AGYS Options History — July 2021 In July 2021, AGYS traded between $53.77 and $58.38. ATM implied volatility averaged 55.1%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 20.9% (HV 20d: 34.2%). Max pain ranged from $45.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.26.
Notable Days 2021-07-26 : Highest Volume — 700 contracts2021-07-13 : Largest IV spike — 111.4% change2021-07-13 : Highest IV Rank — 62.6%2021-07-27 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $56.28 $53.77 $58.38 $56.78 $55.25 Max Pain $58.57 $45.00 $60.00 $45.00 $60.00 ATM IV 55.1% 39.8% 97.9% 46.9% 49.4% Expected Move 14.3% 12.0% 16.5% 13.5% 14.2% HV 20d 34.2% 27.4% 42.1% 34.9% 42.1% HV 60d 39.1% 37.6% 40.8% 38.1% 40.7% IV Rank 24.1% 12.6% 62.6% 16.6% 19.1% IV Percentile 49.6% 11.5% 97.2% 29.8% 38.5% Term Structure -0.8% -13.4% 11.6% 5.9% -6.8% VWIV 49.5% 39.8% 60.5% 39.8% 50.5% Skew 25d 3.7% -13.0% 16.3% 4.3% 2.7% Skew 10d 13.7% -7.4% 31.0% -7.4% 10.0% Call IV 25d 45.7% 34.0% 61.8% 43.9% 46.6% Put IV 25d 49.4% 41.7% 59.6% 48.2% 49.2% Bid-Ask Spread % 108.81 99.84 116.27 110.11 111.80 Gamma HHI 0.40 0.20 0.70 0.44 0.64 Net GEX 18.5K 3.0K 60.4K 18.9K 50.4K Net DEX -399.7K -768.8K -50.8K -535.2K -580.5K Net VEX -1.1K -3.1K -552 -1.0K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.00 1.50 0.00 0.00 Total Volume 39.857 0 700 6 4 Total OI 345.905 98 841 349 841
Daily Data (21 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 2021-07-01 $56.78 $45.00 46.9% 13.5% 34.9% 16.6% 39.8% 4.3% 5.9% 18.9K -535.2K -1.0K 0.00 110.11 N/A N/A 6 0 276 73 2021-07-02 $57.28 $45.00 47.9% 13.7% 34.4% 17.1% 0.0% 13.3% 6.4% 18.8K -553.0K -983 1.50 114.34 N/A N/A 2 3 274 73 2021-07-06 $58.38 $60.00 39.8% 15.0% 32.4% 12.6% 47.6% 16.3% -10.5% 20.8K -600.9K -959 0.00 106.61 N/A N/A 32 0 274 76 2021-07-07 $55.74 $60.00 65.8% 14.1% 35.6% 27.1% 0.0% 5.8% -3.0% 19.0K -489.9K -1.1K 0.33 109.09 N/A N/A 3 1 285 76 2021-07-08 $55.75 $60.00 75.8% 13.7% 29.8% 32.7% 0.0% -5.5% 5.4% 17.3K -452.5K -890 0.33 100.86 N/A N/A 6 2 281 77 2021-07-09 $57.28 $60.00 66.9% 12.0% 31.2% 40.7% 50.4% 16.1% 11.6% 19.3K -509.5K -739 0.00 106.10 N/A N/A 0 2 281 75 2021-07-12 $57.79 $60.00 46.3% 13.4% 30.6% 23.8% 0.0% -2.0% -4.7% 23.1K -574.5K -963 0.00 108.90 N/A N/A 10 0 287 77 2021-07-13 $57.41 $60.00 97.9% 13.1% 30.7% 62.6% 0.0% 9.1% 0.5% 20.8K -536.2K -799 0.00 114.09 N/A N/A 0 0 287 77 2021-07-14 $56.98 $60.00 53.6% 15.4% 27.4% 22.9% 57.9% 6.7% -13.4% 20.2K -524.6K -830 0.00 106.79 N/A N/A 2 0 287 77 2021-07-15 $56.67 $60.00 49.3% 14.1% 27.6% 19.1% 0.0% 6.4% -3.7% 18.9K -484.6K -701 0.00 116.27 N/A N/A 0 0 286 77 2021-07-16 $55.90 $60.00 47.2% 13.5% 28.1% 17.1% 0.0% 5.7% -1.8% 3.3K -450.5K -621 0.00 108.14 N/A N/A 11 0 286 77 2021-07-19 $53.77 $60.00 53.4% 15.3% 31.1% 22.7% 40.4% -13.0% 2.6% 3.0K -50.8K -552 0.00 112.61 N/A N/A 6 0 87 11 2021-07-20 $56.08 $60.00 54.3% 15.6% 34.4% 23.5% 0.0% -3.3% -8.9% 3.3K -57.8K -573 0.00 105.38 N/A N/A 0 0 87 11 2021-07-21 $57.10 $60.00 45.2% 13.0% 34.8% 15.4% 49.8% 9.6% 8.5% 3.7K -66.6K -590 0.00 111.65 N/A N/A 18 0 87 11 2021-07-22 $54.66 $60.00 56.5% 16.2% 37.6% 25.4% 0.0% -1.6% -6.3% 5.7K -101.8K -734 0.00 106.56 N/A N/A 15 0 105 11 2021-07-23 $54.78 $60.00 55.9% 16.0% 35.6% 25.0% 0.0% -3.6% -12.1% 6.4K -110.2K -850 0.00 109.79 N/A N/A 5 0 120 11 2021-07-26 $56.55 $60.00 48.9% 14.0% 37.2% 18.7% 60.5% -9.5% 10.5% 7.1K -125.6K -891 1.00 102.58 N/A N/A 350 350 120 11 2021-07-27 $54.59 $60.00 57.4% 16.5% 39.2% 26.3% 44.5% -0.7% -5.8% 6.9K -121.7K -962 0.00 99.84 N/A N/A 6 0 125 11 2021-07-28 $56.71 $60.00 53.9% 15.5% 41.6% 23.2% 53.9% 12.8% 7.8% 41.4K -768.8K -3.1K 1.00 110.84 N/A N/A 1 1 475 361 2021-07-29 $56.47 $60.00 44.6% 12.8% 41.5% 14.8% 50.5% 7.7% 1.6% 60.4K -697.6K -2.8K 0.00 112.63 N/A N/A 0 1 477 363 2021-07-30 $55.25 $60.00 49.4% 14.2% 42.1% 19.1% 0.0% 2.7% -6.8% 50.4K -580.5K -2.7K 0.00 111.80 N/A N/A 4 0 478 363
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