AGYS Options History — September 2022

In September 2022, AGYS traded between $47.28 and $58.69. ATM implied volatility averaged 59.1%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded below realized volatility by 33.6% (HV 20d: 92.7%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2022-09-30: Highest Volume — 363 contracts
  • 2022-09-13: Largest IV spike — 80.3% change
  • 2022-09-13: Highest IV Rank — 100.0%
  • 2022-09-15: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.89$47.28$58.69$50.00$55.50
Max Pain$45.95$45.00$50.00$50.00$50.00
ATM IV59.1%38.5%142.8%64.3%43.5%
Expected Move14.2%9.9%26.0%18.4%12.5%
HV 20d92.7%67.3%112.7%68.1%112.7%
HV 60d67.3%52.6%77.5%56.9%77.5%
IV Rank19.9%0.0%100.0%25.7%4.8%
IV Percentile34.3%0.0%100.0%65.1%4.8%
Term Structure3.8%-27.0%27.2%-27.0%8.8%
VWIV60.1%41.8%125.3%125.3%50.6%
Skew 25d14.1%-4.8%47.8%21.9%-2.5%
Skew 10d26.1%-16.2%59.5%19.3%-16.2%
Call IV 25d48.1%31.6%65.5%65.5%55.0%
Put IV 25d62.3%42.4%87.4%87.4%52.5%
Bid-Ask Spread %97.5182.27118.23118.2396.10
Gamma HHI0.250.170.340.220.22
Net GEX16.7K21348.7K10.9K48.7K
Net DEX-345.4K-1.2M89.4K-158.3K-1.2M
Net VEX-1.5K-2.8K-940-1.7K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.001.220.000.31
Total Volume136.19036311363
Total OI436.714359511432511

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$50.00$50.0064.3%18.4%68.1%25.7%125.3%21.9%-27.0%10.9K-158.3K-1.7K0.00118.23N/AN/A01134587
2022-09-02$49.25$50.0038.7%11.1%68.3%0.1%73.2%-4.8%27.2%8.4K-204.7K-1.8K0.00108.50N/AN/A1034598
2022-09-06$47.75$45.0054.7%12.3%69.1%16.0%48.5%9.1%4.1%353-11.3K-1.3K0.7082.27N/AN/A1299034598
2022-09-07$48.80$45.0045.9%12.3%69.5%7.2%53.7%11.6%6.6%1.9K-43.8K-1.3K0.7088.01N/AN/A1299033598
2022-09-08$48.82$45.0078.5%10.8%67.9%39.9%0.0%-2.1%7.5%5.6K-30.5K-1.1K0.0093.60N/AN/A0033598
2022-09-09$49.88$45.0052.2%10.9%68.3%13.6%0.0%11.5%11.3%213-113.8K-1.2K0.0096.44N/AN/A0033598
2022-09-12$49.54$45.0079.2%9.9%67.3%40.6%70.3%19.6%8.5%3.5K-50.0K-9500.00102.19N/AN/A07533598
2022-09-13$47.28$45.00142.8%15.5%68.3%100.0%61.9%30.4%9.1%5.9K-47.4K-1.4K1.2199.65N/AN/A129156335107
2022-09-14$58.69$45.0081.8%23.5%104.5%41.4%0.0%47.4%5.5%12.4K-889.5K-2.8K0.00104.71N/AN/A00335107
2022-09-15$58.27$45.0090.6%26.0%96.3%49.9%0.0%47.8%16.3%10.9K-925.3K-2.8K0.00102.97N/AN/A00335107
2022-09-16$48.96$45.0043.2%12.4%106.9%4.4%61.8%20.6%0.9%10.5K89.4K-1.0K1.2295.19N/AN/A129158335107
2022-09-19$49.88$45.0039.5%11.3%107.0%0.8%44.2%22.3%4.1%12.7K-145.3K-9470.0099.21N/AN/A25031643
2022-09-20$50.99$45.0040.5%11.6%106.9%1.7%41.8%5.9%7.5%18.5K-226.1K-1.0K0.0098.28N/AN/A7032643
2022-09-21$51.19$45.0041.7%12.0%106.9%2.9%0.0%16.3%10.8%19.3K-246.3K-1.1K0.0099.65N/AN/A1032343
2022-09-22$50.82$45.0038.5%11.0%106.9%0.0%0.0%15.4%14.3%18.3K-229.9K-1.1K0.00100.95N/AN/A0032443
2022-09-23$47.50$45.0052.7%15.1%108.7%13.6%50.1%6.5%-14.4%8.6K-93.4K-9400.00101.47N/AN/A91032443
2022-09-26$50.53$45.0054.0%15.5%110.3%14.9%53.2%1.3%-3.3%35.9K-625.8K-1.9K0.1691.78N/AN/A2704445843
2022-09-27$50.50$45.0050.2%14.4%110.3%11.2%52.6%2.2%-5.9%37.7K-608.6K-1.6K0.1693.44N/AN/A2704445843
2022-09-28$52.46$45.0053.9%15.5%111.1%14.8%57.0%12.7%-10.5%41.9K-793.5K-1.9K0.2086.85N/AN/A2705445843
2022-09-29$52.08$50.0054.6%15.7%111.2%15.4%56.7%3.7%-1.3%39.1K-710.5K-1.7K0.2088.25N/AN/A2705445853
2022-09-30$55.50$50.0043.5%12.5%112.7%4.8%50.6%-2.5%8.8%48.7K-1.2M-1.9K0.3196.10N/AN/A2778645853