AGYS Options History — April 2014

In April 2014, AGYS traded between $12.02 and $13.50. ATM implied volatility averaged 30.4%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 1.3% (HV 20d: 31.7%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2014-04-07: Highest Volume — 40 contracts
2014-04-03: Largest IV spike — 21.3% change
2014-04-10: Highest IV Rank — 27.9%
2014-04-10: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.55	$12.02	$13.50	$13.50	$12.54
Max Pain	$12.14	$10.00	$12.50	$10.00	$12.50
ATM IV	30.4%	25.9%	34.7%	25.9%	27.7%
Expected Move	8.8%	7.4%	9.9%	7.4%	7.9%
HV 20d	31.7%	26.8%	37.1%	36.0%	34.9%
HV 60d	32.7%	31.6%	34.1%	34.1%	32.2%
IV Rank	20.6%	12.9%	27.9%	12.9%	16.0%
IV Percentile	22.6%	9.5%	40.9%	9.5%	11.5%
Term Structure	3.5%	-1.2%	6.3%	5.9%	6.1%
Skew 25d	0.7%	-7.8%	5.9%	-2.0%	5.7%
Skew 10d	0.6%	-10.6%	11.5%	-3.2%	11.5%
Call IV 25d	33.4%	29.3%	39.1%	29.4%	36.7%
Put IV 25d	34.1%	27.4%	42.4%	27.4%	42.4%
Bid-Ask Spread %	101.79	99.09	108.98	108.72	101.43
Gamma HHI	0.42	0.33	0.54	0.46	0.44
Net GEX	1.6K	1.1K	2.0K	2.0K	1.8K
Net DEX	-237.3K	-299.7K	-197.3K	-299.7K	-217.6K
Net VEX	-229	-287	-157	-231	-175
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	2.048	0	40	0	0
Total OI	326.524	245	396	393	245

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	Call OI	Put OI
2014-04-01	$13.50	$10.00	25.9%	7.4%	36.0%	12.9%	0.0%	-2.0%	5.9%	2.0K	-299.7K	-231	108.72	N/A	N/A	0	309	84
2014-04-02	$13.48	$10.00	26.9%	7.7%	35.7%	14.7%	0.0%	-2.8%	4.5%	2.0K	-299.1K	-227	108.98	N/A	N/A	0	309	84
2014-04-03	$13.07	$10.00	32.7%	9.4%	36.8%	24.5%	0.0%	-6.3%	-1.2%	1.7K	-279.3K	-253	104.96	N/A	N/A	3	309	84
2014-04-04	$12.63	$12.50	29.8%	9.8%	37.1%	19.5%	0.0%	5.0%	1.1%	1.6K	-256.6K	-287	99.09	N/A	N/A	0	312	84
2014-04-07	$12.39	$12.50	32.4%	9.5%	36.0%	24.0%	0.0%	2.2%	2.3%	1.5K	-258.6K	-274	101.54	N/A	N/A	40	312	74
2014-04-08	$12.50	$12.50	31.8%	9.7%	36.5%	22.9%	0.0%	3.7%	1.9%	1.5K	-240.1K	-277	99.62	N/A	N/A	0	293	74
2014-04-09	$12.81	$12.50	32.1%	9.4%	35.5%	23.5%	0.0%	5.9%	2.1%	1.4K	-257.4K	-245	99.31	N/A	N/A	0	293	74
2014-04-10	$12.44	$12.50	34.7%	9.9%	31.1%	27.9%	0.0%	3.3%	0.7%	1.4K	-238.7K	-271	99.19	N/A	N/A	0	293	74
2014-04-11	$12.28	$12.50	33.4%	9.6%	29.3%	25.7%	0.0%	1.9%	2.5%	1.4K	-230.7K	-261	99.78	N/A	N/A	0	293	74
2014-04-14	$12.18	$12.50	33.7%	9.7%	28.2%	26.3%	0.0%	1.5%	1.2%	1.4K	-224.8K	-242	99.34	N/A	N/A	0	293	74
2014-04-15	$12.17	$12.50	32.2%	9.2%	26.9%	23.6%	0.0%	0.6%	2.8%	1.4K	-223.8K	-242	99.85	N/A	N/A	0	293	74
2014-04-16	$12.31	$12.50	31.6%	9.1%	26.8%	22.8%	0.0%	1.5%	3.1%	1.2K	-231.9K	-246	101.09	N/A	N/A	0	293	74
2014-04-17	$12.67	$12.50	28.9%	8.3%	29.9%	18.1%	0.0%	2.4%	5.5%	1.1K	-252.7K	-219	100.45	N/A	N/A	0	293	74
2014-04-21	$12.51	$12.50	30.0%	8.6%	28.7%	20.0%	0.0%	-4.6%	4.5%	1.8K	-215.5K	-201	102.46	N/A	N/A	0	223	22
2014-04-22	$12.48	$12.50	28.6%	8.2%	28.2%	17.6%	0.0%	-5.9%	6.0%	1.8K	-214.1K	-197	102.00	N/A	N/A	0	223	22
2014-04-23	$12.24	$12.50	29.6%	8.5%	28.5%	19.3%	0.0%	3.9%	4.0%	1.9K	-205.4K	-208	100.64	N/A	N/A	0	223	22
2014-04-24	$12.19	$12.50	29.3%	8.4%	28.2%	18.8%	0.0%	-4.5%	6.1%	1.9K	-204.2K	-199	101.60	N/A	N/A	0	223	22
2014-04-25	$12.02	$12.50	28.8%	8.3%	28.3%	17.9%	0.0%	5.7%	3.5%	1.9K	-197.3K	-214	102.66	N/A	N/A	0	223	22
2014-04-28	$12.21	$12.50	30.5%	8.7%	28.6%	20.8%	0.0%	5.4%	3.9%	1.8K	-206.1K	-192	102.51	N/A	N/A	0	223	22
2014-04-29	$12.85	$12.50	27.3%	7.8%	34.2%	15.3%	0.0%	-7.8%	6.3%	1.8K	-229.3K	-157	102.45	N/A	N/A	0	223	22
2014-04-30	$12.54	$12.50	27.7%	7.9%	34.9%	16.0%	0.0%	5.7%	6.1%	1.8K	-217.6K	-175	101.43	N/A	N/A	0	223	22