AGYS Options History — August 2023

In August 2023, AGYS traded between $67.40 and $74.52. ATM implied volatility averaged 32.9%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 6.9% (HV 20d: 25.9%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 4.24.

Notable Days

  • 2023-08-18: Highest Volume — 43 contracts
  • 2023-08-16: Largest IV spike — 41.3% change
  • 2023-08-16: Highest IV Rank — 17.3%
  • 2023-08-16: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.00$67.40$74.52$73.80$70.64
Max Pain$65.43$65.00$70.00$70.00$65.00
ATM IV32.9%22.9%42.4%22.9%37.9%
Expected Move9.5%6.6%12.1%6.6%10.9%
HV 20d25.9%23.7%28.2%27.8%27.7%
HV 60d35.3%28.4%42.9%42.9%28.4%
IV Rank9.5%1.3%17.3%1.3%13.7%
IV Percentile7.1%0.4%27.8%0.4%15.1%
Term Structure1.0%-6.4%10.9%10.9%-3.9%
VWIV32.2%24.6%42.8%24.6%34.8%
Skew 25d3.2%-9.7%21.0%1.1%10.6%
Skew 10d1.4%-24.5%30.6%3.8%-10.3%
Call IV 25d35.6%22.9%44.3%22.9%32.4%
Put IV 25d38.8%24.0%53.9%24.0%43.0%
Bid-Ask Spread %103.5192.35111.43111.43108.85
Gamma HHI0.290.210.600.270.22
Net GEX-12.5K-55.1K21.7K21.7K-3.2K
Net DEX-33.9K-367.1K203.4K-367.1K16.6K
Net VEX-1.5K-2.1K-997-1.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.240.0031.001.000.00
Total Volume6.47804320
Total OI450.913181644596185

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$73.80$70.0022.9%6.6%27.8%1.3%24.6%1.1%10.9%21.7K-367.1K-1.3K1.00111.43N/AN/A11217379
2023-08-02$73.06$70.0025.6%7.3%28.2%3.5%30.3%-9.7%-2.0%-3.8K-182.8K-2.0K0.0094.38N/AN/A40217388
2023-08-03$72.98$65.0029.9%8.0%28.1%7.1%27.2%5.5%8.5%3.2K-254.5K-1.8K31.0099.84N/AN/A131214388
2023-08-04$73.70$65.0027.0%7.9%26.7%4.7%42.8%3.5%6.6%-7.4K-201.3K-2.1K5.5098.35N/AN/A211215414
2023-08-07$74.52$65.0031.7%10.1%24.7%8.6%29.7%-1.0%-3.0%13.8K-355.9K-1.4K0.0092.35N/AN/A30215404
2023-08-08$73.28$65.0033.5%10.6%24.7%10.1%0.0%-0.1%-1.2%8.4K-334.7K-1.7K0.00101.08N/AN/A00216404
2023-08-09$71.47$65.0029.8%8.5%26.4%7.0%0.0%-2.6%8.6%-32.1K73.8K-2.0K0.00100.95N/AN/A20216404
2023-08-10$71.34$65.0034.2%9.8%26.3%10.6%0.0%1.1%0.4%-33.2K84.1K-2.0K0.0095.79N/AN/A20216404
2023-08-11$70.21$65.0034.1%9.8%27.0%10.5%0.0%5.1%-2.1%-46.5K190.2K-1.8K0.0097.65N/AN/A100217404
2023-08-14$71.54$65.0032.7%9.4%24.6%9.4%0.0%2.0%2.4%-36.7K-28.9K-1.4K0.00108.06N/AN/A00217404
2023-08-15$72.48$65.0030.0%8.6%24.3%7.1%0.0%1.9%5.5%-11.2K-153.2K-1.4K0.00105.22N/AN/A00217404
2023-08-16$70.87$65.0042.4%12.1%24.8%17.3%0.0%8.3%-6.4%-38.8K97.7K-1.3K0.00102.12N/AN/A025217404
2023-08-17$69.38$65.0029.5%8.4%26.3%6.7%0.0%8.5%1.5%-55.1K203.4K-1.3K0.00100.74N/AN/A00217427
2023-08-18$69.93$65.0032.5%9.3%23.7%9.2%0.0%-3.6%6.1%-32.3K75.7K-99713.33107.31N/AN/A340217427
2023-08-21$68.99$65.0036.4%10.4%24.3%12.4%40.2%1.7%-2.5%-6.9K48.0K-1.3K0.00101.57N/AN/A1080101
2023-08-22$70.22$65.0033.9%9.7%24.4%10.4%28.0%6.4%7.5%-4.4K30.8K-1.5K0.00105.90N/AN/A8081101
2023-08-23$69.81$65.0031.4%9.0%24.2%8.3%0.0%0.5%3.5%-2.2K37.2K-1.4K0.00109.65N/AN/A0089101
2023-08-24$67.40$65.0037.6%10.8%25.9%13.4%0.0%-4.6%-3.4%-5.7K80.3K-1.4K0.00107.37N/AN/A0089101
2023-08-25$68.61$65.0036.7%10.5%26.3%12.7%0.0%4.8%-5.4%-4.3K54.7K-1.3K0.00106.06N/AN/A0089101
2023-08-28$68.31$65.0032.8%9.4%25.5%9.4%0.0%2.7%0.1%-4.4K57.6K-1.3K0.00108.15N/AN/A0089101
2023-08-29$69.50$65.0035.8%10.3%26.4%11.9%0.0%10.4%-2.3%-3.0K54.6K-1.3K0.00108.57N/AN/A0089101
2023-08-30$71.06$65.0037.3%10.7%27.7%13.2%34.8%21.0%-6.1%-2.8K-5.7K-1.2K0.00109.36N/AN/A4089101
2023-08-31$70.64$65.0037.9%10.9%27.7%13.7%0.0%10.6%-3.9%-3.2K16.6K-1.2K0.00108.85N/AN/A0084101