.4%
HV 20d86.3%74.1%111.1%111.1%74.1%
HV 60d110.4%107.2%112.5%107.2%111.7%
IV Rank44.8%16.4%98.5%60.0%17.4%
IV Percentile78.1%47.2%99.6%94.0%49.6%
Term Structure10.2%-25.8%47.5%-25.8%39.4%
VWIV88.6%48.6%154.6%69.6%63.3%
Skew 25d25.8%-39.7%81.1%39.5%47.9%
Skew 10d49.9%-16.6%115.0%72.0%84.4%
Call IV 25d70.7%38.1%123.0%96.3%38.1%
Put IV 25d96.5%52.6%151.6%135.8%86.0%
Bid-Ask Spread %130.4690.12149.59149.59132.24
Gamma HHI0.390.220.870.220.39
Net GEX9.2K1.6K53.7K3.0K11.6K
Net DEX-115.7K-233.4K-41.1K-68.1K-147.7K
Net VEX-838-1.2K-585-729-998
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.003.000.000.00
Total Volume36.050421130
Total OI518.75378858378857

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$17.74$12.50111.5%32.0%111.1%60.0%69.6%39.5%-25.8%3.0K-68.1K-7290.00149.59N/AN/A13031563
2020-05-04$18.43$20.00134.9%28.1%104.2%75.5%0.0%53.0%-17.0%3.4K-92.1K-7580.00146.55N/AN/A0032863
2020-05-05$18.37$20.00125.6%24.0%91.7%69.3%0.0%20.1%9.0%3.6K-75.3K-6830.00135.35N/AN/A0032863
2020-05-06$17.05$20.00131.0%24.3%94.9%72.9%0.0%67.2%27.4%3.5K-64.9K-7560.00143.53N/AN/A1032863
2020-05-07$18.33$20.00139.4%24.6%90.6%78.5%0.0%28.2%17.5%3.6K-82.3K-7280.00144.27N/AN/A0032963
2020-05-08$18.80$20.0098.0%27.1%91.0%51.2%0.0%25.6%-23.6%3.8K-92.4K-6880.00145.90N/AN/A5032963
2020-05-11$18.14$20.00125.2%19.5%90.7%69.1%139.5%0.9%9.8%4.7K-70.5K-6030.00134.49N/AN/A13032563
2020-05-12$17.68$20.00169.9%26.0%91.1%98.5%0.0%59.4%10.8%9.5K-54.4K-5850.00135.59N/AN/A20033863
2020-05-13$16.68$20.0094.4%27.1%91.2%48.8%151.2%-3.1%-6.0%1.6K-41.1K-6060.00139.48N/AN/A64035863
2020-05-14$16.97$20.0058.0%16.6%85.0%24.8%154.6%81.1%13.5%2.7K-65.2K-6803.00135.87N/AN/A2642263
2020-05-15$17.46$20.0083.8%24.0%79.1%41.8%121.8%1.6%-7.5%53.7K-73.4K-6790.33109.27N/AN/A3142457
2020-05-18$18.86$20.0065.6%18.8%83.6%29.8%90.7%-39.7%33.7%4.5K-112.1K-7740.25138.66N/AN/A4134250
2020-05-19$18.69$20.0080.7%23.1%80.1%39.8%80.6%11.4%7.7%4.6K-134.5K-9170.00139.18N/AN/A14034551
2020-05-20$19.24$20.0056.4%16.2%78.1%23.8%57.2%16.7%31.4%7.1K-129.3K-8870.00122.11N/AN/A29035551
2020-05-21$20.07$20.0058.2%16.7%79.1%25.0%61.3%27.5%-13.6%7.7K-168.7K-9420.0090.12N/AN/A421037351
2020-05-22$19.64$20.0045.2%12.9%79.7%16.4%53.2%-1.1%-4.2%13.6K-204.8K-1.2K0.00107.32N/AN/A640709149
2020-05-26$20.22$20.0048.9%14.0%78.5%18.8%48.6%15.0%28.9%14.7K-208.1K-1.1K0.00118.49N/AN/A80698149
2020-05-27$20.16$20.0048.0%13.8%78.3%18.3%60.0%30.2%25.6%14.4K-233.4K-1.2K0.00114.31N/AN/A340693149
2020-05-28$19.55$20.0045.5%13.0%74.5%16.6%63.3%34.1%47.5%12.7K-194.7K-1.2K0.00126.88N/AN/A180693149
2020-05-29$19.18$20.0046.7%13.4%74.1%17.4%0.0%47.9%39.4%11.6K-147.7K-9980.00132.24N/AN/A00708149