AGYS Options History — June 2024

In June 2024, AGYS traded between $90.59 and $103.90. ATM implied volatility averaged 33.8%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 11.7% (HV 20d: 45.5%). Max pain ranged from $75.00 to $95.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.20.

Notable Days

2024-06-14: Highest Volume — 963 contracts
2024-06-10: Largest IV spike — 26.8% change
2024-06-11: Highest IV Rank — 16.2%
2024-06-03: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$95.32	$90.59	$103.90	$94.08	$103.90
Max Pain	$78.16	$75.00	$95.00	$95.00	$75.00
ATM IV	33.8%	27.9%	43.9%	38.1%	28.6%
Expected Move	9.5%	8.0%	10.9%	10.9%	8.2%
HV 20d	45.5%	34.1%	61.3%	55.8%	34.1%
HV 60d	40.1%	38.9%	41.1%	38.9%	39.7%
IV Rank	9.0%	4.7%	16.2%	12.0%	5.2%
IV Percentile	28.7%	5.2%	77.8%	54.4%	6.0%
Term Structure	8.0%	-2.8%	19.8%	-2.8%	18.4%
VWIV	36.6%	21.7%	50.3%	37.7%	46.1%
Skew 25d	7.0%	-5.0%	21.6%	3.4%	15.6%
Skew 10d	10.5%	-16.7%	33.5%	27.9%	-4.4%
Call IV 25d	34.3%	25.7%	46.3%	40.0%	43.9%
Put IV 25d	41.3%	33.2%	59.5%	43.4%	59.5%
Bid-Ask Spread %	109.52	103.47	113.97	113.97	108.19
Gamma HHI	0.39	0.22	0.56	0.36	0.22
Net GEX	18.0K	-72.4K	158.1K	-19.5K	49.1K
Net DEX	-1.1M	-3.6M	73.6K	-551.1K	-1.6M
Net VEX	-5.7K	-7.4K	-4.6K	-6.3K	-5.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.20	0.00	8.00	3.50	0.00
Total Volume	62.632	0	963	45	15
Total OI	974.105	414	1,232	1,214	437

Daily Data (19 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
2024-06-03	$94.08	$95.00	38.1%	10.9%	55.8%	12.0%	37.7%	3.4%	-2.8%	-19.5K	-551.1K	-6.3K	3.50	113.97	N/A	N/A	10	35	312	902
2024-06-04	$92.75	$95.00	34.3%	9.8%	56.2%	9.3%	50.3%	0.9%	-0.3%	-52.0K	-188.7K	-7.4K	0.00	109.82	N/A	N/A	0	5	318	914
2024-06-05	$95.94	$95.00	32.5%	9.3%	56.9%	8.0%	33.2%	15.6%	-0.2%	-18.4K	-610.1K	-7.2K	0.00	113.02	N/A	N/A	2	0	318	909
2024-06-06	$92.09	$75.00	36.1%	9.7%	59.4%	10.6%	31.2%	2.8%	6.3%	-61.8K	-38.0K	-7.0K	0.29	108.57	N/A	N/A	7	2	318	909
2024-06-07	$95.08	$75.00	32.0%	9.3%	60.1%	7.6%	36.5%	1.6%	8.4%	-21.3K	-507.3K	-6.6K	8.00	109.00	N/A	N/A	1	8	320	911
2024-06-10	$92.56	$75.00	40.6%	9.8%	61.3%	13.8%	35.2%	3.6%	4.9%	-50.2K	-208.8K	-6.4K	0.00	107.36	N/A	N/A	4	0	321	908
2024-06-11	$90.98	$75.00	43.9%	10.3%	61.2%	16.2%	0.0%	4.6%	8.3%	-71.0K	10.5K	-6.3K	0.00	108.55	N/A	N/A	7	0	324	908
2024-06-12	$91.28	$75.00	32.3%	9.3%	44.1%	7.9%	35.5%	-4.3%	10.5%	-27.1K	-285.5K	-5.2K	0.27	109.41	N/A	N/A	11	3	317	908
2024-06-13	$90.59	$75.00	33.1%	9.5%	38.5%	8.5%	35.9%	1.8%	7.6%	-72.4K	73.6K	-5.8K	0.00	103.47	N/A	N/A	17	0	314	907
2024-06-14	$90.88	$75.00	35.1%	10.1%	36.0%	9.9%	21.7%	6.6%	2.4%	-31.5K	-246.6K	-4.9K	2.70	110.14	N/A	N/A	260	703	327	901
2024-06-17	$93.66	$75.00	35.2%	10.1%	37.9%	9.9%	0.0%	5.7%	3.1%	138.1K	-2.4M	-5.5K	0.00	111.45	N/A	N/A	0	0	579	451
2024-06-18	$92.95	$75.00	30.0%	8.6%	36.2%	6.2%	0.0%	-5.0%	8.0%	158.1K	-2.3M	-5.2K	2.00	112.42	N/A	N/A	1	2	579	451
2024-06-20	$94.52	$75.00	32.7%	9.4%	36.5%	8.2%	0.0%	-4.7%	13.9%	141.5K	-2.6M	-4.8K	0.07	112.80	N/A	N/A	28	2	580	451
2024-06-21	$98.11	$75.00	35.4%	10.2%	39.5%	10.1%	40.0%	19.5%	6.3%	47.2K	-3.6M	-4.7K	0.78	105.08	N/A	N/A	9	7	581	453
2024-06-24	$99.13	$75.00	30.5%	8.7%	39.3%	6.6%	39.0%	9.4%	14.1%	55.8K	-1.1M	-4.7K	0.07	109.94	N/A	N/A	14	1	302	112
2024-06-25	$101.06	$75.00	27.9%	8.0%	39.3%	4.7%	37.2%	16.4%	19.8%	55.3K	-1.3M	-4.8K	2.00	110.94	N/A	N/A	2	4	307	112
2024-06-26	$100.11	$75.00	29.8%	8.6%	37.3%	6.1%	32.6%	18.2%	13.0%	61.7K	-1.2M	-4.6K	0.08	109.80	N/A	N/A	12	1	307	111
2024-06-27	$101.35	$75.00	34.9%	10.0%	35.8%	9.7%	46.1%	21.6%	10.6%	60.7K	-1.4M	-4.9K	0.70	107.00	N/A	N/A	10	7	317	112
2024-06-28	$103.90	$75.00	28.6%	8.2%	34.1%	5.2%	0.0%	15.6%	18.4%	49.1K	-1.6M	-5.1K	0.00	108.19	N/A	N/A	15	0	322	115