AGYS Options History — February 2023 In February 2023, AGYS traded between $79.53 and $83.42. ATM implied volatility averaged 43.6%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 17.3% (HV 20d: 26.4%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 5.26.
Notable Days 2023-02-14 : Highest Volume — 196 contracts2023-02-27 : Largest IV spike — 24.4% change2023-02-21 : Highest IV Rank — 12.6%2023-02-21 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $81.70 $79.53 $83.42 $83.22 $80.31 Max Pain $84.21 $70.00 $85.00 $70.00 $85.00 ATM IV 43.6% 37.6% 49.3% 48.5% 44.8% Expected Move 12.6% 10.8% 14.1% 13.9% 12.8% HV 20d 26.4% 17.3% 33.5% 33.1% 17.3% HV 60d 43.9% 43.4% 44.4% 44.2% 43.8% IV Rank 7.4% 1.7% 12.6% 11.9% 8.4% IV Percentile 12.9% 1.2% 25.4% 18.3% 19.0% Term Structure -2.2% -10.2% 5.9% -10.2% -5.8% VWIV 43.2% 34.9% 57.3% 55.6% 57.3% Skew 25d 6.9% -0.5% 18.4% 8.6% 12.5% Skew 10d 10.2% -5.3% 28.4% 16.1% -3.0% Call IV 25d 42.6% 29.8% 55.9% 45.1% 55.9% Put IV 25d 49.5% 41.3% 68.5% 53.7% 68.5% Bid-Ask Spread % 90.74 83.34 100.69 98.89 100.69 Gamma HHI 0.28 0.21 0.34 0.27 0.22 Net GEX 102.1K 41.2K 186.6K 114.0K 45.8K Net DEX -2.5M -3.7M -983.3K -3.2M -1.1M Net VEX -6.0K -6.8K -4.8K -6.8K -5.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.26 0.00 64.33 6.50 0.00 Total Volume 30.053 4 196 15 6 Total OI 805.842 501 1,186 847 553
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $83.22 $70.00 48.5% 13.9% 33.1% 11.9% 55.6% 8.6% -10.2% 114.0K -3.2M -6.8K 6.50 98.89 N/A N/A 2 13 698 149 2023-02-02 $82.03 $85.00 43.4% 13.1% 33.5% 7.1% 35.9% 5.3% -0.8% 122.8K -2.9M -6.6K 0.77 85.75 N/A N/A 13 10 698 158 2023-02-03 $82.89 $85.00 43.0% 11.4% 33.5% 6.8% 0.0% 3.1% 5.9% 132.6K -3.1M -6.6K 0.20 83.41 N/A N/A 5 1 696 156 2023-02-06 $82.96 $85.00 44.1% 12.8% 32.9% 7.8% 47.4% 6.9% -1.0% 132.6K -3.1M -6.1K 2.33 93.22 N/A N/A 3 7 701 157 2023-02-07 $83.42 $85.00 40.2% 12.8% 32.8% 4.2% 43.6% 1.6% 3.9% 126.2K -3.3M -6.0K 0.50 86.80 N/A N/A 12 6 703 159 2023-02-08 $82.01 $85.00 42.1% 12.1% 33.5% 6.0% 0.0% 6.6% -3.0% 126.6K -3.0M -6.1K 1.00 92.95 N/A N/A 5 5 706 165 2023-02-09 $81.22 $85.00 41.9% 12.0% 31.3% 5.8% 41.0% 1.6% -0.3% 144.6K -2.7M -5.7K 8.00 93.03 N/A N/A 1 8 706 164 2023-02-10 $81.20 $85.00 44.4% 12.7% 31.3% 8.1% 44.5% 12.1% -3.5% 142.6K -2.6M -5.6K 0.50 85.76 N/A N/A 10 5 705 168 2023-02-13 $80.90 $85.00 40.1% 11.5% 26.9% 4.1% 38.7% 3.6% 4.5% 129.5K -2.7M -5.1K 0.14 87.38 N/A N/A 7 1 706 169 2023-02-14 $82.15 $85.00 46.6% 13.4% 23.6% 10.1% 41.8% 8.3% -5.1% 137.3K -2.9M -5.1K 64.33 86.05 N/A N/A 3 193 707 170 2023-02-15 $83.06 $85.00 40.6% 11.6% 22.3% 4.5% 0.0% 4.2% 0.7% 137.0K -3.6M -4.8K 0.00 83.34 N/A N/A 143 0 710 359 2023-02-16 $83.04 $85.00 42.3% 12.1% 21.9% 6.1% 42.3% 0.9% 0.4% 186.6K -3.5M -6.7K 4.00 93.85 N/A N/A 2 8 826 359 2023-02-17 $83.00 $85.00 40.4% 11.6% 21.9% 4.4% 39.2% 17.1% 1.3% 43.5K -3.7M -6.6K 3.50 92.36 N/A N/A 2 7 827 359 2023-02-21 $81.47 $85.00 49.3% 14.1% 21.4% 12.6% 34.9% 18.4% -9.2% 43.6K -1.2M -6.4K 4.29 93.77 N/A N/A 7 30 402 99 2023-02-22 $79.53 $85.00 44.5% 12.8% 22.3% 8.2% 41.3% 7.8% -7.7% 41.7K -983.3K -5.8K 0.11 89.51 N/A N/A 28 3 407 119 2023-02-23 $80.35 $85.00 48.8% 14.0% 22.7% 12.2% 43.7% 2.6% -6.0% 46.6K -1.0M -6.0K 0.57 89.68 N/A N/A 7 4 432 119 2023-02-24 $79.68 $85.00 37.6% 10.8% 20.2% 1.7% 40.4% -0.5% 1.6% 41.2K -1.0M -6.1K 0.25 93.40 N/A N/A 8 2 429 120 2023-02-27 $79.83 $85.00 46.7% 13.4% 19.4% 10.2% 44.0% 10.7% -8.5% 44.6K -1.0M -5.9K 3.00 94.27 N/A N/A 1 3 430 120 2023-02-28 $80.31 $85.00 44.8% 12.8% 17.3% 8.4% 57.3% 12.5% -5.8% 45.8K -1.1M -5.7K 0.00 100.69 N/A N/A 6 0 431 122
« Jan 2023 | All History | Mar 2023 » Home AGYS History February 2023