AGYS Options History — January 2023

In January 2023, AGYS traded between $76.00 and $84.48. ATM implied volatility averaged 55.8%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 7.8% (HV 20d: 48.0%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.79.

Notable Days

  • 2023-01-24: Highest Volume — 414 contracts
  • 2023-01-25: Largest IV drop — 28.7% change
  • 2023-01-09: Highest IV Rank — 29.8%
  • 2023-01-23: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.00$76.00$84.48$78.12$83.54
Max Pain$75.75$70.00$80.00$75.00$70.00
ATM IV55.8%39.1%67.6%62.8%43.4%
Expected Move15.8%11.2%18.4%18.0%12.5%
HV 20d48.0%33.3%66.6%66.6%33.3%
HV 60d48.7%44.4%51.3%51.0%44.4%
IV Rank18.7%3.1%29.8%25.3%7.2%
IV Percentile43.7%3.2%74.2%65.1%10.7%
Term Structure-7.4%-19.1%4.8%2.0%0.0%
VWIV56.8%33.9%66.8%59.9%65.5%
Skew 25d14.4%0.5%37.8%14.5%19.6%
Skew 10d19.5%-10.7%40.0%16.2%11.1%
Call IV 25d49.0%36.5%61.5%51.7%37.1%
Put IV 25d63.4%48.5%78.3%66.3%56.7%
Bid-Ask Spread %87.9476.4695.7388.0794.92
Gamma HHI0.260.200.310.200.27
Net GEX67.9K23.4K136.0K23.4K115.8K
Net DEX-2.5M-3.9M-1.6M-1.9M-3.3M
Net VEX-7.2K-8.5K-6.3K-8.2K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.790.0519.001.120.23
Total Volume62.7641412127
Total OI1,410.656731,8091,649841

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$78.12$75.0062.8%18.0%66.6%25.3%59.9%14.5%2.0%23.4K-1.9M-8.2K1.1288.07N/AN/A57646041,045
2023-01-04$77.48$75.0057.5%16.5%62.8%20.3%48.8%10.8%4.8%35.9K-1.9M-8.5K0.5089.79N/AN/A426581,033
2023-01-05$77.25$80.0058.3%16.8%62.6%21.0%57.8%7.8%-7.7%43.5K-1.7M-7.8K1.4285.65N/AN/A12176541,035
2023-01-06$76.15$80.0059.7%16.9%62.9%22.3%61.2%6.1%-9.7%39.8K-1.6M-8.0K1.1194.11N/AN/A9106631,039
2023-01-09$76.00$75.0067.6%17.3%63.0%29.8%63.0%4.9%-11.4%45.9K-1.7M-7.6K2.0089.65N/AN/A246721,040
2023-01-10$77.06$75.0061.8%16.3%61.1%24.3%56.1%2.0%-8.1%46.9K-1.7M-7.4K0.5081.83N/AN/A1056701,040
2023-01-11$79.94$75.0051.7%14.8%61.6%14.9%54.3%10.3%-5.4%51.0K-2.2M-7.2K1.3386.32N/AN/A346661,040
2023-01-12$80.15$75.0059.1%16.9%61.6%21.8%54.3%13.7%-8.4%50.3K-2.4M-7.0K0.4084.69N/AN/A1046681,040
2023-01-13$83.69$75.0054.5%15.6%61.5%17.5%56.7%21.6%-11.3%43.1K-3.2M-6.9K0.3576.46N/AN/A63226681,043
2023-01-17$80.46$80.0061.8%17.7%47.6%24.3%56.3%14.4%-18.4%57.2K-2.8M-7.1K2.0088.66N/AN/A12247351,060
2023-01-18$78.77$80.0058.2%16.7%35.7%21.0%60.8%26.7%-10.1%57.0K-2.3M-6.9K19.0094.60N/AN/A1197391,060
2023-01-19$78.07$80.0059.4%17.0%35.4%22.1%61.9%23.0%-13.6%45.7K-2.2M-6.7K2.6795.73N/AN/A387401,066
2023-01-20$78.44$80.0059.7%17.1%35.1%22.4%61.8%25.3%-10.3%65.8K-2.1M-6.3K0.5091.29N/AN/A32167421,067
2023-01-23$80.50$80.0064.3%18.4%36.3%26.7%59.7%37.8%-16.7%76.4K-1.8M-6.3K0.0595.61N/AN/A221551122
2023-01-24$81.75$80.0063.7%18.3%35.9%26.1%63.0%18.3%-19.1%79.1K-2.1M-6.5K0.0982.40N/AN/A38034562123
2023-01-25$81.74$70.0045.4%13.0%34.1%9.0%47.9%0.5%-2.2%136.0K-3.9M-8.3K0.1581.11N/AN/A28243851140
2023-01-26$84.00$70.0043.8%12.5%35.1%7.5%45.6%4.5%-2.7%114.4K-3.5M-7.0K1.5086.03N/AN/A69699142
2023-01-27$82.51$70.0044.3%12.7%34.2%8.0%66.8%16.4%0.8%113.2K-3.1M-7.0K0.7587.47N/AN/A43698146
2023-01-30$84.48$70.0039.1%11.2%33.4%3.1%33.9%10.3%-0.7%118.4K-3.6M-6.5K0.1384.38N/AN/A233702149
2023-01-31$83.54$70.0043.4%12.5%33.3%7.2%65.5%19.6%0.0%115.8K-3.3M-6.5K0.2394.92N/AN/A225692149