AGYS Options History — February 2021

In February 2021, AGYS traded between $38.33 and $60.20. ATM implied volatility averaged 61.5%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded below realized volatility by 43.5% (HV 20d: 105.0%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.06.

Notable Days

2021-02-09: Highest Volume — 96 contracts
2021-02-09: Largest IV spike — 68.0% change
2021-02-18: Highest IV Rank — 35.5%
2021-02-18: Largest Expected Move — 23.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.65	$38.33	$60.20	$38.33	$60.20
Max Pain	$42.37	$35.00	$45.00	$45.00	$45.00
ATM IV	61.5%	40.6%	80.9%	78.8%	57.5%
Expected Move	18.8%	13.4%	23.2%	22.6%	16.5%
HV 20d	105.0%	68.3%	113.2%	101.8%	68.3%
HV 60d	71.5%	68.2%	74.1%	68.2%	70.9%
IV Rank	24.7%	13.0%	35.5%	34.3%	22.4%
IV Percentile	52.3%	17.1%	71.4%	69.4%	48.8%
Term Structure	-1.8%	-23.4%	33.9%	3.8%	3.5%
VWIV	69.5%	45.9%	117.3%	73.2%	63.2%
Skew 25d	8.1%	-23.3%	30.6%	4.6%	-4.5%
Skew 10d	12.6%	-12.7%	40.2%	-7.1%	6.0%
Call IV 25d	66.0%	49.6%	103.4%	72.1%	64.4%
Put IV 25d	74.0%	60.0%	86.0%	76.7%	60.0%
Bid-Ask Spread %	117.87	111.00	130.26	113.33	116.89
Gamma HHI	0.29	0.15	0.54	0.36	0.16
Net GEX	30.6K	14.5K	67.1K	31.6K	19.5K
Net DEX	-2.9M	-3.8M	-1.2M	-1.2M	-2.9M
Net VEX	-3.7K	-4.9K	-2.9K	-4.8K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.50	0.00	0.00
Total Volume	25.526	1	96	16	13
Total OI	929	679	1,047	1,047	695

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
2021-02-01	$38.33	$45.00	78.8%	22.6%	101.8%	34.3%	73.2%	4.6%	3.8%	31.6K	-1.2M	-4.8K	0.00	113.33	N/A	N/A	16	0	824	223
2021-02-02	$41.77	$45.00	61.8%	17.7%	105.1%	24.9%	62.9%	9.0%	22.1%	43.2K	-1.7M	-4.9K	0.00	113.69	N/A	N/A	50	0	816	223
2021-02-03	$43.00	$45.00	46.9%	13.4%	105.1%	16.5%	45.9%	30.6%	33.9%	60.6K	-2.0M	-4.5K	0.28	116.44	N/A	N/A	29	8	812	223
2021-02-04	$43.05	$35.00	40.6%	20.1%	103.9%	13.0%	55.3%	11.5%	-19.8%	67.1K	-1.9M	-4.5K	0.00	118.29	N/A	N/A	2	0	792	230
2021-02-05	$44.80	$35.00	42.0%	20.7%	104.7%	13.8%	0.0%	5.4%	-23.0%	56.7K	-2.1M	-4.5K	0.50	121.92	N/A	N/A	8	4	788	230
2021-02-08	$46.97	$35.00	43.8%	16.7%	105.1%	14.8%	0.0%	8.0%	5.8%	59.8K	-2.5M	-4.0K	0.00	117.86	N/A	N/A	14	0	774	180
2021-02-09	$53.35	$35.00	73.5%	21.6%	113.2%	31.4%	77.1%	-1.4%	-10.8%	30.6K	-3.4M	-4.1K	0.05	113.62	N/A	N/A	91	5	771	226
2021-02-10	$54.60	$35.00	64.6%	18.5%	113.1%	26.4%	66.6%	19.8%	-4.0%	25.8K	-3.6M	-3.1K	0.03	111.00	N/A	N/A	36	1	769	195
2021-02-11	$55.25	$45.00	61.4%	17.6%	113.1%	24.6%	0.0%	16.4%	-2.7%	17.8K	-3.7M	-3.0K	0.00	116.75	N/A	N/A	5	0	775	236
2021-02-12	$55.95	$45.00	74.5%	21.4%	112.9%	31.9%	87.5%	20.5%	-16.0%	17.3K	-3.8M	-3.4K	0.07	120.40	N/A	N/A	28	2	779	236
2021-02-16	$55.57	$45.00	66.2%	19.0%	113.0%	27.3%	117.3%	-6.5%	-23.4%	27.4K	-3.6M	-3.7K	0.00	129.72	N/A	N/A	10	0	799	238
2021-02-17	$55.98	$45.00	67.0%	19.2%	111.8%	27.8%	61.0%	19.5%	-10.4%	22.5K	-3.8M	-3.2K	0.10	113.37	N/A	N/A	48	5	795	238
2021-02-18	$55.80	$45.00	80.9%	23.2%	111.8%	35.5%	82.0%	-23.3%	-20.6%	24.8K	-3.8M	-3.5K	0.00	130.26	N/A	N/A	3	0	812	227
2021-02-19	$57.22	$45.00	53.4%	15.3%	111.8%	20.2%	51.9%	22.2%	32.1%	14.5K	-3.8M	-3.5K	0.00	114.74	N/A	N/A	30	0	786	211
2021-02-22	$59.60	$45.00	69.3%	19.9%	112.2%	29.0%	66.4%	8.1%	-3.5%	15.9K	-3.0M	-2.9K	0.14	114.15	N/A	N/A	14	2	605	74
2021-02-23	$59.64	$45.00	67.0%	19.2%	109.9%	27.7%	62.7%	9.4%	-6.4%	14.6K	-3.0M	-3.0K	0.00	120.47	N/A	N/A	52	0	604	76
2021-02-24	$60.16	$45.00	62.4%	17.9%	109.5%	25.2%	63.2%	7.3%	-7.8%	15.1K	-3.0M	-3.1K	0.00	124.08	N/A	N/A	8	0	618	76
2021-02-25	$59.09	$45.00	56.5%	16.2%	68.4%	21.9%	0.0%	-3.8%	13.2%	16.1K	-3.0M	-3.1K	0.00	112.53	N/A	N/A	1	0	619	76
2021-02-26	$60.20	$45.00	57.5%	16.5%	68.3%	22.4%	0.0%	-4.5%	3.5%	19.5K	-2.9M	-3.8K	0.00	116.89	N/A	N/A	13	0	619	76