AGYS Options History — July 2024

In July 2024, AGYS traded between $102.39 and $112.68. ATM implied volatility averaged 41.0%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 11.3% (HV 20d: 29.7%). Max pain ranged from $75.00 to $105.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.90.

Notable Days

  • 2024-07-26: Highest Volume — 207 contracts
  • 2024-07-10: Largest IV spike — 51.4% change
  • 2024-07-18: Highest IV Rank — 24.9%
  • 2024-07-18: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.99$102.39$112.68$102.77$112.68
Max Pain$95.45$75.00$105.00$75.00$105.00
ATM IV41.0%28.2%56.0%28.9%33.0%
Expected Move12.4%8.1%16.1%8.3%9.5%
HV 20d29.7%25.1%34.5%34.5%33.1%
HV 60d40.7%39.4%42.7%39.8%41.7%
IV Rank14.1%5.0%24.9%5.5%8.4%
IV Percentile53.3%5.6%94.4%6.7%25.8%
Term Structure-3.4%-12.8%14.0%14.0%1.0%
VWIV46.3%34.0%63.8%35.8%41.8%
Skew 25d7.5%-10.2%29.3%29.3%-10.2%
Skew 10d6.0%-10.5%31.8%5.5%-1.1%
Call IV 25d42.3%26.0%59.5%26.0%39.3%
Put IV 25d49.8%29.0%75.9%55.3%29.0%
Bid-Ask Spread %103.1076.54111.69109.38110.63
Gamma HHI0.290.200.560.250.47
Net GEX35.9K-93.8K103.5K58.4K-64.1K
Net DEX-1.4M-2.0M-528.8K-1.5M-1.0M
Net VEX-5.4K-8.2K-4.2K-4.8K-7.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.009.890.230.50
Total Volume46.8181207166
Total OI520.5352875431875

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$102.77$75.0028.9%8.3%34.5%5.5%35.8%29.3%14.0%58.4K-1.5M-4.8K0.23109.38N/AN/A133316115
2024-07-02$103.12$75.0028.2%8.1%34.2%5.0%0.0%19.6%12.8%56.4K-1.4M-4.6K0.00111.69N/AN/A06310116
2024-07-03$103.90$75.0028.9%8.3%33.5%5.4%48.9%19.4%12.4%61.4K-1.5M-4.6K0.00111.32N/AN/A01310122
2024-07-05$103.08$90.0030.1%13.7%32.1%6.3%0.0%9.4%-8.2%69.1K-1.5M-4.5K0.4099.76N/AN/A52311122
2024-07-08$105.51$90.0032.5%14.8%28.1%8.0%0.0%5.8%-9.5%76.9K-1.7M-4.3K0.00101.06N/AN/A650315124
2024-07-09$104.57$90.0033.8%14.2%27.0%8.9%0.0%5.9%-7.8%72.7K-1.5M-4.4K0.08101.23N/AN/A121314124
2024-07-10$102.39$90.0051.2%14.7%26.2%21.4%46.6%12.6%-7.7%69.3K-1.3M-4.3K0.02102.33N/AN/A471319125
2024-07-11$104.83$90.0050.2%14.4%25.5%20.7%0.0%2.9%-8.1%75.2K-1.6M-4.4K0.00102.27N/AN/A10335125
2024-07-12$107.28$90.0051.2%14.7%26.1%21.4%52.8%5.6%-8.1%103.5K-1.9M-4.2K0.1799.48N/AN/A488334125
2024-07-15$108.48$100.0052.3%15.0%25.5%22.2%50.1%2.6%-9.4%60.0K-1.9M-4.4K1.11101.73N/AN/A910343133
2024-07-16$108.69$100.0053.4%15.3%25.5%23.0%52.8%2.1%-12.8%61.6K-2.0M-4.4K0.77102.19N/AN/A2620351143
2024-07-17$106.72$100.0054.4%15.6%26.0%23.7%51.1%4.7%-7.7%74.4K-1.8M-4.9K0.00101.52N/AN/A670363153
2024-07-18$108.42$100.0056.0%16.1%25.6%24.9%56.1%5.3%-12.2%56.6K-1.7M-5.2K1.00101.56N/AN/A1010343153
2024-07-19$107.95$100.0053.7%15.4%25.7%23.2%50.8%6.0%-5.6%18.1K-1.7M-5.4K0.0792.67N/AN/A272345163
2024-07-22$111.57$100.0054.8%15.7%25.1%24.0%63.8%16.4%-9.7%18.9K-1.1M-5.3K1.8176.54N/AN/A59107223129
2024-07-23$105.40$105.0030.3%8.7%33.6%6.5%38.7%10.8%-3.6%967-528.8K-5.9K0.5999.62N/AN/A2917275236
2024-07-24$106.36$105.0037.0%10.6%33.1%11.2%39.6%1.8%-1.3%8.0K-688.9K-6.2K0.25107.71N/AN/A287294235
2024-07-25$108.03$105.0035.8%10.3%33.1%10.4%36.6%0.4%-2.9%14.2K-918.7K-6.3K0.22110.59N/AN/A4510302234
2024-07-26$110.85$105.0036.2%10.4%33.9%10.7%34.4%-0.8%-1.1%38.2K-1.4M-6.5K9.89107.81N/AN/A19188338228
2024-07-29$110.40$105.0035.3%10.1%33.1%10.1%53.9%16.1%-4.3%-46.2K-756.1K-7.5K0.00109.78N/AN/A0118341414
2024-07-30$110.77$105.0034.4%9.9%32.7%9.3%34.0%-0.9%4.4%-93.8K-578.6K-8.2K0.00107.26N/AN/A30343532
2024-07-31$112.68$105.0033.0%9.5%33.1%8.4%41.8%-10.2%1.0%-64.1K-1.0M-7.9K0.50110.63N/AN/A42343532