AGYS Options History — April 2024

In April 2024, AGYS traded between $81.42 and $84.54. ATM implied volatility averaged 40.8%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 12.6% (HV 20d: 28.2%). Max pain ranged from $70.00 to $85.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 21.65.

Notable Days

  • 2024-04-02: Highest Volume — 457 contracts
  • 2024-04-10: Largest IV spike — 27.4% change
  • 2024-04-30: Highest IV Rank — 47.5%
  • 2024-04-30: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.75$81.42$84.54$84.54$83.17
Max Pain$77.95$70.00$85.00$85.00$80.00
ATM IV40.8%31.6%54.1%40.2%54.1%
Expected Move11.8%10.6%15.5%11.5%15.5%
HV 20d28.2%16.8%35.5%33.5%16.8%
HV 60d38.4%34.8%40.6%40.1%34.8%
IV Rank28.3%14.9%47.5%27.4%47.5%
IV Percentile57.4%13.1%92.9%54.4%92.9%
Term Structure-4.6%-14.9%7.2%-14.9%-13.9%
VWIV49.4%23.9%68.3%33.2%68.3%
Skew 25d7.1%-0.8%22.7%20.1%7.3%
Skew 10d11.2%-1.8%31.9%31.9%30.7%
Call IV 25d47.9%27.5%66.9%34.2%66.9%
Put IV 25d55.0%44.4%74.1%54.3%74.1%
Bid-Ask Spread %107.8798.18112.07104.50104.37
Gamma HHI0.780.270.950.270.78
Net GEX236.4K-119.3K635.7K5.9K-108.8K
Net DEX-1.1M-4.1M1.1M-283.1K1.1M
Net VEX-5.2K-8.3K-1.7K-2.5K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio21.650.00250.000.670.00
Total Volume53.2270457518
Total OI1,025.7733551,361355721

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$84.54$85.0040.2%11.5%33.5%27.4%33.2%20.1%-14.9%5.9K-283.1K-2.5K0.67104.50N/AN/A3225897
2024-04-02$82.00$85.0040.5%11.6%35.5%27.9%29.8%15.3%-5.3%3.9K-168.2K-2.3K0.0098.18N/AN/A457026397
2024-04-03$81.89$85.0038.7%11.1%32.8%25.2%23.9%18.7%3.4%317.2K-1.6M-6.2K0.00105.98N/AN/A307091397
2024-04-04$82.03$70.0038.7%11.6%30.9%25.2%0.0%1.8%-3.1%446.0K-2.8M-8.3K0.00112.07N/AN/A001,26397
2024-04-05$81.57$70.0040.6%10.8%30.9%27.9%40.5%1.9%1.3%367.4K-2.5M-7.8K0.00111.41N/AN/A0161,26397
2024-04-08$83.25$80.0031.6%11.1%31.0%14.9%0.0%2.4%-3.6%561.7K-3.0M-7.5K0.00111.14N/AN/A021,26397
2024-04-09$84.54$80.0032.0%10.6%29.3%15.6%0.0%1.0%-1.3%635.7K-4.1M-7.9K0.00111.59N/AN/A001,26397
2024-04-10$82.94$80.0040.8%11.7%30.6%28.3%0.0%-0.6%-4.6%581.8K-2.7M-6.8K0.00111.00N/AN/A201,26397
2024-04-11$81.57$80.0037.3%10.7%31.5%23.1%0.0%1.9%1.2%422.9K-2.5M-6.1K0.00111.02N/AN/A101,26397
2024-04-12$82.42$80.0042.9%12.3%31.6%31.3%0.0%4.7%-4.1%446.9K-2.5M-5.9K0.00109.59N/AN/A201,26497
2024-04-15$82.45$80.0037.9%10.9%31.4%24.1%44.5%-0.8%7.2%464.4K-2.4M-4.9K0.00108.80N/AN/A011,26297
2024-04-16$82.20$70.0043.5%12.5%30.2%32.2%0.0%1.1%-5.3%588.4K-1.8M-3.9K0.00110.97N/AN/A071,26296
2024-04-17$82.34$70.0042.4%12.2%29.8%30.6%0.0%1.7%-3.7%569.4K-2.2M-4.0K0.00112.05N/AN/A101,26296
2024-04-18$81.42$70.0037.3%10.7%29.2%23.2%0.0%-0.6%1.0%451.1K-1.9M-3.1K0.00111.19N/AN/A001,26296
2024-04-19$81.66$70.0046.5%13.3%27.8%36.6%47.3%2.4%-7.6%15.1K-333.7K-1.7K250.00110.17N/AN/A12501,26256
2024-04-22$83.52$80.0040.6%11.6%25.3%27.9%64.1%22.7%-7.7%-38.4K357.9K-3.7K0.08104.44N/AN/A121167278
2024-04-23$83.42$80.0042.5%12.2%25.3%30.7%59.3%7.8%-10.5%-93.3K719.6K-5.3K9.00106.07N/AN/A19179459
2024-04-24$83.73$80.0039.9%11.4%25.2%26.9%66.2%15.8%-4.7%-97.9K606.3K-5.0K0.00104.17N/AN/A057178467
2024-04-25$83.47$80.0043.9%12.6%21.7%32.7%0.0%11.6%-12.5%-112.2K864.3K-5.5K0.00102.99N/AN/A10178524
2024-04-26$83.22$80.0041.4%11.9%20.4%29.1%66.7%7.8%-3.7%-106.5K981.4K-5.4K0.00103.59N/AN/A017177524
2024-04-29$83.09$80.0044.8%12.9%20.1%34.1%68.3%11.0%-9.7%-119.3K1.1M-5.0K0.00107.94N/AN/A03177541
2024-04-30$83.17$80.0054.1%15.5%16.8%47.5%0.0%7.3%-13.9%-108.8K1.1M-5.1K0.00104.37N/AN/A180177544