AGYS Options History — February 2024

In February 2024, AGYS traded between $77.48 and $91.34. ATM implied volatility averaged 36.6%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 8.4% (HV 20d: 45.0%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.28.

Notable Days

2024-02-15: Highest Volume — 136 contracts
2024-02-21: Largest IV spike — 16.7% change
2024-02-21: Highest IV Rank — 47.2%
2024-02-21: Largest Expected Move — 12.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.32	$77.48	$91.34	$82.05	$77.48
Max Pain	$83.00	$80.00	$85.00	$85.00	$80.00
ATM IV	36.6%	30.9%	43.8%	36.2%	30.9%
Expected Move	10.3%	8.9%	12.6%	9.8%	8.9%
HV 20d	45.0%	39.7%	52.8%	40.4%	47.1%
HV 60d	37.5%	34.5%	40.6%	34.8%	40.0%
IV Rank	32.1%	20.2%	47.2%	31.2%	20.2%
IV Percentile	32.9%	10.7%	61.1%	28.6%	10.7%
Term Structure	-0.7%	-13.2%	14.9%	3.0%	14.9%
VWIV	36.9%	35.3%	39.5%	37.3%	39.5%
Skew 25d	2.7%	-2.4%	15.7%	-0.3%	2.0%
Skew 10d	-0.4%	-22.8%	20.2%	1.2%	-22.8%
Call IV 25d	36.6%	32.9%	41.1%	35.1%	36.9%
Put IV 25d	39.3%	33.8%	52.0%	34.8%	39.0%
Bid-Ask Spread %	93.30	83.38	105.58	84.47	105.58
Gamma HHI	0.47	0.22	0.94	0.51	0.25
Net GEX	196.9K	-77.5K	873.4K	157.4K	-2.8K
Net DEX	-1.1M	-4.1M	198.7K	-1.1M	99.5K
Net VEX	-3.6K	-6.2K	-2.4K	-4.6K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.28	0.00	29.00	0.03	0.00
Total Volume	22.6	0	136	101	0
Total OI	861.15	269	1,340	1,306	303

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
2024-02-01	$82.05	$85.00	36.2%	9.8%	40.4%	31.2%	0.0%	-0.3%	3.0%	157.4K	-1.1M	-4.6K	0.03	84.47	N/A	N/A	98	3	1,161	145
2024-02-02	$82.28	$85.00	37.1%	9.0%	39.7%	33.0%	0.0%	0.0%	5.7%	136.9K	-639.5K	-4.4K	6.00	89.20	N/A	N/A	2	12	1,075	148
2024-02-05	$82.10	$85.00	36.1%	10.5%	39.7%	31.1%	37.3%	2.1%	1.0%	117.6K	-408.6K	-3.5K	29.00	83.38	N/A	N/A	1	29	1,076	159
2024-02-06	$83.42	$85.00	36.4%	9.5%	40.0%	31.6%	0.0%	4.7%	-1.2%	162.8K	-751.1K	-4.0K	0.20	85.37	N/A	N/A	10	2	1,076	152
2024-02-07	$87.12	$85.00	36.1%	10.3%	41.4%	30.9%	0.0%	1.3%	0.5%	301.8K	-2.7M	-6.2K	0.00	88.28	N/A	N/A	1	0	1,076	150
2024-02-08	$88.15	$85.00	35.3%	10.1%	40.9%	29.3%	36.2%	1.5%	-1.0%	431.7K	-2.2M	-5.1K	0.17	93.31	N/A	N/A	6	1	1,075	150
2024-02-09	$90.88	$85.00	33.5%	9.6%	41.7%	25.6%	0.0%	0.8%	1.5%	556.9K	-4.0M	-5.6K	0.00	89.17	N/A	N/A	24	0	1,076	150
2024-02-12	$91.34	$85.00	35.5%	10.2%	41.0%	29.7%	0.0%	-0.8%	-3.1%	611.5K	-4.1M	-4.4K	0.33	93.29	N/A	N/A	3	1	1,065	150
2024-02-13	$87.50	$85.00	36.1%	10.4%	44.5%	31.0%	0.0%	6.3%	-0.5%	385.4K	-1.6M	-3.3K	0.00	92.39	N/A	N/A	10	0	1,063	151
2024-02-14	$89.53	$85.00	38.0%	10.9%	44.6%	35.0%	35.7%	5.1%	-1.0%	873.4K	-2.5M	-3.1K	0.00	95.50	N/A	N/A	10	0	1,063	151
2024-02-15	$86.43	$85.00	37.4%	10.7%	45.5%	33.7%	35.5%	-0.3%	3.2%	286.2K	-1.5M	-4.5K	0.05	97.88	N/A	N/A	129	7	1,159	151
2024-02-16	$79.67	$85.00	35.8%	10.3%	52.8%	30.4%	35.3%	10.2%	-3.0%	-77.5K	198.7K	-2.8K	0.50	96.32	N/A	N/A	46	23	1,184	156
2024-02-20	$78.44	$80.00	37.6%	10.8%	49.1%	34.1%	37.9%	4.3%	-4.7%	-1.9K	66.9K	-2.5K	1.29	98.93	N/A	N/A	7	9	181	88
2024-02-21	$79.35	$80.00	43.8%	12.6%	49.4%	47.2%	0.0%	5.1%	-11.8%	-222	11.7K	-2.7K	0.00	92.49	N/A	N/A	3	0	186	91
2024-02-22	$81.65	$80.00	40.1%	11.5%	50.3%	39.3%	37.4%	15.7%	-2.3%	738	-62.2K	-2.9K	2.50	95.21	N/A	N/A	2	5	188	91
2024-02-23	$80.48	$80.00	37.0%	10.6%	50.3%	32.9%	39.5%	-1.3%	0.2%	1.9K	-44.8K	-2.7K	1.00	92.14	N/A	N/A	1	1	190	86
2024-02-26	$79.84	$80.00	35.9%	10.3%	47.9%	30.5%	0.0%	-2.4%	-1.8%	-791	18.9K	-2.4K	0.00	102.38	N/A	N/A	2	0	190	87
2024-02-27	$80.82	$80.00	36.8%	10.5%	46.4%	32.4%	0.0%	2.0%	-1.0%	-473	-52.4K	-2.7K	0.00	93.86	N/A	N/A	0	0	190	89
2024-02-28	$77.90	$80.00	36.9%	10.6%	47.7%	32.7%	0.0%	-1.5%	-13.2%	-1.5K	63.3K	-2.6K	0.00	96.80	N/A	N/A	4	0	190	111
2024-02-29	$77.48	$80.00	30.9%	8.9%	47.1%	20.2%	0.0%	2.0%	14.9%	-2.8K	99.5K	-2.4K	0.00	105.58	N/A	N/A	0	0	192	111