AGYS Options History — July 2022

In July 2022, AGYS traded between $47.68 and $52.14. ATM implied volatility averaged 64.6%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 15.5% (HV 20d: 49.1%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 2.87.

Notable Days

  • 2022-07-27: Highest Volume — 194 contracts
  • 2022-07-11: Largest IV spike — 114.2% change
  • 2022-07-11: Highest IV Rank — 61.9%
  • 2022-07-01: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.64$47.68$52.14$49.01$48.45
Max Pain$53.68$45.00$55.00$50.00$55.00
ATM IV64.6%47.1%100.9%72.5%62.6%
Expected Move16.8%14.0%20.8%20.8%18.0%
HV 20d49.1%33.2%64.3%64.3%38.5%
HV 60d55.8%54.6%56.8%56.8%56.3%
IV Rank25.0%7.3%61.9%33.2%23.1%
IV Percentile54.8%11.1%98.8%83.7%60.3%
Term Structure-0.1%-20.1%15.5%-0.7%-20.1%
VWIV59.6%41.4%97.0%97.0%51.4%
Skew 25d-1.2%-20.8%23.2%23.2%13.1%
Skew 10d6.1%-29.5%49.3%49.3%16.0%
Call IV 25d79.0%62.7%95.2%85.2%62.7%
Put IV 25d77.8%57.8%108.4%108.4%75.8%
Bid-Ask Spread %95.6980.73106.53103.90104.54
Gamma HHI0.230.200.260.230.25
Net GEX11.1K3.9K15.9K12.6K9.4K
Net DEX-338.3K-466.3K-91.9K-408.2K-104.6K
Net VEX-2.5K-2.7K-2.2K-2.3K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.870.744.280.974.28
Total Volume110.656619475190
Total OI369.3300463317402

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$49.01$50.0072.5%20.8%64.3%33.2%97.0%23.2%-0.7%12.6K-408.2K-2.3K0.97103.90N/AN/A383725265
2022-07-05$49.83$0.0084.8%16.1%63.9%45.6%49.2%-9.0%-1.2%13.1K-427.2K-2.3K0.7484.59N/AN/A382825976
2022-07-06$49.59$45.0091.0%16.5%64.1%51.8%50.4%-4.9%-1.2%13.4K-443.3K-2.4K0.7491.34N/AN/A382826582
2022-07-07$50.35$45.0062.7%16.1%63.5%23.1%56.9%5.1%2.1%14.2K-455.0K-2.2K4.1192.82N/AN/A3514426587
2022-07-08$50.11$55.0047.1%17.1%63.6%7.3%41.4%-11.8%1.6%3.9K-330.7K-2.7K3.9791.82N/AN/A36143272190
2022-07-11$49.55$55.00100.9%18.4%62.9%61.9%73.6%-20.8%7.2%5.3K-289.0K-2.6K1.9889.17N/AN/A4079273190
2022-07-12$48.44$55.0090.2%17.4%60.8%51.0%49.8%-6.9%1.7%9.5K-340.0K-2.6K1.9389.93N/AN/A4179282168
2022-07-13$47.84$55.0056.8%16.3%55.8%17.2%50.4%6.3%3.8%9.1K-302.3K-2.5K2.39101.47N/AN/A3379281168
2022-07-14$47.68$55.0061.9%17.8%55.1%22.3%61.1%-17.9%1.7%9.7K-259.5K-2.3K2.5998.43N/AN/A3283283167
2022-07-15$49.01$55.0057.5%16.5%55.4%17.8%56.0%-8.9%-4.1%11.4K-345.8K-2.4K2.77106.53N/AN/A3083284171
2022-07-18$48.73$55.0053.8%15.4%43.2%14.1%54.0%1.7%-4.4%11.6K-313.5K-2.3K3.4790.01N/AN/A155224654
2022-07-19$50.47$55.0049.9%14.3%33.2%10.1%69.1%0.3%15.5%13.2K-401.2K-2.6K3.47104.11N/AN/A155224754
2022-07-20$50.58$55.0058.5%16.8%33.3%18.9%65.0%13.1%-0.1%12.9K-403.5K-2.6K3.4797.79N/AN/A155224754
2022-07-21$52.14$55.0057.9%16.6%33.9%18.2%70.4%6.9%-15.5%13.7K-466.3K-2.6K3.4798.36N/AN/A155224754
2022-07-22$51.09$55.0048.9%14.0%35.1%9.1%57.9%-11.9%14.9%13.6K-426.9K-2.5K3.6793.07N/AN/A155524754
2022-07-25$51.70$55.0053.5%15.3%35.1%13.8%68.1%2.6%9.4%14.1K-405.0K-2.5K3.0698.65N/AN/A185524757
2022-07-26$51.76$55.0068.0%19.5%34.1%28.5%61.7%7.7%-3.7%15.9K-415.4K-2.5K2.2392.40N/AN/A265825057
2022-07-27$48.42$55.0056.1%16.1%43.0%16.4%54.0%-0.2%-5.6%6.3K-91.9K-2.6K3.8580.73N/AN/A40154257130
2022-07-28$48.12$55.0056.6%16.2%42.7%16.9%55.4%-11.3%-3.2%8.8K-136.3K-2.4K4.28104.20N/AN/A36154268134
2022-07-29$48.45$55.0062.6%18.0%38.5%23.1%51.4%13.1%-20.1%9.4K-104.6K-2.3K4.28104.54N/AN/A36154267135