AGYS Options History — March 2021

In March 2021, AGYS traded between $45.76 and $63.20. ATM implied volatility averaged 61.5%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded below realized volatility by 5.6% (HV 20d: 67.1%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.78.

Notable Days

  • 2021-03-24: Highest Volume — 29 contracts
  • 2021-03-04: Largest IV spike — 45.4% change
  • 2021-03-04: Highest IV Rank — 35.8%
  • 2021-03-02: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.25$45.76$63.20$63.20$48.70
Max Pain$31.96$30.00$45.00$45.00$30.00
ATM IV61.5%49.4%81.5%67.0%64.8%
Expected Move17.0%14.1%20.3%19.2%18.6%
HV 20d67.1%53.6%74.7%53.6%71.6%
HV 60d77.9%71.3%80.8%71.3%80.8%
IV Rank24.7%17.9%35.8%27.7%26.5%
IV Percentile53.7%32.5%71.4%61.5%64.3%
Term Structure-1.8%-12.7%9.4%-2.5%-7.2%
VWIV70.5%44.9%113.6%72.6%113.6%
Skew 25d-2.6%-23.6%10.2%9.8%-23.6%
Skew 10d5.0%-20.7%53.2%17.9%-1.8%
Call IV 25d57.6%45.0%76.2%60.2%69.2%
Put IV 25d55.0%37.1%73.0%70.0%45.6%
Bid-Ask Spread %115.04106.98120.79115.43119.50
Gamma HHI0.210.140.540.150.19
Net GEX15.6K9.7K38.2K14.2K10.2K
Net DEX-2.5M-3.3M-1.7M-3.3M-1.9M
Net VEX-2.6K-3.3K-2.3K-2.9K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.003.503.500.00
Total Volume10.60902991
Total OI693.043641730698670

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$63.20$45.0067.0%19.2%53.6%27.7%72.6%9.8%-2.5%14.2K-3.3M-2.9K3.50115.43N/AN/A2762276
2021-03-02$61.27$45.0070.9%20.3%57.1%29.9%0.0%-16.0%-12.7%15.0K-3.1M-2.9K0.00120.27N/AN/A7062283
2021-03-03$59.09$45.0056.0%16.1%55.8%21.6%67.5%-3.7%-8.4%14.5K-3.0M-2.8K0.00120.79N/AN/A4062283
2021-03-04$52.33$30.0081.5%16.3%74.2%35.8%72.8%10.2%4.0%17.9K-2.3M-3.3K0.28110.51N/AN/A18562483
2021-03-05$54.28$30.0060.9%17.8%74.7%24.3%57.4%-4.2%2.8%14.1K-2.6M-2.6K1.67115.52N/AN/A61062678
2021-03-08$54.58$30.0071.5%16.8%74.0%30.2%44.9%1.6%-2.0%16.4K-2.6M-2.7K0.00115.58N/AN/A9062671
2021-03-09$55.81$30.0073.9%17.1%72.8%31.6%0.0%5.9%-1.6%16.9K-2.7M-2.6K0.00106.98N/AN/A5063371
2021-03-10$56.62$30.0059.0%16.9%57.9%23.3%53.3%6.8%-4.9%17.0K-2.8M-2.6K1.50110.60N/AN/A4663479
2021-03-11$61.09$30.0056.4%16.2%63.1%21.8%87.9%-3.5%0.5%16.9K-3.2M-2.7K0.65108.34N/AN/A171163879
2021-03-12$59.95$30.0058.8%16.8%63.7%23.2%59.6%4.4%-1.5%18.0K-3.0M-2.8K0.00110.26N/AN/A14063290
2021-03-15$57.95$30.0049.4%14.1%65.0%17.9%86.2%5.7%9.4%16.2K-2.9M-2.7K3.00119.05N/AN/A1363790
2021-03-16$57.93$30.0057.0%16.3%64.9%22.2%63.8%9.4%-0.6%18.3K-2.9M-2.9K0.00112.52N/AN/A0863793
2021-03-17$58.36$30.0055.6%15.9%64.9%21.4%0.0%8.2%4.6%18.0K-2.9M-2.7K0.00119.31N/AN/A0063787
2021-03-18$54.55$30.0059.9%17.2%69.5%23.8%50.4%-14.0%3.2%17.8K-2.6M-2.6K0.83116.74N/AN/A6563787
2021-03-19$54.85$30.0059.5%17.0%68.8%23.5%0.0%4.9%-4.4%38.2K-2.6M-2.5K0.00114.50N/AN/A4063687
2021-03-22$51.96$30.0061.1%17.5%69.2%24.5%71.6%-13.2%5.1%9.7K-2.2M-2.4K0.00112.48N/AN/A1057077
2021-03-23$49.77$30.0064.2%18.4%70.3%26.2%75.3%-5.9%-5.0%10.1K-2.1M-2.3K0.40114.81N/AN/A10457177
2021-03-24$47.30$30.0052.3%15.0%71.5%19.6%63.0%-10.2%-11.4%13.5K-1.8M-2.4K0.07115.40N/AN/A27256281
2021-03-25$47.93$30.0064.0%18.4%72.0%26.1%0.0%-3.8%-2.6%9.9K-1.9M-2.3K0.17119.49N/AN/A18356081
2021-03-26$47.85$30.0064.6%18.5%71.3%26.4%0.0%-18.5%-1.8%12.6K-1.8M-2.4K2.80116.58N/AN/A51457881
2021-03-29$45.76$30.0052.7%15.1%68.5%19.8%0.0%-3.1%1.0%13.0K-1.7M-2.4K0.00114.44N/AN/A0057888
2021-03-30$46.65$30.0053.4%15.3%69.4%20.2%87.6%-6.9%-5.0%11.5K-1.7M-2.3K0.00116.91N/AN/A7057888
2021-03-31$48.70$30.0064.8%18.6%71.6%26.5%113.6%-23.6%-7.2%10.2K-1.9M-2.3K0.00119.50N/AN/A0158288