AGYS Options History — August 2020

In August 2020, AGYS traded between $20.82 and $25.56. ATM implied volatility averaged 48.7%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 16.2% (HV 20d: 64.9%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-08-20: Highest Volume — 141 contracts
  • 2020-08-10: Largest IV drop — 36.1% change
  • 2020-08-07: Highest IV Rank — 31.4%
  • 2020-08-04: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.12$20.82$25.56$20.82$25.47
Max Pain$20.24$17.50$22.50$17.50$22.50
ATM IV48.7%32.7%73.7%64.3%32.7%
Expected Move13.2%9.4%19.1%18.4%9.4%
HV 20d64.9%27.2%79.1%79.1%27.2%
HV 60d65.1%59.4%68.3%68.1%59.4%
IV Rank17.5%8.7%31.4%26.2%8.7%
IV Percentile39.5%10.7%67.9%62.3%10.7%
Term Structure-4.1%-27.5%21.7%-11.2%21.7%
VWIV47.5%34.1%63.6%62.6%38.0%
Skew 25d6.9%-14.6%20.7%13.6%1.6%
Skew 10d16.0%-0.3%62.1%26.7%3.5%
Call IV 25d43.0%28.6%67.4%57.3%38.4%
Put IV 25d49.8%35.2%70.9%70.9%40.0%
Bid-Ask Spread %119.64101.97127.06101.97118.60
Gamma HHI0.400.260.810.270.28
Net GEX48.1K18.8K199.2K18.8K26.7K
Net DEX-852.8K-1.3M-417.1K-417.1K-816.0K
Net VEX-3.2K-4.1K-2.0K-2.0K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.020.000.00
Total Volume45.47601412410
Total OI982.3818041,158804983

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$20.82$17.5064.3%18.4%79.1%26.2%62.6%13.6%-11.2%18.8K-417.1K-2.0K0.00101.97N/AN/A24077232
2020-08-04$21.54$17.5066.7%19.1%77.9%27.6%51.2%9.3%-26.2%22.1K-553.8K-2.6K0.01105.96N/AN/A73181232
2020-08-05$21.66$17.5056.3%16.1%76.4%21.8%63.6%13.1%-27.5%22.4K-599.6K-2.9K0.00117.23N/AN/A21085632
2020-08-06$22.19$20.0063.8%13.5%76.4%25.9%0.0%12.0%-0.6%26.9K-605.7K-2.5K0.00117.03N/AN/A116085332
2020-08-07$23.42$20.0073.7%10.6%77.5%31.4%34.1%3.5%-1.2%30.8K-744.9K-2.8K0.02120.44N/AN/A65184732
2020-08-10$24.11$20.0047.1%12.3%77.4%16.7%46.3%13.3%-8.0%42.8K-873.5K-3.0K0.00115.87N/AN/A92089129
2020-08-11$24.14$20.0043.7%12.6%75.6%14.8%0.0%9.2%-1.3%45.8K-849.0K-2.9K0.00115.93N/AN/A16093629
2020-08-12$24.37$20.0039.8%11.4%73.9%12.6%34.6%-0.7%-6.4%50.7K-929.2K-2.8K0.00125.60N/AN/A16094729
2020-08-13$24.12$20.0042.4%12.1%71.2%14.0%0.0%20.7%-9.4%57.6K-941.7K-3.1K0.00119.91N/AN/A68096229
2020-08-14$24.16$20.0042.5%12.2%71.3%14.1%0.0%9.1%-9.1%60.6K-938.3K-3.1K0.00122.50N/AN/A2301,02229
2020-08-17$24.53$20.0045.4%13.0%70.9%15.7%0.0%10.6%5.1%62.0K-939.3K-3.1K0.00114.91N/AN/A9201,02129
2020-08-18$24.45$20.0034.6%9.9%71.2%9.7%0.0%17.6%13.3%68.0K-921.7K-3.4K0.00120.37N/AN/A2101,09129
2020-08-19$24.80$20.0042.5%12.2%71.0%14.1%0.0%5.8%4.5%67.0K-1.1M-3.7K0.00124.14N/AN/A5301,11129
2020-08-20$25.49$20.0051.5%14.8%70.4%19.1%49.9%20.1%-2.2%80.3K-1.3M-3.8K0.00120.84N/AN/A14101,12929
2020-08-21$25.02$20.0047.0%13.5%69.8%16.6%0.0%-3.9%-13.1%199.2K-1.2M-4.1K0.00127.06N/AN/A7501,12929
2020-08-24$25.18$20.0048.2%13.8%69.9%17.3%0.0%11.8%-9.9%25.6K-812.9K-3.8K0.00126.30N/AN/A15092020
2020-08-25$24.94$22.5038.6%11.1%70.1%12.0%0.0%-14.6%16.6%24.6K-855.0K-3.9K0.00122.63N/AN/A20093125
2020-08-26$25.16$22.5044.3%12.7%30.1%15.1%0.0%-10.4%-13.3%26.1K-810.6K-3.7K0.00126.94N/AN/A0095125
2020-08-27$25.39$22.5055.3%15.9%27.8%21.2%0.0%1.2%-14.9%26.3K-831.4K-3.7K0.00125.16N/AN/A0094825
2020-08-28$25.56$22.5042.0%12.0%27.5%13.8%38.0%1.2%7.7%26.6K-853.5K-3.6K0.00122.93N/AN/A12094825
2020-08-31$25.47$22.5032.7%9.4%27.2%8.7%0.0%1.6%21.7%26.7K-816.0K-3.4K0.00118.60N/AN/A10095825