AGYS Options History — August 2014

In August 2014, AGYS traded between $12.34 and $13.34. ATM implied volatility averaged 32.1%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 6.6% (HV 20d: 25.6%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 3.80.

Notable Days

2014-08-07: Highest Volume — 59 contracts
2014-08-12: Largest IV spike — 46.1% change
2014-08-06: Highest IV Rank — 55.3%
2014-08-01: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.65	$12.34	$13.34	$13.20	$12.48
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	32.1%	25.4%	49.7%	41.4%	26.5%
Expected Move	9.2%	8.1%	11.9%	11.9%	9.0%
HV 20d	25.6%	16.7%	28.8%	18.4%	26.8%
HV 60d	23.5%	20.2%	26.8%	25.9%	20.2%
IV Rank	27.3%	15.1%	55.3%	41.5%	18.9%
IV Percentile	43.7%	22.2%	96.8%	87.3%	24.6%
Term Structure	0.2%	-7.9%	2.5%	-7.9%	1.1%
VWIV	33.0%	31.4%	34.6%	34.6%	31.4%
Skew 25d	1.7%	-6.4%	5.9%	2.9%	2.5%
Skew 10d	3.6%	-10.1%	18.5%	18.5%	4.6%
Call IV 25d	31.8%	25.4%	38.9%	38.9%	34.8%
Put IV 25d	33.5%	27.7%	41.8%	41.8%	37.2%
Bid-Ask Spread %	92.67	78.17	102.71	102.71	97.45
Gamma HHI	0.79	0.55	0.96	0.61	0.96
Net GEX	-481	-3.6K	978	166	-3.6K
Net DEX	7.4K	-10.9K	39.8K	-10.5K	39.8K
Net VEX	-102	-276	-24	-26	-276
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.80	0.00	13.75	0.71	2.11
Total Volume	11.524	0	59	0	0
Total OI	66.429	17	165	17	165

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
2014-08-01	$13.20	$0.00	41.4%	11.9%	18.4%	41.5%	0.0%	2.9%	-7.9%	166	-10.5K	-26	0.00	102.71	N/A	N/A	0	0	11	6
2014-08-04	$13.21	$0.00	46.1%	9.7%	16.7%	49.3%	0.0%	1.5%	0.0%	164	-10.5K	-26	0.00	97.79	N/A	N/A	0	0	11	6
2014-08-05	$13.20	$0.00	48.3%	9.8%	16.7%	52.9%	0.0%	1.6%	-0.0%	165	-10.4K	-26	0.00	97.09	N/A	N/A	0	0	11	6
2014-08-06	$13.34	$0.00	49.7%	9.9%	17.4%	55.3%	34.6%	3.3%	0.3%	164	-10.9K	-24	0.71	96.62	N/A	N/A	14	10	11	6
2014-08-07	$12.56	$12.50	31.7%	9.1%	26.5%	25.5%	0.0%	3.8%	-1.3%	262	-10.1K	-66	13.75	100.96	N/A	N/A	4	55	25	16
2014-08-08	$12.36	$12.50	31.4%	9.0%	26.7%	25.0%	31.4%	2.4%	-0.1%	-654	19.9K	-121	1.00	101.40	N/A	N/A	10	10	25	51
2014-08-11	$12.39	$12.50	25.4%	8.9%	26.8%	15.1%	0.0%	2.8%	0.3%	-910	22.4K	-99	0.00	101.99	N/A	N/A	10	0	17	48
2014-08-12	$12.38	$12.50	37.1%	8.8%	26.7%	34.5%	0.0%	2.2%	-0.1%	307	17.5K	-103	0.00	101.02	N/A	N/A	0	0	27	48
2014-08-13	$12.50	$12.50	30.0%	8.5%	27.1%	22.7%	0.0%	3.3%	1.1%	942	15.3K	-102	0.00	101.97	N/A	N/A	0	0	27	48
2014-08-14	$12.45	$12.50	28.3%	8.1%	27.0%	20.0%	0.0%	1.6%	2.5%	978	16.9K	-99	0.00	101.63	N/A	N/A	0	0	27	48
2014-08-15	$12.70	$12.50	28.9%	8.3%	27.6%	23.2%	0.0%	-0.3%	0.5%	461	9.9K	-96	0.00	101.99	N/A	N/A	0	0	27	48
2014-08-18	$12.87	$0.00	28.6%	8.9%	27.6%	22.7%	0.0%	4.0%	0.1%	-1.0K	3.4K	-89	9.00	78.17	N/A	N/A	1	9	17	38
2014-08-19	$12.85	$0.00	27.3%	9.1%	27.5%	20.2%	0.0%	4.0%	1.8%	-1.0K	3.3K	-88	0.00	78.92	N/A	N/A	0	10	17	38
2014-08-20	$12.59	$0.00	28.0%	9.1%	28.2%	21.6%	0.0%	4.3%	1.0%	-1.1K	7.5K	-91	0.00	91.93	N/A	N/A	10	0	17	39
2014-08-21	$12.36	$0.00	27.8%	9.0%	28.5%	21.2%	0.0%	-4.7%	1.1%	-550	6.3K	-104	0.00	81.52	N/A	N/A	0	0	27	39
2014-08-22	$12.34	$0.00	28.3%	9.1%	28.5%	22.1%	0.0%	2.2%	0.2%	-574	6.6K	-102	0.00	81.87	N/A	N/A	0	0	27	39
2014-08-25	$12.39	$0.00	29.0%	9.1%	28.6%	23.3%	0.0%	-5.4%	-0.2%	-576	5.6K	-98	0.00	82.40	N/A	N/A	0	0	27	39
2014-08-26	$12.51	$0.00	27.7%	9.0%	28.8%	21.0%	0.0%	-6.4%	0.6%	-573	3.1K	-98	2.11	82.46	N/A	N/A	19	40	27	39
2014-08-27	$12.50	$0.00	27.4%	9.0%	27.8%	20.4%	0.0%	4.0%	1.2%	-1.5K	13.8K	-207	0.00	83.50	N/A	N/A	0	0	46	79
2014-08-28	$12.45	$0.00	25.9%	9.0%	26.9%	17.8%	0.0%	5.9%	2.2%	-1.6K	17.2K	-204	0.00	82.62	N/A	N/A	0	40	46	79
2014-08-29	$12.48	$0.00	26.5%	9.0%	26.8%	18.9%	0.0%	2.5%	1.1%	-3.6K	39.8K	-276	0.00	97.45	N/A	N/A	0	0	46	119