AGYS Options History — September 2020

In September 2020, AGYS traded between $23.67 and $26.35. ATM implied volatility averaged 46.4%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 15.2% (HV 20d: 31.2%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2020-09-16: Highest Volume — 61 contracts
  • 2020-09-08: Largest IV spike — 53.0% change
  • 2020-09-08: Highest IV Rank — 24.4%
  • 2020-09-22: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.79$23.67$26.35$25.68$24.16
Max Pain$20.24$20.00$22.50$22.50$20.00
ATM IV46.4%34.9%61.1%49.5%49.9%
Expected Move13.1%10.0%16.1%14.2%14.3%
HV 20d31.2%23.6%39.6%25.7%39.6%
HV 60d54.2%52.1%59.4%59.4%52.6%
IV Rank16.3%9.9%24.4%18.0%18.2%
IV Percentile34.9%11.1%60.3%44.0%42.5%
Term Structure4.5%-21.0%62.1%1.6%-6.5%
VWIV39.1%27.6%56.0%38.6%27.6%
Skew 25d-0.9%-18.2%23.1%-1.7%-17.8%
Skew 10d8.3%-7.2%32.9%-2.2%-7.2%
Call IV 25d38.3%29.9%58.9%58.9%48.9%
Put IV 25d37.4%29.2%57.2%57.2%31.1%
Bid-Ask Spread %108.1475.65126.43118.05110.41
Gamma HHI0.280.250.340.280.29
Net GEX26.4K17.8K32.4K26.0K27.6K
Net DEX-750.9K-1.0M-473.1K-873.0K-733.4K
Net VEX-3.5K-4.4K-1.7K-3.6K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.009.000.000.00
Total Volume12.762061130
Total OI1,068.4769831,1549831,154

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$25.68$22.5049.5%14.2%25.7%18.0%0.0%-1.7%1.6%26.0K-873.0K-3.6K0.00118.05N/AN/A13095825
2020-09-02$25.66$22.5036.7%10.5%25.9%10.9%0.0%11.8%29.9%26.7K-892.6K-3.8K0.00126.43N/AN/A10097025
2020-09-03$24.77$20.0052.1%12.4%29.5%19.5%38.6%8.6%-2.3%25.7K-749.3K-3.4K0.00108.44N/AN/A15098025
2020-09-04$24.08$20.0039.9%13.4%25.8%12.7%0.0%-3.5%2.1%23.3K-657.4K-3.2K0.10113.77N/AN/A10196625
2020-09-08$24.02$20.0061.1%13.5%23.6%24.4%0.0%6.9%0.6%22.6K-641.1K-3.1K0.00110.20N/AN/A0197626
2020-09-09$24.22$20.0036.5%10.5%23.8%10.8%38.7%-3.7%-2.3%17.8K-473.1K-1.7K0.0093.70N/AN/A31097626
2020-09-10$24.68$20.0045.2%13.0%24.5%15.6%0.0%-0.4%-2.0%25.4K-703.8K-3.2K0.00116.32N/AN/A0098926
2020-09-11$24.30$20.0042.5%12.2%24.9%14.1%0.0%-4.4%0.5%24.6K-641.0K-2.9K0.00111.95N/AN/A11098926
2020-09-14$25.30$20.0054.0%15.5%28.7%20.5%0.0%16.3%-21.0%26.2K-716.3K-3.0K0.00107.20N/AN/A20099925
2020-09-15$25.72$20.0043.9%12.6%28.7%14.9%0.0%-1.8%-15.3%29.6K-817.1K-3.4K0.00115.87N/AN/A3001,01925
2020-09-16$26.35$20.0050.8%14.6%29.7%18.7%34.4%7.7%-20.7%31.9K-955.8K-4.0K0.00115.27N/AN/A6101,04925
2020-09-17$26.09$20.0054.4%15.6%29.8%20.7%56.0%23.1%62.1%32.4K-1.0M-4.4K9.00103.47N/AN/A191,08925
2020-09-18$25.40$20.0051.1%14.6%30.0%18.9%0.0%0.6%59.8%28.9K-835.2K-3.7K0.00113.44N/AN/A1101,08835
2020-09-21$24.06$20.0042.9%12.3%35.1%14.3%0.0%-10.7%3.9%25.0K-718.3K-3.8K0.00111.99N/AN/A1501,08030
2020-09-22$24.70$20.0056.2%16.1%36.4%21.7%0.0%-1.8%-10.4%27.1K-771.3K-3.9K0.0077.12N/AN/A001,09030
2020-09-23$24.07$20.0038.9%11.2%37.4%12.1%0.0%-12.9%-2.7%25.4K-651.8K-3.4K0.00111.98N/AN/A501,09030
2020-09-24$23.67$20.0035.8%10.3%37.5%10.4%27.6%-18.2%6.9%25.7K-652.6K-3.3K0.33111.33N/AN/A311,09530
2020-09-25$24.39$20.0050.3%14.4%39.1%18.5%0.0%-11.9%-2.8%25.9K-709.8K-3.6K0.00108.15N/AN/A1001,09331
2020-09-28$24.73$20.0047.6%13.7%39.4%17.0%0.0%-5.5%7.8%28.7K-811.0K-4.0K0.00110.26N/AN/A1001,11331
2020-09-29$24.55$20.0034.9%10.0%39.4%9.9%0.0%-0.4%5.2%27.6K-724.7K-3.7K0.0075.65N/AN/A001,12331
2020-09-30$24.16$20.0049.9%14.3%39.6%18.2%0.0%-17.8%-6.5%27.6K-733.4K-3.7K0.00110.41N/AN/A001,12331