AGYS Options History — December 2013

In December 2013, AGYS traded between $12.32 and $13.97. ATM implied volatility averaged 33.3%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 3.3% (HV 20d: 36.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2013-12-03: Highest Volume — 17 contracts
2013-12-18: Largest IV drop — 27.2% change
2013-12-12: Highest IV Rank — 22.3%
2013-12-12: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.17	$12.32	$13.97	$12.32	$13.92
Max Pain	$10.14	$10.00	$12.50	$12.50	$10.00
ATM IV	33.3%	27.7%	39.5%	36.9%	31.8%
Expected Move	9.8%	7.9%	11.3%	10.6%	9.1%
HV 20d	36.6%	18.4%	38.9%	37.2%	18.4%
HV 60d	25.7%	25.3%	26.1%	26.0%	25.5%
IV Rank	10.2%	0.0%	22.3%	17.0%	8.2%
IV Percentile	22.6%	0.0%	57.5%	37.3%	15.5%
Term Structure	6.5%	2.3%	13.6%	3.7%	6.9%
VWIV	35.9%	35.9%	35.9%	35.9%	35.9%
Skew 25d	4.1%	-0.7%	9.1%	4.3%	1.3%
Skew 10d	4.2%	-3.4%	11.2%	5.6%	-3.4%
Call IV 25d	33.5%	27.4%	43.2%	42.0%	32.9%
Put IV 25d	37.6%	29.2%	46.7%	46.3%	34.2%
Bid-Ask Spread %	108.17	104.88	111.67	110.33	110.22
Gamma HHI	0.58	0.43	0.74	0.61	0.74
Net GEX	-213	-365	-81	-291	-365
Net DEX	-67.1K	-77.6K	-37.8K	-37.8K	-74.9K
Net VEX	-106	-143	-72	-143	-102
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	1.667	0	17	0	0
Total OI	106.714	90	123	90	123

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-12-02	$12.32	$0.00	36.9%	10.6%	37.2%	17.0%	0.0%	4.3%	3.7%	-291	-37.8K	-143	110.33	N/A	N/A	0	0	44	46
2013-12-03	$12.57	$0.00	37.0%	10.6%	37.7%	17.0%	0.0%	4.7%	2.8%	-300	-40.5K	-132	109.62	N/A	N/A	17	0	44	46
2013-12-04	$12.39	$0.00	35.9%	10.3%	38.1%	14.8%	35.9%	0.8%	4.2%	-132	-58.6K	-142	110.60	N/A	N/A	1	0	61	46
2013-12-05	$12.45	$12.50	35.9%	10.3%	37.9%	14.8%	0.0%	3.0%	3.2%	-81	-59.8K	-141	111.67	N/A	N/A	0	0	62	46
2013-12-06	$12.71	$10.00	34.4%	11.1%	38.4%	11.9%	0.0%	6.4%	3.2%	-125	-64.0K	-127	105.30	N/A	N/A	0	0	62	46
2013-12-09	$12.52	$10.00	35.8%	11.2%	38.9%	14.6%	0.0%	4.5%	2.8%	-111	-62.0K	-131	105.34	N/A	N/A	0	0	62	46
2013-12-10	$12.65	$10.00	31.4%	11.3%	38.5%	5.6%	0.0%	5.7%	2.6%	-112	-63.6K	-125	105.48	N/A	N/A	0	0	62	46
2013-12-11	$12.78	$10.00	32.2%	11.2%	38.5%	7.4%	0.0%	6.6%	2.7%	-129	-65.1K	-123	105.12	N/A	N/A	0	0	62	46
2013-12-12	$12.83	$10.00	39.5%	11.3%	38.3%	22.3%	0.0%	6.6%	2.3%	-112	-66.1K	-120	105.06	N/A	N/A	0	0	62	46
2013-12-13	$13.01	$10.00	38.2%	11.0%	38.0%	19.6%	0.0%	7.8%	3.4%	-162	-68.3K	-110	106.39	N/A	N/A	0	0	62	46
2013-12-16	$13.17	$10.00	39.4%	11.3%	38.0%	22.1%	0.0%	9.1%	2.8%	-195	-70.3K	-97	107.42	N/A	N/A	0	0	62	46
2013-12-17	$13.13	$10.00	38.9%	11.1%	38.0%	21.0%	0.0%	6.1%	2.6%	-264	-69.8K	-103	107.37	N/A	N/A	0	0	62	46
2013-12-18	$13.39	$10.00	28.3%	8.1%	37.8%	0.0%	0.0%	-0.7%	13.6%	-270	-73.0K	-93	110.47	N/A	N/A	0	0	62	46
2013-12-19	$13.37	$10.00	28.9%	8.3%	37.9%	1.3%	0.0%	0.2%	12.8%	-258	-72.7K	-95	110.47	N/A	N/A	0	0	62	46
2013-12-20	$13.78	$10.00	27.7%	7.9%	38.7%	0.0%	0.0%	2.6%	13.3%	-269	-76.9K	-78	110.18	N/A	N/A	0	0	62	46
2013-12-23	$13.88	$10.00	28.0%	8.0%	38.4%	0.7%	0.0%	4.5%	13.2%	-257	-76.7K	-76	104.98	N/A	N/A	1	0	61	46
2013-12-24	$13.97	$10.00	29.1%	8.4%	38.4%	2.9%	0.0%	2.9%	10.1%	-258	-77.6K	-76	104.88	N/A	N/A	0	0	61	46
2013-12-26	$13.97	$10.00	29.4%	8.4%	38.5%	3.5%	0.0%	2.5%	9.9%	-246	-77.5K	-77	110.25	N/A	N/A	0	0	61	46
2013-12-27	$13.89	$10.00	29.5%	8.5%	33.4%	3.7%	0.0%	2.8%	9.8%	-267	-77.2K	-72	110.21	N/A	N/A	0	0	61	46
2013-12-30	$13.87	$10.00	30.5%	8.7%	29.6%	5.6%	0.0%	4.6%	9.8%	-267	-76.9K	-72	110.23	N/A	N/A	0	16	61	46
2013-12-31	$13.92	$10.00	31.8%	9.1%	18.4%	8.2%	0.0%	1.3%	6.9%	-365	-74.9K	-102	110.22	N/A	N/A	0	0	61	62