AGYS Options History — September 2023

In September 2023, AGYS traded between $65.00 and $71.41. ATM implied volatility averaged 39.6%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 14.2% (HV 20d: 25.4%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.02.

Notable Days

2023-09-12: Highest Volume — 409 contracts
2023-09-13: Largest IV drop — 49.6% change
2023-09-29: Highest IV Rank — 33.2%
2023-09-29: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.03	$65.00	$71.41	$71.09	$66.22
Max Pain	$65.00	$65.00	$65.00	$65.00	$65.00
ATM IV	39.6%	26.3%	54.9%	36.4%	42.8%
Expected Move	9.8%	6.1%	12.3%	10.4%	12.3%
HV 20d	25.4%	21.3%	27.6%	27.6%	23.5%
HV 60d	27.4%	25.5%	28.6%	28.2%	26.5%
IV Rank	20.9%	5.2%	33.2%	12.4%	33.2%
IV Percentile	28.3%	2.0%	79.8%	12.3%	36.1%
Term Structure	4.1%	-5.8%	16.3%	-5.8%	-0.0%
VWIV	36.6%	32.5%	39.8%	32.5%	37.4%
Skew 25d	3.9%	-14.4%	25.8%	13.3%	4.3%
Skew 10d	11.9%	-10.9%	41.1%	-1.8%	11.3%
Call IV 25d	37.7%	23.4%	51.7%	31.5%	38.5%
Put IV 25d	41.7%	26.1%	58.0%	44.8%	42.8%
Bid-Ask Spread %	109.21	102.55	114.35	112.17	113.72
Gamma HHI	0.30	0.20	0.39	0.22	0.38
Net GEX	-7.9K	-14.3K	-2.0K	-2.5K	-12.6K
Net DEX	51.6K	-27.9K	98.9K	-9.6K	94.1K
Net VEX	-1.0K	-1.1K	-832	-1.0K	-958
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.14	0.00	0.00
Total Volume	22.4	0	409	0	3
Total OI	217.9	185	354	185	202

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
2023-09-01	$71.09	$65.00	36.4%	10.4%	27.6%	12.4%	0.0%	13.3%	-5.8%	-2.5K	-9.6K	-1.0K	0.00	112.17	N/A	N/A	0	0	84	101
2023-09-05	$71.41	$65.00	52.1%	10.0%	27.3%	25.3%	0.0%	-10.0%	-0.0%	-2.2K	-27.9K	-1.1K	0.00	104.24	N/A	N/A	0	0	84	101
2023-09-06	$69.91	$65.00	43.0%	10.2%	27.6%	17.8%	0.0%	-8.1%	10.2%	-2.9K	23.4K	-1.1K	0.00	106.77	N/A	N/A	3	0	84	101
2023-09-07	$69.53	$65.00	47.9%	10.6%	26.3%	21.9%	0.0%	1.7%	1.1%	-4.3K	39.6K	-1.1K	0.00	104.46	N/A	N/A	0	0	87	101
2023-09-08	$69.40	$65.00	49.9%	6.1%	26.3%	23.6%	32.5%	-14.4%	16.3%	-4.0K	-1.2K	-832	0.14	103.22	N/A	N/A	7	1	87	101
2023-09-11	$67.56	$65.00	49.3%	8.3%	27.4%	23.0%	0.0%	8.2%	4.6%	-6.3K	64.6K	-1.1K	0.00	104.41	N/A	N/A	2	0	93	102
2023-09-12	$68.84	$65.00	54.9%	9.6%	27.4%	27.6%	0.0%	3.0%	-2.6%	-5.6K	48.2K	-1.1K	0.00	102.55	N/A	N/A	409	0	94	102
2023-09-13	$67.88	$65.00	27.7%	7.9%	27.1%	5.2%	0.0%	8.4%	0.6%	-3.8K	59.1K	-1.1K	0.00	103.71	N/A	N/A	1	0	247	102
2023-09-14	$69.09	$65.00	32.9%	9.4%	27.1%	9.5%	0.0%	-10.4%	5.7%	-2.0K	33.0K	-1.0K	0.00	105.03	N/A	N/A	8	0	246	102
2023-09-15	$68.78	$65.00	26.3%	7.5%	26.1%	7.1%	0.0%	-4.0%	7.6%	-9.5K	28.3K	-983	0.00	104.81	N/A	N/A	0	0	252	102
2023-09-18	$68.16	$65.00	26.8%	7.7%	26.1%	7.9%	0.0%	17.1%	10.7%	-9.5K	14.9K	-1.0K	0.00	112.54	N/A	N/A	0	0	91	100
2023-09-19	$67.41	$65.00	38.9%	11.1%	25.9%	27.2%	0.0%	6.8%	9.2%	-10.6K	57.1K	-1.0K	0.00	113.27	N/A	N/A	0	0	91	100
2023-09-20	$66.66	$65.00	37.3%	10.7%	25.2%	24.8%	39.8%	1.5%	-4.4%	-12.3K	88.0K	-1.0K	0.00	114.17	N/A	N/A	12	0	91	100
2023-09-21	$66.18	$65.00	33.0%	9.5%	25.2%	18.0%	0.0%	20.4%	2.4%	-14.3K	92.0K	-1.1K	0.00	113.20	N/A	N/A	0	0	103	98
2023-09-22	$66.79	$65.00	34.9%	10.0%	22.4%	21.1%	37.4%	3.3%	6.4%	-11.2K	78.9K	-1.0K	0.00	113.10	N/A	N/A	2	0	103	98
2023-09-25	$66.52	$65.00	40.6%	11.6%	21.3%	29.8%	0.0%	-0.7%	3.7%	-12.0K	96.6K	-1.0K	0.00	114.35	N/A	N/A	0	0	104	98
2023-09-26	$65.00	$65.00	40.4%	11.6%	22.6%	29.5%	0.0%	25.8%	9.1%	-9.0K	98.9K	-1.0K	0.00	112.19	N/A	N/A	0	0	104	98
2023-09-27	$66.47	$65.00	36.9%	10.6%	23.3%	24.1%	0.0%	10.2%	11.3%	-12.0K	82.6K	-1.1K	0.00	112.09	N/A	N/A	0	0	104	98
2023-09-28	$67.61	$65.00	39.6%	11.3%	22.6%	28.2%	0.0%	2.0%	-4.2%	-10.5K	71.5K	-951	0.00	114.17	N/A	N/A	0	0	104	98
2023-09-29	$66.22	$65.00	42.8%	12.3%	23.5%	33.2%	0.0%	4.3%	-0.0%	-12.6K	94.1K	-958	0.00	113.72	N/A	N/A	3	0	104	98