Green’s Dictionary of Slang

(US) sexually adventurous.

1897		Kansas University Quarterly VI 51: Cagy [...] keen, or full of animal spirits.
1902		DN II 237: Kagy [...] Epithumetic.
1902		Times (Richmond, VA) 19 Oct. 23/6: I’ll fix it so that you can shake hands with the Guy that eats ’em alive [...] They’re [...] feekling good and cagey.
1916		DN IV 321: Cagey [...] Having strong sexual desire; esp. of a male.
1923		DN V 203: Cagey [...] Passionate, sensual. Cf. Horny.
1944		PADS II 25: Caigy [...] inflamed with sexual desire.
1953		Randolph & Wilson Down in the Holler 107: Cagey, pruney, rollicky, and horny are the conventional words for sensual, and are not used in polite conversation.
1961		Sackett & Koch Kansas Folklore 112: Cagey, cajy [...] Having sexual desire.
1976		A. Garber Mountain-ese n.p.: Cagey [...] sexually adventurous.