AGYS Options History — May 2024

In May 2024, AGYS traded between $79.30 and $103.69. ATM implied volatility averaged 60.4%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 21.0% (HV 20d: 39.4%). Max pain ranged from $70.00 to $95.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 39.47.

Notable Days

  • 2024-05-13: Highest Volume — 731 contracts
  • 2024-05-14: Largest IV drop — 56.2% change
  • 2024-05-07: Highest IV Rank — 100.0%
  • 2024-05-03: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.52$79.30$103.69$83.01$94.81
Max Pain$86.82$70.00$95.00$80.00$95.00
ATM IV60.4%28.9%160.8%55.6%34.9%
Expected Move12.2%8.3%19.3%15.9%10.0%
HV 20d39.4%16.8%58.3%16.8%58.2%
HV 60d36.5%32.0%39.3%34.8%38.8%
IV Rank40.0%5.4%100.0%49.7%9.7%
IV Percentile60.0%5.6%100.0%94.0%31.7%
Term Structure-4.8%-15.6%0.5%-13.4%-0.1%
VWIV45.2%32.8%80.7%80.0%34.9%
Skew 25d1.0%-20.1%14.9%8.4%3.0%
Skew 10d6.0%-20.6%57.4%42.9%18.6%
Call IV 25d41.0%24.1%78.8%67.0%24.1%
Put IV 25d42.0%22.2%78.6%75.4%27.1%
Bid-Ask Spread %104.5797.66112.16106.49108.68
Gamma HHI0.490.210.860.790.35
Net GEX-40.8K-233.2K127.5K-106.3K-15.7K
Net DEX108.1K-2.7M4.3M1.1M-638.7K
Net VEX-5.4K-7.2K-2.7K-5.0K-6.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio39.470.00663.000.001.00
Total Volume156.3180731168
Total OI1,483.3187273,3047271,209

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$83.01$80.0055.6%15.9%16.8%49.7%80.0%8.4%-13.4%-106.3K1.1M-5.0K0.00106.49N/AN/A160183544
2024-05-02$82.98$80.0052.8%15.1%16.8%45.6%0.0%12.2%-14.2%-104.3K1.2M-5.0K0.00101.88N/AN/A00190544
2024-05-03$79.63$80.0067.4%19.3%22.4%66.9%80.7%-16.5%-15.6%-108.5K1.5M-4.8K0.00103.58N/AN/A078190544
2024-05-06$79.30$90.0070.7%12.3%20.9%71.6%43.3%-1.8%-3.6%-140.0K2.0M-4.7K10.00107.42N/AN/A10100190622
2024-05-07$80.53$75.0092.0%12.9%20.9%100.0%0.0%10.4%-1.4%-135.5K2.2M-5.2K41.60103.21N/AN/A5208193722
2024-05-08$80.20$75.00104.3%15.1%19.9%100.0%51.7%8.6%-6.6%-179.3K3.0M-6.2K15.17105.73N/AN/A691198929
2024-05-09$81.17$90.00118.5%15.8%19.7%100.0%48.2%14.2%-8.1%-167.1K3.1M-6.5K663.00101.20N/AN/A16632091,018
2024-05-10$81.61$70.00125.5%17.1%19.4%100.0%56.2%14.9%-10.9%-184.5K3.4M-6.9K3.9298.08N/AN/A532082161,526
2024-05-13$80.06$80.00160.8%16.9%20.5%100.0%59.0%7.7%-12.4%-233.2K4.3M-6.3K0.4697.66N/AN/A5002312661,710
2024-05-14$90.27$80.0070.4%9.4%47.7%35.2%40.5%6.3%0.5%44.7K-1.8M-2.7K1.28106.55N/AN/A1752248101,948
2024-05-15$95.70$80.0033.1%9.5%51.4%8.4%43.7%-7.9%0.5%114.0K-2.4M-3.4K1.18102.18N/AN/A1571868011,994
2024-05-16$99.06$80.0036.0%10.3%51.7%10.5%33.7%-4.9%-1.1%96.2K-2.7M-4.9K0.43110.07N/AN/A106468112,458
2024-05-17$99.52$95.0031.4%9.0%51.7%7.2%33.0%-2.7%-0.5%127.5K-2.6M-4.8K1.09101.89N/AN/A11128092,495
2024-05-20$102.28$95.0035.0%10.0%51.9%9.8%39.5%-1.5%-2.3%20.1K-1.3M-4.3K5.77103.20N/AN/A26150256708
2024-05-21$103.50$95.0035.2%10.1%51.7%10.0%32.8%6.5%-3.8%28.6K-1.4M-4.1K3.73101.30N/AN/A1141259857
2024-05-22$103.40$95.0034.1%9.8%51.8%9.2%34.0%-6.6%-2.7%21.1K-1.4M-4.9K0.1899.64N/AN/A387267898
2024-05-23$101.65$95.0034.0%9.7%52.5%9.1%0.0%-8.3%-1.8%20.6K-1.4M-6.6K0.00108.62N/AN/A60298903
2024-05-24$103.69$95.0034.4%9.8%52.4%9.3%32.9%11.7%-2.5%26.3K-1.5M-6.3K0.50108.79N/AN/A105292903
2024-05-28$100.05$95.0036.0%10.3%54.8%10.6%35.9%-1.3%-2.7%15.4K-1.2M-6.5K0.43112.16N/AN/A73311907
2024-05-29$97.17$95.0028.9%8.3%56.5%5.4%36.1%-10.0%-3.0%-10.0K-775.9K-7.2K0.09106.80N/AN/A222313910
2024-05-30$93.95$95.0038.4%11.0%58.3%12.2%42.8%-20.1%-0.6%-28.1K-474.5K-6.9K0.00105.33N/AN/A016311911
2024-05-31$94.81$95.0034.9%10.0%58.2%9.7%34.9%3.0%-0.1%-15.7K-638.7K-6.2K1.00108.68N/AN/A44311898