AGYS Options History — September 2014

In September 2014, AGYS traded between $11.73 and $12.55. ATM implied volatility averaged 25.9%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 9.1% (HV 20d: 16.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2014-09-19: Highest Volume — 57 contracts
2014-09-29: Largest IV drop — 14.7% change
2014-09-15: Highest IV Rank — 21.8%
2014-09-08: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.16	$11.73	$12.55	$12.55	$11.73
Max Pain	$12.14	$10.00	$12.50	$12.50	$10.00
ATM IV	25.9%	20.8%	28.1%	28.0%	22.2%
Expected Move	8.8%	8.3%	9.1%	9.0%	8.7%
HV 20d	16.8%	14.5%	27.0%	27.0%	14.8%
HV 60d	20.5%	19.9%	20.9%	20.2%	19.9%
IV Rank	17.8%	8.4%	21.8%	21.5%	11.0%
IV Percentile	24.5%	10.3%	33.7%	29.4%	13.9%
Term Structure	2.8%	-0.1%	8.0%	0.9%	4.8%
VWIV	32.1%	28.6%	35.6%	28.6%	35.6%
Skew 25d	6.8%	-9.4%	78.9%	3.6%	8.3%
Skew 10d	7.6%	-17.5%	121.8%	8.4%	13.0%
Call IV 25d	30.1%	21.0%	36.7%	36.1%	28.7%
Put IV 25d	36.9%	25.6%	109.5%	39.7%	37.1%
Bid-Ask Spread %	83.45	81.93	88.42	82.04	83.51
Gamma HHI	0.95	0.82	0.97	0.96	0.82
Net GEX	-3.7K	-4.5K	-2.1K	-3.6K	-2.1K
Net DEX	52.4K	34.2K	80.4K	34.2K	59.9K
Net VEX	-258	-346	-168	-264	-301
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	3.286	0	57	0	0
Total OI	177.905	165	214	165	214

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
2014-09-02	$12.55	$0.00	28.0%	9.0%	27.0%	21.5%	0.0%	3.6%	0.9%	-3.6K	34.2K	-264	82.04	N/A	N/A	0	46	119
2014-09-03	$12.50	$0.00	27.9%	9.0%	27.0%	21.4%	0.0%	4.5%	-0.1%	-3.7K	37.6K	-260	82.76	N/A	N/A	0	46	119
2014-09-04	$12.38	$0.00	25.6%	8.9%	26.6%	17.2%	0.0%	-9.4%	2.5%	-3.7K	47.5K	-255	81.97	N/A	N/A	0	46	119
2014-09-05	$12.45	$0.00	25.9%	8.9%	16.3%	17.7%	0.0%	3.0%	1.8%	-3.7K	40.5K	-253	81.99	N/A	N/A	0	46	119
2014-09-08	$12.40	$0.00	27.3%	9.1%	15.3%	20.3%	0.0%	0.3%	2.4%	-3.9K	44.6K	-242	82.22	N/A	N/A	0	46	119
2014-09-09	$12.40	$0.00	26.7%	8.9%	15.3%	19.2%	0.0%	78.9%	2.1%	-3.9K	47.9K	-237	81.93	N/A	N/A	0	46	119
2014-09-10	$12.43	$0.00	27.1%	8.9%	15.3%	19.9%	0.0%	1.7%	2.1%	-3.8K	44.0K	-235	82.69	N/A	N/A	0	46	119
2014-09-11	$12.47	$0.00	27.6%	9.1%	15.0%	20.8%	0.0%	2.0%	2.9%	-4.0K	41.7K	-231	82.17	N/A	N/A	0	46	119
2014-09-12	$12.47	$0.00	27.1%	9.0%	14.9%	20.0%	0.0%	2.0%	1.7%	-4.1K	39.9K	-227	82.41	N/A	N/A	0	46	119
2014-09-15	$12.15	$0.00	28.1%	9.0%	15.7%	21.8%	0.0%	1.5%	2.0%	-4.0K	65.0K	-200	82.60	N/A	N/A	0	46	119
2014-09-16	$11.95	$0.00	27.2%	9.0%	15.3%	20.1%	0.0%	1.0%	3.5%	-3.8K	80.4K	-176	83.52	N/A	N/A	0	46	119
2014-09-17	$12.08	$0.00	28.0%	8.7%	16.2%	21.5%	0.0%	0.2%	1.4%	-4.1K	71.4K	-183	82.99	N/A	N/A	0	46	119
2014-09-18	$12.17	$0.00	26.4%	8.8%	15.2%	18.7%	0.0%	-4.4%	2.8%	-4.5K	68.3K	-186	82.95	N/A	N/A	0	46	119
2014-09-19	$12.02	$0.00	25.6%	8.3%	14.5%	17.2%	28.6%	4.1%	3.4%	-4.4K	78.2K	-168	86.42	N/A	N/A	57	46	119
2014-09-22	$11.85	$12.50	27.2%	8.5%	15.2%	20.1%	0.0%	6.2%	1.9%	-3.1K	48.2K	-345	84.89	N/A	N/A	0	91	111
2014-09-23	$11.81	$12.50	24.3%	8.7%	15.0%	14.8%	0.0%	14.1%	8.0%	-2.8K	53.7K	-335	88.42	N/A	N/A	0	91	111
2014-09-24	$11.88	$12.50	23.3%	8.7%	14.7%	13.0%	0.0%	5.9%	2.7%	-3.6K	43.7K	-346	84.12	N/A	N/A	0	91	111
2014-09-25	$11.90	$12.50	23.9%	8.7%	14.7%	14.1%	0.0%	1.1%	3.5%	-3.5K	44.4K	-339	84.32	N/A	N/A	0	91	111
2014-09-26	$11.89	$12.50	24.4%	8.6%	14.7%	15.0%	0.0%	6.0%	1.4%	-3.5K	44.2K	-337	84.70	N/A	N/A	0	91	111
2014-09-29	$11.89	$12.50	20.8%	8.3%	14.6%	8.4%	35.6%	12.5%	7.8%	-3.5K	64.9K	-290	83.90	N/A	N/A	12	91	111
2014-09-30	$11.73	$10.00	22.2%	8.7%	14.8%	11.0%	0.0%	8.3%	4.8%	-2.1K	59.9K	-301	83.51	N/A	N/A	0	103	111