AGYS Options History — February 2014

In February 2014, AGYS traded between $12.76 and $14.52. ATM implied volatility averaged 31.9%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 1.4% (HV 20d: 33.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.14.

Notable Days

2014-02-11: Highest Volume — 30 contracts
2014-02-27: Largest IV spike — 25.5% change
2014-02-05: Highest IV Rank — 31.2%
2014-02-05: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.49	$12.76	$14.52	$12.81	$14.52
Max Pain	$13.03	$12.50	$15.00	$15.00	$12.50
ATM IV	31.9%	19.1%	43.2%	41.6%	20.6%
Expected Move	9.4%	5.5%	12.4%	11.9%	5.9%
HV 20d	33.2%	30.9%	40.0%	40.0%	31.4%
HV 60d	34.4%	29.8%	35.3%	34.4%	29.8%
IV Rank	12.4%	0.0%	31.2%	27.9%	2.5%
IV Percentile	29.8%	0.0%	86.1%	79.4%	0.4%
Term Structure	1.9%	-1.9%	9.1%	-0.5%	2.6%
VWIV	37.5%	28.6%	46.4%	37.6%	46.4%
Skew 25d	7.1%	-1.6%	14.9%	6.0%	2.5%
Skew 10d	6.2%	-9.4%	14.8%	12.9%	0.0%
Call IV 25d	28.7%	19.8%	44.1%	41.7%	26.8%
Put IV 25d	35.7%	23.7%	50.2%	47.7%	29.2%
Bid-Ask Spread %	105.31	101.61	108.78	108.15	102.71
Gamma HHI	0.48	0.34	0.64	0.60	0.64
Net GEX	1.5K	900	3.0K	1.0K	2.9K
Net DEX	-273.2K	-354.1K	-236.5K	-238.5K	-354.1K
Net VEX	-361	-406	-303	-389	-314
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	0.50	0.00	0.00
Total Volume	6.053	0	30	0	0
Total OI	338	304	370	316	370

Daily Data (19 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
2014-02-03	$12.81	$15.00	41.6%	11.9%	40.0%	27.9%	0.0%	6.0%	-0.5%	1.0K	-238.5K	-389	0.00	108.15	N/A	N/A	0	0	237	79
2014-02-04	$13.00	$15.00	43.0%	12.3%	32.8%	30.8%	0.0%	1.5%	-1.8%	922	-244.1K	-406	0.00	108.20	N/A	N/A	0	0	237	79
2014-02-05	$12.76	$15.00	43.2%	12.4%	31.0%	31.2%	0.0%	6.1%	-1.4%	1.0K	-238.1K	-380	0.00	107.88	N/A	N/A	0	0	237	79
2014-02-06	$12.87	$15.00	42.7%	12.2%	31.5%	30.1%	0.0%	5.3%	-1.9%	1.0K	-239.0K	-402	0.00	108.78	N/A	N/A	6	0	237	79
2014-02-07	$13.23	$12.50	34.5%	11.8%	33.5%	13.6%	0.0%	12.6%	-0.5%	1.1K	-258.9K	-365	0.00	105.15	N/A	N/A	22	0	243	79
2014-02-10	$13.29	$12.50	36.3%	12.0%	33.3%	17.4%	0.0%	12.4%	-1.3%	1.1K	-236.5K	-369	0.00	105.50	N/A	N/A	0	0	225	79
2014-02-11	$13.39	$12.50	35.0%	10.5%	33.6%	14.6%	37.6%	14.9%	5.0%	1.1K	-244.4K	-303	0.50	105.56	N/A	N/A	20	10	225	79
2014-02-12	$13.26	$12.50	30.1%	10.0%	33.2%	4.8%	0.0%	10.4%	-0.5%	1.4K	-245.3K	-387	0.00	101.61	N/A	N/A	0	0	245	89
2014-02-13	$13.33	$12.50	34.1%	9.8%	33.2%	12.9%	0.0%	9.8%	0.6%	1.3K	-248.4K	-390	0.00	102.89	N/A	N/A	10	0	245	89
2014-02-14	$13.30	$12.50	32.9%	9.4%	33.2%	10.5%	0.0%	8.1%	1.2%	1.4K	-260.0K	-396	0.00	102.49	N/A	N/A	0	0	255	89
2014-02-18	$13.29	$12.50	34.8%	10.0%	32.7%	14.4%	0.0%	8.9%	-0.2%	1.5K	-258.7K	-391	0.00	103.18	N/A	N/A	0	10	255	89
2014-02-19	$13.26	$12.50	34.8%	10.0%	32.7%	14.2%	0.0%	8.2%	-0.4%	1.1K	-257.7K	-380	0.00	102.64	N/A	N/A	0	0	255	99
2014-02-20	$13.56	$12.50	28.5%	8.2%	34.0%	1.6%	0.0%	9.4%	8.2%	900	-271.6K	-350	0.00	104.99	N/A	N/A	0	0	255	99
2014-02-21	$13.93	$12.50	26.3%	7.5%	35.3%	0.0%	28.6%	6.8%	6.7%	1.1K	-287.5K	-310	0.45	107.54	N/A	N/A	11	5	255	99
2014-02-24	$13.94	$12.50	21.8%	6.2%	34.3%	0.0%	46.4%	2.3%	6.1%	1.6K	-312.2K	-328	0.00	102.62	N/A	N/A	11	0	266	84
2014-02-25	$13.84	$12.50	22.3%	6.4%	30.9%	1.0%	0.0%	2.3%	3.7%	2.0K	-314.8K	-333	0.00	108.02	N/A	N/A	0	0	276	84
2014-02-26	$14.24	$12.50	19.1%	5.5%	32.3%	0.0%	0.0%	8.1%	9.1%	2.2K	-334.3K	-313	0.00	108.26	N/A	N/A	10	0	276	84
2014-02-27	$14.45	$12.50	24.0%	6.9%	32.4%	8.4%	0.0%	-1.6%	2.3%	3.0K	-346.3K	-358	0.00	104.80	N/A	N/A	0	0	286	84
2014-02-28	$14.52	$12.50	20.6%	5.9%	31.4%	2.5%	0.0%	2.5%	2.6%	2.9K	-354.1K	-314	0.00	102.71	N/A	N/A	0	0	286	84