AGYS Options History — January 2022

In January 2022, AGYS traded between $35.41 and $44.69. ATM implied volatility averaged 62.3%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 23.0% (HV 20d: 39.3%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.47.

Notable Days

2022-01-18: Highest Volume — 96 contracts
2022-01-05: Largest IV spike — 32.9% change
2022-01-24: Highest IV Rank — 56.7%
2022-01-24: Largest Expected Move — 24.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.02	$35.41	$44.69	$43.90	$37.80
Max Pain	$42.50	$35.00	$50.00	$45.00	$35.00
ATM IV	62.3%	44.7%	86.6%	51.4%	53.9%
Expected Move	17.2%	12.8%	24.8%	14.7%	15.4%
HV 20d	39.3%	34.1%	47.8%	47.8%	42.2%
HV 60d	57.6%	43.0%	64.0%	61.8%	44.6%
IV Rank	31.8%	13.9%	56.7%	20.8%	23.3%
IV Percentile	65.8%	11.1%	98.4%	35.3%	44.0%
Term Structure	-7.9%	-48.2%	6.2%	-4.8%	0.2%
VWIV	61.8%	40.4%	85.2%	48.5%	50.2%
Skew 25d	6.5%	-25.8%	45.5%	25.1%	-9.0%
Skew 10d	29.1%	0.2%	76.6%	14.1%	37.1%
Call IV 25d	67.0%	38.9%	112.4%	58.1%	57.1%
Put IV 25d	73.5%	40.9%	108.2%	83.2%	48.0%
Bid-Ask Spread %	110.65	98.54	119.64	111.81	104.98
Gamma HHI	0.22	0.17	0.32	0.20	0.32
Net GEX	1.8K	1.1K	3.6K	1.9K	3.6K
Net DEX	-34.9K	-86.3K	-1.7K	-43.6K	-86.3K
Net VEX	-391	-505	-307	-505	-404
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.39	0.70	0.47	0.46
Total Volume	86.65	73	96	84	95
Total OI	130.45	85	161	135	121

Daily Data (20 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
2022-01-03	$43.90	$45.00	51.4%	14.7%	47.8%	20.8%	48.5%	25.1%	-4.8%	1.9K	-43.6K	-505	0.47	111.81	N/A	N/A	57	27	111	24
2022-01-04	$44.69	$45.00	44.7%	12.8%	43.1%	13.9%	40.4%	2.0%	-1.7%	1.7K	-36.9K	-405	0.47	118.41	N/A	N/A	57	27	111	24
2022-01-05	$43.27	$45.00	59.4%	17.0%	40.3%	28.9%	52.5%	32.9%	-18.2%	1.9K	-38.0K	-446	0.47	109.48	N/A	N/A	58	27	111	24
2022-01-06	$44.18	$50.00	60.5%	15.6%	41.0%	30.1%	70.6%	-8.3%	6.2%	1.9K	-35.7K	-416	0.47	105.17	N/A	N/A	58	27	113	24
2022-01-07	$43.85	$50.00	65.4%	16.7%	39.1%	35.0%	78.0%	-4.8%	2.0%	2.0K	-52.2K	-475	0.47	111.50	N/A	N/A	58	27	113	24
2022-01-10	$41.64	$50.00	82.7%	16.4%	42.7%	52.7%	85.2%	-18.8%	-2.2%	1.6K	-26.1K	-404	0.47	105.17	N/A	N/A	58	27	113	24
2022-01-11	$42.62	$50.00	65.8%	16.4%	41.9%	35.5%	79.8%	-1.6%	-0.5%	1.4K	-21.2K	-406	0.47	102.78	N/A	N/A	58	27	113	24
2022-01-12	$42.56	$50.00	55.9%	16.0%	41.8%	25.4%	55.0%	11.4%	-8.4%	1.5K	-27.4K	-379	0.47	116.38	N/A	N/A	58	27	113	24
2022-01-13	$42.29	$50.00	56.1%	16.1%	41.1%	25.6%	54.7%	10.9%	-2.9%	1.7K	-29.4K	-416	0.47	119.58	N/A	N/A	58	27	113	24
2022-01-14	$40.92	$50.00	57.4%	16.5%	34.1%	26.9%	52.9%	8.1%	-1.2%	1.2K	-1.7K	-329	0.47	113.63	N/A	N/A	57	27	113	24
2022-01-18	$39.31	$50.00	54.2%	15.5%	35.7%	23.6%	53.4%	-5.3%	4.2%	1.7K	-18.7K	-400	0.39	107.27	N/A	N/A	69	27	125	24
2022-01-19	$37.51	$35.00	57.4%	16.5%	37.3%	26.9%	46.2%	15.1%	-10.2%	1.9K	-30.1K	-340	0.40	116.84	N/A	N/A	68	27	137	24
2022-01-20	$37.07	$35.00	66.5%	19.1%	36.1%	36.2%	64.6%	-25.8%	-11.9%	2.0K	-17.3K	-348	0.40	110.80	N/A	N/A	68	27	137	24
2022-01-21	$36.49	$35.00	69.0%	19.8%	35.1%	38.7%	56.3%	17.0%	-5.7%	1.6K	-13.7K	-342	0.40	113.90	N/A	N/A	68	27	137	24
2022-01-24	$37.10	$35.00	86.6%	24.8%	36.4%	56.7%	76.7%	45.5%	-48.2%	1.8K	-42.9K	-329	0.40	106.91	N/A	N/A	53	21	71	14
2022-01-25	$36.66	$35.00	70.2%	20.1%	36.3%	39.9%	80.9%	-4.2%	-12.9%	1.4K	-42.8K	-343	0.66	98.54	N/A	N/A	44	29	71	18
2022-01-26	$36.85	$35.00	63.5%	18.2%	36.7%	33.1%	65.1%	9.2%	-16.3%	1.1K	-34.2K	-369	0.70	109.87	N/A	N/A	43	30	74	28
2022-01-27	$35.41	$35.00	56.7%	16.3%	38.3%	26.2%	60.1%	-0.6%	-10.2%	1.3K	-32.9K	-307	0.46	119.64	N/A	N/A	65	30	73	22
2022-01-28	$36.36	$35.00	67.8%	19.4%	38.6%	37.4%	64.5%	31.6%	-16.3%	3.0K	-66.6K	-459	0.46	110.43	N/A	N/A	65	30	99	22
2022-01-31	$37.80	$35.00	53.9%	15.4%	42.2%	23.3%	50.2%	-9.0%	0.2%	3.6K	-86.3K	-404	0.46	104.98	N/A	N/A	65	30	99	22