AGYS Options History — October 2021

In October 2021, AGYS traded between $42.45 and $55.07. ATM implied volatility averaged 57.7%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 12.3% (HV 20d: 45.4%). Max pain ranged from $40.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2021-10-27: Highest Volume — 166 contracts
  • 2021-10-27: Largest IV spike — 49.9% change
  • 2021-10-12: Highest IV Rank — 51.4%
  • 2021-10-27: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.78$42.45$55.07$55.07$47.90
Max Pain$49.29$40.00$55.00$55.00$40.00
ATM IV57.7%40.4%85.3%58.4%40.4%
Expected Move15.0%11.6%22.0%16.7%11.6%
HV 20d45.4%31.7%87.7%44.5%87.7%
HV 60d42.9%38.0%60.5%41.2%60.5%
IV Rank27.9%12.2%51.4%27.2%12.2%
IV Percentile58.1%9.1%98.0%67.9%9.1%
Term Structure-4.3%-29.0%8.1%-7.7%0.1%
VWIV60.0%46.8%79.9%58.5%46.8%
Skew 25d7.9%-9.5%21.8%20.5%18.5%
Skew 10d11.8%-12.5%28.9%25.4%28.9%
Call IV 25d49.6%38.6%67.4%45.2%39.0%
Put IV 25d57.6%42.1%75.4%65.7%57.5%
Bid-Ask Spread %107.7490.38119.68119.25102.41
Gamma HHI0.350.180.490.300.22
Net GEX2.5K464.6K4.6K2.1K
Net DEX-49.5K-246.3K16.3K-77.7K-246.3K
Net VEX-400-773-108-546-773
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.001.250.000.59
Total Volume25.85701660113
Total OI115.09556301129301

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$55.07$55.0058.4%16.7%44.5%27.2%0.0%20.5%-7.7%4.6K-77.7K-5460.00119.25N/AN/A0011811
2021-10-04$53.73$50.0062.9%12.1%42.6%31.3%0.0%-4.1%2.4%4.6K-74.9K-5140.00111.84N/AN/A4011811
2021-10-05$51.98$50.0067.7%14.4%42.7%35.5%0.0%0.5%8.1%3.3K-51.3K-4560.00110.13N/AN/A5011811
2021-10-06$52.89$50.0054.0%14.5%43.2%23.3%0.0%10.6%-2.6%3.5K-48.9K-4510.00110.03N/AN/A0011811
2021-10-07$53.91$50.0057.1%14.1%43.8%26.1%0.0%8.9%-4.6%4.0K-56.0K-4540.00107.17N/AN/A0011811
2021-10-08$52.07$50.0062.6%15.2%41.1%30.9%58.5%9.6%1.0%2.9K-37.6K-3730.00105.25N/AN/A0211811
2021-10-11$52.22$50.0077.4%14.1%41.0%44.2%0.0%5.1%-0.2%2.6K-28.1K-3350.00102.74N/AN/A0011411
2021-10-12$52.36$50.0085.3%15.9%41.0%51.4%0.0%8.8%-9.3%2.5K-29.4K-3480.00102.68N/AN/A0011413
2021-10-13$53.67$50.0051.3%14.7%39.6%20.8%0.0%9.8%-3.8%3.4K-40.6K-3510.00116.20N/AN/A0011413
2021-10-14$54.10$50.0048.7%14.0%39.0%20.4%0.0%3.9%-4.5%3.7K-47.3K-3730.00115.48N/AN/A4011413
2021-10-15$53.77$50.0048.0%13.8%38.9%19.7%0.0%16.6%-9.7%2.1K-26.0K-3600.00106.28N/AN/A3011413
2021-10-18$53.26$50.0048.6%13.9%37.4%20.3%0.0%11.7%-7.2%1.8K-32.4K-3170.00115.10N/AN/A00497
2021-10-19$53.24$50.0041.9%12.0%37.1%13.7%0.0%-2.2%-1.1%1.8K-28.6K-2940.00119.68N/AN/A80527
2021-10-20$53.04$50.0049.0%14.0%36.1%20.7%72.5%9.2%-7.5%2.5K-53.4K-4210.10100.55N/AN/A202527
2021-10-21$52.63$50.0050.3%14.4%35.7%22.0%58.5%12.9%-7.9%1.6K-24.7K-2960.10105.79N/AN/A202527
2021-10-22$51.66$50.0055.0%15.8%36.1%26.6%55.1%-0.7%1.0%1.8K-25.9K-2840.10112.17N/AN/A202527
2021-10-25$52.35$50.0058.9%16.9%36.2%30.5%58.8%6.1%-4.1%2.0K-30.8K-3240.10108.03N/AN/A202527
2021-10-26$52.13$50.0051.2%14.7%31.7%22.9%58.2%8.6%8.0%2.1K-34.1K-3370.04102.76N/AN/A231527
2021-10-27$42.45$50.0076.8%22.0%79.6%48.2%79.9%21.8%-29.0%4616.3K-1081.1098.66N/AN/A7987558
2021-10-28$43.02$40.0066.8%19.2%79.3%38.3%52.0%-9.5%-12.6%141-62.1K-6881.2590.38N/AN/A5670111125
2021-10-29$47.90$40.0040.4%11.6%87.7%12.2%46.8%18.5%0.1%2.1K-246.3K-7730.59102.41N/AN/A7142136165