AGYS Options History — November 2024

In November 2024, AGYS traded between $101.98 and $138.00. ATM implied volatility averaged 35.7%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 24.7% (HV 20d: 60.4%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.15.

Notable Days

2024-11-06: Highest Volume — 57 contracts
2024-11-11: Largest IV spike — 93.5% change
2024-11-12: Highest IV Rank — 22.7%
2024-11-04: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$122.82	$101.98	$138.00	$101.98	$135.74
Max Pain	$94.75	$90.00	$105.00	$105.00	$95.00
ATM IV	35.7%	25.3%	53.5%	37.8%	30.7%
Expected Move	9.4%	8.1%	11.1%	10.8%	8.8%
HV 20d	60.4%	48.1%	67.6%	56.3%	48.1%
HV 60d	44.6%	39.0%	47.0%	39.0%	46.2%
IV Rank	9.8%	2.3%	22.7%	11.3%	6.2%
IV Percentile	34.6%	0.4%	86.9%	56.0%	9.1%
Term Structure	1.1%	-1.4%	4.4%	4.1%	0.8%
VWIV	34.5%	23.9%	44.5%	44.5%	31.2%
Skew 25d	3.2%	-8.0%	11.8%	-0.8%	2.6%
Skew 10d	7.9%	-4.8%	28.5%	28.5%	5.5%
Call IV 25d	31.9%	25.2%	48.6%	48.6%	31.3%
Put IV 25d	35.1%	26.4%	47.9%	47.9%	34.0%
Bid-Ask Spread %	107.65	102.83	112.33	109.94	112.33
Gamma HHI	0.16	0.14	0.21	0.15	0.14
Net GEX	59.0K	17.0K	84.0K	17.0K	66.8K
Net DEX	-1.9M	-3.1M	-368.4K	-368.4K	-2.8M
Net VEX	-5.2K	-5.9K	-4.3K	-4.3K	-5.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	0.50	0.40	0.00
Total Volume	15.75	0	57	7	2
Total OI	472.85	424	510	462	485

Daily Data (20 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
2024-11-01	$101.98	$105.00	37.8%	10.8%	56.3%	11.3%	44.5%	-0.8%	4.1%	17.0K	-368.4K	-4.3K	0.40	109.94	N/A	N/A	5	2	335	127
2024-11-04	$102.99	$95.00	38.1%	11.1%	56.4%	11.6%	35.7%	-8.0%	-1.3%	25.6K	-615.8K	-4.9K	0.17	102.83	N/A	N/A	6	1	340	127
2024-11-05	$104.13	$95.00	42.5%	10.7%	55.3%	14.7%	0.0%	3.9%	-0.9%	28.7K	-677.3K	-4.5K	0.00	104.62	N/A	N/A	0	10	343	128
2024-11-06	$115.15	$95.00	41.0%	9.5%	65.7%	13.7%	35.0%	10.6%	1.4%	55.4K	-1.3M	-5.0K	0.06	104.57	N/A	N/A	54	3	344	137
2024-11-07	$117.11	$95.00	41.9%	9.4%	65.9%	14.3%	23.9%	3.6%	1.4%	61.8K	-1.6M	-5.1K	0.37	105.83	N/A	N/A	19	7	360	136
2024-11-08	$118.43	$95.00	25.3%	8.8%	65.3%	2.3%	32.5%	0.4%	0.7%	84.0K	-1.8M	-5.4K	0.22	107.66	N/A	N/A	9	2	360	129
2024-11-11	$122.67	$90.00	48.9%	8.2%	66.3%	19.3%	37.7%	5.3%	4.4%	63.7K	-2.1M	-5.6K	0.24	105.39	N/A	N/A	29	7	364	129
2024-11-12	$123.77	$90.00	53.5%	8.8%	66.0%	22.7%	31.7%	2.0%	-0.8%	64.7K	-2.2M	-5.5K	0.00	105.91	N/A	N/A	7	0	372	134
2024-11-13	$126.32	$90.00	32.1%	9.2%	64.9%	7.2%	35.6%	6.6%	-0.6%	72.2K	-2.5M	-5.4K	0.00	105.17	N/A	N/A	24	0	374	134
2024-11-14	$119.86	$95.00	32.2%	9.2%	67.6%	7.3%	0.0%	4.3%	4.0%	73.3K	-1.9M	-5.4K	0.00	107.83	N/A	N/A	11	0	376	134
2024-11-15	$120.72	$95.00	34.2%	9.8%	67.6%	8.7%	0.0%	-0.1%	3.1%	71.0K	-1.9M	-5.3K	0.00	109.11	N/A	N/A	1	0	369	134
2024-11-18	$121.94	$95.00	34.3%	9.8%	64.7%	8.8%	0.0%	0.1%	1.6%	55.2K	-1.7M	-5.1K	0.00	109.74	N/A	N/A	0	0	325	99
2024-11-19	$122.60	$95.00	32.1%	9.2%	58.5%	7.2%	38.5%	3.2%	0.0%	58.4K	-1.7M	-5.1K	0.50	107.41	N/A	N/A	2	1	325	99
2024-11-20	$125.44	$95.00	34.1%	9.8%	58.7%	8.6%	35.2%	4.4%	1.7%	56.2K	-1.9M	-4.8K	0.13	109.25	N/A	N/A	8	1	325	100
2024-11-21	$131.01	$95.00	32.3%	9.3%	59.9%	7.3%	36.4%	7.6%	0.5%	61.3K	-2.3M	-5.2K	0.29	106.76	N/A	N/A	21	6	327	100
2024-11-22	$137.39	$95.00	32.8%	9.4%	61.1%	7.7%	30.9%	5.3%	-1.4%	60.9K	-2.8M	-4.9K	0.23	107.49	N/A	N/A	43	10	340	105
2024-11-25	$137.86	$95.00	31.5%	9.0%	61.0%	6.8%	31.2%	3.3%	1.7%	66.2K	-3.0M	-5.5K	0.06	108.82	N/A	N/A	17	1	361	115
2024-11-26	$138.00	$95.00	28.4%	8.1%	51.3%	4.5%	0.0%	11.8%	1.7%	69.2K	-3.1M	-5.6K	0.00	110.42	N/A	N/A	2	0	367	114
2024-11-27	$133.21	$95.00	31.1%	8.9%	48.2%	6.5%	0.0%	-1.8%	0.5%	69.5K	-2.7M	-5.5K	0.00	111.94	N/A	N/A	4	0	370	114
2024-11-29	$135.74	$95.00	30.7%	8.8%	48.1%	6.2%	0.0%	2.6%	0.8%	66.8K	-2.8M	-5.9K	0.00	112.33	N/A	N/A	2	0	371	114