AGYS Options History — April 2023 In April 2023, AGYS traded between $77.34 and $85.32. ATM implied volatility averaged 49.1%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 17.6% (HV 20d: 31.5%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.55.
Notable Days 2023-04-12 : Highest Volume — 121 contracts2023-04-04 : Largest IV spike — 24.0% change2023-04-26 : Highest IV Rank — 24.9%2023-04-26 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $82.33 $77.34 $85.32 $84.05 $77.94 Max Pain $77.63 $70.00 $80.00 $75.00 $70.00 ATM IV 49.1% 35.7% 58.9% 35.7% 47.3% Expected Move 13.9% 10.2% 16.9% 10.2% 13.6% HV 20d 31.5% 25.0% 43.2% 43.2% 31.8% HV 60d 33.2% 32.1% 34.8% 34.4% 33.1% IV Rank 16.2% 4.2% 24.9% 4.2% 14.6% IV Percentile 35.6% 0.8% 68.3% 0.8% 29.8% Term Structure -4.4% -12.0% 1.8% -0.2% -5.1% VWIV 52.9% 40.6% 68.2% 40.6% 54.2% Skew 25d 5.9% -4.3% 21.0% 19.7% 12.4% Skew 10d 15.4% -10.6% 35.0% 20.8% 35.0% Call IV 25d 50.1% 39.1% 59.5% 39.1% 41.9% Put IV 25d 56.0% 43.6% 67.8% 58.8% 54.3% Bid-Ask Spread % 86.33 73.71 102.51 98.06 102.51 Gamma HHI 0.25 0.21 0.34 0.23 0.31 Net GEX 25.3K -7.0K 51.6K 35.0K -3.7K Net DEX -810.3K -1.3M -131.9K -1.0M -210.9K Net VEX -5.4K -7.0K -4.4K -7.0K -4.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.55 0.00 16.29 0.00 0.75 Total Volume 20.895 0 121 5 3 Total OI 845.526 500 996 953 540
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 2023-04-03 $84.05 $75.00 35.7% 10.2% 43.2% 4.2% 40.6% 19.7% -0.2% 35.0K -1.0M -7.0K 0.00 98.06 N/A N/A 5 0 515 438 2023-04-04 $83.48 $75.00 44.3% 12.7% 40.9% 11.9% 45.5% 2.8% 1.8% 30.5K -883.5K -6.6K 0.04 96.17 N/A N/A 46 2 514 438 2023-04-05 $81.13 $75.00 45.4% 13.0% 37.5% 12.9% 45.4% -1.7% -1.4% 19.7K -667.4K -6.4K 1.00 97.39 N/A N/A 1 1 556 440 2023-04-06 $80.74 $80.00 47.7% 13.5% 37.6% 14.9% 48.1% 2.9% -1.1% 18.7K -706.9K -6.4K 1.00 79.15 N/A N/A 1 1 555 440 2023-04-10 $82.78 $80.00 50.6% 12.6% 36.7% 17.5% 0.0% 5.9% -2.2% 28.9K -975.6K -6.0K 0.00 92.18 N/A N/A 0 0 556 439 2023-04-11 $83.34 $80.00 53.5% 14.2% 35.1% 20.1% 0.0% 4.5% -6.6% 33.2K -998.9K -6.1K 0.00 73.71 N/A N/A 4 0 556 439 2023-04-12 $82.26 $80.00 46.1% 13.2% 32.2% 13.5% 68.2% -3.9% -5.1% 28.4K -804.9K -5.9K 16.29 82.24 N/A N/A 7 114 555 439 2023-04-13 $83.57 $80.00 49.3% 14.1% 28.3% 16.3% 0.0% 3.9% -4.2% 42.2K -1.1M -5.2K 0.00 82.58 N/A N/A 0 1 561 369 2023-04-14 $83.47 $80.00 45.9% 13.2% 26.9% 13.3% 0.0% 9.5% -7.5% 38.3K -1.0M -5.3K 0.00 80.01 N/A N/A 0 0 561 370 2023-04-17 $85.32 $80.00 47.2% 13.5% 25.0% 14.5% 52.1% 2.1% -1.6% 51.6K -1.3M -5.1K 0.36 77.12 N/A N/A 14 5 561 370 2023-04-18 $84.97 $80.00 47.8% 13.7% 25.0% 15.0% 52.3% 10.4% -0.6% 47.5K -1.2M -5.1K 0.06 77.72 N/A N/A 51 3 566 372 2023-04-19 $83.11 $80.00 49.5% 14.2% 25.9% 16.5% 51.4% 6.4% -2.1% 33.3K -956.2K -5.3K 0.00 83.44 N/A N/A 5 0 570 375 2023-04-20 $84.69 $80.00 51.0% 14.6% 26.5% 17.9% 47.0% 21.0% -6.4% 42.3K -1.2M -5.3K 0.05 81.54 N/A N/A 75 4 572 375 2023-04-21 $84.52 $80.00 49.7% 14.2% 26.5% 16.7% 0.0% 1.5% -6.6% 37.6K -1.2M -4.9K 0.20 85.56 N/A N/A 15 3 576 378 2023-04-24 $83.06 $80.00 48.9% 14.0% 27.4% 16.0% 55.3% -4.3% -3.6% 8.1K -549.5K -4.6K 0.75 85.55 N/A N/A 4 3 250 250 2023-04-25 $80.28 $80.00 56.0% 16.0% 29.0% 22.3% 56.6% 8.9% -10.0% 309 -270.8K -4.7K 1.20 84.76 N/A N/A 5 6 253 252 2023-04-26 $77.34 $70.00 58.9% 16.9% 31.7% 24.9% 57.7% 7.0% -9.8% -7.0K -131.9K -4.4K 0.00 84.70 N/A N/A 0 11 270 257 2023-04-27 $78.20 $70.00 57.9% 16.6% 31.8% 24.0% 65.7% 2.3% -12.0% -5.0K -182.0K -4.6K 0.75 95.93 N/A N/A 4 3 274 263 2023-04-28 $77.94 $70.00 47.3% 13.6% 31.8% 14.6% 54.2% 12.4% -5.1% -3.7K -210.9K -4.7K 0.00 102.51 N/A N/A 0 3 277 263
« Mar 2023 | All History | May 2023 » Home AGYS History April 2023