AGYS Options History — April 2022

In April 2022, AGYS traded between $35.53 and $41.40. ATM implied volatility averaged 72.5%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 31.3% (HV 20d: 41.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.27.

Notable Days

2022-04-14: Highest Volume — 153 contracts
2022-04-13: Largest IV drop — 61.9% change
2022-04-12: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 23.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.97	$35.53	$41.40	$40.15	$36.39
Max Pain	$35.25	$35.00	$40.00	$35.00	$40.00
ATM IV	72.5%	44.4%	138.5%	68.8%	83.3%
Expected Move	16.9%	12.7%	23.9%	14.5%	23.9%
HV 20d	41.3%	36.0%	50.0%	49.1%	37.1%
HV 60d	45.2%	44.1%	46.5%	46.1%	44.1%
IV Rank	40.2%	12.5%	100.0%	38.5%	48.6%
IV Percentile	74.2%	7.5%	100.0%	84.9%	95.2%
Term Structure	-12.1%	-33.8%	2.6%	-18.6%	-33.8%
VWIV	62.9%	47.3%	75.7%	63.7%	63.8%
Skew 25d	20.7%	-2.1%	57.0%	9.2%	57.0%
Skew 10d	36.0%	19.1%	57.6%	46.6%	37.0%
Call IV 25d	56.7%	42.6%	70.8%	70.8%	54.7%
Put IV 25d	77.4%	60.7%	111.7%	80.0%	111.7%
Bid-Ask Spread %	116.21	109.24	127.35	114.81	114.26
Gamma HHI	0.20	0.18	0.28	0.21	0.19
Net GEX	2.7K	-364	4.3K	1.8K	3.1K
Net DEX	-104.0K	-145.3K	-36.6K	-102.4K	-145.3K
Net VEX	-1.1K	-1.3K	-867	-1.2K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.15	0.35	0.33	0.31
Total Volume	119.25	0	153	133	117
Total OI	204.5	184	239	208	205

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
2022-04-01	$40.15	$35.00	68.8%	14.5%	49.1%	38.5%	63.7%	9.2%	-18.6%	1.8K	-102.4K	-1.2K	0.33	114.81	N/A	N/A	100	33	158	50
2022-04-04	$41.40	$35.00	74.7%	14.2%	50.0%	44.5%	64.3%	-2.1%	-0.5%	3.0K	-127.6K	-1.1K	0.33	116.66	N/A	N/A	100	33	158	50
2022-04-05	$40.57	$35.00	85.0%	17.9%	49.4%	55.0%	74.6%	18.8%	-5.9%	2.9K	-112.5K	-1.3K	0.33	111.20	N/A	N/A	100	33	158	50
2022-04-06	$39.44	$35.00	83.0%	15.6%	46.4%	53.0%	64.4%	7.5%	-9.2%	1.9K	-80.6K	-1.1K	0.33	118.78	N/A	N/A	100	33	163	50
2022-04-07	$38.69	$35.00	84.4%	14.6%	46.7%	54.5%	67.4%	20.0%	-15.8%	2.0K	-62.7K	-1.1K	0.33	121.84	N/A	N/A	100	33	163	50
2022-04-08	$37.62	$35.00	74.1%	13.3%	45.1%	43.9%	62.0%	2.3%	-0.8%	1.2K	-87.1K	-1.2K	0.33	112.11	N/A	N/A	100	33	163	50
2022-04-11	$37.35	$35.00	100.2%	16.2%	41.1%	70.6%	58.3%	8.8%	2.6%	-364	-36.6K	-929	0.31	111.24	N/A	N/A	105	33	164	50
2022-04-12	$37.66	$35.00	138.5%	18.0%	40.9%	100.0%	61.4%	6.8%	-11.5%	1.3K	-77.9K	-1.1K	0.29	110.72	N/A	N/A	115	33	169	50
2022-04-13	$39.15	$35.00	52.7%	15.1%	38.8%	20.2%	54.5%	5.3%	-10.2%	2.6K	-139.6K	-1.3K	0.28	109.24	N/A	N/A	117	33	184	50
2022-04-14	$38.36	$35.00	44.4%	12.7%	37.9%	12.5%	47.3%	6.4%	0.7%	4.3K	-134.3K	-1.3K	0.28	114.81	N/A	N/A	120	33	189	50
2022-04-18	$37.43	$35.00	53.5%	15.3%	38.5%	20.9%	65.0%	17.0%	-11.3%	3.5K	-137.9K	-1.3K	0.15	115.59	N/A	N/A	95	14	153	31
2022-04-19	$38.28	$35.00	49.9%	14.3%	39.8%	17.5%	57.2%	30.5%	-4.0%	3.5K	-107.1K	-1.1K	0.15	115.78	N/A	N/A	95	14	153	31
2022-04-20	$37.67	$35.00	55.3%	15.9%	38.1%	22.6%	61.2%	20.1%	-9.3%	3.8K	-108.2K	-1.1K	0.15	120.91	N/A	N/A	95	14	153	31
2022-04-21	$37.10	$35.00	66.7%	19.1%	37.5%	33.2%	65.5%	39.3%	-18.6%	3.4K	-144.0K	-1.3K	0.15	116.42	N/A	N/A	95	14	153	31
2022-04-22	$36.44	$35.00	64.5%	18.5%	37.5%	31.1%	67.9%	18.1%	-9.6%	3.5K	-104.9K	-1.1K	0.15	113.99	N/A	N/A	92	14	153	31
2022-04-25	$37.24	$35.00	64.2%	18.4%	38.8%	30.9%	75.7%	43.7%	-15.4%	3.6K	-90.5K	-1.0K	0.26	120.63	N/A	N/A	92	24	153	31
2022-04-26	$36.04	$35.00	69.8%	20.0%	39.6%	36.0%	60.4%	37.0%	-29.7%	2.9K	-80.4K	-1.0K	0.26	117.45	N/A	N/A	92	24	153	41
2022-04-27	$35.53	$35.00	65.3%	18.7%	36.0%	31.9%	0.0%	31.9%	-20.6%	3.1K	-58.1K	-867	0.00	127.35	N/A	N/A	0	0	168	41
2022-04-28	$36.96	$35.00	72.4%	20.8%	36.9%	38.5%	60.7%	36.9%	-21.1%	3.4K	-141.6K	-1.2K	0.35	120.48	N/A	N/A	79	28	168	41
2022-04-29	$36.39	$40.00	83.3%	23.9%	37.1%	48.6%	63.8%	57.0%	-33.8%	3.1K	-145.3K	-1.3K	0.31	114.26	N/A	N/A	89	28	160	45