AGYS Options History — April 2021

In April 2021, AGYS traded between $48.38 and $53.41. ATM implied volatility averaged 68.5%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 20.4% (HV 20d: 48.1%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2021-04-13: Highest Volume — 190 contracts
  • 2021-04-14: Largest IV drop — 51.1% change
  • 2021-04-13: Highest IV Rank — 62.3%
  • 2021-04-16: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.41$48.38$53.41$49.47$50.36
Max Pain$39.52$30.00$40.00$30.00$40.00
ATM IV68.5%52.3%129.1%64.7%53.2%
Expected Move16.9%15.0%21.0%18.5%15.2%
HV 20d48.1%36.9%59.9%58.6%38.6%
HV 60d74.9%58.6%81.0%80.6%58.6%
IV Rank28.6%19.6%62.3%26.4%20.0%
IV Percentile61.8%40.1%95.2%64.3%42.1%
Term Structure-3.9%-19.7%6.7%-6.7%6.7%
VWIV66.7%50.2%86.7%86.7%50.2%
Skew 25d6.9%-4.7%19.6%-4.7%2.9%
Skew 10d16.8%1.0%34.6%1.0%17.7%
Call IV 25d54.7%42.5%67.2%67.2%61.0%
Put IV 25d61.6%54.2%73.5%62.5%64.0%
Bid-Ask Spread %122.36114.61131.61117.35131.61
Gamma HHI0.210.170.570.190.22
Net GEX9.4K6.4K19.9K9.5K7.1K
Net DEX-1.2M-2.1M-219.0K-2.0M-264.1K
Net VEX-2.1K-2.5K-1.7K-2.3K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.003.500.500.00
Total Volume15.81019091
Total OI494.619279700671292

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$49.47$30.0064.7%18.5%58.6%26.4%86.7%-4.7%-6.7%9.5K-2.0M-2.3K0.50117.35N/AN/A6358289
2021-04-05$50.48$40.0077.0%17.5%57.4%33.3%72.7%3.8%-2.7%13.7K-2.0M-2.5K2.00120.28N/AN/A2458692
2021-04-06$51.06$40.0080.1%17.2%57.5%35.0%0.0%6.8%-3.4%12.9K-2.0M-2.5K0.00115.68N/AN/A0058792
2021-04-07$48.53$40.0071.5%16.6%59.0%30.3%0.0%4.4%1.7%8.4K-1.9M-2.1K0.00120.19N/AN/A0058792
2021-04-08$49.90$40.0075.9%16.6%59.9%32.7%0.0%4.5%2.1%10.8K-2.0M-2.2K0.50117.65N/AN/A2158792
2021-04-09$50.07$40.0075.7%16.5%51.6%32.6%0.0%4.0%-0.7%10.3K-2.0M-2.2K0.00119.52N/AN/A20058892
2021-04-12$48.87$40.00105.1%17.0%51.8%48.9%59.6%4.9%-3.9%11.7K-1.9M-2.2K0.00117.58N/AN/A22060892
2021-04-13$49.49$40.00129.1%17.3%51.6%62.3%57.9%14.0%-1.0%9.5K-2.0M-2.2K0.92114.61N/AN/A999159092
2021-04-14$49.47$40.0063.1%18.1%51.6%25.6%0.0%14.8%-7.2%10.7K-2.0M-2.1K0.00119.13N/AN/A0059092
2021-04-15$49.91$40.0053.6%15.4%51.6%20.3%0.0%19.4%2.7%19.9K-2.0M-2.1K0.00124.39N/AN/A0159792
2021-04-16$50.80$40.0073.2%21.0%47.3%31.2%0.0%19.6%-19.7%7.7K-2.1M-2.0K0.00128.49N/AN/A30059792
2021-04-19$49.14$40.0061.4%17.6%48.3%24.6%0.0%4.3%-3.0%6.7K-248.8K-1.9K0.00123.94N/AN/A0020970
2021-04-20$48.38$40.0053.1%15.2%44.9%20.0%73.2%5.4%1.4%6.4K-219.0K-1.8K2.00119.72N/AN/A2420970
2021-04-21$50.32$40.0065.1%18.7%44.8%26.7%0.0%4.6%-3.2%6.7K-295.0K-2.0K0.00123.63N/AN/A0020974
2021-04-22$51.29$40.0058.6%16.8%40.9%23.1%0.0%5.2%1.3%7.3K-330.3K-1.9K0.00120.95N/AN/A5020974
2021-04-23$51.44$40.0055.3%15.8%40.8%21.2%0.0%3.2%-11.6%7.0K-321.8K-2.0K0.00128.56N/AN/A01021474
2021-04-26$52.59$40.0053.7%15.4%41.2%20.4%0.0%4.7%-10.5%7.9K-373.4K-2.0K1.00127.19N/AN/A1121479
2021-04-27$52.53$40.0055.7%16.0%37.0%21.5%0.0%6.8%-6.8%8.0K-377.4K-2.0K0.00128.29N/AN/A0021580
2021-04-28$53.41$40.0052.3%15.0%36.9%19.6%0.0%13.4%-0.7%8.0K-417.7K-2.0K0.00127.41N/AN/A9021580
2021-04-29$51.08$40.0060.8%17.4%38.5%24.3%0.0%2.6%-15.7%6.8K-291.9K-1.9K3.50123.28N/AN/A41421280
2021-04-30$50.36$40.0053.2%15.2%38.6%20.0%50.2%2.9%6.7%7.1K-264.1K-1.7K0.00131.61N/AN/A1021379