AGYS Options History — July 2023

In July 2023, AGYS traded between $65.81 and $73.35. ATM implied volatility averaged 39.2%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 7.6% (HV 20d: 31.6%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 3.43.

Notable Days

2023-07-13: Highest Volume — 171 contracts
2023-07-26: Largest IV drop — 45.0% change
2023-07-24: Highest IV Rank — 17.9%
2023-07-24: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.97	$65.81	$73.35	$68.12	$73.35
Max Pain	$66.25	$65.00	$70.00	$65.00	$70.00
ATM IV	39.2%	21.3%	51.1%	40.3%	21.3%
Expected Move	11.4%	6.1%	14.6%	11.6%	6.1%
HV 20d	31.6%	27.9%	33.6%	33.6%	27.9%
HV 60d	43.8%	42.9%	44.2%	43.7%	42.9%
IV Rank	8.7%	0.0%	17.9%	8.3%	0.0%
IV Percentile	18.9%	0.0%	59.5%	10.3%	0.0%
Term Structure	1.2%	-11.8%	17.1%	-2.2%	7.2%
VWIV	39.1%	26.2%	52.8%	38.4%	28.4%
Skew 25d	1.6%	-13.2%	14.5%	2.8%	-2.7%
Skew 10d	6.6%	-6.2%	18.6%	6.3%	4.1%
Call IV 25d	40.3%	20.0%	55.0%	40.0%	29.4%
Put IV 25d	41.9%	26.6%	53.7%	42.8%	26.6%
Bid-Ask Spread %	84.53	64.42	106.19	99.63	106.19
Gamma HHI	0.38	0.24	0.46	0.38	0.24
Net GEX	-1.0K	-30.1K	31.6K	25.1K	9.5K
Net DEX	34.0K	-295.1K	531.5K	-211.7K	-295.1K
Net VEX	-2.0K	-2.7K	-1.4K	-1.8K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.43	0.00	16.00	3.33	0.00
Total Volume	35.2	1	171	13	17
Total OI	658	424	863	632	596

Daily Data (20 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
2023-07-03	$68.12	$65.00	40.3%	11.6%	33.6%	8.3%	38.4%	2.8%	-2.2%	25.1K	-211.7K	-1.8K	3.33	99.63	N/A	N/A	3	10	568	64
2023-07-05	$68.09	$65.00	42.8%	12.3%	29.5%	10.6%	32.4%	10.0%	5.2%	23.5K	-156.5K	-1.8K	0.00	101.89	N/A	N/A	3	0	565	74
2023-07-06	$67.75	$65.00	33.0%	11.9%	29.4%	1.8%	52.8%	5.6%	1.5%	21.1K	-100.8K	-1.7K	14.50	73.23	N/A	N/A	2	29	565	74
2023-07-07	$66.43	$65.00	41.0%	13.6%	29.6%	9.0%	37.7%	6.5%	-7.1%	12.7K	9.2K	-1.5K	0.00	72.59	N/A	N/A	5	0	566	97
2023-07-10	$68.69	$65.00	42.0%	13.1%	32.1%	9.8%	49.8%	-1.2%	-2.6%	24.2K	-170.1K	-1.9K	0.00	78.55	N/A	N/A	3	0	571	97
2023-07-11	$70.27	$65.00	47.0%	12.3%	33.1%	14.3%	39.0%	4.6%	-0.7%	30.7K	-258.9K	-1.9K	0.71	64.42	N/A	N/A	7	5	574	97
2023-07-12	$70.74	$65.00	44.8%	12.9%	32.5%	12.4%	39.0%	5.3%	-4.8%	31.3K	-242.0K	-1.7K	0.00	73.52	N/A	N/A	6	0	570	94
2023-07-13	$70.28	$65.00	45.0%	12.9%	32.3%	12.5%	40.9%	-1.7%	-1.2%	31.6K	-232.9K	-1.6K	5.84	77.25	N/A	N/A	25	146	573	94
2023-07-14	$70.26	$65.00	43.4%	12.5%	31.9%	11.1%	39.4%	-0.7%	3.2%	12.1K	-38.4K	-2.4K	0.00	77.11	N/A	N/A	4	0	573	208
2023-07-17	$67.94	$65.00	37.1%	10.6%	33.6%	5.4%	49.8%	-7.3%	6.6%	-5.0K	213.9K	-2.2K	11.88	76.13	N/A	N/A	8	95	573	208
2023-07-18	$67.13	$65.00	43.2%	12.4%	32.7%	10.9%	0.0%	6.3%	-3.3%	-23.0K	425.5K	-2.7K	0.00	74.09	N/A	N/A	2	0	573	290
2023-07-19	$65.87	$65.00	39.9%	11.4%	31.9%	7.9%	0.0%	2.5%	5.6%	-30.1K	523.9K	-2.5K	0.00	82.83	N/A	N/A	1	0	571	290
2023-07-20	$65.81	$65.00	44.8%	12.8%	31.9%	12.3%	39.1%	14.5%	-4.6%	-29.9K	531.5K	-2.5K	0.00	87.44	N/A	N/A	13	0	570	279
2023-07-21	$68.06	$65.00	42.9%	12.3%	33.5%	10.6%	42.3%	3.6%	2.7%	-30.1K	233.8K	-2.4K	0.60	79.00	N/A	N/A	5	3	580	279
2023-07-24	$68.00	$65.00	51.1%	14.6%	32.0%	17.9%	50.2%	0.1%	-5.1%	-28.2K	369.3K	-2.4K	0.52	74.78	N/A	N/A	64	33	164	260
2023-07-25	$69.10	$70.00	43.8%	12.6%	31.6%	11.5%	42.3%	-13.2%	-11.8%	-26.8K	144.6K	-2.3K	2.83	85.34	N/A	N/A	18	51	163	271
2023-07-26	$69.87	$70.00	24.1%	6.9%	31.7%	0.0%	26.2%	-2.1%	17.1%	-29.6K	119.7K	-2.1K	16.00	101.06	N/A	N/A	1	16	165	311
2023-07-27	$71.35	$70.00	33.0%	9.5%	31.5%	7.5%	26.5%	-8.3%	14.1%	-20.0K	-31	-2.3K	11.50	100.72	N/A	N/A	2	23	165	320
2023-07-28	$72.28	$70.00	23.7%	6.8%	30.1%	0.0%	30.5%	7.0%	3.8%	-19.4K	-184.9K	-1.4K	0.86	104.84	N/A	N/A	56	48	165	343
2023-07-31	$73.35	$70.00	21.3%	6.1%	27.9%	0.0%	28.4%	-2.7%	7.2%	9.5K	-295.1K	-1.7K	0.00	106.19	N/A	N/A	17	0	217	379