AGYS Options History — July 2014

In July 2014, AGYS traded between $13.15 and $14.37. ATM implied volatility averaged 33.1%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 16.1% (HV 20d: 17.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2014-07-03: Highest Volume — 10 contracts
2014-07-07: Largest IV spike — 57.3% change
2014-07-31: Highest IV Rank — 43.4%
2014-07-31: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.59	$13.15	$14.37	$14.00	$13.15
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	33.1%	16.2%	42.5%	23.1%	42.5%
Expected Move	9.5%	4.7%	12.2%	6.6%	12.2%
HV 20d	17.0%	13.4%	20.2%	13.4%	20.2%
HV 60d	27.8%	25.2%	29.4%	29.4%	25.9%
IV Rank	27.8%	0.0%	43.4%	11.0%	43.4%
IV Percentile	53.0%	0.0%	90.5%	15.5%	90.5%
Term Structure	-1.0%	-9.0%	12.5%	9.5%	-9.0%
Skew 25d	5.7%	-5.4%	10.6%	10.2%	5.3%
Skew 10d	13.2%	-4.0%	50.9%	7.1%	19.0%
Call IV 25d	30.6%	19.0%	38.6%	21.4%	38.6%
Put IV 25d	36.3%	24.4%	43.9%	31.6%	43.9%
Bid-Ask Spread %	99.83	94.64	104.25	103.07	101.47
Gamma HHI	0.75	0.54	0.99	0.97	0.60
Net GEX	6.8K	-610	29.7K	18.0K	164
Net DEX	-177.5K	-342.8K	-9.6K	-335.4K	-10.4K
Net VEX	-93	-287	-24	-287	-26
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	0.545	0	10	0	0
Total OI	382.045	16	637	637	17

Daily Data (22 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
2014-07-01	$14.00	$7.50	23.1%	6.6%	13.4%	11.0%	0.0%	10.2%	9.5%	18.0K	-335.4K	-287	103.07	N/A	N/A	0	0	575	62
2014-07-02	$14.09	$7.50	21.1%	6.1%	13.6%	7.8%	0.0%	10.6%	8.9%	19.7K	-331.5K	-246	104.25	N/A	N/A	0	0	575	62
2014-07-03	$14.37	$7.50	16.2%	4.7%	14.0%	0.0%	0.0%	9.3%	12.5%	29.7K	-342.8K	-264	97.30	N/A	N/A	10	0	575	62
2014-07-07	$14.01	$0.00	25.5%	8.5%	16.2%	15.3%	0.0%	6.7%	-1.9%	17.0K	-318.7K	-189	94.66	N/A	N/A	0	0	575	62
2014-07-08	$14.02	$0.00	28.4%	8.2%	16.2%	20.1%	0.0%	7.2%	-1.1%	17.0K	-313.2K	-183	94.64	N/A	N/A	0	0	572	62
2014-07-09	$14.01	$0.00	31.3%	8.4%	16.2%	24.8%	0.0%	-5.4%	-0.5%	17.6K	-321.7K	-198	100.47	N/A	N/A	0	0	572	62
2014-07-10	$13.76	$0.00	30.8%	8.8%	17.2%	24.1%	0.0%	3.5%	-3.6%	9.6K	-282.6K	-123	95.74	N/A	N/A	0	0	572	62
2014-07-11	$13.75	$0.00	34.8%	10.0%	17.2%	30.7%	0.0%	3.1%	-0.2%	7.3K	-273.7K	-90	96.33	N/A	N/A	0	0	572	62
2014-07-14	$13.76	$0.00	30.5%	8.7%	17.2%	23.5%	0.0%	5.0%	-3.3%	8.0K	-276.0K	-77	98.41	N/A	N/A	0	0	572	62
2014-07-15	$13.60	$0.00	33.3%	9.5%	17.3%	28.2%	0.0%	1.6%	2.1%	3.1K	-260.1K	-49	98.27	N/A	N/A	0	0	572	62
2014-07-16	$13.46	$0.00	35.9%	10.3%	16.5%	32.5%	0.0%	-0.6%	-2.0%	649	-252.3K	-36	97.17	N/A	N/A	0	0	572	62
2014-07-17	$13.32	$0.00	36.3%	10.4%	16.6%	33.2%	0.0%	8.3%	-2.3%	-610	-247.3K	-32	100.25	N/A	N/A	0	1	572	62
2014-07-18	$13.51	$0.00	35.6%	10.2%	17.6%	31.9%	0.0%	9.4%	-2.1%	113	-256.0K	-26	101.78	N/A	N/A	0	0	572	61
2014-07-21	$13.27	$0.00	37.9%	10.9%	18.4%	35.8%	0.0%	7.8%	-5.4%	119	-9.6K	-25	100.98	N/A	N/A	1	0	10	6
2014-07-22	$13.32	$0.00	36.8%	10.6%	18.5%	34.0%	0.0%	6.4%	-3.4%	152	-10.6K	-27	100.97	N/A	N/A	0	0	11	6
2014-07-23	$13.23	$0.00	36.6%	10.5%	18.2%	33.6%	0.0%	5.4%	-2.6%	154	-10.4K	-28	100.45	N/A	N/A	0	0	11	6
2014-07-24	$13.33	$0.00	38.9%	11.2%	17.6%	37.4%	0.0%	7.6%	-5.3%	157	-10.7K	-27	100.93	N/A	N/A	0	0	11	6
2014-07-25	$13.25	$0.00	38.2%	11.0%	17.6%	36.3%	0.0%	5.7%	-4.9%	155	-10.5K	-27	101.36	N/A	N/A	0	0	11	6
2014-07-28	$13.16	$0.00	39.0%	11.2%	17.5%	37.6%	0.0%	4.8%	-5.3%	161	-10.3K	-27	101.51	N/A	N/A	0	0	11	6
2014-07-29	$13.23	$0.00	39.1%	11.2%	17.6%	37.7%	0.0%	4.2%	-7.6%	162	-10.5K	-26	103.30	N/A	N/A	0	0	11	6
2014-07-30	$13.46	$0.00	36.7%	10.5%	19.0%	33.8%	0.0%	10.3%	4.8%	161	-11.2K	-24	102.85	N/A	N/A	0	0	11	6
2014-07-31	$13.15	$0.00	42.5%	12.2%	20.2%	43.4%	0.0%	5.3%	-9.0%	164	-10.4K	-26	101.47	N/A	N/A	0	0	11	6