AGYS Options History — August 2021

In August 2021, AGYS traded between $50.09 and $58.06. ATM implied volatility averaged 48.3%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 7.1% (HV 20d: 41.2%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2021-08-12: Highest Volume — 698 contracts
  • 2021-08-11: Largest IV drop — 28.9% change
  • 2021-08-04: Highest IV Rank — 25.4%
  • 2021-08-04: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.99$50.09$58.06$55.76$56.79
Max Pain$56.15$55.00$60.00$60.00$55.00
ATM IV48.3%39.9%56.4%51.8%43.5%
Expected Move13.4%11.0%16.2%14.9%12.5%
HV 20d41.2%38.2%44.6%42.2%42.1%
HV 60d38.7%36.7%40.7%40.7%38.4%
IV Rank18.2%10.6%25.4%21.3%13.9%
IV Percentile35.8%11.9%63.9%45.2%21.0%
Term Structure-1.7%-24.6%14.8%-24.6%0.5%
VWIV45.0%33.4%54.5%54.5%43.0%
Skew 25d4.4%-3.0%13.5%-1.4%4.4%
Skew 10d10.9%-5.7%35.4%14.0%15.5%
Call IV 25d45.6%37.5%61.9%50.5%46.2%
Put IV 25d50.0%43.3%60.1%49.1%50.6%
Bid-Ask Spread %115.06106.65122.28111.07117.14
Gamma HHI0.560.240.920.610.30
Net GEX41.5K-6.7K129.9K47.8K5.0K
Net DEX-307.8K-723.9K36.8K-635.6K-99.8K
Net VEX-1.3K-2.8K-336-2.8K-647
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.001.001.000.00
Total Volume32.864069820
Total OI568.409107844840111

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$55.76$60.0051.8%14.9%42.2%21.3%54.5%-1.4%-24.6%47.8K-635.6K-2.8K1.00111.07N/AN/A11478362
2021-08-03$55.40$60.0054.5%15.6%41.5%23.7%0.0%11.4%-10.1%50.8K-555.9K-2.5K0.00118.72N/AN/A00482362
2021-08-04$55.07$60.0056.4%16.2%38.2%25.4%0.0%10.8%-9.5%46.8K-522.9K-2.4K0.00117.75N/AN/A00481362
2021-08-05$57.15$0.0054.9%11.0%40.5%24.1%0.0%7.0%7.5%92.0K-697.3K-2.2K0.00114.14N/AN/A10481362
2021-08-06$56.75$0.0045.7%13.1%39.4%15.8%0.0%4.0%-1.9%90.4K-603.9K-2.1K0.00108.97N/AN/A00481362
2021-08-09$57.12$0.0051.7%13.1%39.3%21.2%0.0%5.3%1.1%99.7K-645.5K-2.0K0.00113.17N/AN/A20482362
2021-08-10$56.27$0.0056.1%13.0%39.6%25.1%0.0%3.8%-3.3%85.0K-411.2K-1.5K0.00116.72N/AN/A00482362
2021-08-11$57.40$0.0039.9%11.4%40.2%10.6%0.0%5.1%14.8%112.0K-636.1K-1.8K0.00115.82N/AN/A40482362
2021-08-12$58.06$0.0043.2%12.4%40.3%13.6%0.0%4.4%-1.4%129.9K-723.9K-1.8K1.00113.20N/AN/A349349482362
2021-08-13$56.99$0.0042.2%12.1%40.6%12.7%0.0%5.1%4.6%102.4K-561.7K-1.6K0.00115.51N/AN/A50481362
2021-08-16$53.73$0.0047.1%13.5%43.7%17.1%47.2%-3.0%-6.1%27.9K-186.8K-9410.00106.65N/AN/A10390271
2021-08-17$51.52$0.0053.1%15.2%43.1%22.4%47.1%-1.8%-2.3%5.1K-57.0K-1.1K0.00108.51N/AN/A30393271
2021-08-18$50.76$55.0051.5%14.8%42.5%21.0%0.0%4.5%-5.4%-6.7K36.8K-7630.00117.16N/AN/A00394271
2021-08-19$50.09$55.0051.2%14.7%40.2%20.8%0.0%0.6%1.2%-543-16.6K-4370.00116.91N/AN/A00392271
2021-08-20$52.65$55.0049.9%14.3%44.6%19.5%0.0%-2.0%-1.3%3.1K-35.1K-5080.00115.48N/AN/A00392271
2021-08-23$53.22$55.0050.9%14.6%43.0%20.4%0.0%2.5%-3.7%3.2K-63.9K-5310.00115.90N/AN/A001016
2021-08-24$52.66$55.0042.8%12.3%41.4%13.2%0.0%0.5%-1.2%2.7K-35.9K-3360.00118.01N/AN/A001016
2021-08-25$53.24$55.0041.0%11.8%39.0%11.6%0.0%2.7%1.4%3.1K-56.4K-4660.00116.58N/AN/A001016
2021-08-26$55.25$55.0045.2%13.0%41.5%15.4%33.4%6.2%1.2%3.7K-73.0K-5350.00114.34N/AN/A401016
2021-08-27$56.99$55.0045.1%12.9%42.3%15.3%0.0%12.6%-1.9%4.5K-93.7K-5750.00122.28N/AN/A001016
2021-08-30$56.84$55.0045.7%13.1%42.2%15.8%43.0%13.5%2.1%4.7K-97.0K-6130.00117.18N/AN/A301056
2021-08-31$56.79$55.0043.5%12.5%42.1%13.9%0.0%4.4%0.5%5.0K-99.8K-6470.00117.14N/AN/A001056