AGYS Options History — March 2024

In March 2024, AGYS traded between $74.98 and $83.81. ATM implied volatility averaged 42.3%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 3.0% (HV 20d: 39.4%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.14.

Notable Days

2024-03-25: Highest Volume — 25 contracts
2024-03-13: Largest IV drop — 67.7% change
2024-03-11: Highest IV Rank — 100.0%
2024-03-28: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$78.02	$74.98	$83.81	$77.34	$83.81
Max Pain	$84.75	$80.00	$85.00	$80.00	$85.00
ATM IV	42.3%	29.2%	90.3%	37.5%	38.0%
Expected Move	9.6%	8.3%	10.9%	10.8%	10.9%
HV 20d	39.4%	30.8%	49.6%	46.5%	33.6%
HV 60d	40.0%	39.0%	41.0%	40.0%	40.5%
IV Rank	36.3%	11.4%	100.0%	34.1%	24.2%
IV Percentile	42.5%	5.6%	100.0%	41.7%	47.6%
Term Structure	2.5%	-14.0%	13.8%	2.0%	-14.0%
VWIV	40.1%	26.2%	63.7%	39.6%	26.2%
Skew 25d	1.3%	-10.9%	23.4%	0.3%	16.9%
Skew 10d	18.7%	-4.5%	41.4%	-4.5%	31.5%
Call IV 25d	44.4%	26.5%	55.9%	37.7%	26.5%
Put IV 25d	45.7%	38.0%	55.8%	38.0%	43.4%
Bid-Ask Spread %	107.18	92.10	113.77	92.10	102.53
Gamma HHI	0.23	0.20	0.28	0.24	0.28
Net GEX	209	-5.7K	5.7K	-2.7K	5.7K
Net DEX	23.4K	-234.6K	202.7K	100.9K	-234.6K
Net VEX	-2.2K	-2.6K	-1.7K	-2.4K	-2.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.00	0.00	0.00
Total Volume	6.15	0	25	11	7
Total OI	311.75	293	348	303	348

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
2024-03-01	$77.34	$80.00	37.5%	10.8%	46.5%	34.1%	39.6%	0.3%	2.0%	-2.7K	100.9K	-2.4K	0.00	92.10	N/A	N/A	11	0	192	111
2024-03-04	$78.38	$85.00	36.3%	10.8%	46.8%	31.5%	41.0%	-6.3%	1.5%	399	20.0K	-2.6K	0.00	95.76	N/A	N/A	7	0	200	111
2024-03-05	$75.70	$85.00	49.5%	10.0%	48.2%	59.1%	29.0%	-0.3%	4.7%	-1.3K	140.3K	-2.2K	0.00	108.05	N/A	N/A	1	0	200	111
2024-03-06	$78.26	$85.00	53.5%	9.7%	49.6%	67.5%	0.0%	-4.4%	6.3%	1.0K	46.7K	-2.4K	0.00	108.19	N/A	N/A	0	0	199	111
2024-03-07	$77.85	$85.00	44.4%	8.6%	46.4%	48.4%	36.7%	-6.9%	13.8%	-982	63.4K	-2.3K	0.00	105.92	N/A	N/A	0	2	199	111
2024-03-08	$76.88	$85.00	60.3%	8.3%	46.0%	81.7%	30.0%	-5.1%	11.6%	1.9K	69.2K	-2.2K	0.00	105.96	N/A	N/A	2	0	199	112
2024-03-11	$74.98	$85.00	79.1%	10.2%	44.2%	100.0%	0.0%	10.3%	3.6%	-2.0K	147.5K	-2.0K	0.00	107.14	N/A	N/A	0	0	200	112
2024-03-12	$75.06	$85.00	90.3%	9.6%	44.0%	100.0%	0.0%	-5.5%	4.4%	-5.7K	202.7K	-1.7K	0.00	112.39	N/A	N/A	5	0	200	112
2024-03-13	$75.25	$85.00	29.2%	8.4%	42.4%	11.4%	33.8%	4.9%	4.2%	-2.7K	153.5K	-1.9K	0.00	111.35	N/A	N/A	6	0	205	112
2024-03-14	$75.26	$85.00	34.1%	9.8%	41.0%	18.5%	0.0%	0.4%	2.1%	-3.0K	156.8K	-1.9K	1.00	111.68	N/A	N/A	1	1	208	111
2024-03-15	$76.34	$85.00	33.3%	9.6%	40.5%	17.4%	63.7%	0.6%	10.7%	-2.2K	123.2K	-1.9K	0.00	111.28	N/A	N/A	9	0	209	112
2024-03-18	$78.47	$85.00	29.5%	8.5%	31.0%	11.9%	36.1%	3.3%	0.8%	-2.2K	-4.8K	-2.0K	1.00	108.23	N/A	N/A	3	3	194	100
2024-03-19	$77.65	$85.00	31.2%	8.9%	30.8%	14.3%	59.1%	-3.5%	-5.4%	2.3K	-3.8K	-2.0K	0.00	112.27	N/A	N/A	4	0	196	97
2024-03-20	$79.50	$85.00	31.8%	9.1%	31.7%	15.2%	46.2%	-10.9%	11.2%	2.1K	-66.6K	-2.1K	0.33	111.80	N/A	N/A	3	1	200	97
2024-03-21	$81.50	$85.00	35.8%	10.3%	31.3%	21.0%	26.2%	4.4%	-0.3%	4.2K	-162.7K	-2.4K	0.00	104.57	N/A	N/A	1	0	199	97
2024-03-22	$78.57	$85.00	31.4%	9.0%	33.5%	14.6%	0.0%	-1.1%	-4.0%	-1.4K	-20.5K	-1.9K	0.00	109.68	N/A	N/A	15	0	198	97
2024-03-25	$78.44	$85.00	34.4%	9.9%	33.4%	19.0%	0.0%	-0.1%	-9.6%	1.8K	13.6K	-2.0K	0.00	108.90	N/A	N/A	25	0	213	97
2024-03-26	$79.05	$85.00	31.6%	9.1%	33.2%	15.0%	0.0%	6.5%	-3.3%	3.7K	-81.6K	-2.5K	0.00	113.77	N/A	N/A	1	0	235	97
2024-03-27	$82.06	$85.00	35.7%	10.2%	33.1%	20.9%	0.0%	23.4%	10.4%	5.3K	-195.4K	-2.6K	0.00	102.03	N/A	N/A	15	0	236	97
2024-03-28	$83.81	$85.00	38.0%	10.9%	33.6%	24.2%	0.0%	16.9%	-14.0%	5.7K	-234.6K	-2.4K	0.00	102.53	N/A	N/A	7	0	251	97