AGYS Options History — January 2025

In January 2025, AGYS traded between $90.25 and $134.45. ATM implied volatility averaged 44.5%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 26.4% (HV 20d: 70.9%). Max pain ranged from $95.00 to $140.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.12.

Notable Days

  • 2025-01-22: Highest Volume — 1,171 contracts
  • 2025-01-13: Largest IV spike — 37.7% change
  • 2025-01-21: Highest IV Rank — 25.0%
  • 2025-01-21: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.23$90.25$134.45$129.20$90.33
Max Pain$116.75$95.00$140.00$105.00$95.00
ATM IV44.5%35.0%59.2%37.5%41.2%
Expected Move13.7%10.7%17.0%10.8%11.8%
HV 20d70.9%51.4%92.2%55.0%92.1%
HV 60d61.4%54.0%72.9%54.0%70.2%
IV Rank14.2%7.2%25.0%9.1%11.8%
IV Percentile70.2%35.7%93.7%54.4%70.2%
Term Structure-1.3%-10.9%16.0%16.0%8.1%
VWIV50.5%39.9%58.9%39.9%44.4%
Skew 25d3.2%-15.8%16.7%-15.8%-5.3%
Skew 10d-3.8%-19.1%9.7%2.8%-18.9%
Call IV 25d47.3%38.4%51.8%45.0%48.0%
Put IV 25d50.6%29.2%65.1%29.2%42.7%
Bid-Ask Spread %90.6463.07108.68102.6790.14
Gamma HHI0.200.100.380.160.36
Net GEX56.4K3.9K163.5K45.0K118.9K
Net DEX-1.1M-2.1M597.2K-1.7M-527.0K
Net VEX-6.7K-15.1K-3.2K-4.4K-12.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.0010.001.250.14
Total Volume158.201,1711849
Total OI932.752812,2304782,230

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$129.20$105.0037.5%10.8%55.0%9.1%39.9%-15.8%16.0%45.0K-1.7M-4.4K1.25102.67N/AN/A810357121
2025-01-03$133.06$105.0037.4%10.7%56.0%8.9%0.0%-0.5%11.8%47.6K-2.0M-4.7K0.00108.68N/AN/A00362122
2025-01-06$129.84$140.0036.7%14.5%56.5%8.4%0.0%8.9%-4.8%47.7K-1.7M-4.3K0.0092.61N/AN/A00362122
2025-01-07$129.04$140.0037.2%14.6%56.3%8.8%50.8%16.4%-5.2%45.4K-1.6M-4.1K0.5093.51N/AN/A42359122
2025-01-08$134.45$130.0035.0%14.6%56.1%7.2%51.6%5.3%-3.8%48.1K-2.1M-4.4K0.0089.95N/AN/A130363122
2025-01-10$129.38$130.0035.7%15.5%57.9%7.7%55.8%11.7%-8.4%48.7K-1.8M-4.3K1.0091.95N/AN/A55370122
2025-01-13$126.16$130.0049.2%15.9%57.5%17.7%58.8%9.9%-7.5%47.0K-1.4M-3.8K10.0092.93N/AN/A220371125
2025-01-14$130.06$130.0054.4%15.5%58.6%21.5%57.6%10.4%-6.0%47.0K-1.7M-4.4K4.0093.04N/AN/A14370145
2025-01-15$132.94$130.0051.6%14.8%59.2%19.4%0.0%10.3%-6.7%48.6K-1.9M-4.3K0.0094.25N/AN/A90371149
2025-01-16$133.36$130.0055.4%15.9%57.1%22.3%54.8%8.5%-5.3%51.2K-2.0M-4.4K0.1894.04N/AN/A112374149
2025-01-17$122.81$130.0052.9%15.2%63.2%20.4%55.0%8.2%-8.1%12.4K-1.0M-3.5K0.8689.35N/AN/A2118373146
2025-01-21$126.65$130.0059.2%17.0%51.4%25.0%58.9%16.7%-10.9%17.2K-569.7K-4.0K0.8784.20N/AN/A786819685
2025-01-22$101.10$125.0046.1%13.2%91.2%15.4%51.2%-3.4%-3.5%3.9K597.2K-3.2K0.2963.07N/AN/A910261289147
2025-01-23$97.16$105.0044.6%12.8%90.9%14.3%49.1%-3.6%-1.9%35.5K71.4K-8.1K0.3084.38N/AN/A31895805308
2025-01-24$92.46$100.0040.7%11.7%91.5%11.4%43.7%-2.6%-0.2%33.4K189.0K-9.0K0.1988.06N/AN/A298561,062344
2025-01-27$90.25$95.0042.6%12.2%90.7%12.8%45.4%-3.0%-0.3%54.6K-130.5K-10.7K0.1092.53N/AN/A182181,258373
2025-01-28$92.32$95.0046.5%13.3%91.9%15.7%52.5%2.8%-4.1%60.4K-443.5K-11.4K0.0290.56N/AN/A588121,290375
2025-01-29$92.68$95.0045.5%13.1%92.2%14.9%47.3%-3.3%0.6%163.5K-1.5M-15.1K0.2090.70N/AN/A4591,808379
2025-01-30$91.31$95.0039.6%11.4%92.1%10.6%41.2%-6.4%13.4%153.0K-1.1M-14.0K0.2086.14N/AN/A3571,845384
2025-01-31$90.33$95.0041.2%11.8%92.1%11.8%44.4%-5.3%8.1%118.9K-527.0K-12.0K0.1490.14N/AN/A4361,843387