AGYS Options History — May 2022

In May 2022, AGYS traded between $32.41 and $41.41. ATM implied volatility averaged 75.7%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 23.1% (HV 20d: 52.7%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.68.

Notable Days

2022-05-19: Highest Volume — 232 contracts
2022-05-24: Largest IV spike — 33.2% change
2022-05-09: Highest IV Rank — 74.8%
2022-05-03: Largest Expected Move — 24.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.22	$32.41	$41.41	$37.42	$40.89
Max Pain	$37.89	$35.00	$40.00	$40.00	$40.00
ATM IV	75.7%	54.1%	111.5%	78.3%	72.2%
Expected Move	19.7%	15.5%	24.2%	22.4%	20.7%
HV 20d	52.7%	36.7%	67.0%	38.8%	65.7%
HV 60d	48.1%	43.8%	52.8%	44.4%	51.8%
IV Rank	41.6%	21.4%	74.8%	44.0%	38.3%
IV Percentile	82.5%	42.5%	99.6%	93.3%	84.5%
Term Structure	-9.7%	-25.7%	17.4%	-18.6%	-15.9%
VWIV	74.1%	50.1%	133.3%	71.6%	76.0%
Skew 25d	9.2%	-51.6%	57.9%	57.9%	-0.8%
Skew 10d	36.6%	2.6%	80.5%	56.9%	47.7%
Call IV 25d	86.6%	58.0%	109.5%	58.0%	102.7%
Put IV 25d	95.9%	55.4%	128.3%	115.8%	101.8%
Bid-Ask Spread %	112.71	98.83	126.03	117.94	106.86
Gamma HHI	0.19	0.16	0.25	0.19	0.18
Net GEX	5.2K	796	10.3K	3.8K	9.6K
Net DEX	-126.1K	-378.4K	1.3K	-82.0K	-285.1K
Net VEX	-1.1K	-1.7K	-629	-979	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.34	3.32	0.34	0.42
Total Volume	132.19	81	232	111	135
Total OI	262.095	188	443	205	304

Daily Data (21 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
2022-05-02	$37.42	$40.00	78.3%	22.4%	38.8%	44.0%	71.6%	57.9%	-18.6%	3.8K	-82.0K	-979	0.34	117.94	N/A	N/A	83	28	160	45
2022-05-03	$37.39	$40.00	84.3%	24.2%	36.7%	49.5%	72.8%	35.5%	-25.7%	3.7K	-137.8K	-1.2K	0.38	123.10	N/A	N/A	74	28	160	45
2022-05-04	$37.89	$40.00	70.4%	20.2%	36.7%	36.7%	79.9%	21.1%	-14.6%	3.8K	-90.2K	-1.0K	0.38	116.28	N/A	N/A	74	28	161	45
2022-05-05	$35.84	$0.00	86.7%	18.5%	40.3%	51.8%	0.0%	0.0%	-22.6%	3.2K	-68.5K	-906	0.37	113.87	N/A	N/A	75	28	161	45
2022-05-06	$34.35	$0.00	97.6%	17.5%	42.2%	61.9%	64.9%	17.8%	-8.0%	2.4K	-44.9K	-796	0.41	111.00	N/A	N/A	71	29	161	45
2022-05-09	$33.37	$35.00	111.5%	18.2%	42.3%	74.8%	50.1%	24.1%	-23.1%	2.0K	-18.7K	-674	0.41	126.03	N/A	N/A	71	29	161	46
2022-05-10	$33.60	$35.00	105.6%	19.0%	42.5%	69.4%	62.9%	21.1%	-14.2%	1.8K	-16.9K	-648	0.41	115.35	N/A	N/A	71	29	161	46
2022-05-11	$32.41	$35.00	78.0%	22.4%	43.5%	43.7%	58.4%	16.2%	-2.7%	1.7K	1.3K	-629	0.41	124.95	N/A	N/A	71	29	161	46
2022-05-12	$33.75	$35.00	81.8%	23.5%	43.8%	47.2%	85.2%	-6.3%	-14.1%	1.0K	-2.1K	-696	0.64	101.67	N/A	N/A	72	46	161	46
2022-05-13	$36.24	$35.00	68.2%	19.6%	51.6%	34.6%	85.6%	-51.6%	10.6%	4.0K	-67.3K	-705	1.31	105.70	N/A	N/A	35	46	161	27
2022-05-16	$35.92	$35.00	74.9%	21.5%	51.0%	40.8%	81.2%	35.0%	-9.7%	5.4K	-95.9K	-841	1.83	118.99	N/A	N/A	35	64	176	27
2022-05-17	$35.61	$35.00	71.0%	20.4%	50.2%	37.2%	133.3%	13.4%	17.4%	3.4K	-89.8K	-1.2K	3.32	118.94	N/A	N/A	38	126	176	51
2022-05-18	$39.43	$35.00	68.9%	19.8%	62.3%	35.2%	73.3%	-15.6%	5.8%	796	-95.1K	-1.4K	0.83	110.79	N/A	N/A	96	80	179	161
2022-05-19	$41.41	$40.00	66.6%	19.1%	64.1%	33.1%	65.8%	20.0%	-19.5%	8.9K	-264.7K	-1.7K	0.41	98.83	N/A	N/A	164	68	267	171
2022-05-20	$41.05	$40.00	61.2%	17.5%	63.7%	28.1%	66.2%	4.2%	-7.7%	10.3K	-378.4K	-1.6K	0.41	102.91	N/A	N/A	164	68	271	172
2022-05-23	$38.84	$40.00	54.1%	15.5%	67.0%	21.4%	71.1%	-1.3%	-5.3%	9.1K	-209.9K	-1.5K	0.39	109.52	N/A	N/A	103	40	237	64
2022-05-24	$38.04	$40.00	72.0%	20.7%	66.3%	38.1%	78.4%	-6.1%	-9.9%	7.7K	-147.8K	-1.4K	0.41	110.72	N/A	N/A	103	42	237	64
2022-05-25	$38.04	$40.00	63.0%	18.1%	66.0%	29.7%	72.9%	-7.8%	-11.7%	7.8K	-192.0K	-1.5K	0.41	114.70	N/A	N/A	103	42	237	64
2022-05-26	$39.32	$40.00	61.9%	17.7%	65.6%	28.7%	69.0%	4.3%	-9.4%	9.0K	-146.7K	-1.3K	0.41	111.17	N/A	N/A	103	42	237	64
2022-05-27	$40.82	$40.00	62.3%	17.9%	66.3%	29.1%	64.3%	13.0%	-5.8%	10.1K	-214.9K	-1.4K	0.39	107.50	N/A	N/A	103	40	237	64
2022-05-31	$40.89	$40.00	72.2%	20.7%	65.7%	38.3%	76.0%	-0.8%	-15.9%	9.6K	-285.1K	-1.7K	0.42	106.86	N/A	N/A	95	40	237	67