AGYS Options History — June 2023 In June 2023, AGYS traded between $63.72 and $77.25. ATM implied volatility averaged 44.5%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 3.5% (HV 20d: 48.1%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.98.
Notable Days 2023-06-28 : Highest Volume — 75 contracts2023-06-02 : Largest IV spike — 40.3% change2023-06-09 : Highest IV Rank — 28.9%2023-06-28 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $70.13 $63.72 $77.25 $73.24 $68.30 Max Pain $65.48 $65.00 $70.00 $70.00 $65.00 ATM IV 44.5% 33.9% 63.3% 33.9% 35.1% Expected Move 11.5% 9.7% 14.5% 9.7% 10.1% HV 20d 48.1% 34.5% 62.9% 57.3% 39.7% HV 60d 43.6% 42.7% 45.6% 44.4% 44.0% IV Rank 12.1% 2.6% 28.9% 2.6% 3.7% IV Percentile 26.5% 0.8% 88.1% 0.8% 1.2% Term Structure 5.0% -8.7% 13.0% 5.6% 10.1% VWIV 39.2% 31.7% 48.8% 31.7% 34.3% Skew 25d 6.5% -2.4% 13.7% 2.2% 5.1% Skew 10d 10.1% -8.0% 37.5% -8.0% -2.1% Call IV 25d 38.3% 31.5% 43.2% 42.0% 31.5% Put IV 25d 44.8% 36.6% 51.2% 44.2% 36.6% Bid-Ask Spread % 93.90 85.12 102.40 94.37 100.87 Gamma HHI 0.33 0.23 0.43 0.27 0.36 Net GEX 44.7K 12.8K 74.7K 64.6K 24.8K Net DEX -622.9K -1.4M -52.6K -968.6K -199.4K Net VEX -2.5K -3.5K -1.5K -3.4K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.00 6.00 0.00 0.00 Total Volume 14.667 0 75 14 9 Total OI 753.524 531 916 879 626
Daily Data (21 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 2023-06-01 $73.24 $70.00 33.9% 9.7% 57.3% 2.6% 31.7% 2.2% 5.6% 64.6K -968.6K -3.4K 0.00 94.37 N/A N/A 14 0 798 81 2023-06-02 $77.25 $70.00 47.6% 13.7% 60.6% 14.9% 48.8% 10.5% -8.7% 63.9K -1.4M -3.5K 0.04 91.55 N/A N/A 26 1 797 81 2023-06-05 $73.50 $65.00 42.3% 10.5% 62.9% 10.1% 36.6% 2.9% 6.8% 64.0K -968.1K -3.0K 1.67 85.12 N/A N/A 3 5 802 81 2023-06-06 $72.80 $65.00 46.0% 10.2% 62.7% 13.4% 38.8% 8.3% 5.9% 69.2K -1.0M -3.4K 2.20 86.59 N/A N/A 5 11 803 71 2023-06-07 $71.56 $65.00 42.4% 11.1% 62.1% 10.2% 40.3% 9.0% 6.4% 64.2K -830.2K -3.0K 5.00 90.23 N/A N/A 4 20 808 82 2023-06-08 $72.20 $65.00 52.1% 11.8% 62.1% 18.8% 38.8% 5.4% 2.2% 59.9K -867.4K -3.3K 0.00 91.21 N/A N/A 8 0 808 98 2023-06-09 $72.81 $65.00 63.3% 10.4% 62.0% 28.9% 37.3% 8.3% 7.4% 58.3K -957.7K -3.3K 0.00 91.63 N/A N/A 5 0 813 98 2023-06-12 $74.11 $65.00 59.4% 10.9% 62.3% 25.4% 41.8% 13.7% 3.8% 70.3K -1.1M -3.2K 1.00 89.70 N/A N/A 1 1 816 98 2023-06-13 $73.10 $65.00 54.2% 10.7% 62.1% 20.7% 0.0% 9.2% 8.3% 63.8K -940.6K -3.0K 0.00 91.50 N/A N/A 0 0 817 99 2023-06-14 $71.97 $65.00 41.3% 11.8% 61.8% 9.2% 35.7% 10.4% 2.7% 71.3K -826.6K -2.8K 0.00 91.91 N/A N/A 4 0 817 99 2023-06-15 $72.68 $65.00 37.8% 10.8% 34.7% 6.1% 36.4% 11.0% 9.3% 74.7K -888.4K -2.7K 1.07 88.49 N/A N/A 15 16 813 99 2023-06-16 $70.86 $65.00 41.6% 11.9% 34.9% 9.5% 43.6% 5.1% 5.4% 31.4K -861.7K -2.5K 0.00 93.80 N/A N/A 14 0 810 91 2023-06-20 $68.89 $65.00 44.0% 12.6% 35.6% 11.6% 40.0% 5.6% -0.7% 26.4K -312.3K -2.0K 0.44 94.86 N/A N/A 9 4 487 44 2023-06-21 $68.44 $65.00 35.9% 10.3% 34.7% 4.4% 36.5% 12.7% 8.8% 25.8K -266.8K -2.0K 1.25 93.96 N/A N/A 8 10 490 45 2023-06-22 $67.11 $65.00 41.2% 11.8% 35.1% 9.1% 39.2% -2.4% 6.8% 21.3K -143.5K -1.8K 0.00 96.26 N/A N/A 7 0 494 55 2023-06-23 $65.37 $65.00 38.7% 11.1% 36.0% 6.8% 0.0% 7.0% 7.4% 20.1K -156.6K -1.7K 6.00 98.67 N/A N/A 1 6 494 48 2023-06-26 $64.30 $65.00 48.3% 13.9% 35.9% 15.5% 48.2% 0.3% 0.2% 16.6K -106.9K -1.6K 0.00 102.40 N/A N/A 6 0 495 48 2023-06-27 $64.59 $65.00 39.5% 11.3% 35.2% 7.6% 40.7% 3.8% 9.6% 15.2K -78.9K -1.5K 0.00 100.01 N/A N/A 0 14 494 48 2023-06-28 $63.72 $65.00 50.7% 14.5% 34.5% 17.6% 0.0% 7.0% -4.3% 12.8K -52.6K -1.6K 0.03 100.10 N/A N/A 73 2 494 62 2023-06-29 $65.83 $65.00 39.9% 11.4% 36.8% 7.9% 36.4% 1.8% 13.0% 19.2K -146.2K -1.9K 0.00 98.60 N/A N/A 6 0 556 64 2023-06-30 $68.30 $65.00 35.1% 10.1% 39.7% 3.7% 34.3% 5.1% 10.1% 24.8K -199.4K -1.9K 0.00 100.87 N/A N/A 9 0 562 64
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