AGYS Options History — July 2020

In July 2020, AGYS traded between $16.81 and $21.50. ATM implied volatility averaged 94.8%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 40.7% (HV 20d: 54.0%). Max pain ranged from $17.50 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.11.

Notable Days

2020-07-15: Highest Volume — 369 contracts
2020-07-13: Largest IV spike — 541.9% change
2020-07-01: Highest IV Rank — 100.0%
2020-07-01: Largest Expected Move — 51.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.14	$16.81	$21.50	$17.53	$20.97
Max Pain	$18.18	$17.50	$25.00	$25.00	$17.50
ATM IV	94.8%	17.2%	196.8%	179.2%	47.5%
Expected Move	25.4%	13.6%	51.4%	51.4%	13.6%
HV 20d	54.0%	43.2%	79.0%	63.3%	78.9%
HV 60d	69.1%	60.6%	76.0%	76.0%	69.6%
IV Rank	44.5%	0.0%	100.0%	100.0%	16.9%
IV Percentile	71.7%	0.0%	100.0%	100.0%	41.7%
Term Structure	-24.9%	-79.9%	42.5%	-54.7%	13.9%
VWIV	94.9%	51.7%	190.4%	190.4%	54.1%
Skew 25d	4.3%	-64.8%	84.7%	-17.5%	3.5%
Skew 10d	9.8%	-57.5%	55.7%	6.2%	12.7%
Call IV 25d	71.6%	33.7%	142.4%	82.1%	48.1%
Put IV 25d	75.9%	44.5%	154.9%	64.5%	51.6%
Bid-Ask Spread %	130.30	82.86	160.43	136.31	99.88
Gamma HHI	0.27	0.20	0.37	0.21	0.26
Net GEX	6.9K	2.1K	18.8K	3.4K	18.8K
Net DEX	-161.8K	-418.3K	-21.0K	-53.1K	-404.3K
Net VEX	-1.3K	-2.1K	-553	-820	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	1.00	0.00	1.00
Total Volume	62.409	0	369	12	2
Total OI	654.182	502	818	602	804

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
2020-07-01	$17.53	$25.00	179.2%	51.4%	63.3%	100.0%	190.4%	-17.5%	-54.7%	3.4K	-53.1K	-820	0.00	136.31	N/A	N/A	12	0	552	50
2020-07-02	$17.95	$25.00	174.2%	49.9%	63.2%	96.9%	0.0%	-64.8%	-75.0%	4.1K	-90.9K	-1.0K	0.00	139.86	N/A	N/A	0	0	559	50
2020-07-06	$18.03	$17.50	95.7%	32.0%	55.7%	47.5%	83.8%	47.6%	-41.0%	3.9K	-82.1K	-862	0.13	126.37	N/A	N/A	247	33	559	50
2020-07-07	$17.40	$17.50	128.4%	23.3%	55.5%	68.1%	130.6%	28.4%	42.5%	2.8K	-32.1K	-631	0.03	102.41	N/A	N/A	31	1	559	52
2020-07-08	$16.87	$17.50	196.8%	17.3%	55.7%	100.0%	103.6%	54.9%	40.5%	2.9K	-51.7K	-874	0.60	134.57	N/A	N/A	5	3	590	53
2020-07-09	$16.85	$17.50	106.7%	30.6%	48.0%	48.9%	52.9%	84.7%	-79.9%	2.1K	-21.0K	-553	0.00	133.50	N/A	N/A	99	0	595	56
2020-07-10	$17.37	$17.50	17.2%	24.0%	47.2%	0.0%	0.0%	-61.3%	-32.5%	5.0K	-108.6K	-1.2K	0.00	138.69	N/A	N/A	20	0	693	56
2020-07-13	$17.33	$17.50	110.1%	31.6%	47.2%	51.8%	0.0%	82.5%	-40.3%	5.0K	-78.9K	-1.1K	0.00	153.47	N/A	N/A	41	0	713	56
2020-07-14	$16.81	$17.50	123.3%	24.8%	46.8%	59.1%	0.0%	-27.6%	-65.4%	5.1K	-100.3K	-1.3K	0.00	132.47	N/A	N/A	1	0	754	56
2020-07-15	$17.87	$17.50	125.6%	36.0%	48.2%	60.4%	55.4%	52.6%	-57.0%	6.2K	-242.4K	-1.7K	0.10	120.66	N/A	N/A	334	35	754	56
2020-07-16	$17.10	$17.50	92.8%	26.6%	47.8%	42.1%	0.0%	-4.8%	-2.3%	4.9K	-103.3K	-1.3K	0.00	137.05	N/A	N/A	4	0	759	55
2020-07-17	$17.56	$17.50	113.3%	32.5%	48.4%	53.5%	124.5%	73.8%	-21.9%	4.3K	-105.3K	-1.2K	0.10	156.20	N/A	N/A	10	1	763	55
2020-07-20	$18.23	$17.50	93.5%	26.8%	49.3%	42.5%	0.0%	-55.8%	-42.4%	7.9K	-240.3K	-1.6K	0.00	138.52	N/A	N/A	5	0	476	26
2020-07-21	$18.45	$17.50	83.2%	23.9%	47.7%	36.8%	120.5%	-56.0%	-70.1%	7.2K	-179.7K	-1.3K	0.00	146.05	N/A	N/A	26	0	481	26
2020-07-22	$18.48	$17.50	51.5%	14.8%	47.7%	19.1%	0.0%	-38.2%	-7.2%	7.6K	-203.2K	-1.5K	0.00	153.75	N/A	N/A	1	0	504	26
2020-07-23	$18.24	$17.50	75.7%	21.7%	46.1%	32.6%	145.7%	-50.6%	-30.2%	6.8K	-212.0K	-1.5K	0.04	160.43	N/A	N/A	27	1	505	26
2020-07-24	$17.77	$17.50	48.1%	13.8%	45.5%	17.2%	0.0%	7.5%	-7.6%	6.6K	-123.7K	-1.0K	0.00	145.14	N/A	N/A	5	0	522	27
2020-07-27	$17.95	$17.50	56.7%	16.3%	45.6%	22.0%	0.0%	19.1%	-9.0%	7.9K	-154.1K	-1.2K	0.00	112.90	N/A	N/A	7	0	527	27
2020-07-28	$17.85	$17.50	59.4%	17.0%	43.2%	23.5%	62.1%	-7.2%	-0.3%	7.5K	-147.7K	-1.2K	0.15	82.86	N/A	N/A	27	4	534	27
2020-07-29	$21.50	$17.50	51.4%	14.7%	78.9%	19.1%	58.9%	10.4%	-9.3%	13.7K	-418.3K	-1.9K	0.03	99.37	N/A	N/A	289	8	551	31
2020-07-30	$21.01	$17.50	54.6%	15.7%	79.0%	20.8%	51.7%	13.1%	2.0%	18.5K	-407.0K	-2.1K	0.02	116.22	N/A	N/A	92	2	745	32
2020-07-31	$20.97	$17.50	47.5%	13.6%	78.9%	16.9%	54.1%	3.5%	13.9%	18.8K	-404.3K	-2.1K	1.00	99.88	N/A	N/A	1	1	772	32