AGYS Options History — March 2023

In March 2023, AGYS traded between $77.35 and $87.37. ATM implied volatility averaged 47.9%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 9.6% (HV 20d: 38.3%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.54.

Notable Days

  • 2023-03-24: Highest Volume — 295 contracts
  • 2023-03-07: Largest IV spike — 72.9% change
  • 2023-03-13: Highest IV Rank — 32.9%
  • 2023-03-15: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.83$77.35$87.37$81.01$81.54
Max Pain$76.30$75.00$85.00$85.00$75.00
ATM IV47.9%31.0%67.8%49.8%49.1%
Expected Move13.5%9.0%15.6%14.3%14.1%
HV 20d38.3%17.4%45.7%17.4%42.6%
HV 60d39.0%33.7%46.3%43.7%33.9%
IV Rank14.8%0.0%32.9%13.1%16.1%
IV Percentile28.1%0.0%81.0%29.0%32.1%
Term Structure0.3%-8.7%9.2%-4.2%-4.1%
VWIV45.6%36.1%56.6%51.4%45.8%
Skew 25d6.0%-12.2%23.7%-2.1%7.7%
Skew 10d12.2%-12.9%27.9%19.4%27.9%
Call IV 25d44.3%31.5%59.3%56.0%44.5%
Put IV 25d50.2%38.7%64.9%53.9%52.2%
Bid-Ask Spread %91.4681.38107.8696.0494.60
Gamma HHI0.250.200.340.220.24
Net GEX34.3K8.1K60.1K45.3K21.6K
Net DEX-928.3K-1.7M-488.2K-1.1M-675.4K
Net VEX-5.8K-7.4K-4.4K-5.7K-7.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.540.0011.000.200.13
Total Volume34.13129569
Total OI690549948549948

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$81.01$85.0049.8%14.3%17.4%13.1%51.4%-2.1%-4.2%45.3K-1.1M-5.7K0.2096.04N/AN/A51427122
2023-03-02$82.78$85.0047.0%13.5%19.2%10.5%0.0%5.6%-6.5%50.3K-1.2M-5.7K0.00107.86N/AN/A40431123
2023-03-03$86.47$85.0031.5%9.0%24.0%0.0%36.1%-4.9%9.2%60.1K-1.5M-5.9K3.0096.27N/AN/A1442428123
2023-03-06$84.22$75.0031.0%11.2%25.9%0.0%44.8%10.1%-2.5%44.5K-1.4M-6.5K2.3386.35N/AN/A1842439162
2023-03-07$87.37$75.0053.6%12.3%28.9%20.2%39.1%13.3%-4.8%54.8K-1.7M-6.8K1.3283.39N/AN/A1925451159
2023-03-08$82.78$75.0050.5%12.5%35.1%17.4%44.5%1.5%1.8%39.0K-1.2M-6.4K4.7187.39N/AN/A733458184
2023-03-09$82.47$75.0041.9%13.9%34.6%9.7%0.0%4.1%-1.4%39.1K-1.2M-6.5K5.0085.99N/AN/A315460176
2023-03-10$79.83$75.0047.9%14.3%36.4%15.1%44.5%8.0%-2.4%26.8K-751.5K-5.7K0.5081.38N/AN/A84460190
2023-03-13$77.72$75.0067.8%14.1%37.5%32.9%47.6%6.9%-0.4%23.7K-592.4K-5.3K1.1286.61N/AN/A1719454194
2023-03-14$81.18$75.0051.7%13.9%40.9%18.5%45.1%5.5%-0.8%30.1K-923.8K-5.4K0.0092.22N/AN/A20445191
2023-03-15$77.83$75.0054.5%15.6%43.1%21.0%56.6%23.7%-8.7%17.1K-491.5K-5.0K0.0692.28N/AN/A1087444191
2023-03-16$79.99$75.0052.7%15.1%44.1%19.4%50.4%9.7%7.1%23.8K-813.9K-5.2K1.3388.63N/AN/A34525181
2023-03-17$77.64$75.0050.1%14.4%45.2%17.1%46.7%6.0%4.3%37.8K-488.2K-5.0K0.3387.21N/AN/A62523185
2023-03-20$77.35$75.0049.3%14.1%45.2%16.3%43.3%11.3%-4.6%37.3K-811.0K-4.4K0.0094.98N/AN/A30479117
2023-03-21$79.03$75.0053.7%15.4%45.7%20.3%46.9%-3.4%1.3%41.5K-954.2K-4.7K0.0089.12N/AN/A200481117
2023-03-22$79.06$75.0045.6%13.1%44.9%13.0%44.1%22.9%2.0%46.4K-1.1M-5.1K0.0089.90N/AN/A10500117
2023-03-23$78.88$75.0047.9%13.7%44.7%15.1%48.5%0.7%2.5%45.7K-994.6K-4.8K11.0090.74N/AN/A111500117
2023-03-24$79.65$75.0047.0%13.5%44.8%14.3%51.9%-12.2%5.4%46.7K-1.0M-4.7K0.0095.91N/AN/A0295501125
2023-03-27$81.55$75.0045.0%12.9%45.6%12.5%37.7%7.0%3.5%21.7K-689.4K-7.3K2.1496.02N/AN/A715502419
2023-03-28$80.92$75.0046.7%13.4%45.6%14.0%36.6%14.6%-2.0%17.9K-726.5K-7.4K0.0094.54N/AN/A40505434
2023-03-29$79.91$75.0045.4%13.0%45.7%12.8%50.4%1.8%3.9%8.1K-488.2K-6.9K0.0092.63N/AN/A60505434
2023-03-30$79.89$75.0043.3%12.4%45.0%11.0%45.5%-0.2%8.5%8.6K-589.2K-7.0K0.6793.58N/AN/A32509434
2023-03-31$81.54$75.0049.1%14.1%42.6%16.1%45.8%7.7%-4.1%21.6K-675.4K-7.2K0.1394.60N/AN/A81512436