AGYS Options History — November 2023

In November 2023, AGYS traded between $84.10 and $90.59. ATM implied volatility averaged 35.2%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 30.2% (HV 20d: 65.4%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.31.

Notable Days

  • 2023-11-28: Highest Volume — 859 contracts
  • 2023-11-07: Largest IV spike — 35.6% change
  • 2023-11-07: Highest IV Rank — 39.4%
  • 2023-11-07: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.56$84.10$90.59$86.44$85.65
Max Pain$76.19$75.00$85.00$80.00$85.00
ATM IV35.2%27.6%46.8%33.3%27.6%
Expected Move9.8%7.9%11.7%9.5%7.9%
HV 20d65.4%30.0%84.4%84.4%31.0%
HV 60d53.3%53.0%53.9%53.3%53.7%
IV Rank21.5%9.7%39.4%18.5%9.7%
IV Percentile18.9%3.6%61.1%11.9%3.6%
Term Structure0.8%-4.6%8.0%2.3%6.6%
VWIV33.5%21.1%58.7%36.8%28.0%
Skew 25d-0.2%-13.6%14.4%0.7%1.6%
Skew 10d0.4%-21.7%22.1%15.2%-12.7%
Call IV 25d35.7%31.7%42.5%36.8%31.7%
Put IV 25d35.6%19.6%49.7%37.5%33.3%
Bid-Ask Spread %93.7580.11104.6996.3496.91
Gamma HHI0.450.210.670.370.67
Net GEX12.2K-35.2K42.1K-8.4K41.9K
Net DEX-1.1M-1.9M-152.3K-1.3M-963.0K
Net VEX-3.6K-8.8K-2.3K-2.5K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.310.006.002.334.75
Total Volume74.3810859100
Total OI586.7143371,1635241,160

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$86.44$80.0033.3%9.5%84.4%18.5%36.8%0.7%2.3%-8.4K-1.3M-2.5K2.3396.34N/AN/A37248276
2023-11-02$88.31$75.0042.9%9.9%84.4%33.3%21.1%0.6%3.4%1.3K-1.4M-2.6K0.6684.30N/AN/A5033252282
2023-11-03$89.86$75.0039.2%9.4%82.9%27.7%34.7%5.9%0.4%3.9K-1.6M-2.5K2.3388.71N/AN/A1535259315
2023-11-06$87.75$75.0034.5%9.7%83.7%20.4%38.4%-3.6%-0.3%-13.4K-1.3M-2.6K5.0088.66N/AN/A525258332
2023-11-07$87.49$75.0046.8%11.7%83.6%39.4%39.0%-0.7%-1.3%-10.2K-1.2M-2.9K6.0090.40N/AN/A16265334
2023-11-08$86.30$75.0036.8%10.5%83.9%24.0%28.1%-4.4%-0.3%-22.6K-1.2M-2.8K0.0096.16N/AN/A04264338
2023-11-09$84.37$75.0039.8%11.4%83.4%28.6%0.0%-9.2%-2.0%-20.9K-983.7K-3.1K0.5096.74N/AN/A21264340
2023-11-10$85.79$75.0038.9%11.2%82.3%27.2%33.9%-5.3%-2.2%-35.2K-1.2M-2.5K0.5094.31N/AN/A84264340
2023-11-13$86.59$75.0030.6%8.8%82.3%14.4%25.9%-12.2%8.0%-33.5K-1.3M-2.3K0.17102.28N/AN/A122263339
2023-11-14$89.92$75.0029.4%8.4%82.8%12.4%28.5%5.3%2.7%4.0K-1.6M-2.3K0.0094.87N/AN/A390274337
2023-11-15$90.59$75.0028.3%8.1%81.2%10.8%28.2%2.3%4.8%15.7K-1.7M-2.6K0.0794.35N/AN/A28020298337
2023-11-16$88.44$75.0034.9%10.0%82.2%21.0%31.5%-13.6%-1.8%25.3K-1.8M-3.6K0.05103.43N/AN/A211356357
2023-11-17$89.06$75.0037.1%10.6%80.9%24.4%33.7%2.2%-2.4%41.7K-1.9M-3.8K0.3398.26N/AN/A62375358
2023-11-20$89.75$75.0036.0%10.3%80.4%22.7%36.5%1.6%-3.0%37.2K-885.2K-3.7K0.6093.98N/AN/A159233109
2023-11-21$87.89$75.0036.4%10.4%30.4%23.3%0.0%3.9%-0.9%35.9K-690.1K-3.5K0.5096.83N/AN/A105227110
2023-11-22$88.31$75.0034.1%9.8%30.3%19.7%0.0%-6.2%0.3%39.7K-787.5K-3.7K0.0080.11N/AN/A250237109
2023-11-24$87.45$75.0033.0%9.5%30.0%18.1%0.0%5.4%2.1%37.7K-707.7K-3.5K0.0096.98N/AN/A60237109
2023-11-27$88.82$75.0036.6%10.5%30.2%23.6%58.7%-2.5%-4.6%42.1K-857.4K-3.5K0.0083.61N/AN/A50243109
2023-11-28$85.98$75.0032.5%9.3%31.6%17.3%32.6%14.4%6.9%39.8K-593.3K-3.3K1.1186.82N/AN/A407452241109
2023-11-29$84.10$85.0030.4%8.7%30.5%14.1%28.0%10.0%-0.8%34.3K-152.3K-8.8K4.75104.69N/AN/A838645518
2023-11-30$85.65$85.0027.6%7.9%31.0%9.7%0.0%1.6%6.6%41.9K-963.0K-8.6K0.0096.91N/AN/A00647513