AGYS Options History — August 2024

In August 2024, AGYS traded between $101.06 and $113.09. ATM implied volatility averaged 39.4%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 0.9% (HV 20d: 38.5%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 14.10.

Notable Days

  • 2024-08-02: Highest Volume — 410 contracts
  • 2024-08-05: Largest IV spike — 66.1% change
  • 2024-08-13: Highest IV Rank — 28.7%
  • 2024-08-05: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$108.72$101.06$113.09$108.03$113.01
Max Pain$93.86$90.00$105.00$105.00$90.00
ATM IV39.4%32.4%61.9%32.4%34.5%
Expected Move11.0%9.3%15.1%9.3%9.9%
HV 20d38.5%33.1%43.0%36.9%33.1%
HV 60d37.6%33.6%45.0%42.8%33.8%
IV Rank12.5%7.4%28.7%7.4%8.9%
IV Percentile52.4%21.0%95.6%21.0%31.0%
Term Structure1.4%-2.8%8.1%0.0%1.5%
VWIV38.8%33.0%50.9%36.4%38.0%
Skew 25d2.3%-11.1%13.7%-3.6%-2.8%
Skew 10d-1.3%-18.5%15.7%-12.0%-18.5%
Call IV 25d38.6%27.3%56.4%39.8%42.0%
Put IV 25d40.9%34.4%57.0%36.2%39.2%
Bid-Ask Spread %108.0497.52113.37110.36113.37
Gamma HHI0.420.200.710.540.24
Net GEX-160.5K-508.3K34.2K-113.0K33.6K
Net DEX334.4K-1.2M5.6M-247.1K-1.2M
Net VEX-6.9K-11.9K-4.1K-8.1K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.100.00101.5087.750.00
Total Volume42.72704103555
Total OI956.3643611,527871389

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$108.03$105.0032.4%9.3%36.9%7.4%36.4%-3.6%0.0%-113.0K-247.1K-8.1K87.75110.36N/AN/A4351339532
2024-08-02$105.91$105.0035.6%10.2%37.6%9.7%44.9%-11.1%8.1%-258.1K2.0M-11.2K101.50105.63N/AN/A4406338880
2024-08-05$101.06$105.0059.2%15.1%40.3%26.7%50.9%9.6%-2.8%-410.8K5.6M-11.9K3.0097.52N/AN/A5153381,168
2024-08-06$104.94$100.0042.1%13.4%42.6%14.4%0.0%12.4%-2.2%-508.3K3.4M-11.9K0.00101.81N/AN/A003421,170
2024-08-07$104.71$100.0041.5%13.2%41.9%14.0%0.0%6.6%1.6%-350.3K3.2M-11.6K0.00102.06N/AN/A003421,170
2024-08-08$108.55$100.0041.0%12.5%43.0%13.6%0.0%13.7%0.8%-405.8K986.8K-9.7K0.00104.60N/AN/A003421,170
2024-08-09$110.00$100.0045.1%12.0%42.5%16.6%38.7%-1.8%1.3%-369.7K733.2K-9.4K3.00105.86N/AN/A7213421,170
2024-08-12$109.23$90.0042.4%12.1%42.4%14.7%0.0%1.8%2.1%-328.2K-419.5K-7.0K0.11106.36N/AN/A913421,183
2024-08-13$109.78$90.0061.9%11.7%42.4%28.7%0.0%3.6%1.8%-236.9K1.6M-8.4K0.00106.30N/AN/A033401,182
2024-08-14$108.03$90.0039.4%11.3%42.3%12.4%39.2%2.4%1.1%-425.1K1.5M-7.4K1.33106.56N/AN/A343401,181
2024-08-15$109.45$90.0036.6%10.5%42.2%10.4%35.9%0.8%2.2%-415.8K-30.0K-5.8K0.40107.05N/AN/A25103401,185
2024-08-16$108.18$90.0036.0%10.3%42.4%10.0%0.0%-5.2%3.6%20.7K-1.1M-4.6K0.25109.47N/AN/A1233491,178
2024-08-19$108.70$90.0033.8%9.7%40.6%8.4%33.9%1.4%0.7%21.9K-883.9K-4.4K0.00108.95N/AN/A80238124
2024-08-20$108.78$90.0038.3%11.0%34.9%11.7%37.1%0.8%0.3%21.1K-868.8K-4.4K0.00105.03N/AN/A70237124
2024-08-21$108.16$90.0033.9%9.7%34.9%8.5%33.0%2.9%5.3%22.7K-812.6K-4.5K0.00110.29N/AN/A120242124
2024-08-22$109.19$90.0036.0%10.3%34.6%10.0%0.0%-2.7%1.9%23.5K-901.5K-4.5K0.00111.99N/AN/A00254124
2024-08-23$109.89$90.0034.0%9.8%33.4%8.6%0.0%-0.8%3.2%26.2K-980.0K-4.2K0.00112.59N/AN/A00254124
2024-08-26$113.09$90.0034.5%9.9%34.9%9.0%0.0%8.5%0.2%26.7K-1.1M-4.3K0.00112.89N/AN/A140254124
2024-08-27$110.88$90.0035.9%10.3%35.7%10.0%0.0%2.1%1.1%33.2K-1.1M-4.7K0.00112.95N/AN/A05263124
2024-08-28$109.27$90.0035.9%10.3%35.4%9.9%0.0%-0.7%2.5%28.0K-964.4K-4.3K0.00112.43N/AN/A20263127
2024-08-29$112.96$90.0036.6%10.5%34.1%10.5%0.0%12.7%-2.7%34.2K-1.2M-4.4K0.00112.90N/AN/A40261127
2024-08-30$113.01$90.0034.5%9.9%33.1%8.9%38.0%-2.8%1.5%33.6K-1.2M-4.1K0.00113.37N/AN/A05262127