AGYS Options History — December 2023

In December 2023, AGYS traded between $80.13 and $88.00. ATM implied volatility averaged 35.6%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 3.1% (HV 20d: 32.5%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.60.

Notable Days

2023-12-12: Highest Volume — 803 contracts
2023-12-07: Largest IV spike — 47.6% change
2023-12-12: Highest IV Rank — 55.8%
2023-12-27: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$84.87	$80.13	$88.00	$88.00	$84.91
Max Pain	$81.75	$80.00	$85.00	$85.00	$80.00
ATM IV	35.6%	22.1%	57.4%	22.1%	35.7%
Expected Move	9.5%	6.3%	11.7%	6.3%	10.2%
HV 20d	32.5%	30.3%	34.9%	31.6%	31.3%
HV 60d	54.6%	53.6%	55.2%	53.9%	55.0%
IV Rank	25.7%	1.2%	55.8%	1.2%	30.2%
IV Percentile	25.0%	0.4%	88.1%	0.4%	24.2%
Term Structure	7.6%	-0.2%	14.6%	6.2%	14.6%
VWIV	33.7%	29.6%	38.7%	29.6%	34.5%
Skew 25d	4.2%	-8.6%	18.9%	-7.0%	9.8%
Skew 10d	5.5%	-28.6%	28.6%	-28.6%	-7.6%
Call IV 25d	31.8%	19.8%	41.1%	41.1%	33.6%
Put IV 25d	36.0%	26.6%	49.4%	34.1%	43.4%
Bid-Ask Spread %	98.03	92.72	105.33	94.70	96.26
Gamma HHI	0.49	0.35	0.72	0.70	0.46
Net GEX	31.8K	14.3K	50.8K	48.6K	31.9K
Net DEX	-463.0K	-2.9M	2.1M	-2.9M	-318.6K
Net VEX	-3.7K	-7.4K	-1.8K	-7.2K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.00	1.85	0.00	0.00
Total Volume	48.6	0	803	0	0
Total OI	639.5	258	1,184	1,160	261

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
2023-12-01	$88.00	$85.00	22.1%	6.3%	31.6%	1.2%	0.0%	-7.0%	6.2%	48.6K	-2.9M	-7.2K	0.00	94.70	N/A	N/A	0	0	647	513
2023-12-04	$87.84	$85.00	29.7%	8.8%	30.9%	13.0%	29.6%	9.2%	7.7%	50.8K	-2.5M	-7.1K	0.00	98.06	N/A	N/A	0	5	647	513
2023-12-05	$86.33	$85.00	34.1%	8.0%	30.3%	19.8%	31.0%	7.8%	13.3%	45.8K	-1.7M	-7.4K	0.00	98.79	N/A	N/A	11	0	647	517
2023-12-06	$87.05	$85.00	27.9%	8.3%	30.5%	10.1%	0.0%	-8.6%	9.1%	49.7K	-1.8M	-6.9K	0.00	93.58	N/A	N/A	0	23	648	517
2023-12-07	$84.00	$85.00	41.1%	8.8%	32.7%	30.7%	32.4%	4.4%	9.4%	27.1K	-271.9K	-7.0K	0.12	96.15	N/A	N/A	51	6	648	536
2023-12-08	$84.19	$85.00	34.7%	8.5%	31.7%	20.6%	33.4%	-8.1%	12.3%	17.5K	32.6K	-6.2K	1.85	100.14	N/A	N/A	13	24	618	536
2023-12-11	$81.90	$85.00	45.0%	10.2%	32.5%	36.7%	35.4%	4.6%	6.9%	14.3K	1.8M	-4.1K	1.67	97.56	N/A	N/A	3	5	618	536
2023-12-12	$80.13	$80.00	57.4%	10.3%	32.9%	55.8%	0.0%	18.9%	2.6%	17.3K	2.1M	-3.2K	1.00	95.26	N/A	N/A	401	402	616	511
2023-12-13	$82.14	$80.00	38.1%	10.9%	31.0%	26.0%	0.0%	4.3%	-0.2%	23.2K	-166.8K	-2.1K	0.00	96.50	N/A	N/A	1	0	255	138
2023-12-14	$81.14	$80.00	34.8%	10.0%	30.8%	20.9%	0.0%	0.1%	2.0%	22.9K	-55.3K	-1.9K	0.00	100.15	N/A	N/A	0	1	256	138
2023-12-15	$83.70	$80.00	30.2%	8.7%	32.5%	18.6%	0.0%	-0.1%	12.3%	28.5K	-106.7K	-2.0K	0.33	100.63	N/A	N/A	3	1	256	139
2023-12-18	$86.00	$80.00	34.8%	10.0%	34.1%	28.4%	0.0%	13.8%	4.0%	32.1K	-488.9K	-2.3K	0.00	101.64	N/A	N/A	0	0	179	80
2023-12-19	$87.04	$80.00	30.0%	8.6%	34.3%	18.3%	0.0%	8.8%	10.5%	35.0K	-510.7K	-2.2K	0.00	105.33	N/A	N/A	0	0	179	80
2023-12-20	$84.66	$80.00	36.2%	10.4%	34.9%	31.2%	38.7%	-2.4%	12.3%	29.3K	-399.4K	-2.1K	0.40	96.53	N/A	N/A	5	2	179	80
2023-12-21	$84.99	$80.00	36.3%	10.4%	34.8%	31.3%	34.8%	6.5%	2.5%	28.3K	-368.4K	-2.1K	0.00	95.62	N/A	N/A	0	12	176	82
2023-12-22	$85.13	$80.00	36.4%	10.4%	34.7%	31.6%	0.0%	6.2%	8.4%	31.6K	-375.4K	-2.0K	0.00	92.72	N/A	N/A	0	0	176	85
2023-12-26	$86.17	$80.00	34.0%	9.7%	34.5%	26.6%	0.0%	7.2%	11.6%	35.0K	-424.1K	-2.0K	0.00	102.47	N/A	N/A	0	0	176	85
2023-12-27	$85.90	$80.00	40.6%	11.7%	32.6%	40.6%	34.5%	10.1%	2.5%	32.4K	-386.9K	-2.0K	0.00	98.41	N/A	N/A	3	0	176	85
2023-12-28	$86.13	$80.00	31.9%	9.2%	31.5%	22.3%	0.0%	-2.0%	4.3%	34.3K	-414.4K	-1.9K	0.00	100.12	N/A	N/A	0	0	176	85
2023-12-29	$84.91	$80.00	35.7%	10.2%	31.3%	30.2%	0.0%	9.8%	14.6%	31.9K	-318.6K	-1.8K	0.00	96.26	N/A	N/A	0	0	176	85