AGYS Options History — October 2022

In October 2022, AGYS traded between $52.78 and $64.23. ATM implied volatility averaged 54.1%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded below realized volatility by 20.0% (HV 20d: 74.1%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.14.

Notable Days

  • 2022-10-21: Highest Volume — 925 contracts
  • 2022-10-24: Largest IV spike — 42.5% change
  • 2022-10-25: Highest IV Rank — 29.6%
  • 2022-10-25: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.61$52.78$64.23$54.33$64.23
Max Pain$54.29$50.00$55.00$50.00$55.00
ATM IV54.1%38.7%69.3%53.3%38.7%
Expected Move15.8%11.1%19.9%15.3%11.1%
HV 20d74.1%39.7%114.4%112.8%52.4%
HV 60d78.4%76.8%80.8%77.7%80.8%
IV Rank15.0%0.2%29.6%14.3%0.2%
IV Percentile31.9%0.8%76.2%22.6%0.8%
Term Structure-4.5%-19.2%9.7%9.7%2.2%
VWIV58.7%44.2%67.4%55.7%48.0%
Skew 25d9.7%-29.1%28.7%-29.1%13.4%
Skew 10d18.6%-11.6%54.6%32.2%4.8%
Call IV 25d59.0%50.2%81.5%81.5%50.8%
Put IV 25d68.7%52.4%87.1%52.4%64.2%
Bid-Ask Spread %89.2174.18101.3696.8992.35
Gamma HHI0.390.230.800.230.40
Net GEX49.7K5.5K85.4K41.1K52.4K
Net DEX-1.1M-3.0M-337.3K-1.0M-3.0M
Net VEX-2.0K-4.0K-652-2.0K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.020.270.110.05
Total Volume695.762273925798687
Total OI852.2382931,073560648

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$54.33$50.0053.3%15.3%112.8%14.3%55.7%-29.1%9.7%41.1K-1.0M-2.0K0.1196.89N/AN/A7217746694
2022-10-04$55.10$50.0052.6%15.1%112.1%13.5%65.3%-8.7%0.9%72.3K-1.2M-3.3K0.1088.74N/AN/A7227282691
2022-10-05$55.19$50.0054.1%15.5%112.0%15.0%65.9%-1.9%8.8%70.0K-911.7K-2.6K0.0789.41N/AN/A7284882192
2022-10-06$57.03$55.0052.3%16.2%112.3%13.3%51.5%6.3%-9.2%85.4K-1.2M-2.9K0.0783.31N/AN/A7285082193
2022-10-07$53.92$55.0040.8%16.8%114.4%2.2%61.5%19.4%-15.2%50.8K-571.6K-1.8K0.0798.81N/AN/A7305082295
2022-10-10$54.36$55.0054.1%15.2%114.4%15.0%57.0%8.6%-5.8%58.0K-679.0K-1.8K0.1684.79N/AN/A73011783694
2022-10-11$52.90$55.0059.9%16.7%113.4%20.6%59.9%-6.1%-0.8%57.2K-694.1K-1.6K0.2188.62N/AN/A588126839161
2022-10-12$52.93$55.0058.5%16.8%81.7%19.2%66.9%6.2%-9.0%41.3K-458.2K-1.4K0.2187.07N/AN/A601127841151
2022-10-13$53.43$55.0056.2%16.1%81.9%17.0%63.1%8.6%2.9%38.8K-470.3K-1.2K0.2192.03N/AN/A595127854152
2022-10-14$52.93$55.0054.1%15.5%52.0%15.0%67.4%6.0%-6.5%36.0K-463.7K-1.3K0.2186.69N/AN/A595127859152
2022-10-17$53.40$55.0056.5%16.2%51.8%17.2%59.3%19.5%-3.0%37.2K-438.2K-8970.2087.70N/AN/A591118859152
2022-10-18$53.31$55.0054.6%15.7%51.3%15.5%60.9%11.8%-4.2%36.3K-416.5K-8970.2793.70N/AN/A591159859154
2022-10-19$52.78$55.0056.2%16.1%51.5%17.0%65.0%28.7%-6.2%32.0K-370.5K-7670.2387.94N/AN/A591133859194
2022-10-20$53.00$55.0054.5%15.6%51.4%15.4%60.9%16.6%-11.7%21.2K-387.8K-6830.2383.69N/AN/A584133859208
2022-10-21$53.39$55.0046.9%13.5%44.3%8.1%44.2%14.0%4.5%5.5K-337.3K-6520.1889.99N/AN/A783142865208
2022-10-24$54.66$55.0066.8%19.2%39.7%27.2%62.8%25.7%-11.0%30.4K-734.5K-1.9K0.0383.90N/AN/A26672876
2022-10-25$54.84$55.0069.3%19.9%39.7%29.6%63.7%9.5%-18.3%57.4K-1.2M-3.0K0.0274.18N/AN/A4411049411
2022-10-26$61.90$55.0060.0%17.2%56.5%20.6%46.2%19.6%-8.8%79.3K-2.9M-3.8K0.1984.52N/AN/A2825367418
2022-10-27$61.27$55.0055.5%15.9%56.6%16.3%52.5%14.2%-19.2%81.6K-2.8M-4.0K0.0697.64N/AN/A6424169457
2022-10-28$62.89$55.0040.7%11.7%53.2%2.1%54.0%22.0%5.4%58.6K-2.6M-3.0K0.06101.36N/AN/A6574157457
2022-10-31$64.23$55.0038.7%11.1%52.4%0.2%48.0%13.4%2.2%52.4K-3.0M-2.6K0.0592.35N/AN/A6563159157