AGYS Options History — February 2022

In February 2022, AGYS traded between $36.77 and $42.11. ATM implied volatility averaged 66.9%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 22.6% (HV 20d: 44.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.46.

Notable Days

2022-02-25: Highest Volume — 144 contracts
2022-02-07: Largest IV spike — 36.7% change
2022-02-03: Highest IV Rank — 63.6%
2022-02-24: Largest Expected Move — 21.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.42	$36.77	$42.11	$38.72	$41.76
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	66.9%	54.1%	93.4%	72.7%	68.3%
Expected Move	17.7%	12.6%	21.5%	20.9%	19.6%
HV 20d	44.3%	40.0%	48.5%	43.7%	46.3%
HV 60d	44.6%	43.6%	46.1%	44.8%	46.1%
IV Rank	36.6%	23.5%	63.6%	42.5%	37.9%
IV Percentile	74.1%	44.0%	98.8%	88.9%	84.1%
Term Structure	-8.6%	-32.2%	0.8%	-10.6%	-8.7%
VWIV	61.4%	45.8%	81.2%	73.4%	64.0%
Skew 25d	8.7%	-13.2%	42.9%	42.9%	-8.5%
Skew 10d	19.0%	-25.5%	74.9%	74.9%	-25.5%
Call IV 25d	65.2%	54.2%	77.2%	64.3%	71.1%
Put IV 25d	73.9%	49.6%	107.1%	107.1%	62.6%
Bid-Ask Spread %	115.02	76.63	129.37	113.97	118.93
Gamma HHI	0.28	0.22	0.40	0.24	0.24
Net GEX	3.5K	2.2K	6.5K	3.5K	6.5K
Net DEX	-116.3K	-212.5K	-66.0K	-113.2K	-212.5K
Net VEX	-446	-1.3K	-330	-455	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.16	0.59	0.54	0.16
Total Volume	88.316	69	144	86	144
Total OI	119.105	92	173	121	173

Daily Data (19 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
2022-02-01	$38.72	$35.00	72.7%	20.9%	43.7%	42.5%	73.4%	42.9%	-10.6%	3.5K	-113.2K	-455	0.54	113.97	N/A	N/A	56	30	99	22
2022-02-02	$37.37	$35.00	71.3%	20.4%	43.9%	41.0%	66.3%	4.9%	-26.4%	3.4K	-99.4K	-476	0.55	117.52	N/A	N/A	56	31	101	22
2022-02-03	$36.77	$35.00	93.4%	12.6%	43.2%	63.6%	76.2%	-2.6%	-4.5%	2.7K	-85.5K	-435	0.55	119.26	N/A	N/A	56	31	101	23
2022-02-04	$37.81	$35.00	68.2%	16.8%	43.9%	37.8%	57.1%	-4.7%	-3.1%	3.4K	-93.8K	-428	0.55	119.33	N/A	N/A	56	31	101	23
2022-02-07	$36.92	$35.00	93.1%	17.8%	44.2%	63.3%	66.2%	24.8%	-0.0%	3.2K	-95.3K	-441	0.55	113.34	N/A	N/A	56	31	101	23
2022-02-08	$38.51	$35.00	65.1%	16.8%	44.6%	34.7%	64.8%	10.7%	-12.3%	4.7K	-103.5K	-395	0.55	115.07	N/A	N/A	56	31	101	22
2022-02-09	$39.85	$35.00	59.8%	17.1%	45.7%	29.3%	52.2%	-13.2%	-7.0%	3.9K	-133.6K	-414	0.43	111.73	N/A	N/A	56	24	101	22
2022-02-10	$39.67	$35.00	54.3%	15.6%	45.7%	23.8%	50.9%	-10.0%	-3.7%	3.4K	-130.1K	-357	0.43	114.56	N/A	N/A	56	24	99	22
2022-02-11	$39.10	$35.00	56.6%	16.2%	45.8%	26.0%	51.8%	18.9%	0.8%	4.2K	-133.9K	-404	0.43	111.12	N/A	N/A	56	24	101	20
2022-02-14	$39.77	$35.00	70.1%	20.1%	45.1%	39.9%	63.1%	-9.5%	-10.1%	3.9K	-123.9K	-409	0.41	76.63	N/A	N/A	58	24	99	20
2022-02-15	$41.00	$35.00	62.8%	18.0%	44.0%	32.4%	45.8%	2.4%	-0.7%	4.2K	-140.1K	-394	0.41	111.36	N/A	N/A	58	24	104	20
2022-02-16	$41.31	$35.00	58.6%	16.8%	40.0%	28.1%	46.1%	3.2%	-4.7%	2.8K	-160.1K	-330	0.41	114.32	N/A	N/A	58	24	104	20
2022-02-17	$39.64	$35.00	55.7%	16.0%	42.9%	25.1%	55.2%	20.0%	-3.9%	3.5K	-130.5K	-367	0.41	119.00	N/A	N/A	59	24	103	20
2022-02-18	$39.22	$35.00	54.1%	15.5%	42.6%	23.5%	55.3%	7.0%	-1.3%	2.7K	-119.4K	-371	0.53	118.12	N/A	N/A	59	31	103	18
2022-02-22	$39.12	$35.00	60.4%	17.3%	42.4%	29.9%	68.0%	19.3%	-13.3%	2.2K	-66.0K	-387	0.59	120.38	N/A	N/A	44	26	70	22
2022-02-23	$39.20	$35.00	70.0%	20.1%	42.0%	39.7%	81.2%	30.5%	-32.2%	2.2K	-72.2K	-354	0.58	117.49	N/A	N/A	45	26	70	22
2022-02-24	$42.11	$35.00	74.9%	21.5%	48.5%	44.7%	71.6%	12.0%	-12.1%	2.8K	-95.1K	-366	0.41	129.37	N/A	N/A	49	20	71	22
2022-02-25	$41.13	$35.00	62.1%	17.8%	46.8%	31.7%	57.2%	16.9%	-10.1%	3.1K	-102.0K	-371	0.16	123.99	N/A	N/A	124	20	77	21
2022-02-28	$41.76	$35.00	68.3%	19.6%	46.3%	37.9%	64.0%	-8.5%	-8.7%	6.5K	-212.5K	-1.3K	0.16	118.93	N/A	N/A	124	20	152	21