AGYS Options History — November 2013 In November 2013, AGYS traded between $11.44 and $13.07. ATM implied volatility averaged 37.1%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 21.3% (HV 20d: 15.9%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-11-08 : Highest Volume — 22 contracts2013-11-14 : Largest IV drop — 57.5% change2013-11-13 : Highest IV Rank — 79.5%2013-11-05 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $11.80 $11.44 $13.07 $11.69 $13.07 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 37.1% 28.7% 67.4% 37.3% 29.6% Expected Move 9.6% 8.2% 11.7% 10.7% 8.5% HV 20d 15.9% 12.6% 29.4% 15.6% 29.4% HV 60d 17.6% 16.8% 22.8% 18.3% 22.8% IV Rank 17.4% 0.0% 79.5% 17.7% 1.9% IV Percentile 32.1% 0.4% 98.0% 34.5% 4.0% Term Structure 6.3% 1.1% 11.8% 2.7% 10.0% Skew 25d 1.6% -3.1% 9.1% 9.1% -3.1% Skew 10d -1.1% -4.6% 4.9% 1.4% 4.9% Call IV 25d 34.0% 29.0% 38.9% 38.2% 33.6% Put IV 25d 35.6% 30.5% 47.4% 47.4% 30.5% Bid-Ask Spread % 108.84 105.48 110.84 110.84 106.04 Gamma HHI 0.57 0.43 0.69 0.50 0.64 Net GEX -69 -337 346 68 -279 Net DEX -16.8K -45.2K 2.9K 2.9K -45.2K Net VEX -137 -159 -117 -129 -117 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.05 0 22 3 0 Total OI 75.85 59 90 59 90
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 2013-11-01 $11.69 $12.50 37.3% 10.7% 15.6% 17.7% 0.0% 9.1% 2.7% 68 2.9K -129 0.00 110.84 N/A N/A 3 0 19 40 2013-11-04 $11.71 $0.00 40.3% 11.6% 15.6% 23.9% 0.0% -3.1% 2.5% 128 -168 -131 0.00 106.03 N/A N/A 0 0 22 40 2013-11-05 $11.86 $0.00 38.6% 11.7% 16.0% 20.3% 0.0% -0.9% 1.1% 229 -1.7K -130 0.00 105.48 N/A N/A 0 0 22 40 2013-11-06 $11.79 $0.00 43.2% 11.5% 15.9% 29.9% 0.0% -2.1% 1.4% 184 -1.1K -129 0.00 106.18 N/A N/A 0 0 22 40 2013-11-07 $11.91 $0.00 39.6% 10.3% 15.3% 22.3% 0.0% -1.3% 4.0% 268 -1.8K -124 0.00 107.42 N/A N/A 0 0 22 40 2013-11-08 $11.98 $0.00 38.9% 10.8% 15.1% 20.9% 0.0% -0.7% 3.1% 346 -3.5K -120 0.00 106.26 N/A N/A 22 0 22 40 2013-11-11 $11.80 $0.00 49.0% 10.8% 16.1% 41.7% 0.0% -1.5% 1.8% 291 -25.7K -139 0.00 107.37 N/A N/A 0 0 44 40 2013-11-12 $11.78 $0.00 57.2% 10.4% 16.1% 58.6% 0.0% -1.6% 4.4% 259 -25.5K -140 0.00 108.65 N/A N/A 0 0 44 40 2013-11-13 $11.70 $0.00 67.4% 9.6% 16.2% 79.5% 0.0% 4.6% 11.8% 204 -24.5K -139 0.00 110.45 N/A N/A 0 0 44 40 2013-11-14 $11.59 $0.00 28.7% 8.2% 16.2% 0.0% 0.0% 3.8% 11.0% -239 -23.2K -131 0.00 110.36 N/A N/A 0 2 44 40 2013-11-15 $11.58 $0.00 29.0% 8.3% 13.5% 0.7% 0.0% 3.6% 10.8% -272 -22.3K -136 0.00 110.36 N/A N/A 0 0 44 42 2013-11-18 $11.55 $0.00 29.2% 8.4% 13.5% 1.1% 0.0% 4.7% 10.2% -265 -21.0K -138 0.00 110.41 N/A N/A 0 4 34 42 2013-11-19 $11.44 $0.00 30.0% 8.6% 13.7% 2.7% 0.0% 2.1% 7.1% -313 -17.9K -158 0.00 110.32 N/A N/A 0 0 34 46 2013-11-20 $11.45 $0.00 30.5% 8.8% 12.6% 3.8% 0.0% 2.5% 7.1% -323 -17.8K -159 0.00 110.35 N/A N/A 0 0 34 46 2013-11-21 $11.61 $0.00 28.9% 8.3% 12.8% 0.6% 0.0% 5.5% 9.6% -323 -19.5K -151 0.00 110.59 N/A N/A 0 0 34 46 2013-11-22 $11.56 $0.00 29.1% 8.3% 12.8% 1.0% 0.0% 2.0% 8.3% -331 -19.2K -150 0.00 110.27 N/A N/A 0 0 34 46 2013-11-25 $11.65 $0.00 30.2% 8.7% 12.9% 3.3% 0.0% 4.3% 7.5% -332 -20.2K -148 0.00 110.75 N/A N/A 0 0 34 46 2013-11-26 $11.73 $0.00 30.2% 8.7% 13.1% 3.3% 0.0% 6.3% 8.0% -333 -21.0K -146 0.00 110.47 N/A N/A 0 0 34 46 2013-11-27 $12.47 $0.00 36.0% 10.3% 25.4% 15.1% 0.0% -2.9% 2.5% -337 -27.3K -123 0.00 108.22 N/A N/A 10 0 34 46 2013-11-29 $13.07 $0.00 29.6% 8.5% 29.4% 1.9% 0.0% -3.1% 10.0% -279 -45.2K -117 0.00 106.04 N/A N/A 0 0 44 46
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