AGYS Options History — October 2024 In October 2024, AGYS traded between $98.31 and $124.69. ATM implied volatility averaged 49.6%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 16.4% (HV 20d: 33.2%). Max pain ranged from $100.00 to $115.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.01.
Notable Days 2024-10-29 : Highest Volume — 79 contracts2024-10-09 : Largest IV spike — 51.0% change2024-10-25 : Highest IV Rank — 32.8%2024-10-25 : Largest Expected Move — 19.4%Monthly Statistics Metric Avg Min Max Open Close Price $111.06 $98.31 $124.69 $106.39 $100.82 Max Pain $107.39 $100.00 $115.00 $100.00 $105.00 ATM IV 49.6% 32.4% 67.5% 32.4% 38.8% Expected Move 15.1% 9.3% 19.4% 9.3% 11.1% HV 20d 33.2% 21.0% 56.5% 25.4% 56.5% HV 60d 34.8% 32.2% 39.7% 33.6% 39.7% IV Rank 19.8% 7.4% 32.8% 7.4% 12.0% IV Percentile 74.8% 18.3% 96.4% 18.3% 61.5% Term Structure -7.4% -20.1% 16.5% 14.5% 7.4% VWIV 50.8% 21.4% 67.1% 21.4% 50.6% Skew 25d 4.9% -20.5% 14.6% -20.5% -8.1% Skew 10d 11.2% -23.3% 48.0% 23.4% 22.5% Call IV 25d 48.7% 39.2% 73.3% 42.8% 55.2% Put IV 25d 53.6% 22.3% 68.8% 22.3% 47.2% Bid-Ask Spread % 100.76 89.91 111.55 111.51 109.67 Gamma HHI 0.19 0.15 0.27 0.19 0.15 Net GEX 34.4K 12.6K 66.5K 32.2K 16.2K Net DEX -1.2M -2.4M -246.2K -959.3K -327.3K Net VEX -4.9K -5.3K -3.9K -5.1K -4.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.00 5.50 0.00 0.00 Total Volume 22.304 3 79 7 6 Total OI 476.261 322 559 505 457
Daily Data (23 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 2024-10-01 $106.39 $100.00 32.4% 9.3% 25.4% 7.4% 21.4% -20.5% 14.5% 32.2K -959.3K -5.1K 0.00 111.51 N/A N/A 0 7 346 159 2024-10-02 $105.89 $100.00 33.5% 9.6% 25.4% 8.2% 0.0% 1.2% 16.5% 26.8K -860.3K -4.7K 0.00 111.55 N/A N/A 10 0 346 171 2024-10-03 $104.88 $105.00 33.8% 15.2% 25.6% 8.5% 49.1% 10.1% -7.4% 24.7K -835.0K -4.8K 0.00 98.47 N/A N/A 10 0 356 171 2024-10-04 $106.59 $105.00 36.8% 15.0% 21.9% 10.6% 0.0% 9.8% -6.5% 32.3K -1.0M -4.8K 0.50 99.83 N/A N/A 2 1 366 171 2024-10-07 $105.31 $105.00 37.4% 15.5% 21.0% 11.0% 0.0% 12.5% -8.4% 29.0K -894.3K -4.7K 4.00 99.52 N/A N/A 1 4 365 171 2024-10-08 $108.54 $105.00 35.2% 15.3% 22.8% 9.4% 0.0% 7.5% -11.0% 38.8K -1.1M -5.0K 0.00 99.34 N/A N/A 0 4 364 175 2024-10-09 $111.52 $105.00 53.1% 15.2% 24.2% 22.3% 54.7% 12.6% -11.5% 48.1K -1.4M -5.2K 1.83 94.77 N/A N/A 6 11 366 178 2024-10-10 $111.89 $105.00 54.6% 15.7% 24.2% 23.4% 50.6% 8.0% -11.9% 62.2K -1.5M -5.1K 0.50 100.08 N/A N/A 2 1 372 186 2024-10-11 $114.94 $105.00 53.1% 15.2% 25.4% 22.4% 39.3% 5.6% -9.6% 66.5K -1.8M -5.1K 0.07 99.12 N/A N/A 42 3 374 185 2024-10-14 $116.72 $105.00 55.9% 16.0% 25.2% 24.3% 55.0% 12.1% -12.2% 52.0K -1.9M -5.1K 0.07 98.34 N/A N/A 30 2 365 185 2024-10-15 $118.97 $105.00 56.3% 16.1% 25.6% 24.6% 41.5% 12.9% -13.9% 51.3K -2.0M -4.9K 0.00 97.64 N/A N/A 12 0 357 184 2024-10-16 $123.81 $100.00 53.8% 15.4% 26.8% 22.8% 57.7% 7.5% -12.9% 45.7K -2.3M -5.0K 0.43 96.24 N/A N/A 53 23 363 184 2024-10-17 $124.69 $115.00 54.1% 15.5% 26.3% 23.1% 55.2% 6.6% -9.7% 48.0K -2.4M -5.0K 0.20 98.68 N/A N/A 20 4 373 181 2024-10-18 $123.55 $105.00 54.5% 15.6% 26.5% 23.3% 52.1% 5.5% -11.2% 47.6K -2.2M -5.0K 1.87 99.81 N/A N/A 15 28 368 179 2024-10-21 $117.10 $105.00 57.5% 16.5% 34.1% 25.5% 56.7% 6.5% -6.0% 29.0K -1.2M -4.9K 2.50 99.27 N/A N/A 6 15 233 89 2024-10-22 $108.95 $115.00 58.8% 16.8% 43.6% 26.4% 55.8% 6.7% -12.6% 20.2K -687.8K -4.8K 0.67 101.61 N/A N/A 9 6 235 105 2024-10-23 $108.45 $115.00 61.5% 17.6% 43.6% 28.4% 54.8% 14.6% -13.2% 20.6K -670.2K -5.0K 5.50 102.23 N/A N/A 2 11 240 109 2024-10-24 $110.87 $115.00 62.2% 17.8% 43.8% 28.9% 58.4% 10.0% -17.3% 21.8K -758.5K -5.2K 2.00 101.72 N/A N/A 2 4 238 114 2024-10-25 $109.91 $115.00 67.5% 19.4% 43.6% 32.8% 67.1% 2.8% -20.1% 20.2K -734.7K -5.0K 0.09 91.75 N/A N/A 22 2 238 118 2024-10-28 $112.38 $115.00 67.5% 19.4% 44.2% 32.7% 64.0% -4.5% -16.0% 26.0K -953.3K -5.3K 0.26 89.91 N/A N/A 23 6 253 120 2024-10-29 $103.83 $115.00 40.8% 11.7% 52.3% 13.5% 35.0% -0.7% -1.4% 19.9K -371.1K -4.3K 0.10 106.26 N/A N/A 72 7 278 124 2024-10-30 $98.31 $105.00 41.4% 11.9% 55.6% 13.9% 46.5% -5.8% 3.7% 12.6K -246.2K -3.9K 0.71 110.13 N/A N/A 17 12 322 120 2024-10-31 $100.82 $105.00 38.8% 11.1% 56.5% 12.0% 50.6% -8.1% 7.4% 16.2K -327.3K -4.2K 0.00 109.67 N/A N/A 6 0 330 127
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