AGYS Options History — October 2020

In October 2020, AGYS traded between $24.59 and $27.57. ATM implied volatility averaged 61.2%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 16.3% (HV 20d: 44.9%). Max pain ranged from $15.00 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 0.09.

Notable Days

  • 2020-10-09: Highest Volume — 244 contracts
  • 2020-10-12: Largest IV spike — 89.2% change
  • 2020-10-13: Highest IV Rank — 68.1%
  • 2020-10-20: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.11$24.59$27.57$24.66$26.97
Max Pain$17.00$15.00$25.00$20.00$15.00
ATM IV61.2%44.1%139.5%54.1%50.3%
Expected Move15.1%12.0%19.4%15.5%14.4%
HV 20d44.9%36.8%52.3%40.4%52.3%
HV 60d48.1%37.9%53.3%52.1%40.7%
IV Rank24.5%15.0%68.1%20.6%18.5%
IV Percentile53.1%28.2%96.0%51.2%39.7%
Term Structure-2.2%-21.6%58.4%-18.0%9.8%
VWIV61.3%38.5%186.5%41.6%186.5%
Skew 25d6.3%-14.0%25.0%-14.0%11.7%
Skew 10d8.5%-10.3%30.7%-4.7%8.9%
Call IV 25d44.5%29.4%65.0%48.9%44.9%
Put IV 25d50.8%34.9%69.3%34.9%56.6%
Bid-Ask Spread %115.9882.69130.92111.13118.92
Gamma HHI0.360.290.400.290.38
Net GEX35.5K27.4K45.6K27.4K42.6K
Net DEX-997.9K-1.3M-687.4K-737.0K-1.2M
Net VEX-4.3K-5.2K-2.7K-3.6K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.001.000.000.00
Total Volume34.27302441037
Total OI1,246.7731,1531,4401,1541,300

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$24.66$20.0054.1%15.5%40.4%20.6%0.0%-14.0%-18.0%27.4K-737.0K-3.6K0.00111.13N/AN/A1001,12331
2020-10-02$24.59$20.0052.1%14.9%38.5%19.5%0.0%-13.4%-13.9%27.7K-744.0K-3.7K0.00110.78N/AN/A001,13331
2020-10-05$24.93$0.0062.2%13.6%37.3%25.1%0.0%0.0%-5.5%28.9K-802.5K-3.8K0.00130.92N/AN/A7101,13331
2020-10-06$25.05$0.0055.3%12.2%37.3%21.2%41.6%8.9%-0.4%31.3K-850.4K-4.0K0.67116.51N/AN/A321,19426
2020-10-07$25.23$25.0073.4%12.0%37.3%31.3%0.0%9.3%-7.5%31.1K-772.3K-3.4K0.00128.06N/AN/A001,19427
2020-10-08$25.42$25.0044.1%14.8%36.8%15.0%0.0%-2.5%-10.2%27.7K-687.4K-2.7K0.00103.08N/AN/A101,19427
2020-10-09$27.57$25.0049.4%12.6%45.8%17.9%52.5%-0.1%-0.8%38.4K-1.2M-4.7K0.00117.15N/AN/A24401,19427
2020-10-12$26.05$15.0093.4%15.6%49.1%42.4%38.5%17.3%-4.2%41.3K-1.2M-4.8K0.00115.68N/AN/A3401,40127
2020-10-13$26.70$15.00139.5%14.8%49.5%68.1%0.0%13.8%-10.1%44.1K-1.3M-4.8K0.00118.95N/AN/A2201,41327
2020-10-14$26.59$15.0055.4%15.9%48.8%21.3%53.2%23.9%-3.2%34.5K-1.3M-4.8K0.00120.44N/AN/A3401,39227
2020-10-15$26.69$15.0047.6%13.7%48.7%17.0%0.0%3.0%58.4%36.2K-1.3M-4.8K0.00115.51N/AN/A2601,40727
2020-10-16$26.39$15.0056.2%16.1%47.8%21.7%48.8%4.5%-6.3%34.7K-1.3M-4.8K0.05114.33N/AN/A1911,40727
2020-10-19$26.32$15.0053.9%15.4%43.0%20.4%58.3%5.9%-0.2%36.1K-907.0K-4.5K0.00127.51N/AN/A1901,1531
2020-10-20$26.86$15.0067.8%19.4%42.7%28.2%0.0%25.0%-12.1%40.0K-984.4K-4.4K0.00111.20N/AN/A501,1611
2020-10-21$25.63$15.0061.2%17.5%45.2%24.5%46.7%12.1%-10.5%33.4K-810.3K-3.9K0.00120.00N/AN/A301,1561
2020-10-22$26.23$15.0059.9%17.2%45.1%23.8%0.0%4.3%-3.9%35.2K-926.2K-4.4K0.00112.83N/AN/A201,1571
2020-10-23$26.77$15.0052.9%15.2%44.5%19.9%47.0%-0.1%-4.9%38.7K-1.0M-4.8K0.04116.70N/AN/A2711,1521
2020-10-26$25.72$15.0060.1%17.2%47.1%23.9%0.0%-1.2%-21.6%33.5K-858.4K-4.2K1.00122.16N/AN/A111,1711
2020-10-27$25.46$15.0051.5%14.8%47.2%19.1%45.7%4.3%11.1%32.7K-790.7K-3.9K0.0482.69N/AN/A2411,1712
2020-10-28$27.23$15.0059.8%17.1%52.0%23.7%56.2%16.6%-8.9%40.3K-1.2M-5.0K0.08119.10N/AN/A136111,1963
2020-10-29$27.45$15.0045.7%13.1%51.7%15.9%0.0%9.6%15.5%45.6K-1.1M-4.7K0.00118.00N/AN/A1901,26912
2020-10-30$26.97$15.0050.3%14.4%52.3%18.5%186.5%11.7%9.8%42.6K-1.2M-5.2K0.00118.92N/AN/A3701,28812