AGYS Options History — December 2022

In December 2022, AGYS traded between $60.88 and $80.09. ATM implied volatility averaged 55.2%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 8.6% (HV 20d: 46.6%). Max pain ranged from $50.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 3.60.

Notable Days

  • 2022-12-16: Highest Volume — 1,300 contracts
  • 2022-12-16: Largest IV spike — 57.2% change
  • 2022-12-13: Highest IV Rank — 46.9%
  • 2022-12-30: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.94$60.88$80.09$67.03$78.78
Max Pain$63.81$50.00$75.00$60.00$75.00
ATM IV55.2%35.7%85.9%46.4%61.6%
Expected Move14.0%10.2%17.7%13.3%17.7%
HV 20d46.6%22.6%66.3%23.8%66.3%
HV 60d56.6%45.3%73.3%72.4%51.2%
IV Rank18.2%0.0%46.9%9.9%24.2%
IV Percentile37.7%0.0%93.7%13.5%62.3%
Term Structure1.3%-14.7%10.6%-14.7%1.1%
VWIV52.0%38.7%89.5%51.2%47.3%
Skew 25d7.8%-4.9%28.5%6.0%28.5%
Skew 10d11.1%-17.6%78.6%21.1%8.0%
Call IV 25d47.6%32.8%59.9%41.7%45.8%
Put IV 25d55.3%45.7%74.4%47.6%74.4%
Bid-Ask Spread %93.3184.13112.09108.4194.38
Gamma HHI0.270.190.480.250.25
Net GEX36.7K16.1K83.7K39.6K30.1K
Net DEX-1.3M-2.0M-505.2K-794.7K-1.9M
Net VEX-5.0K-9.2K-1.7K-2.2K-8.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.600.0035.500.0035.50
Total Volume182.85711,3007730
Total OI615.3812921,0182971,018

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$67.03$60.0046.4%13.3%23.8%9.9%51.2%6.0%-14.7%39.6K-794.7K-2.2K0.00108.41N/AN/A7027027
2022-12-02$67.22$60.0042.8%12.3%22.6%6.5%0.0%12.9%-0.7%41.0K-741.6K-2.0K0.00112.09N/AN/A1026527
2022-12-05$63.64$50.0048.8%12.8%30.8%12.2%40.7%8.4%-1.9%34.0K-597.6K-1.9K0.0099.49N/AN/A0126627
2022-12-06$63.18$55.0055.4%13.0%27.6%18.3%41.4%13.5%-4.9%31.3K-527.7K-1.7K0.0293.18N/AN/A364626628
2022-12-07$62.65$55.0064.1%10.2%27.7%26.4%53.2%4.4%6.3%83.7K-1.1M-3.4K0.0097.15N/AN/A116061824
2022-12-08$62.78$55.0057.2%11.7%27.4%20.0%44.5%6.4%3.2%76.4K-860.7K-2.3K0.0096.33N/AN/A202052724
2022-12-09$60.88$55.0053.8%12.5%29.3%16.9%0.0%15.1%0.7%34.0K-505.2K-1.9K0.0793.58N/AN/A29233224
2022-12-12$62.38$55.0075.9%14.6%30.4%37.4%50.0%4.5%-1.5%39.7K-567.4K-1.8K0.3694.11N/AN/A11433225
2022-12-13$62.55$55.0085.9%12.4%30.4%46.9%0.0%8.2%2.0%38.8K-567.0K-1.7K0.0092.57N/AN/A2033127
2022-12-14$61.49$55.0041.9%12.0%28.4%5.7%0.0%-4.9%5.2%37.3K-545.1K-1.8K0.0095.30N/AN/A1033127
2022-12-15$69.99$55.0035.7%10.2%55.4%0.0%38.7%14.3%10.6%59.4K-1.2M-2.3K0.0191.29N/AN/A610633027
2022-12-16$76.92$55.0056.2%16.1%64.3%19.1%55.4%-0.6%2.9%29.1K-2.0M-3.1K0.9187.72N/AN/A68062037040
2022-12-19$78.14$75.0054.3%15.6%63.6%17.3%54.0%0.2%1.3%33.7K-1.8M-8.6K4.0492.36N/AN/A26105563252
2022-12-20$79.23$75.0051.8%14.8%63.3%15.0%53.1%2.1%4.1%20.6K-1.8M-9.0K1.8389.13N/AN/A611567324
2022-12-21$78.93$75.0050.7%14.5%63.5%13.9%50.0%13.4%3.3%16.1K-1.6M-9.2K4.9091.98N/AN/A1049566353
2022-12-22$77.52$75.0054.3%15.6%64.0%17.3%53.1%0.1%1.6%16.6K-1.6M-9.1K16.1791.18N/AN/A697566394
2022-12-23$80.09$75.0052.3%15.0%64.5%15.4%48.6%1.9%0.6%26.1K-2.0M-8.9K1.0085.29N/AN/A11577368
2022-12-27$79.30$75.0058.1%16.7%64.1%20.9%53.3%10.0%1.4%28.9K-1.9M-8.9K1.6985.35N/AN/A1322578369
2022-12-28$77.22$75.0059.1%16.9%65.5%21.8%60.3%5.4%3.9%25.4K-1.7M-8.3K0.0084.46N/AN/A011566366
2022-12-29$79.76$75.0053.9%15.4%65.9%16.9%89.5%13.8%2.0%28.6K-1.8M-8.3K1.9084.13N/AN/A3159566365
2022-12-30$78.78$75.0061.6%17.7%66.3%24.2%47.3%28.5%1.1%30.1K-1.9M-8.7K35.5094.38N/AN/A20710597421