AGYS Options History — June 2020 In June 2020, AGYS traded between $17.16 and $23.81. ATM implied volatility averaged 88.0%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 18.8% (HV 20d: 69.2%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.15.
Notable Days 2020-06-04 : Highest Volume — 425 contracts2020-06-08 : Largest IV spike — 144.0% change2020-06-29 : Highest IV Rank — 86.9%2020-06-29 : Largest Expected Move — 43.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.12 $17.16 $23.81 $20.23 $17.91 Max Pain $24.32 $20.00 $25.00 $20.00 $25.00 ATM IV 88.0% 33.1% 152.3% 52.2% 106.2% Expected Move 26.3% 12.7% 43.7% 15.0% 30.5% HV 20d 69.2% 61.6% 72.1% 65.8% 70.6% HV 60d 95.5% 81.4% 113.2% 112.3% 81.4% IV Rank 44.6% 8.5% 86.9% 21.0% 56.6% IV Percentile 77.9% 19.4% 99.2% 63.5% 88.1% Term Structure -27.8% -101.3% 45.1% 3.5% -67.1% VWIV 73.2% 44.5% 128.3% 67.2% 69.2% Skew 25d 34.2% -80.3% 105.1% 6.8% -80.3% Skew 10d 46.7% -82.1% 123.2% 6.1% -45.7% Call IV 25d 71.9% 43.0% 135.0% 44.8% 135.0% Put IV 25d 106.1% 33.4% 163.9% 51.6% 54.6% Bid-Ask Spread % 128.86 101.51 141.51 101.51 140.02 Gamma HHI 0.31 0.22 0.60 0.30 0.22 Net GEX 10.8K 2.0K 20.9K 14.4K 3.8K Net DEX -201.8K -476.8K -15.8K -215.8K -65.0K Net VEX -995 -1.3K -604 -1.1K -899 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 1.00 0.00 0.00 Total Volume 50.636 0 425 24 9 Total OI 736.864 526 879 857 599
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-06-01 $20.23 $20.00 52.2% 15.0% 65.8% 21.0% 67.2% 6.8% 3.5% 14.4K -215.8K -1.1K 0.00 101.51 N/A N/A 24 0 708 149 2020-06-02 $19.78 $20.00 44.3% 12.7% 65.4% 15.8% 46.2% 28.1% 45.1% 13.3K -159.3K -897 0.00 120.22 N/A N/A 6 0 725 149 2020-06-03 $21.41 $20.00 75.4% 21.6% 70.6% 36.3% 63.7% -30.8% 19.0% 20.7K -307.0K -1.1K 0.00 112.75 N/A N/A 19 0 730 149 2020-06-04 $21.96 $25.00 60.1% 27.1% 63.8% 26.2% 61.0% 29.9% -59.2% 20.9K -379.0K -1.2K 0.43 107.17 N/A N/A 298 127 728 149 2020-06-05 $23.60 $25.00 33.1% 21.7% 63.7% 8.5% 44.5% 56.5% -33.1% 18.0K -476.8K -1.0K 0.00 123.55 N/A N/A 151 0 659 149 2020-06-08 $23.81 $25.00 80.8% 14.8% 63.6% 39.9% 0.0% 51.2% 12.8% 11.7K -386.5K -872 0.00 123.23 N/A N/A 37 0 596 149 2020-06-09 $23.57 $25.00 45.5% 23.1% 61.6% 16.6% 0.0% 54.0% -8.1% 12.0K -375.9K -989 0.00 128.14 N/A N/A 6 0 622 149 2020-06-10 $21.47 $25.00 90.7% 26.0% 71.2% 46.4% 53.8% 86.7% -48.6% 14.9K -297.3K -1.1K 0.00 139.84 N/A N/A 63 0 619 149 2020-06-11 $20.28 $25.00 93.3% 26.8% 71.1% 48.1% 63.6% 89.1% -30.5% 13.3K -235.5K -1.3K 0.00 141.00 N/A N/A 2 0 664 149 2020-06-12 $20.09 $25.00 79.7% 22.8% 71.3% 39.1% 121.2% 91.7% 16.0% 13.3K -242.2K -1.3K 0.00 140.71 N/A N/A 2 0 664 149 2020-06-15 $20.49 $25.00 97.3% 27.9% 71.1% 50.7% 0.0% 94.2% -30.8% 15.0K -239.7K -1.2K 0.00 139.87 N/A N/A 1 0 666 149 2020-06-16 $21.61 $25.00 74.4% 21.3% 68.4% 35.6% 0.0% 68.8% -2.2% 13.1K -251.2K -862 0.00 133.83 N/A N/A 2 0 667 149 2020-06-17 $20.58 $25.00 103.6% 29.7% 71.1% 54.9% 0.0% 103.3% -42.6% 17.1K -268.0K -1.2K 0.00 139.56 N/A N/A 27 0 667 149 2020-06-18 $19.88 $25.00 85.6% 24.5% 71.8% 43.0% 0.0% 105.1% -25.9% 19.2K -224.3K -1.3K 0.67 141.51 N/A N/A 3 2 693 149 2020-06-19 $19.16 $25.00 97.1% 27.8% 71.3% 50.6% 0.0% 50.2% -99.1% 3.4K -88.7K -984 1.00 117.68 N/A N/A 1 1 696 148 2020-06-22 $18.45 $25.00 102.2% 29.3% 72.1% 53.9% 0.0% 41.1% -40.5% 2.8K -51.1K -831 0.00 136.74 N/A N/A 0 0 477 49 2020-06-23 $18.37 $25.00 73.0% 20.9% 71.1% 34.8% 86.2% 5.1% 8.2% 2.1K -23.6K -604 0.13 109.94 N/A N/A 223 29 477 49 2020-06-24 $17.73 $25.00 137.2% 39.3% 71.9% 77.0% 128.3% -13.1% -42.2% 2.1K -15.8K -663 0.40 138.91 N/A N/A 20 8 487 49 2020-06-25 $17.16 $25.00 146.1% 41.9% 72.0% 82.9% 69.2% -28.8% -24.4% 2.0K -57.1K -781 0.50 132.68 N/A N/A 2 1 507 50 2020-06-26 $17.19 $25.00 106.0% 30.4% 71.9% 56.4% 0.0% -57.2% -60.3% 2.0K -20.0K -647 0.07 128.90 N/A N/A 15 1 507 50 2020-06-29 $17.93 $25.00 152.3% 43.7% 70.8% 86.9% 0.0% 0.5% -101.3% 2.6K -59.1K -863 0.00 137.25 N/A N/A 34 0 522 50 2020-06-30 $17.91 $25.00 106.2% 30.5% 70.6% 56.6% 0.0% -80.3% -67.1% 3.8K -65.0K -899 0.00 140.02 N/A N/A 9 0 549 50
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