AGYS Options History — October 2023 In October 2023, AGYS traded between $64.38 and $85.50. ATM implied volatility averaged 39.5%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 4.9% (HV 20d: 44.4%). Max pain ranged from $65.00 to $90.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 2.28.
Notable Days 2023-10-24 : Highest Volume — 490 contracts2023-10-19 : Largest IV spike — 62.3% change2023-10-23 : Highest IV Rank — 66.2%2023-10-23 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $71.51 $64.38 $85.50 $66.02 $85.50 Max Pain $73.41 $65.00 $90.00 $65.00 $70.00 ATM IV 39.5% 26.3% 64.1% 34.1% 26.3% Expected Move 11.9% 7.5% 18.4% 9.8% 7.5% HV 20d 44.4% 22.7% 84.8% 23.3% 84.4% HV 60d 33.9% 24.9% 53.4% 26.2% 53.4% IV Rank 28.2% 7.7% 66.2% 19.8% 7.7% IV Percentile 29.8% 2.4% 96.0% 11.1% 2.4% Term Structure -1.2% -15.5% 11.2% 6.9% 4.3% VWIV 43.4% 28.5% 61.6% 54.6% 48.6% Skew 25d 4.8% -6.8% 22.9% 22.9% 10.1% Skew 10d 8.9% -19.7% 27.6% 25.5% -4.8% Call IV 25d 42.8% 30.8% 64.5% 30.8% 34.8% Put IV 25d 47.5% 32.5% 67.4% 53.7% 44.8% Bid-Ask Spread % 93.75 63.86 115.48 108.83 103.92 Gamma HHI 0.35 0.16 0.89 0.44 0.18 Net GEX -15.2K -281.7K 47.7K -16.8K 5.5K Net DEX -333.6K -2.3M 110.2K 91.7K -1.3M Net VEX -1.4K -2.8K -748 -876 -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.28 0.00 17.00 0.00 4.14 Total Volume 58.182 0 490 0 72 Total OI 295.773 205 467 205 467
Daily Data (22 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 2023-10-02 $66.02 $65.00 34.1% 9.8% 23.3% 19.8% 0.0% 22.9% 6.9% -16.8K 91.7K -876 0.00 108.83 N/A N/A 0 0 107 98 2023-10-03 $66.14 $65.00 39.7% 11.4% 23.2% 28.4% 0.0% -1.6% 3.7% -15.8K 92.7K -963 0.00 115.48 N/A N/A 8 0 107 98 2023-10-04 $66.80 $65.00 44.2% 12.7% 22.7% 35.4% 0.0% 4.7% -1.6% -13.8K 62.5K -882 0.00 108.66 N/A N/A 0 0 115 98 2023-10-05 $67.23 $90.00 30.3% 11.7% 22.9% 14.0% 54.6% 1.9% 8.0% -15.3K 42.2K -748 0.00 100.25 N/A N/A 1 0 115 98 2023-10-06 $71.20 $90.00 30.0% 12.3% 31.0% 13.4% 0.0% 5.1% -3.7% -2.1K -63.6K -805 0.00 95.31 N/A N/A 0 20 116 98 2023-10-09 $71.19 $90.00 38.8% 12.4% 29.2% 27.0% 38.5% 1.2% -4.1% -5.0K -27.5K -1.0K 0.00 94.77 N/A N/A 1 0 116 118 2023-10-10 $70.71 $75.00 32.1% 12.9% 28.7% 16.7% 0.0% 6.3% -2.8% -1.7K -34.0K -850 0.00 91.88 N/A N/A 0 1 117 118 2023-10-11 $70.41 $75.00 38.1% 10.9% 28.2% 26.0% 0.0% 5.1% -4.3% -489 -47.0K -760 0.00 97.58 N/A N/A 1 0 117 118 2023-10-12 $68.25 $75.00 40.9% 11.7% 29.9% 30.3% 0.0% 9.3% -7.2% -8.5K 17.3K -923 0.00 94.74 N/A N/A 0 0 117 118 2023-10-13 $66.50 $75.00 44.7% 12.8% 31.2% 36.1% 0.0% 4.5% -3.9% -17.9K 110.2K -939 0.00 90.26 N/A N/A 3 0 117 118 2023-10-16 $67.88 $75.00 42.7% 12.2% 32.0% 33.1% 0.0% 9.9% -9.6% -13.3K 56.9K -886 0.00 87.18 N/A N/A 2 0 116 118 2023-10-17 $68.78 $75.00 47.5% 13.6% 32.1% 40.6% 0.0% 9.8% -15.5% -10.3K 33.4K -875 0.00 91.00 N/A N/A 0 0 118 118 2023-10-18 $66.76 $75.00 36.7% 10.5% 33.7% 23.9% 42.4% 4.3% 11.2% -17.5K 63.6K -902 0.00 102.05 N/A N/A 103 0 123 118 2023-10-19 $66.70 $70.00 59.6% 17.1% 33.6% 59.3% 0.0% -1.6% -9.8% -4.4K -115.9K -1.5K 0.00 91.39 N/A N/A 0 0 219 118 2023-10-20 $64.93 $70.00 50.9% 14.6% 34.7% 45.9% 53.3% -0.1% -1.7% -281.7K 29.1K -1.3K 0.00 84.46 N/A N/A 35 0 219 118 2023-10-23 $64.38 $70.00 64.1% 18.4% 34.8% 66.2% 61.6% 2.9% -13.0% 10.5K -73.1K -1.3K 0.04 71.38 N/A N/A 380 17 182 47 2023-10-24 $80.03 $65.00 36.9% 10.6% 84.5% 24.1% 28.5% 3.7% 3.8% 47.7K -2.3M -2.2K 0.35 63.86 N/A N/A 362 128 388 70 2023-10-25 $80.84 $70.00 29.9% 8.6% 84.4% 13.3% 37.2% 5.9% 10.1% 6.7K -967.8K -2.4K 8.13 91.50 N/A N/A 8 65 222 180 2023-10-26 $79.71 $70.00 32.0% 9.2% 84.8% 16.5% 35.3% -6.8% 4.4% 2.9K -897.1K -2.3K 2.31 88.53 N/A N/A 13 30 223 221 2023-10-27 $80.42 $70.00 33.8% 9.7% 84.1% 19.4% 35.4% 7.6% 5.7% 8.3K -890.6K -2.8K 0.00 95.13 N/A N/A 0 12 234 214 2023-10-30 $82.73 $70.00 36.4% 10.4% 84.2% 23.4% 41.6% -0.3% -7.8% 9.5K -1.2M -2.3K 17.00 94.37 N/A N/A 1 17 234 216 2023-10-31 $85.50 $70.00 26.3% 7.5% 84.4% 7.7% 48.6% 10.1% 4.3% 5.5K -1.3M -2.4K 4.14 103.92 N/A N/A 14 58 235 232
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