AGYS Options History — May 2021

In May 2021, AGYS traded between $45.62 and $52.76. ATM implied volatility averaged 60.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 19.1% (HV 20d: 41.0%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.21.

Notable Days

  • 2021-05-18: Highest Volume — 195 contracts
  • 2021-05-10: Largest IV spike — 34.5% change
  • 2021-05-10: Highest IV Rank — 35.4%
  • 2021-05-12: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.36$45.62$52.76$50.77$50.50
Max Pain$41.75$35.00$45.00$40.00$45.00
ATM IV60.1%43.2%80.7%61.7%43.2%
Expected Move16.5%12.4%19.7%17.7%12.4%
HV 20d41.0%32.8%45.3%38.1%44.2%
HV 60d53.5%47.1%58.6%58.6%47.1%
IV Rank23.9%14.5%35.4%24.8%14.5%
IV Percentile56.6%19.8%84.9%63.5%19.8%
Term Structure-5.1%-17.9%4.5%-6.6%-17.9%
VWIV56.8%40.7%67.3%67.0%40.7%
Skew 25d5.7%-4.0%17.6%5.2%-4.0%
Skew 10d12.5%3.7%33.8%19.9%7.7%
Call IV 25d57.1%41.4%66.7%64.9%59.2%
Put IV 25d62.9%55.2%72.2%70.1%55.2%
Bid-Ask Spread %116.77109.77123.22123.22121.24
Gamma HHI0.250.180.620.190.29
Net GEX4.8K-28.7K9.5K6.5K9.5K
Net DEX-198.2K-335.9K52.5K-270.2K-291.2K
Net VEX-1.5K-1.8K-1.2K-1.8K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.005.503.000.00
Total Volume17.20195012
Total OI329.75287546289305

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$50.77$40.0061.7%17.7%38.1%24.8%0.0%5.2%-6.6%6.5K-270.2K-1.8K0.00123.22N/AN/A0021079
2021-05-04$49.65$40.0067.0%19.2%38.6%27.7%67.0%6.7%-9.2%6.0K-221.2K-1.7K3.00119.06N/AN/A1321079
2021-05-05$50.18$40.0065.8%18.9%34.1%27.1%0.0%5.5%-5.0%6.2K-242.8K-1.7K0.00120.20N/AN/A2021179
2021-05-06$50.57$35.0064.5%15.7%32.8%26.4%0.0%6.0%-1.4%6.3K-244.5K-1.7K0.00116.96N/AN/A0021279
2021-05-07$52.05$35.0060.0%16.9%34.3%23.9%0.0%4.2%-5.6%6.9K-296.5K-1.8K0.00114.73N/AN/A1021279
2021-05-10$49.89$35.0080.7%17.6%36.6%35.4%0.0%4.5%-14.6%6.9K-264.8K-1.7K0.00111.22N/AN/A0021179
2021-05-11$48.43$35.0075.5%16.4%37.9%32.5%0.0%7.5%-1.6%5.6K-191.0K-1.6K0.00114.09N/AN/A0021179
2021-05-12$45.62$35.0068.7%19.7%43.3%28.7%64.5%4.5%-6.9%4.5K-106.1K-1.5K2.00110.49N/AN/A1221179
2021-05-13$46.07$45.0067.3%19.3%43.3%27.9%67.3%8.7%-7.2%4.2K-106.0K-1.5K0.00115.94N/AN/A0921181
2021-05-14$47.91$45.0052.0%14.9%45.3%19.4%0.0%8.1%0.5%4.6K-152.4K-1.5K0.00116.75N/AN/A0221184
2021-05-17$47.14$45.0061.5%17.6%44.2%24.7%0.0%6.7%-5.4%4.4K-136.7K-1.4K0.00109.77N/AN/A0121186
2021-05-18$47.83$45.0061.7%17.7%44.3%24.8%0.0%5.5%-8.8%5.0K-158.7K-1.4K5.50112.98N/AN/A3016521187
2021-05-19$47.02$45.0059.7%17.1%42.0%23.7%54.6%7.5%4.5%-28.7K52.5K-1.7K5.18117.44N/AN/A1157254284
2021-05-20$47.71$45.0060.5%17.3%41.7%24.1%0.0%1.8%1.0%5.8K-70.1K-1.4K0.00117.41N/AN/A40248298
2021-05-21$49.23$45.0055.1%15.8%43.5%21.1%0.0%6.0%-0.1%7.2K-114.6K-1.4K0.00118.08N/AN/A30248298
2021-05-24$50.43$45.0048.3%13.9%43.7%17.3%0.0%6.8%-4.1%8.3K-246.7K-1.3K0.00114.25N/AN/A21021576
2021-05-25$50.96$45.0051.3%14.7%43.9%19.0%46.9%2.0%-0.3%8.2K-252.7K-1.2K0.00121.25N/AN/A3021176
2021-05-26$52.76$45.0048.9%14.0%45.3%17.7%40.7%17.6%-11.8%9.0K-335.9K-1.3K0.00119.92N/AN/A1021476
2021-05-27$52.44$45.0048.4%13.9%42.3%17.4%0.0%4.4%-0.7%8.9K-314.1K-1.2K0.00120.36N/AN/A15021476
2021-05-28$50.50$45.0043.2%12.4%44.2%14.5%0.0%-4.0%-17.9%9.5K-291.2K-1.3K0.00121.24N/AN/A12022976