AGYS Options History — September 2021

In September 2021, AGYS traded between $50.50 and $58.00. ATM implied volatility averaged 49.2%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 7.4% (HV 20d: 41.9%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-09-10: Highest Volume — 5 contracts
2021-09-08: Largest IV drop — 32.7% change
2021-09-07: Highest IV Rank — 30.9%
2021-09-20: Largest Expected Move — 16.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.89	$50.50	$58.00	$56.95	$52.62
Max Pain	$55.00	$55.00	$55.00	$55.00	$55.00
ATM IV	49.2%	40.7%	62.5%	44.7%	48.2%
Expected Move	13.8%	9.7%	16.7%	12.8%	13.8%
HV 20d	41.9%	36.9%	46.8%	42.0%	41.5%
HV 60d	39.1%	36.6%	41.1%	38.1%	40.1%
IV Rank	19.0%	11.3%	30.9%	14.9%	18.1%
IV Percentile	38.3%	11.9%	79.0%	23.0%	32.9%
Term Structure	-0.9%	-17.6%	12.5%	0.7%	-7.2%
VWIV	67.9%	67.9%	67.9%	67.9%	67.9%
Skew 25d	6.5%	-16.7%	17.5%	5.5%	3.9%
Skew 10d	17.2%	3.5%	32.1%	24.4%	11.8%
Call IV 25d	48.2%	32.2%	62.4%	45.7%	57.7%
Put IV 25d	54.8%	42.9%	68.1%	51.2%	61.6%
Bid-Ask Spread %	115.69	106.50	121.09	117.38	119.58
Gamma HHI	0.30	0.26	0.37	0.27	0.31
Net GEX	3.7K	2.3K	5.9K	5.4K	3.1K
Net DEX	-60.3K	-116.4K	-28.9K	-105.8K	-39.9K
Net VEX	-445	-638	-327	-610	-393
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1.048	0	5	3	0
Total OI	119.333	114	125	114	125

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-09-01	$56.95	$55.00	44.7%	12.8%	42.0%	14.9%	0.0%	5.5%	0.7%	5.4K	-105.8K	-610	117.38	N/A	N/A	3	0	108	6
2021-09-02	$58.00	$55.00	44.3%	9.7%	40.4%	14.5%	0.0%	4.4%	9.8%	5.9K	-116.4K	-600	107.96	N/A	N/A	0	0	108	6
2021-09-03	$55.52	$55.00	53.3%	14.3%	43.4%	22.6%	0.0%	11.2%	-8.0%	5.4K	-110.7K	-638	106.50	N/A	N/A	0	0	111	6
2021-09-07	$53.73	$55.00	62.5%	14.3%	44.7%	30.9%	0.0%	17.5%	-4.6%	4.3K	-82.6K	-560	109.35	N/A	N/A	0	0	111	6
2021-09-08	$53.78	$55.00	42.1%	12.1%	44.5%	12.6%	0.0%	12.3%	5.3%	4.7K	-86.9K	-533	115.50	N/A	N/A	0	0	111	6
2021-09-09	$53.79	$55.00	45.8%	13.1%	43.7%	15.9%	0.0%	13.0%	0.1%	4.8K	-75.3K	-483	115.95	N/A	N/A	0	0	111	6
2021-09-10	$50.99	$55.00	56.5%	16.2%	46.8%	25.5%	0.0%	7.7%	-8.9%	3.8K	-57.2K	-441	110.19	N/A	N/A	5	0	111	6
2021-09-13	$50.50	$55.00	44.0%	12.6%	46.6%	14.3%	0.0%	-16.7%	12.5%	3.2K	-45.2K	-375	117.70	N/A	N/A	0	0	111	6
2021-09-14	$50.56	$55.00	49.5%	14.2%	42.2%	19.2%	0.0%	5.9%	-1.1%	3.1K	-40.9K	-383	114.39	N/A	N/A	0	0	116	6
2021-09-15	$52.55	$55.00	40.7%	11.7%	42.0%	11.3%	0.0%	4.5%	0.6%	3.9K	-60.5K	-461	117.40	N/A	N/A	0	0	116	6
2021-09-16	$51.62	$55.00	44.8%	12.8%	42.2%	15.0%	0.0%	5.7%	7.2%	3.7K	-51.8K	-419	118.86	N/A	N/A	0	0	116	6
2021-09-17	$52.21	$55.00	45.9%	13.2%	42.0%	16.0%	0.0%	11.3%	11.4%	3.2K	-46.3K	-373	117.05	N/A	N/A	0	0	116	6
2021-09-20	$50.67	$55.00	58.2%	16.7%	39.4%	27.1%	67.9%	5.9%	-10.1%	2.9K	-49.6K	-422	116.39	N/A	N/A	0	2	111	6
2021-09-21	$51.47	$55.00	50.2%	14.4%	39.7%	19.8%	0.0%	5.3%	3.9%	2.7K	-41.9K	-364	117.02	N/A	N/A	0	0	111	6
2021-09-22	$52.75	$55.00	43.3%	12.4%	40.6%	13.6%	0.0%	4.1%	-3.9%	3.2K	-51.4K	-400	119.61	N/A	N/A	3	0	111	6
2021-09-23	$53.66	$55.00	50.7%	14.5%	40.9%	20.3%	0.0%	4.0%	3.8%	3.9K	-65.0K	-453	113.61	N/A	N/A	0	5	111	6
2021-09-24	$53.09	$55.00	54.9%	15.8%	38.6%	24.1%	0.0%	5.0%	-17.6%	3.4K	-42.4K	-327	118.12	N/A	N/A	0	0	114	6
2021-09-27	$53.59	$55.00	46.4%	13.3%	36.9%	16.5%	0.0%	13.9%	-2.8%	3.3K	-35.5K	-377	116.30	N/A	N/A	0	0	114	11
2021-09-28	$51.05	$55.00	55.0%	15.8%	40.3%	24.2%	0.0%	5.8%	-6.3%	2.3K	-28.9K	-358	119.61	N/A	N/A	0	0	114	11
2021-09-29	$51.57	$55.00	53.2%	15.2%	40.6%	22.5%	0.0%	7.3%	-3.5%	2.6K	-31.3K	-379	121.09	N/A	N/A	4	0	114	11
2021-09-30	$52.62	$55.00	48.2%	13.8%	41.5%	18.1%	0.0%	3.9%	-7.2%	3.1K	-39.9K	-393	119.58	N/A	N/A	0	0	114	11