AGYS Options History — June 2021

In June 2021, AGYS traded between $51.74 and $57.90. ATM implied volatility averaged 48.3%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 6.4% (HV 20d: 41.9%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2021-06-23: Highest Volume — 115 contracts
  • 2021-06-10: Largest IV drop — 38.1% change
  • 2021-06-02: Highest IV Rank — 21.9%
  • 2021-06-02: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.06$51.74$57.90$52.12$57.06
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV48.3%31.0%56.5%52.6%49.5%
Expected Move13.3%8.9%16.2%15.1%14.2%
HV 20d41.9%36.3%47.6%45.6%36.3%
HV 60d43.5%39.6%47.3%47.0%39.6%
IV Rank17.4%7.7%21.9%19.7%18.0%
IV Percentile32.7%1.6%52.8%41.3%36.1%
Term Structure-0.1%-17.1%12.7%-1.0%1.3%
VWIV43.7%23.6%64.3%42.2%34.1%
Skew 25d-0.4%-14.6%19.8%8.6%19.8%
Skew 10d6.6%-11.2%23.3%7.7%1.4%
Call IV 25d41.6%34.2%63.9%58.3%34.2%
Put IV 25d41.2%27.2%66.9%66.9%54.0%
Bid-Ask Spread %109.1168.98123.31123.27112.50
Gamma HHI0.300.230.520.240.52
Net GEX14.6K10.2K19.3K10.2K19.3K
Net DEX-465.3K-601.7K-326.9K-326.9K-546.2K
Net VEX-1.3K-1.4K-979-1.4K-979
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.970.000.00
Total Volume15.545011502
Total OI329.955230354314349

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$52.12$45.0052.6%15.1%45.6%19.7%0.0%8.6%-1.0%10.2K-326.9K-1.4K0.00123.27N/AN/A0023876
2021-06-02$51.74$45.0056.5%16.2%44.8%21.9%0.0%2.8%-12.2%10.7K-331.0K-1.3K0.00123.31N/AN/A0023876
2021-06-03$53.45$45.0054.5%12.6%46.1%20.8%0.0%-11.4%5.0%11.5K-385.5K-1.3K0.00107.44N/AN/A0123876
2021-06-04$54.52$45.0054.0%12.5%46.4%20.5%42.2%-11.1%8.4%11.5K-430.4K-1.4K0.00105.79N/AN/A36023877
2021-06-07$56.65$45.0053.3%13.4%47.2%20.1%0.0%4.0%12.7%10.9K-506.3K-1.1K0.0068.98N/AN/A0017258
2021-06-08$57.90$45.0053.5%11.5%44.2%20.2%38.7%8.2%5.2%13.6K-601.7K-1.3K0.00107.71N/AN/A7023677
2021-06-09$54.86$45.0050.2%14.4%47.6%18.4%51.7%-5.9%-7.6%12.6K-480.4K-1.4K0.00107.15N/AN/A1023577
2021-06-10$54.80$45.0031.0%8.9%40.9%7.7%23.6%-14.6%10.7%12.5K-446.9K-1.4K0.20109.94N/AN/A15323577
2021-06-11$55.90$45.0041.7%12.0%41.1%13.7%41.4%-5.0%9.6%13.4K-493.1K-1.4K0.00111.31N/AN/A10025280
2021-06-14$56.03$45.0036.3%10.4%39.6%10.7%40.4%-8.0%4.6%15.4K-537.8K-1.3K0.00107.92N/AN/A5026480
2021-06-15$53.97$45.0042.1%12.1%42.0%13.9%38.7%6.1%2.0%14.3K-460.2K-1.4K0.00110.09N/AN/A10026480
2021-06-16$54.06$45.0045.9%13.2%41.9%16.0%64.3%3.7%-0.2%14.9K-423.1K-1.2K0.00110.25N/AN/A0927480
2021-06-17$54.36$45.0045.7%13.1%41.0%15.9%0.0%-12.9%0.8%15.6K-461.4K-1.3K0.00111.66N/AN/A0027478
2021-06-18$53.61$45.0045.0%12.9%41.6%15.5%0.0%-13.2%2.8%15.2K-410.3K-1.2K0.00113.04N/AN/A1027478
2021-06-21$54.17$45.0049.5%14.2%40.5%18.0%56.7%1.9%-9.7%15.1K-428.5K-1.2K0.00108.77N/AN/A1027073
2021-06-22$54.08$45.0052.0%14.9%39.9%19.4%43.2%-14.5%-4.4%15.2K-404.2K-1.3K0.00110.04N/AN/A0127173
2021-06-23$55.36$45.0049.0%14.1%40.5%17.7%46.1%5.6%-7.1%16.3K-451.0K-1.1K0.95110.53N/AN/A595627173
2021-06-24$57.14$45.0046.8%13.4%40.2%16.5%40.5%6.3%11.9%18.2K-555.9K-1.2K0.00110.24N/AN/A4027173
2021-06-25$56.32$45.0048.2%13.8%40.6%17.3%39.5%4.9%-2.7%18.5K-515.8K-1.1K0.00112.12N/AN/A4027373
2021-06-28$56.74$45.0054.0%15.5%37.5%20.5%53.0%11.7%-14.6%17.9K-526.0K-1.2K0.00109.68N/AN/A3026973
2021-06-29$56.45$45.0052.2%15.0%36.5%19.5%45.9%3.2%-17.1%17.9K-513.7K-1.1K0.97108.64N/AN/A585627273
2021-06-30$57.06$45.0049.5%14.2%36.3%18.0%34.1%19.8%1.3%19.3K-546.2K-9790.00112.50N/AN/A2027673