AGYS Options History — June 2022

In June 2022, AGYS traded between $36.22 and $46.97. ATM implied volatility averaged 63.9%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 2.7% (HV 20d: 61.1%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2022-06-10: Highest Volume — 202 contracts
  • 2022-06-03: Largest IV spike — 39.6% change
  • 2022-06-06: Highest IV Rank — 50.2%
  • 2022-06-01: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.47$36.22$46.97$41.08$46.97
Max Pain$33.57$30.00$40.00$40.00$35.00
ATM IV63.9%54.6%85.0%76.4%68.1%
Expected Move17.6%14.2%21.9%21.9%19.5%
HV 20d61.1%57.2%65.9%65.7%63.2%
HV 60d52.8%48.7%56.4%51.7%56.4%
IV Rank26.6%15.0%50.2%42.2%28.7%
IV Percentile64.0%40.5%94.4%88.9%75.4%
Term Structure-5.1%-24.2%11.0%-12.0%7.6%
VWIV68.5%41.9%85.9%71.8%41.9%
Skew 25d7.3%-23.4%49.2%4.7%49.2%
Skew 10d6.3%-39.8%65.2%2.7%65.2%
Call IV 25d71.6%48.8%90.2%88.8%48.8%
Put IV 25d78.9%57.6%100.6%93.5%98.0%
Bid-Ask Spread %110.76104.17118.67109.49107.86
Gamma HHI0.230.160.370.190.25
Net GEX9.3K3.4K15.4K10.5K8.9K
Net DEX-205.8K-367.8K-48.4K-273.9K-309.2K
Net VEX-1.3K-1.7K-905-1.6K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.311.130.420.31
Total Volume124.1941202135111
Total OI280.333224328306243

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$41.08$40.0076.4%21.9%65.7%42.2%71.8%4.7%-12.0%10.5K-273.9K-1.6K0.42109.49N/AN/A954023967
2022-06-02$41.99$30.0055.7%16.8%65.9%22.9%52.3%5.4%-6.2%12.3K-367.8K-1.7K0.77107.14N/AN/A957323967
2022-06-03$41.44$30.0077.7%14.2%62.4%43.4%53.1%4.5%9.1%10.7K-335.2K-1.7K0.77114.87N/AN/A957323955
2022-06-06$41.66$30.0085.0%16.6%59.6%50.2%54.6%-15.8%8.2%11.7K-269.2K-1.3K0.77104.53N/AN/A957323955
2022-06-07$43.05$30.0060.3%16.7%58.3%27.2%52.2%6.8%-8.8%15.4K-277.1K-1.3K0.77104.17N/AN/A957323955
2022-06-08$43.10$30.0055.5%15.9%58.4%22.8%67.1%8.2%-15.0%15.4K-297.6K-1.3K0.77108.64N/AN/A957323955
2022-06-09$42.05$30.0060.2%17.3%57.3%27.1%66.5%2.1%6.4%13.0K-312.9K-1.4K0.77104.26N/AN/A957323955
2022-06-10$40.19$30.0054.9%15.7%59.8%18.2%61.3%1.7%1.9%12.2K-283.3K-1.5K1.13107.77N/AN/A9510723955
2022-06-13$37.85$35.0068.4%19.6%59.8%31.4%67.5%7.5%-21.6%8.0K-119.6K-1.1K0.81110.40N/AN/A957723989
2022-06-14$39.29$35.0054.6%15.6%60.9%15.0%73.4%7.7%-2.2%8.1K-136.3K-1.2K0.81118.40N/AN/A957723988
2022-06-15$39.40$35.0063.1%18.1%60.7%23.6%71.0%1.3%-12.5%9.1K-149.7K-1.2K0.81116.69N/AN/A957723988
2022-06-16$36.22$35.0070.9%20.3%57.2%31.5%76.6%5.6%11.0%4.4K-84.6K-1.1K0.81112.48N/AN/A957723988
2022-06-17$39.73$35.0066.0%18.9%64.2%26.6%85.9%18.6%-24.2%13.5K-48.4K-1.0K0.81117.82N/AN/A957723988
2022-06-21$39.96$35.0058.8%16.8%64.2%19.2%82.5%11.2%-2.4%3.4K-83.4K-9050.64114.84N/AN/A251616955
2022-06-22$40.68$35.0056.3%16.1%61.2%16.7%78.9%2.5%1.3%3.6K-116.2K-1.1K0.64113.10N/AN/A251617055
2022-06-23$41.93$35.0060.4%17.3%61.3%20.8%82.8%8.7%-15.1%5.0K-122.8K-1.1K0.53118.67N/AN/A301617055
2022-06-24$42.39$35.0068.8%19.7%61.3%29.4%85.3%11.4%-11.5%6.3K-172.2K-1.3K0.64110.14N/AN/A251618255
2022-06-27$43.84$35.0059.0%16.9%61.4%19.5%71.5%-23.4%-11.4%7.5K-168.2K-1.3K0.64109.45N/AN/A251618255
2022-06-28$43.50$35.0060.8%17.4%60.3%21.3%73.0%35.6%-10.8%7.4K-198.0K-1.4K0.64108.68N/AN/A251618755
2022-06-29$44.52$35.0060.2%17.3%60.8%20.7%69.5%-0.1%0.9%8.4K-195.5K-1.3K0.64106.64N/AN/A251618755
2022-06-30$46.97$35.0068.1%19.5%63.2%28.7%41.9%49.2%7.6%8.9K-309.2K-1.6K0.31107.86N/AN/A852618855