AGYS Options History — June 2014 In June 2014, AGYS traded between $13.78 and $14.73. ATM implied volatility averaged 19.6%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 8.0% (HV 20d: 27.6%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.33.
Notable Days 2014-06-04 : Highest Volume — 58 contracts2014-06-17 : Largest IV drop — 27.2% change2014-06-13 : Highest IV Rank — 15.6%2014-06-13 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $14.23 $13.78 $14.73 $14.67 $14.08 Max Pain $8.45 $7.50 $12.50 $12.50 $7.50 ATM IV 19.6% 16.4% 25.8% 20.3% 18.7% Expected Move 5.8% 4.7% 7.4% 5.8% 5.4% HV 20d 27.6% 14.3% 36.0% 34.7% 14.3% HV 60d 32.7% 30.3% 36.2% 36.2% 30.3% IV Rank 5.3% 0.0% 15.6% 6.3% 3.8% IV Percentile 5.3% 0.0% 16.7% 3.6% 5.6% Term Structure 7.8% 1.2% 12.7% 1.2% 12.3% VWIV 22.2% 18.5% 26.0% 18.5% 26.0% Skew 25d 14.5% 7.2% 23.0% 7.4% 23.0% Skew 10d 11.5% 3.0% 18.5% 3.0% 18.5% Call IV 25d 22.1% 17.0% 27.0% 25.0% 22.9% Put IV 25d 36.6% 31.8% 46.0% 32.3% 46.0% Bid-Ask Spread % 102.98 96.80 122.11 106.11 99.03 Gamma HHI 0.95 0.86 0.99 0.99 0.93 Net GEX 20.4K 13.5K 29.0K 21.8K 16.1K Net DEX -427.5K -507.0K -356.3K -457.0K -422.5K Net VEX -589 -728 -454 -595 -491 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 1.67 0.00 0.00 Total Volume 7.095 0 58 0 0 Total OI 678.857 610 728 610 637
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-06-02 $14.67 $12.50 20.3% 5.8% 34.7% 6.3% 0.0% 7.4% 1.2% 21.8K -457.0K -595 0.00 106.11 N/A N/A 0 0 492 118 2014-06-03 $14.43 $12.50 18.1% 5.2% 35.9% 2.6% 0.0% 11.7% 4.1% 19.2K -421.2K -570 0.00 110.52 N/A N/A 9 0 492 118 2014-06-04 $14.47 $12.50 18.9% 5.4% 35.5% 3.9% 18.5% 13.6% 3.9% 20.3K -421.2K -546 0.00 110.82 N/A N/A 58 0 501 118 2014-06-05 $14.73 $12.50 18.3% 5.2% 35.4% 2.9% 0.0% 7.2% 2.5% 27.7K -507.0K -711 0.00 108.19 N/A N/A 37 0 551 118 2014-06-06 $14.60 $7.50 16.4% 6.4% 36.0% 0.0% 22.4% 10.2% 6.5% 28.0K -489.7K -728 1.67 96.80 N/A N/A 3 5 580 118 2014-06-09 $14.56 $7.50 19.3% 6.3% 35.3% 4.8% 21.9% 10.8% 7.5% 29.0K -479.4K -692 1.00 97.97 N/A N/A 3 3 583 122 2014-06-10 $14.52 $7.50 21.2% 6.3% 33.6% 7.9% 22.2% 10.8% 6.8% 28.0K -462.7K -682 0.00 98.27 N/A N/A 14 0 586 125 2014-06-11 $14.45 $7.50 23.0% 6.7% 33.1% 10.9% 0.0% 11.0% 5.1% 27.2K -460.0K -708 0.00 98.01 N/A N/A 0 0 600 125 2014-06-12 $14.39 $7.50 21.9% 6.3% 30.1% 9.1% 22.0% 12.3% 7.4% 27.3K -436.9K -654 0.00 98.75 N/A N/A 3 0 600 125 2014-06-13 $14.31 $7.50 25.8% 7.4% 30.4% 15.6% 26.0% 10.1% 3.2% 24.2K -446.8K -675 0.00 98.13 N/A N/A 10 0 603 125 2014-06-16 $14.16 $7.50 23.9% 6.9% 30.6% 12.5% 0.0% 12.4% 5.0% 23.2K -402.0K -565 0.00 101.30 N/A N/A 0 0 603 125 2014-06-17 $13.90 $7.50 17.4% 5.0% 30.3% 1.7% 0.0% 17.0% 11.7% 14.9K -392.6K -567 0.00 122.11 N/A N/A 0 0 603 125 2014-06-18 $13.96 $7.50 17.1% 4.9% 29.3% 1.2% 0.0% 16.8% 11.5% 15.4K -403.3K -597 0.00 105.01 N/A N/A 0 4 603 125 2014-06-19 $13.95 $7.50 16.5% 4.7% 28.8% 0.2% 0.0% 16.8% 11.1% 15.2K -406.9K -583 0.00 105.06 N/A N/A 0 0 603 122 2014-06-20 $13.84 $7.50 17.6% 5.1% 24.8% 2.1% 0.0% 18.9% 11.7% 14.5K -385.6K -539 0.00 98.84 N/A N/A 0 0 603 122 2014-06-23 $13.78 $7.50 19.1% 5.5% 22.3% 4.6% 0.0% 15.8% 10.6% 13.5K -356.3K -454 0.00 99.80 N/A N/A 0 0 575 62 2014-06-24 $13.90 $7.50 23.9% 6.8% 15.0% 12.4% 0.0% 19.9% 8.9% 15.7K -375.9K -460 0.00 104.97 N/A N/A 0 0 575 62 2014-06-25 $14.09 $7.50 18.9% 5.4% 15.1% 4.1% 0.0% 16.9% 8.3% 15.9K -426.5K -550 0.00 104.58 N/A N/A 0 0 575 62 2014-06-26 $14.00 $7.50 17.2% 4.9% 15.1% 1.3% 0.0% 21.0% 11.5% 15.5K -409.4K -509 0.00 99.46 N/A N/A 0 0 575 62 2014-06-27 $14.03 $7.50 17.9% 5.1% 15.0% 2.5% 0.0% 21.5% 12.7% 15.7K -414.6K -499 0.00 98.94 N/A N/A 0 0 575 62 2014-06-30 $14.08 $7.50 18.7% 5.4% 14.3% 3.8% 0.0% 23.0% 12.3% 16.1K -422.5K -491 0.00 99.03 N/A N/A 0 0 575 62
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