AGYS Options History — March 2022

In March 2022, AGYS traded between $37.89 and $42.66. ATM implied volatility averaged 62.1%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 12.6% (HV 20d: 49.5%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.26.

Notable Days

  • 2022-03-28: Highest Volume — 147 contracts
  • 2022-03-04: Largest IV spike — 30.1% change
  • 2022-03-04: Highest IV Rank — 60.9%
  • 2022-03-04: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.89$37.89$42.66$40.63$40.02
Max Pain$34.00$30.00$35.00$35.00$35.00
ATM IV62.1%50.6%90.7%67.5%66.5%
Expected Move17.8%12.9%26.0%19.3%13.9%
HV 20d49.5%45.3%55.2%46.3%49.6%
HV 60d44.9%43.2%46.7%46.2%46.6%
IV Rank31.6%20.0%60.9%37.2%36.1%
IV Percentile65.8%27.0%98.0%82.5%80.2%
Term Structure-3.7%-28.5%10.1%-4.8%-28.5%
VWIV70.1%56.0%89.7%56.0%73.2%
Skew 25d9.2%-18.2%34.1%-3.8%-12.8%
Skew 10d26.7%-9.5%62.3%-9.5%33.8%
Call IV 25d57.5%43.3%71.9%71.9%70.5%
Put IV 25d66.7%49.7%88.0%68.1%57.8%
Bid-Ask Spread %113.5089.57126.91118.88113.85
Gamma HHI0.210.180.270.250.20
Net GEX5.5K2.4K8.6K6.2K2.4K
Net DEX-172.1K-237.1K-92.3K-203.4K-94.0K
Net VEX-1.3K-1.5K-1.2K-1.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.190.470.200.33
Total Volume130.304119147119133
Total OI196.13173210173208

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$40.63$35.0067.5%19.3%46.3%37.2%56.0%-3.8%-4.8%6.2K-203.4K-1.3K0.20118.88N/AN/A992015221
2022-03-02$42.14$35.0062.4%17.9%47.2%32.0%64.6%0.3%10.1%8.6K-223.0K-1.3K0.27122.86N/AN/A1042815721
2022-03-03$41.39$35.0069.7%20.0%45.6%39.4%59.8%26.0%7.9%6.3K-229.8K-1.4K0.27120.53N/AN/A1042816230
2022-03-04$40.53$35.0090.7%26.0%45.9%60.9%82.8%13.8%1.2%6.3K-197.2K-1.4K0.19122.22N/AN/A1042016730
2022-03-07$41.16$35.0073.7%21.1%45.3%43.5%68.9%19.5%5.4%6.2K-207.7K-1.4K0.19125.09N/AN/A1092116729
2022-03-08$39.97$35.0055.7%25.3%45.8%25.2%89.7%-2.6%1.1%6.3K-195.3K-1.4K0.19124.44N/AN/A1092117731
2022-03-09$42.12$35.0060.6%24.4%47.1%30.1%83.4%27.3%9.0%7.4K-237.1K-1.5K0.19123.33N/AN/A1112117931
2022-03-10$41.81$35.0054.7%25.0%45.9%24.1%77.6%23.3%7.5%6.8K-201.0K-1.5K0.19126.91N/AN/A1112117431
2022-03-11$39.96$35.0054.4%24.4%48.9%23.8%88.8%12.1%9.5%7.4K-182.5K-1.4K0.19124.24N/AN/A1112117431
2022-03-14$37.89$30.0054.2%15.1%52.3%23.7%63.8%0.6%-4.0%5.1K-157.2K-1.4K0.1989.57N/AN/A1112117431
2022-03-15$38.34$30.0063.7%15.2%52.0%33.3%59.1%7.3%-19.0%5.5K-119.9K-1.2K0.2198.18N/AN/A1022117430
2022-03-16$40.42$30.0054.5%14.4%54.4%23.9%62.5%-9.8%1.1%6.3K-168.7K-1.3K0.21100.12N/AN/A1022117430
2022-03-17$41.47$0.0056.7%14.8%55.2%26.1%0.0%31.8%-5.6%4.2K-222.1K-1.3K0.21101.34N/AN/A1022117430
2022-03-18$41.50$0.0059.0%14.5%53.0%28.5%0.0%5.1%0.5%4.8K-228.7K-1.3K0.21106.82N/AN/A1022117430
2022-03-21$41.48$0.0056.9%16.2%52.7%26.4%0.0%34.1%4.4%4.7K-131.8K-1.2K0.30111.28N/AN/A1003015330
2022-03-22$42.66$0.0050.6%14.7%53.5%20.0%0.0%5.4%-11.6%4.9K-157.0K-1.3K0.30114.11N/AN/A1003015330
2022-03-23$41.54$0.0058.2%17.0%54.6%27.7%0.0%0.5%0.6%4.8K-149.5K-1.3K0.3099.70N/AN/A1003015330
2022-03-24$41.75$0.0059.7%12.9%48.2%29.2%0.0%15.3%-13.2%4.3K-140.5K-1.2K0.30121.33N/AN/A1003015330
2022-03-25$41.23$0.0061.0%14.3%47.7%30.6%0.0%17.3%0.3%5.3K-152.5K-1.3K0.30108.07N/AN/A1003015830
2022-03-28$40.39$0.0065.7%13.9%47.8%35.4%75.4%-2.1%-21.9%4.2K-150.9K-1.3K0.47107.92N/AN/A1004715830
2022-03-29$42.00$35.0066.3%14.1%48.9%35.9%59.4%21.9%-14.8%4.7K-115.1K-1.2K0.47114.68N/AN/A1004715847
2022-03-30$40.10$35.0065.1%14.3%49.9%34.7%56.6%-18.2%-19.7%3.2K-92.3K-1.2K0.33115.04N/AN/A1003315847
2022-03-31$40.02$35.0066.5%13.9%49.6%36.1%73.2%-12.8%-28.5%2.4K-94.0K-1.2K0.33113.85N/AN/A1003315850