AGYS Options History — December 2021

In December 2021, AGYS traded between $41.35 and $47.80. ATM implied volatility averaged 62.4%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 12.8% (HV 20d: 49.6%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.43.

Notable Days

2021-12-10: Highest Volume — 94 contracts
2021-12-15: Largest IV drop — 37.3% change
2021-12-14: Highest IV Rank — 60.0%
2021-12-01: Largest Expected Move — 20.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.26	$41.35	$47.80	$43.33	$44.33
Max Pain	$44.32	$40.00	$45.00	$40.00	$45.00
ATM IV	62.4%	45.7%	89.9%	72.5%	53.5%
Expected Move	15.8%	13.1%	20.8%	20.8%	15.3%
HV 20d	49.6%	42.1%	53.0%	42.4%	50.2%
HV 60d	62.3%	60.0%	63.9%	60.0%	62.0%
IV Rank	32.0%	14.9%	60.0%	42.3%	22.9%
IV Percentile	63.0%	18.3%	98.8%	90.1%	44.8%
Term Structure	-3.7%	-32.5%	9.7%	-32.5%	-2.0%
VWIV	55.2%	40.2%	84.5%	74.9%	52.7%
Skew 25d	10.2%	-5.8%	37.5%	17.3%	10.7%
Skew 10d	23.1%	-13.3%	48.9%	36.5%	11.6%
Call IV 25d	56.5%	42.3%	94.4%	84.7%	47.6%
Put IV 25d	66.7%	46.9%	105.7%	102.0%	58.3%
Bid-Ask Spread %	108.90	98.36	116.99	109.35	115.15
Gamma HHI	0.25	0.14	0.52	0.24	0.21
Net GEX	822	-3.1K	2.3K	827	1.9K
Net DEX	-75.9K	-189.8K	-13.8K	-81.5K	-44.0K
Net VEX	-541	-693	-418	-693	-477
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.31	0.56	0.31	0.47
Total Volume	85.682	84	94	85	84
Total OI	166.364	125	196	176	135

Daily Data (22 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
2021-12-01	$43.33	$40.00	72.5%	20.8%	42.4%	42.3%	74.9%	17.3%	-32.5%	827	-81.5K	-693	0.31	109.35	N/A	N/A	65	20	119	57
2021-12-02	$44.28	$40.00	65.4%	18.8%	42.1%	35.1%	84.5%	37.5%	-24.3%	22	-65.5K	-665	0.31	110.22	N/A	N/A	65	20	129	57
2021-12-03	$42.41	$40.00	71.3%	20.4%	44.0%	41.1%	77.0%	11.3%	1.6%	-60	-42.9K	-629	0.31	111.26	N/A	N/A	65	20	129	57
2021-12-06	$45.02	$45.00	76.8%	16.6%	47.3%	46.7%	56.1%	8.5%	3.3%	128	-97.0K	-649	0.31	102.72	N/A	N/A	65	20	129	57
2021-12-07	$47.28	$45.00	67.3%	15.5%	50.4%	37.0%	52.2%	-2.0%	9.7%	1.8K	-158.5K	-626	0.31	98.36	N/A	N/A	65	20	129	57
2021-12-08	$47.80	$45.00	56.9%	14.3%	50.3%	26.4%	53.5%	10.9%	-3.6%	1.6K	-189.8K	-566	0.31	102.59	N/A	N/A	65	20	129	57
2021-12-09	$46.06	$45.00	76.4%	15.3%	50.1%	46.2%	52.2%	15.4%	-2.3%	1.2K	-145.0K	-596	0.31	104.69	N/A	N/A	65	20	129	57
2021-12-10	$45.51	$45.00	76.8%	14.7%	48.1%	46.6%	50.4%	9.4%	3.8%	890	-135.8K	-551	0.47	102.34	N/A	N/A	64	30	129	57
2021-12-13	$43.80	$45.00	85.3%	15.0%	49.4%	55.3%	52.1%	12.7%	0.4%	-506	-79.6K	-559	0.47	103.60	N/A	N/A	64	30	129	67
2021-12-14	$43.52	$45.00	89.9%	14.3%	49.2%	60.0%	49.2%	3.7%	5.0%	-1.3K	-57.7K	-537	0.47	111.16	N/A	N/A	64	30	128	67
2021-12-15	$44.42	$45.00	56.3%	16.1%	49.6%	25.8%	55.7%	3.6%	-1.2%	-519	-79.7K	-504	0.56	104.56	N/A	N/A	54	30	128	67
2021-12-16	$41.35	$45.00	64.0%	18.3%	53.0%	33.6%	60.7%	7.7%	-9.3%	-3.1K	-58.4K	-543	0.56	99.59	N/A	N/A	54	30	129	67
2021-12-17	$42.31	$45.00	53.6%	15.4%	52.2%	23.0%	43.1%	17.5%	2.7%	892	-115.9K	-445	0.56	108.84	N/A	N/A	54	30	129	67
2021-12-20	$43.29	$45.00	45.7%	13.1%	52.4%	14.9%	40.2%	4.3%	-4.0%	840	-13.8K	-418	0.47	108.49	N/A	N/A	57	27	101	24
2021-12-21	$44.11	$45.00	52.9%	15.2%	52.7%	22.3%	48.5%	16.3%	-13.9%	1.7K	-37.5K	-522	0.47	113.26	N/A	N/A	57	27	110	24
2021-12-22	$44.73	$45.00	52.6%	15.1%	52.6%	22.0%	50.8%	7.1%	-6.5%	2.0K	-41.8K	-501	0.47	116.63	N/A	N/A	57	27	111	24
2021-12-23	$44.40	$45.00	48.1%	13.8%	52.7%	17.4%	50.3%	-4.6%	3.2%	2.3K	-59.7K	-527	0.47	116.00	N/A	N/A	57	27	111	24
2021-12-27	$44.30	$45.00	51.2%	14.7%	50.7%	20.6%	48.4%	27.9%	-11.9%	2.3K	-51.0K	-516	0.47	113.27	N/A	N/A	57	27	111	24
2021-12-28	$43.95	$45.00	55.2%	15.8%	50.2%	24.6%	61.1%	-5.8%	-0.2%	1.9K	-41.9K	-474	0.47	110.06	N/A	N/A	57	27	111	24
2021-12-29	$43.30	$45.00	51.1%	14.6%	50.2%	20.4%	49.7%	5.8%	-2.3%	1.7K	-34.5K	-441	0.47	116.73	N/A	N/A	57	27	111	24
2021-12-30	$44.33	$45.00	49.8%	14.3%	50.8%	19.1%	50.8%	9.4%	3.5%	1.7K	-38.5K	-462	0.47	116.99	N/A	N/A	57	27	111	24
2021-12-31	$44.33	$45.00	53.5%	15.3%	50.2%	22.9%	52.7%	10.7%	-2.0%	1.9K	-44.0K	-477	0.47	115.15	N/A	N/A	57	27	111	24