AGYS Options History — January 2024

In January 2024, AGYS traded between $74.72 and $88.95. ATM implied volatility averaged 44.1%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 10.2% (HV 20d: 34.0%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.33.

Notable Days

  • 2024-01-22: Highest Volume — 1,247 contracts
  • 2024-01-23: Largest IV drop — 32.3% change
  • 2024-01-17: Highest IV Rank — 72.8%
  • 2024-01-17: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.04$74.72$88.95$81.72$84.08
Max Pain$75.24$70.00$80.00$80.00$80.00
ATM IV44.1%32.0%56.0%43.3%32.0%
Expected Move13.1%9.2%16.1%12.4%9.2%
HV 20d34.0%26.9%42.3%32.3%40.7%
HV 60d46.8%33.6%55.6%55.6%34.6%
IV Rank47.9%22.5%72.8%46.1%22.5%
IV Percentile57.3%13.1%92.1%54.4%13.1%
Term Structure-3.1%-13.8%12.4%1.5%2.8%
VWIV45.0%33.8%56.7%42.0%35.7%
Skew 25d5.6%-7.7%24.6%24.6%1.4%
Skew 10d12.8%-4.1%36.2%-4.1%-1.8%
Call IV 25d44.9%34.9%54.1%34.9%35.0%
Put IV 25d50.4%30.1%66.6%59.5%36.4%
Bid-Ask Spread %88.5275.10104.33104.3394.69
Gamma HHI0.300.150.540.340.54
Net GEX94.7K-1.8K305.2K18.1K223.8K
Net DEX-1.0M-3.9M-1.0K-177.1K-1.7M
Net VEX-3.5K-9.6K-932-1.4K-5.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.001.430.800.25
Total Volume87.23801,24705
Total OI631.7142611,3332611,306

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$81.72$80.0043.3%12.4%32.3%46.1%0.0%24.6%1.5%18.1K-177.1K-1.4K0.00104.33N/AN/A0017685
2024-01-03$79.49$80.0045.8%13.1%33.3%51.3%42.0%4.7%4.7%11.7K-83.9K-1.2K0.8098.57N/AN/A5417685
2024-01-04$78.03$80.0040.8%14.4%33.4%40.9%0.0%4.0%-3.1%7.0K-36.8K-1.1K0.0075.10N/AN/A5017688
2024-01-05$77.97$80.0044.5%15.2%33.1%48.5%54.8%21.5%-12.1%8.5K-64.1K-1.3K0.0079.06N/AN/A10017888
2024-01-08$78.31$70.0044.5%14.4%31.2%48.6%45.7%4.6%-8.1%11.9K-109.0K-1.2K0.0078.77N/AN/A4018888
2024-01-09$76.80$70.0043.5%14.9%31.6%46.5%49.5%1.9%-6.8%8.9K-81.0K-1.3K0.1978.99N/AN/A16319288
2024-01-10$75.86$70.0050.4%14.5%30.6%61.1%49.9%1.9%-7.0%-1.8K-1.0K-9320.0081.85N/AN/A6019888
2024-01-11$76.47$70.0050.9%14.6%30.1%62.2%0.0%5.7%-9.3%-1.4K-42.8K-1.0K0.0086.96N/AN/A1020485
2024-01-12$75.53$70.0052.2%15.0%28.5%64.8%51.3%3.5%-10.4%-1.8K-27.2K-9910.6781.76N/AN/A6420585
2024-01-16$74.72$70.0052.8%15.1%28.5%66.0%52.6%6.3%-9.9%-1.7K-40.0K-1.0K0.0085.55N/AN/A25021184
2024-01-17$76.23$70.0056.0%16.1%26.9%72.8%56.7%5.9%-13.8%6.0K-206.8K-1.3K0.0084.68N/AN/A12027584
2024-01-18$79.31$70.0053.1%15.2%29.1%66.7%53.8%4.3%-11.2%12.1K-393.2K-1.5K0.0086.78N/AN/A27028684
2024-01-19$82.47$70.0052.3%15.0%32.5%65.1%49.1%16.0%-4.9%22.8K-557.4K-1.7K0.0890.19N/AN/A77629185
2024-01-22$86.85$70.0050.8%14.6%36.4%61.9%49.0%8.4%-3.6%36.7K-881.6K-2.4K0.1275.52N/AN/A1,11513223427
2024-01-23$86.90$80.0034.4%9.9%36.4%27.4%37.4%-2.8%8.8%279.4K-3.1M-9.6K0.9686.56N/AN/A91871,172161
2024-01-24$85.00$80.0033.0%9.5%37.3%24.6%33.8%-7.7%5.2%261.6K-2.4M-8.0K1.08103.60N/AN/A48521,173136
2024-01-25$85.60$80.0032.5%9.3%37.1%23.4%37.6%-7.5%12.4%262.0K-2.5M-8.1K0.50103.83N/AN/A211,151144
2024-01-26$88.95$80.0033.9%9.7%39.6%26.3%35.3%13.0%-3.3%305.2K-3.9M-9.5K0.0991.80N/AN/A3331,151143
2024-01-29$85.41$80.0036.2%10.4%42.3%31.2%36.8%0.8%1.0%265.3K-2.4M-7.2K1.4396.90N/AN/A7101,155140
2024-01-30$86.16$80.0043.8%12.6%42.1%47.2%39.7%6.7%1.4%253.6K-2.8M-8.0K0.4693.42N/AN/A24111,155145
2024-01-31$84.08$80.0032.0%9.2%40.7%22.5%35.7%1.4%2.8%223.8K-1.7M-5.7K0.2594.69N/AN/A411,160146