AGYS Options History — May 2023

In May 2023, AGYS traded between $68.35 and $79.00. ATM implied volatility averaged 50.4%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 5.4% (HV 20d: 45.0%). Max pain ranged from $65.00 to $85.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.60.

Notable Days

  • 2023-05-17: Highest Volume — 1,061 contracts
  • 2023-05-10: Largest IV drop — 28.1% change
  • 2023-05-09: Highest IV Rank — 34.0%
  • 2023-05-03: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.37$68.35$79.00$79.00$73.59
Max Pain$75.23$65.00$85.00$75.00$70.00
ATM IV50.4%40.2%69.0%49.7%47.2%
Expected Move13.9%11.5%18.3%14.3%13.5%
HV 20d45.0%31.2%60.9%31.2%57.9%
HV 60d39.8%33.1%46.2%33.1%45.1%
IV Rank17.3%8.2%34.0%16.7%14.5%
IV Percentile40.1%6.3%89.3%39.3%32.5%
Term Structure-3.6%-16.9%5.1%-3.3%-12.8%
VWIV47.4%39.2%57.6%48.9%45.1%
Skew 25d6.8%-7.4%20.9%7.2%-6.1%
Skew 10d16.5%-8.1%44.6%44.6%8.7%
Call IV 25d49.9%37.8%62.1%60.8%49.7%
Put IV 25d56.8%43.6%78.4%68.0%43.6%
Bid-Ask Spread %83.0272.7197.7885.3294.55
Gamma HHI0.310.190.730.300.22
Net GEX6.7K-108.1K49.0K-1.3K43.9K
Net DEX-191.1K-776.1K1.2M-249.0K-776.1K
Net VEX-3.3K-4.5K-1.8K-4.5K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.600.0018.570.000.20
Total Volume99.54501,0618442
Total OI869.5915401,864540816

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$79.00$75.0049.7%14.3%31.2%16.7%48.9%7.2%-3.3%-1.3K-249.0K-4.5K0.0085.32N/AN/A840277263
2023-05-02$75.52$75.0058.1%16.7%32.5%24.2%0.0%20.9%-5.5%-15.2K-2.5K-4.2K0.0095.45N/AN/A140350263
2023-05-03$77.20$75.0063.7%18.3%33.9%29.2%57.6%13.4%-16.9%-8.7K-95.4K-4.2K0.0097.78N/AN/A10349263
2023-05-04$76.97$80.0055.1%15.1%32.6%21.6%0.0%-2.1%-1.7%-9.3K-62.5K-4.1K0.0085.38N/AN/A00350263
2023-05-05$77.94$80.0058.1%14.1%33.0%24.2%0.0%3.6%-0.9%-7.6K-127.5K-3.9K0.0079.02N/AN/A00350263
2023-05-08$76.47$80.0064.1%15.5%32.0%29.6%0.0%12.3%-3.9%-17.0K-26.3K-3.6K0.0086.44N/AN/A50350263
2023-05-09$78.34$80.0069.0%14.5%33.3%34.0%52.0%7.8%-6.4%-3.4K-230.5K-3.9K0.0179.94N/AN/A2913355263
2023-05-10$78.91$80.0049.6%14.2%33.3%16.6%0.0%11.0%-0.3%546-267.3K-3.8K0.0075.37N/AN/A20564266
2023-05-11$77.41$80.0056.4%16.2%33.1%22.7%0.0%4.3%-8.2%-6.7K-123.1K-3.3K0.0078.48N/AN/A60566266
2023-05-12$76.32$80.0053.0%15.2%33.3%19.6%0.0%7.8%-7.5%-10.3K-42.6K-3.9K2.3372.71N/AN/A614568266
2023-05-15$77.56$80.0048.1%13.8%32.8%15.3%50.3%6.3%-6.0%-6.0K-137.4K-3.1K18.5774.94N/AN/A7130573280
2023-05-16$78.75$80.0052.3%15.0%33.5%19.1%54.9%9.6%-6.9%3.8K-294.3K-3.3K0.5475.12N/AN/A11763580410
2023-05-17$68.35$85.0040.9%11.7%59.2%8.8%42.4%8.6%1.2%-108.1K1.2M-1.8K0.1781.41N/AN/A910151794471
2023-05-18$70.23$65.0045.6%13.1%59.8%13.1%46.1%7.2%-2.0%13.1K-603.6K-3.6K0.1079.60N/AN/A164161,308537
2023-05-19$68.83$70.0040.7%11.7%59.8%8.7%39.2%14.1%5.1%29.5K1.2M-2.4K3.3380.40N/AN/A3101,315549
2023-05-22$70.37$70.0046.3%13.3%60.9%13.6%44.6%11.7%-1.7%35.2K-485.3K-2.8K0.3281.36N/AN/A371269351
2023-05-23$69.43$70.0042.3%12.1%60.1%10.1%44.0%14.0%-2.0%36.6K-455.9K-2.7K6.0076.25N/AN/A31872463
2023-05-24$69.85$70.0041.5%11.9%59.2%9.4%47.8%4.0%3.7%39.7K-551.4K-3.0K0.0086.11N/AN/A3073081
2023-05-25$70.57$70.0040.2%11.5%59.2%8.2%50.3%0.8%0.8%41.1K-561.5K-2.8K0.0089.31N/AN/A10073181
2023-05-26$71.72$70.0040.7%11.7%59.7%8.6%45.6%-7.4%1.9%48.4K-725.3K-3.2K0.5083.54N/AN/A10573181
2023-05-30$72.84$70.0045.8%13.1%59.8%13.2%42.2%1.9%-7.1%49.0K-716.3K-2.8K0.0087.87N/AN/A53073678
2023-05-31$73.59$70.0047.2%13.5%57.9%14.5%45.1%-6.1%-12.8%43.9K-776.1K-2.6K0.2094.55N/AN/A35773878