AGYS Options History — January 2021

In January 2021, AGYS traded between $36.76 and $49.91. ATM implied volatility averaged 55.6%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 4.5% (HV 20d: 51.1%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.20.

Notable Days

2021-01-27: Highest Volume — 218 contracts
2021-01-25: Largest IV spike — 40.3% change
2021-01-27: Highest IV Rank — 37.3%
2021-01-27: Largest Expected Move — 24.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.43	$36.76	$49.91	$37.00	$36.76
Max Pain	$42.37	$40.00	$45.00	$40.00	$45.00
ATM IV	55.6%	38.7%	84.2%	50.9%	66.3%
Expected Move	17.2%	12.3%	24.1%	17.3%	19.0%
HV 20d	51.1%	38.9%	100.6%	38.9%	100.6%
HV 60d	48.2%	43.3%	68.0%	47.7%	68.0%
IV Rank	21.4%	12.0%	37.3%	18.8%	27.4%
IV Percentile	45.9%	14.3%	73.0%	41.3%	63.5%
Term Structure	3.0%	-16.7%	48.8%	-3.7%	48.8%
VWIV	56.0%	41.8%	78.5%	41.8%	78.5%
Skew 25d	9.7%	-9.0%	48.4%	20.8%	48.4%
Skew 10d	17.0%	3.0%	109.0%	12.9%	109.0%
Call IV 25d	56.7%	42.9%	93.0%	42.9%	62.7%
Put IV 25d	66.4%	49.2%	135.2%	63.7%	111.0%
Bid-Ask Spread %	112.19	78.72	123.58	123.58	111.63
Gamma HHI	0.42	0.29	0.65	0.65	0.36
Net GEX	50.0K	28.9K	107.1K	107.1K	29.2K
Net DEX	-3.3M	-5.0M	-1.2M	-3.6M	-1.2M
Net VEX	-4.4K	-5.6K	-3.5K	-5.6K	-4.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	1.56	0.00	0.87
Total Volume	45.421	3	218	10	71
Total OI	1,191.105	674	1,595	1,590	1,009

Daily Data (19 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
2021-01-04	$37.00	$40.00	50.9%	17.3%	38.9%	18.8%	41.8%	20.8%	-3.7%	107.1K	-3.6M	-5.6K	0.00	123.58	N/A	N/A	10	0	1,511	79
2021-01-05	$38.12	$40.00	46.7%	15.5%	39.9%	16.4%	58.9%	-0.9%	-2.6%	89.4K	-4.1M	-5.2K	0.00	120.78	N/A	N/A	20	0	1,516	79
2021-01-06	$39.97	$40.00	43.0%	17.0%	42.2%	14.4%	0.0%	-0.2%	-6.0%	67.9K	-4.6M	-4.8K	0.00	116.25	N/A	N/A	7	0	1,502	79
2021-01-07	$40.13	$40.00	40.4%	15.7%	42.1%	12.9%	49.7%	8.3%	-5.2%	60.5K	-4.7M	-4.4K	0.00	123.11	N/A	N/A	10	0	1,500	79
2021-01-08	$39.19	$40.00	38.7%	16.1%	42.1%	12.0%	49.0%	3.0%	-7.3%	65.7K	-4.6M	-4.4K	0.00	115.77	N/A	N/A	11	0	1,501	79
2021-01-11	$39.39	$45.00	49.0%	16.4%	41.9%	17.7%	50.3%	2.9%	-6.4%	59.7K	-4.6M	-4.2K	0.00	114.42	N/A	N/A	3	0	1,494	79
2021-01-12	$40.42	$45.00	46.8%	15.7%	42.9%	16.5%	51.4%	4.8%	-3.1%	48.0K	-4.8M	-4.0K	0.00	116.86	N/A	N/A	7	0	1,494	79
2021-01-13	$41.03	$45.00	55.9%	16.0%	41.1%	21.6%	43.2%	10.1%	-5.2%	47.0K	-5.0M	-4.1K	0.00	119.21	N/A	N/A	56	0	1,497	79
2021-01-14	$42.49	$45.00	55.5%	15.9%	42.0%	21.4%	52.5%	2.9%	2.8%	40.7K	-5.0M	-4.2K	0.00	114.60	N/A	N/A	73	0	1,419	79
2021-01-15	$42.50	$45.00	54.3%	15.6%	41.6%	20.7%	52.9%	4.0%	3.5%	39.4K	-5.0M	-4.3K	0.00	114.25	N/A	N/A	23	0	1,432	79
2021-01-19	$41.16	$40.00	65.5%	18.8%	41.6%	26.9%	53.0%	5.7%	-16.7%	37.3K	-1.6M	-4.1K	0.00	113.50	N/A	N/A	27	0	661	35
2021-01-20	$42.47	$40.00	60.7%	17.4%	42.9%	24.2%	52.3%	16.6%	-7.8%	38.1K	-1.7M	-4.0K	0.00	110.83	N/A	N/A	3	0	639	35
2021-01-21	$43.47	$40.00	42.7%	12.3%	43.2%	14.2%	55.2%	7.9%	0.6%	46.0K	-1.9M	-3.6K	0.00	116.46	N/A	N/A	3	0	641	35
2021-01-22	$44.64	$40.00	43.3%	12.4%	41.5%	14.5%	46.0%	-1.4%	3.2%	45.0K	-2.0M	-3.9K	0.00	115.64	N/A	N/A	28	0	641	35
2021-01-25	$48.11	$40.00	60.7%	17.4%	48.6%	24.2%	61.3%	0.3%	0.5%	34.4K	-2.5M	-3.5K	0.34	110.21	N/A	N/A	77	26	654	35
2021-01-26	$49.91	$45.00	73.5%	21.1%	48.6%	31.4%	73.9%	-9.0%	-8.4%	29.4K	-2.7M	-3.8K	0.30	78.72	N/A	N/A	79	24	686	61
2021-01-27	$39.95	$45.00	84.2%	24.1%	95.2%	37.3%	63.7%	42.2%	45.9%	28.9K	-1.6M	-5.0K	0.65	95.80	N/A	N/A	132	86	728	104
2021-01-28	$40.44	$45.00	78.8%	22.6%	94.5%	34.3%	74.1%	17.8%	23.3%	37.2K	-1.6M	-5.3K	1.56	100.05	N/A	N/A	34	53	835	141
2021-01-29	$36.76	$45.00	66.3%	19.0%	100.6%	27.4%	78.5%	48.4%	48.8%	29.2K	-1.2M	-4.7K	0.87	111.63	N/A	N/A	38	33	817	192