AGYS Options History — November 2022

In November 2022, AGYS traded between $60.06 and $67.15. ATM implied volatility averaged 45.6%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 1.2% (HV 20d: 46.8%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.10.

Notable Days

  • 2022-11-03: Highest Volume — 690 contracts
  • 2022-11-02: Largest IV spike — 40.4% change
  • 2022-11-03: Highest IV Rank — 29.4%
  • 2022-11-02: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.59$60.06$67.15$62.47$66.09
Max Pain$56.67$55.00$60.00$55.00$60.00
ATM IV45.6%35.8%69.2%43.6%37.5%
Expected Move12.5%10.7%17.5%12.5%10.7%
HV 20d46.8%28.3%56.3%53.9%28.3%
HV 60d76.2%72.4%81.4%81.1%72.4%
IV Rank8.8%0.0%29.4%4.9%1.6%
IV Percentile14.2%0.0%76.2%5.6%0.4%
Term Structure1.5%-19.0%13.2%4.2%0.2%
VWIV45.0%37.2%50.0%41.1%44.8%
Skew 25d6.6%-7.5%23.0%-4.0%9.8%
Skew 10d16.4%-3.4%36.9%11.1%36.9%
Call IV 25d47.2%36.8%58.0%52.0%44.0%
Put IV 25d53.8%46.0%64.2%48.0%53.8%
Bid-Ask Spread %91.9180.50108.3393.05108.33
Gamma HHI0.330.220.630.500.26
Net GEX40.8K22.6K65.0K54.5K41.2K
Net DEX-2.3M-3.7M-566.1K-2.7M-685.2K
Net VEX-2.5K-3.4K-2.0K-3.0K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.540.040.00
Total Volume398.42906906823
Total OI581.429261809674297

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$62.47$55.0043.6%12.5%53.9%4.9%41.1%-4.0%4.2%54.5K-2.7M-3.0K0.0493.05N/AN/A6562660272
2022-11-02$60.06$55.0061.2%17.5%56.3%21.8%44.5%1.4%-19.0%62.2K-2.1M-3.4K0.0699.48N/AN/A6533660272
2022-11-03$61.58$55.0069.2%14.2%55.8%29.4%47.1%6.7%2.4%60.4K-2.3M-3.4K0.0689.06N/AN/A6533760772
2022-11-04$61.92$55.0058.8%11.3%51.1%19.5%50.0%-7.5%13.2%65.0K-2.5M-3.1K0.0691.42N/AN/A6363761273
2022-11-07$64.35$55.0035.8%11.2%52.3%0.0%45.1%19.3%8.8%52.8K-3.0M-2.5K0.0685.71N/AN/A6373761873
2022-11-08$63.91$55.0043.6%11.5%51.0%7.3%42.5%7.8%3.0%50.3K-3.1M-2.4K0.0582.22N/AN/A4642162474
2022-11-09$64.53$55.0042.2%12.1%50.9%6.0%46.0%4.0%7.4%53.1K-3.1M-2.6K0.0583.17N/AN/A4672262976
2022-11-10$64.13$55.0039.7%11.4%51.2%3.7%39.0%1.8%8.4%43.1K-3.2M-2.4K0.0889.97N/AN/A4713664286
2022-11-11$64.94$55.0038.4%11.0%50.7%2.5%44.1%5.2%6.8%34.3K-3.4M-2.2K0.0890.21N/AN/A4713665086
2022-11-14$65.02$55.0043.2%12.4%50.8%7.0%47.0%0.0%4.6%28.0K-3.4M-2.0K0.1082.05N/AN/A4784665086
2022-11-15$67.01$55.0042.1%12.1%51.1%5.9%47.8%11.3%2.9%36.2K-3.6M-2.1K0.1384.44N/AN/A5056665495
2022-11-16$66.99$55.0043.0%12.3%50.7%6.7%48.5%9.2%1.9%27.7K-3.7M-2.3K0.1382.43N/AN/A50666687117
2022-11-17$67.15$55.0044.8%12.8%50.8%8.4%45.0%13.7%7.9%26.9K-3.7M-2.2K0.1392.17N/AN/A50666687117
2022-11-18$65.78$55.0045.8%13.1%52.0%9.3%44.7%4.4%-5.6%22.6K-3.6M-2.1K0.5493.37N/AN/A12567692117
2022-11-21$65.37$60.0045.8%13.1%52.1%9.4%45.0%3.3%-2.6%26.9K-566.1K-2.3K0.1480.50N/AN/A1522223724
2022-11-22$65.49$60.0044.3%12.7%52.1%7.9%37.2%6.5%6.1%35.1K-714.7K-2.4K0.1491.14N/AN/A1612227128
2022-11-23$65.05$60.0048.7%14.0%31.2%12.0%48.2%0.1%-16.1%33.1K-660.2K-2.5K0.1499.35N/AN/A1532226728
2022-11-25$65.40$60.0040.3%11.5%30.8%4.2%0.0%10.8%5.5%35.6K-722.7K-2.4K0.00106.97N/AN/A0026827
2022-11-28$64.27$60.0041.8%12.0%30.4%5.6%45.3%23.0%-4.3%34.0K-607.2K-2.2K0.00102.27N/AN/A4026827
2022-11-29$64.91$60.0048.1%13.8%29.7%11.5%46.5%12.3%-5.0%34.5K-619.0K-2.1K0.00102.83N/AN/A1026927
2022-11-30$66.09$60.0037.5%10.7%28.3%1.6%44.8%9.8%0.2%41.2K-685.2K-2.1K0.00108.33N/AN/A3027027