AGYS Options History — September 2024

In September 2024, AGYS traded between $100.26 and $109.68. ATM implied volatility averaged 36.1%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 3.3% (HV 20d: 32.8%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.36.

Notable Days

  • 2024-09-19: Highest Volume — 42 contracts
  • 2024-09-20: Largest IV spike — 21.1% change
  • 2024-09-09: Highest IV Rank — 15.2%
  • 2024-09-06: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.06$100.26$109.68$107.04$108.61
Max Pain$101.00$100.00$110.00$110.00$100.00
ATM IV36.1%30.3%43.2%36.4%32.6%
Expected Move10.3%8.7%11.6%10.4%9.3%
HV 20d32.8%31.0%35.1%34.6%31.1%
HV 60d33.9%33.4%34.7%34.6%33.6%
IV Rank10.1%5.9%15.2%10.3%7.6%
IV Percentile42.7%8.7%75.4%47.6%20.6%
Term Structure9.4%-1.6%21.0%-1.6%21.0%
VWIV51.8%32.0%125.3%39.4%125.3%
Skew 25d-0.5%-9.8%11.1%-0.7%-6.9%
Skew 10d9.0%-10.2%26.9%6.3%3.2%
Call IV 25d36.7%25.1%42.4%38.9%42.4%
Put IV 25d36.2%29.3%42.9%38.2%35.5%
Bid-Ask Spread %108.31103.44113.88109.99111.28
Gamma HHI0.210.170.240.220.22
Net GEX25.4K14.2K42.4K23.3K42.4K
Net DEX-718.8K-1.2M-362.2K-778.6K-1.2M
Net VEX-4.4K-4.9K-4.0K-4.2K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.360.0011.000.550.22
Total Volume12.850423411
Total OI461.8394525394499

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$107.04$110.0036.4%10.4%34.6%10.3%39.4%-0.7%-1.6%23.3K-778.6K-4.2K0.55109.99N/AN/A2212262132
2024-09-04$107.40$110.0038.3%11.0%32.1%11.7%40.1%2.7%1.7%26.8K-818.0K-4.6K0.00113.88N/AN/A02282144
2024-09-05$107.31$100.0040.0%11.4%32.1%12.9%35.5%2.6%4.9%26.7K-828.9K-4.6K0.20104.36N/AN/A51282146
2024-09-06$103.15$100.0041.3%11.6%32.4%13.9%41.0%-0.8%4.3%18.4K-580.4K-4.4K0.00103.44N/AN/A240282147
2024-09-09$101.12$100.0043.2%11.2%32.4%15.2%0.0%0.4%8.6%16.7K-421.2K-4.2K0.00106.46N/AN/A10294147
2024-09-10$100.26$100.0040.8%11.6%32.4%13.5%45.1%1.5%5.7%14.3K-362.2K-4.1K11.00104.35N/AN/A111295146
2024-09-11$101.16$100.0038.9%11.1%32.6%12.1%0.0%1.0%5.2%16.7K-379.1K-4.3K0.10107.87N/AN/A101296157
2024-09-12$101.54$100.0038.6%11.1%32.4%11.9%0.0%-7.4%6.3%19.0K-495.0K-4.3K0.67107.49N/AN/A32305158
2024-09-13$101.54$100.0038.3%11.0%31.9%11.7%0.0%0.3%6.5%18.1K-488.1K-4.2K0.00107.18N/AN/A150306160
2024-09-16$103.40$100.0036.8%10.6%32.6%10.6%71.3%6.3%6.7%20.1K-557.9K-4.1K0.00107.84N/AN/A10303160
2024-09-17$103.54$100.0036.6%10.5%32.6%10.4%0.0%-2.3%8.9%22.5K-622.9K-4.1K1.00108.95N/AN/A55303160
2024-09-18$102.11$100.0033.6%9.6%32.8%8.3%36.4%8.7%9.0%14.2K-488.4K-4.0K0.00107.21N/AN/A150308165
2024-09-19$104.55$100.0031.8%9.1%34.1%7.0%40.2%0.7%14.7%22.1K-652.1K-4.0K0.14106.57N/AN/A375323165
2024-09-20$107.06$100.0038.6%11.1%35.1%11.9%34.4%-2.8%4.4%29.4K-877.4K-4.7K3.25107.76N/AN/A413357168
2024-09-23$107.70$100.0030.8%8.8%35.1%6.3%32.0%-6.6%17.5%34.5K-934.1K-4.6K0.33109.99N/AN/A31319153
2024-09-24$108.22$100.0032.5%9.3%33.4%7.5%0.0%-4.6%15.3%34.9K-955.1K-4.5K0.00110.31N/AN/A00319153
2024-09-25$107.72$100.0031.9%9.1%32.7%7.1%35.5%-9.8%18.4%34.7K-941.2K-4.5K7.00110.21N/AN/A17319153
2024-09-26$109.68$100.0030.3%8.7%33.1%5.9%0.0%11.1%14.4%38.9K-1.0M-4.5K0.00110.01N/AN/A270320160
2024-09-27$108.07$100.0031.1%8.9%31.0%6.5%96.7%-2.9%16.7%35.2K-991.5K-4.7K0.09111.05N/AN/A111328160
2024-09-30$108.61$100.0032.6%9.3%31.1%7.6%125.3%-6.9%21.0%42.4K-1.2M-4.9K0.22111.28N/AN/A92339160