AGYS Options History — December 2024

In December 2024, AGYS traded between $126.73 and $141.50. ATM implied volatility averaged 33.9%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 14.3% (HV 20d: 48.1%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2024-12-09: Highest Volume — 38 contracts
  • 2024-12-09: Largest IV spike — 22.1% change
  • 2024-12-19: Highest IV Rank — 11.3%
  • 2024-12-19: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$133.92$126.73$141.50$132.70$131.97
Max Pain$99.76$95.00$105.00$95.00$105.00
ATM IV33.9%26.1%40.6%32.5%37.9%
Expected Move9.8%8.6%11.6%9.3%10.9%
HV 20d48.1%35.6%60.1%49.9%54.5%
HV 60d49.3%45.3%53.9%45.7%53.8%
IV Rank6.5%0.6%11.3%7.5%9.3%
IV Percentile30.0%0.4%65.9%18.7%56.3%
Term Structure8.7%-0.4%13.7%-0.4%12.4%
VWIV35.6%27.8%49.1%29.4%40.3%
Skew 25d4.5%-9.7%11.2%-9.7%1.6%
Skew 10d7.2%-17.4%20.5%16.7%2.9%
Call IV 25d31.6%22.0%42.2%38.3%41.4%
Put IV 25d36.1%28.6%43.9%28.6%43.0%
Bid-Ask Spread %105.92102.55113.50112.76106.10
Gamma HHI0.140.100.210.140.15
Net GEX64.3K44.0K78.3K76.2K44.0K
Net DEX-2.5M-3.5M-1.8M-2.7M-1.8M
Net VEX-5.3K-5.9K-4.7K-5.9K-4.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.001.250.500.00
Total Volume10.57103839
Total OI500.952464562485474

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$132.70$95.0032.5%9.3%49.9%7.5%0.0%-9.7%-0.4%76.2K-2.7M-5.9K0.50112.76N/AN/A21371114
2024-12-03$132.41$95.0030.0%8.6%50.2%5.7%0.0%-3.6%6.4%69.4K-2.6M-5.3K0.00113.50N/AN/A00373115
2024-12-04$133.41$95.0031.4%9.0%50.2%4.5%0.0%11.2%0.8%65.0K-2.6M-5.6K0.00111.04N/AN/A30373115
2024-12-05$132.07$100.0029.4%9.7%38.4%3.1%0.0%3.0%4.1%71.5K-2.6M-5.3K0.67103.70N/AN/A32376115
2024-12-06$133.86$100.0026.1%9.0%38.3%0.6%29.4%2.5%8.5%76.4K-2.8M-5.4K0.00104.43N/AN/A100379115
2024-12-09$128.31$100.0031.8%9.3%42.0%4.8%31.1%2.5%8.9%76.3K-2.4M-5.1K0.00102.55N/AN/A380389115
2024-12-10$128.97$100.0032.8%9.3%40.3%5.6%42.3%2.1%8.2%66.2K-2.3M-5.1K0.75103.66N/AN/A86373115
2024-12-11$132.78$100.0032.1%9.2%41.4%5.0%0.0%4.1%7.3%69.0K-2.7M-4.7K0.00105.42N/AN/A350377119
2024-12-12$133.96$100.0031.2%9.0%41.0%4.4%0.0%3.0%10.6%72.7K-2.8M-5.5K0.00105.60N/AN/A00409119
2024-12-13$133.16$100.0030.9%8.9%35.6%4.2%34.3%8.0%8.0%73.3K-2.7M-5.2K0.00105.77N/AN/A30409119
2024-12-16$138.82$100.0031.4%9.0%37.9%4.5%31.3%4.4%9.2%78.3K-3.3M-5.7K0.00106.26N/AN/A150412119
2024-12-17$141.50$100.0035.3%10.1%38.1%7.4%33.4%10.2%7.9%77.8K-3.5M-5.3K0.00102.60N/AN/A180409119
2024-12-18$126.73$100.0033.5%9.6%56.6%6.1%49.1%-5.1%12.6%63.4K-2.2M-4.8K0.43102.77N/AN/A219412119
2024-12-19$134.81$100.0040.6%11.6%60.1%11.3%35.6%10.3%10.2%63.7K-2.8M-5.7K0.20103.02N/AN/A102418137
2024-12-20$136.84$100.0039.2%11.2%58.4%10.3%0.0%8.2%11.0%53.2K-3.0M-5.6K0.00104.04N/AN/A40423139
2024-12-23$136.06$100.0037.7%10.8%55.9%9.2%27.8%11.2%12.1%54.1K-2.3M-5.5K1.25104.71N/AN/A45354110
2024-12-24$138.06$100.0034.6%9.9%56.2%6.9%0.0%7.8%13.7%55.7K-2.4M-5.5K0.00105.80N/AN/A10356115
2024-12-26$137.18$100.0037.2%10.7%56.2%8.8%0.0%9.6%8.6%50.1K-2.2M-5.1K0.00106.73N/AN/A00356115
2024-12-27$134.61$100.0037.4%10.7%55.1%9.0%37.3%3.8%11.8%49.3K-2.0M-5.0K1.20106.24N/AN/A56356115
2024-12-30$134.21$105.0038.1%10.9%54.7%9.4%0.0%10.1%9.9%44.4K-2.0M-4.9K0.00107.53N/AN/A20351121
2024-12-31$131.97$105.0037.9%10.9%54.5%9.3%40.3%1.6%12.4%44.0K-1.8M-4.7K0.00106.10N/AN/A90353121