AGYS Options History — November 2021

In November 2021, AGYS traded between $43.33 and $51.54. ATM implied volatility averaged 58.5%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 23.2% (HV 20d: 81.7%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2021-11-18: Highest Volume — 131 contracts
  • 2021-11-10: Largest IV drop — 38.2% change
  • 2021-11-09: Highest IV Rank — 50.1%
  • 2021-11-29: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.88$43.33$51.54$47.67$43.57
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV58.5%47.3%79.7%49.5%64.8%
Expected Move15.7%12.6%18.8%14.2%18.6%
HV 20d81.7%42.2%92.5%87.4%42.4%
HV 60d60.5%59.8%61.2%60.5%60.3%
IV Rank28.8%16.6%50.1%21.2%34.4%
IV Percentile62.0%27.0%96.4%39.3%81.3%
Term Structure-7.4%-21.0%8.3%-8.3%-14.1%
VWIV56.9%39.5%88.1%55.6%77.0%
Skew 25d3.5%-12.0%20.7%0.9%10.7%
Skew 10d28.7%0.4%63.3%0.4%29.1%
Call IV 25d67.5%50.2%103.2%58.7%85.6%
Put IV 25d71.0%55.3%103.9%59.6%96.3%
Bid-Ask Spread %108.93102.15115.56103.13112.93
Gamma HHI0.230.180.330.230.33
Net GEX2.6K-2465.0K1.2K-246
Net DEX-213.9K-354.1K-57.9K-254.8K-62.3K
Net VEX-649-788-572-735-631
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.350.960.610.36
Total Volume104.9057413110675
Total OI260.095151317302176

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$47.67$40.0049.5%14.2%87.4%21.2%55.6%0.9%-8.3%1.2K-254.8K-7350.61103.13N/AN/A6640138164
2021-11-02$47.68$40.0053.0%15.2%86.9%24.7%59.3%6.3%-5.0%2.6K-241.0K-7150.61115.56N/AN/A6640137158
2021-11-03$48.86$40.0057.3%16.4%87.1%28.9%57.6%12.6%-13.5%3.8K-264.4K-6400.67111.69N/AN/A6644135158
2021-11-04$47.95$40.0060.4%12.6%86.8%32.0%42.9%8.0%-5.1%3.7K-264.8K-7880.67111.59N/AN/A6644135153
2021-11-05$49.87$40.0055.9%14.2%87.5%27.5%46.8%5.0%-1.8%4.9K-310.2K-6200.66105.73N/AN/A6744135153
2021-11-08$50.86$40.0074.5%14.3%87.9%45.9%57.8%8.8%-1.8%3.9K-341.3K-6790.66106.74N/AN/A6744140153
2021-11-09$51.54$40.0079.7%14.5%88.0%50.1%55.3%-1.3%-3.6%5.0K-354.1K-5980.66108.52N/AN/A6744140153
2021-11-10$49.54$40.0049.2%14.1%88.5%19.3%64.1%20.7%-9.6%4.8K-309.2K-6670.66106.71N/AN/A6744138153
2021-11-11$47.50$40.0058.6%16.8%89.4%28.8%53.5%-7.3%-7.0%3.4K-260.2K-7190.83102.15N/AN/A6554137153
2021-11-12$48.08$40.0064.3%18.4%89.6%34.5%42.7%15.9%-16.7%4.0K-282.8K-7570.83104.91N/AN/A6554140163
2021-11-15$47.27$40.0055.5%15.9%89.7%25.7%43.4%6.3%-4.7%2.4K-237.8K-6670.81110.35N/AN/A6754140163
2021-11-16$47.91$40.0050.3%14.4%90.0%20.4%43.7%4.8%-6.4%3.6K-248.8K-6130.81113.72N/AN/A6754145163
2021-11-17$45.66$40.0062.8%18.0%91.2%33.0%39.5%11.7%-17.3%2.1K-229.9K-5900.81105.09N/AN/A6754145163
2021-11-18$43.89$40.0051.6%14.8%91.9%21.0%59.8%-0.1%-4.4%732-166.4K-5720.96107.78N/AN/A6764145163
2021-11-19$44.76$40.0058.4%16.7%92.4%27.9%61.7%-3.4%-11.0%2.9K-197.1K-5770.94112.29N/AN/A6763145172
2021-11-22$44.22$40.0047.3%13.6%92.1%16.6%72.6%7.2%3.5%1.9K-97.5K-5760.51108.86N/AN/A532711635
2021-11-23$44.94$40.0056.0%16.1%92.5%25.5%58.4%-10.7%-8.4%2.1K-108.8K-5780.45104.65N/AN/A562511635
2021-11-24$45.08$40.0049.9%14.3%55.5%19.2%55.7%-12.0%8.3%1.6K-123.2K-6370.38112.75N/AN/A562111944
2021-11-26$43.33$40.0063.7%18.3%57.4%33.3%88.1%0.7%-7.9%899-57.9K-6870.39111.81N/AN/A562211949
2021-11-29$44.26$40.0065.4%18.8%42.2%35.1%60.1%-10.8%-21.0%302-78.5K-5910.35110.53N/AN/A551911954
2021-11-30$43.57$40.0064.8%18.6%42.4%34.4%77.0%10.7%-14.1%-246-62.3K-6310.36112.93N/AN/A552011957