AGYS Options History — August 2022

In August 2022, AGYS traded between $48.16 and $60.33. ATM implied volatility averaged 51.3%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 0.6% (HV 20d: 50.6%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 4.21.

Notable Days

  • 2022-08-08: Highest Volume — 277 contracts
  • 2022-08-30: Largest IV spike — 55.8% change
  • 2022-08-30: Highest IV Rank — 21.6%
  • 2022-08-17: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.84$48.16$60.33$48.16$51.55
Max Pain$50.65$50.00$55.00$55.00$50.00
ATM IV51.3%38.7%61.2%60.4%58.2%
Expected Move14.6%11.1%17.5%17.3%16.7%
HV 20d50.6%35.0%69.5%35.3%67.3%
HV 60d54.1%46.8%57.1%56.3%56.8%
IV Rank11.5%0.0%21.6%20.8%19.5%
IV Percentile24.3%0.0%56.7%54.4%46.0%
Term Structure-5.4%-28.5%18.4%-18.8%-8.2%
VWIV58.6%43.4%84.0%63.3%73.7%
Skew 25d6.1%-10.1%23.8%3.3%15.5%
Skew 10d17.4%-18.2%88.6%26.6%88.6%
Call IV 25d55.3%41.3%78.5%78.5%78.0%
Put IV 25d61.3%35.9%93.6%81.8%93.6%
Bid-Ask Spread %104.1982.88117.48109.13117.03
Gamma HHI0.220.190.300.250.30
Net GEX15.3K9.0K32.5K9.0K20.5K
Net DEX-326.3K-850.1K-111.6K-111.6K-279.9K
Net VEX-2.5K-3.3K-1.8K-2.3K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.210.0030.004.280.61
Total Volume78.7830277190208
Total OI485402570402432

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$48.16$55.0060.4%17.3%35.3%20.8%63.3%3.3%-18.8%9.0K-111.6K-2.3K4.28109.13N/AN/A36154267135
2022-08-02$49.10$55.0054.6%15.6%35.5%14.9%54.1%-8.2%-7.8%9.2K-170.0K-2.5K1.24109.64N/AN/A106131267135
2022-08-03$49.91$55.0049.4%14.2%36.0%9.7%57.9%7.4%-9.5%12.1K-208.4K-2.5K1.4099.72N/AN/A106148337133
2022-08-04$50.42$50.0057.0%12.3%35.8%17.4%43.4%4.0%-1.3%11.2K-225.7K-2.5K1.0696.86N/AN/A122129337132
2022-08-05$50.54$50.0042.0%13.7%35.7%2.1%47.0%13.2%-4.9%14.6K-276.1K-2.8K0.9682.88N/AN/A135129357132
2022-08-08$50.56$50.0051.9%16.2%35.5%12.2%56.8%0.5%-8.3%15.9K-313.9K-2.9K1.0585.28N/AN/A135142367132
2022-08-09$49.74$50.0042.9%11.1%35.0%3.1%47.1%4.6%5.7%12.6K-247.0K-2.7K0.0097.97N/AN/A033367139
2022-08-10$51.70$50.0054.0%15.5%37.0%14.3%0.0%-0.7%-5.8%12.7K-340.2K-3.1K0.0096.79N/AN/A00367172
2022-08-11$52.23$50.0048.6%13.9%36.9%8.8%0.0%1.6%-4.1%15.2K-395.4K-3.0K30.0098.39N/AN/A130367172
2022-08-12$53.77$50.0055.1%15.8%37.0%15.0%0.0%11.1%-14.7%16.9K-482.0K-3.0K0.0098.29N/AN/A00366202
2022-08-15$54.81$50.0048.2%13.8%37.2%7.9%0.0%0.1%-6.1%13.5K-620.0K-3.1K0.0093.80N/AN/A00366202
2022-08-16$53.87$50.0048.7%14.0%36.4%8.5%0.0%-10.1%-11.9%16.1K-553.8K-3.1K0.0093.04N/AN/A200366202
2022-08-17$60.33$50.0061.2%17.5%53.3%21.2%0.0%-5.6%13.8%32.5K-850.1K-3.3K0.00106.44N/AN/A100366202
2022-08-18$53.66$50.0047.2%13.5%68.9%7.0%0.0%6.7%-5.1%9.5K-371.2K-2.5K1.2098.35N/AN/A1012346202
2022-08-19$52.66$50.0057.1%16.4%68.8%17.0%0.0%18.3%-28.5%20.4K-181.2K-2.6K12.00109.93N/AN/A112356214
2022-08-22$51.20$50.0049.4%14.2%69.5%9.2%0.0%16.0%-4.4%18.0K-235.0K-2.0K0.00117.48N/AN/A0034387
2022-08-23$50.73$50.0049.7%14.2%69.5%9.5%84.0%20.3%-0.6%15.9K-250.2K-2.0K1.00116.46N/AN/A1134387
2022-08-24$51.08$50.0050.4%14.4%65.1%10.2%0.0%3.9%18.4%13.8K-299.5K-2.3K0.00114.90N/AN/A0034487
2022-08-25$52.81$50.0042.9%12.3%65.9%2.6%0.0%5.3%-9.3%19.8K-392.3K-2.4K0.00112.12N/AN/A0034487
2022-08-26$50.73$50.0051.2%14.7%67.8%11.1%0.0%23.8%2.6%14.0K-222.2K-1.8K0.00110.18N/AN/A0034587
2022-08-29$51.15$50.0038.7%11.1%67.7%0.0%0.0%4.7%-1.9%13.8K-246.3K-1.8K0.00114.57N/AN/A0034587
2022-08-30$51.58$50.0060.2%17.3%67.5%21.6%0.0%3.5%-13.1%15.5K-233.6K-1.8K0.00117.07N/AN/A0034587
2022-08-31$51.55$50.0058.2%16.7%67.3%19.5%73.7%15.5%-8.2%20.5K-279.9K-1.8K0.61117.03N/AN/A1297934587