AGYS Options History — October 2014

In October 2014, AGYS traded between $10.41 and $11.68. ATM implied volatility averaged 42.8%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 18.8% (HV 20d: 24.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.86.

Notable Days

2014-10-09: Highest Volume — 197 contracts
2014-10-29: Largest IV spike — 77.8% change
2014-10-15: Highest IV Rank — 100.0%
2014-10-16: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.11	$10.41	$11.68	$11.62	$11.29
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	42.8%	25.0%	73.0%	26.0%	39.7%
Expected Move	9.6%	8.5%	10.5%	8.8%	9.2%
HV 20d	24.0%	15.0%	32.7%	15.0%	32.0%
HV 60d	22.6%	19.9%	25.4%	19.9%	22.4%
IV Rank	47.7%	15.4%	100.0%	17.8%	41.3%
IV Percentile	77.0%	23.8%	100.0%	27.8%	83.7%
Term Structure	-3.5%	-15.0%	8.5%	2.1%	-8.6%
VWIV	31.3%	30.3%	33.7%	30.3%	33.7%
Skew 25d	8.0%	1.6%	15.7%	7.8%	9.3%
Skew 10d	14.7%	5.8%	84.5%	10.8%	12.2%
Call IV 25d	34.0%	29.3%	43.4%	30.5%	43.4%
Put IV 25d	42.0%	37.6%	52.6%	38.3%	52.6%
Bid-Ask Spread %	87.33	83.67	95.36	84.14	95.36
Gamma HHI	0.58	0.50	0.84	0.79	0.50
Net GEX	-416	-1.9K	165	-1.7K	34
Net DEX	32.9K	-17.6K	94.7K	61.0K	-16.8K
Net VEX	-291	-320	-245	-292	-294
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.47	1.01	0.47	0.83
Total Volume	110.826	0	197	0	141
Total OI	188.478	139	267	214	141

Daily Data (23 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
2014-10-01	$11.62	$10.00	26.0%	8.8%	15.0%	17.8%	0.0%	7.8%	2.1%	-1.7K	61.0K	-292	0.00	84.14	N/A	N/A	0	0	103	111
2014-10-02	$11.68	$10.00	26.0%	8.6%	15.1%	18.0%	0.0%	9.5%	1.7%	-1.9K	60.5K	-297	0.00	84.68	N/A	N/A	0	0	103	111
2014-10-03	$11.46	$10.00	31.8%	8.6%	15.8%	28.5%	0.0%	6.0%	-2.7%	-1.2K	63.5K	-288	0.00	86.91	N/A	N/A	0	0	103	111
2014-10-06	$11.47	$10.00	31.8%	8.6%	15.9%	28.5%	0.0%	7.3%	-2.1%	-1.0K	65.9K	-274	0.00	87.10	N/A	N/A	0	0	103	111
2014-10-07	$11.24	$10.00	48.3%	9.7%	16.8%	58.8%	0.0%	5.2%	-1.4%	-378	71.4K	-254	0.00	83.95	N/A	N/A	0	0	103	111
2014-10-08	$11.50	$10.00	35.5%	8.5%	19.4%	35.4%	30.3%	7.1%	-3.0%	-1.1K	66.0K	-268	0.47	83.67	N/A	N/A	98	46	103	111
2014-10-09	$11.24	$10.00	50.9%	9.8%	20.3%	63.6%	31.3%	5.1%	8.5%	-279	72.4K	-245	1.01	84.30	N/A	N/A	98	99	103	111
2014-10-10	$11.12	$10.00	52.1%	10.0%	20.3%	65.7%	30.6%	2.3%	-1.5%	-917	90.5K	-320	1.01	85.11	N/A	N/A	98	99	103	164
2014-10-13	$11.01	$10.00	63.7%	10.1%	18.9%	87.0%	31.8%	2.2%	-0.3%	-563	93.9K	-315	1.01	87.91	N/A	N/A	98	99	103	164
2014-10-14	$11.02	$10.00	65.8%	10.1%	18.5%	90.9%	32.0%	1.6%	-3.2%	-479	94.7K	-310	1.01	87.26	N/A	N/A	98	99	103	164
2014-10-15	$11.02	$10.00	73.0%	10.1%	17.7%	100.0%	31.6%	1.6%	-3.0%	43	29.8K	-304	1.01	88.61	N/A	N/A	98	99	103	103
2014-10-16	$10.41	$10.00	44.5%	10.5%	25.1%	49.9%	0.0%	10.9%	-7.2%	-278	41.9K	-280	0.00	85.48	N/A	N/A	0	10	103	103
2014-10-17	$10.64	$10.00	41.4%	10.1%	27.2%	44.4%	0.0%	10.5%	-6.8%	-283	46.1K	-296	0.00	88.66	N/A	N/A	0	0	103	113
2014-10-20	$10.80	$10.00	42.2%	10.1%	28.0%	45.8%	31.7%	10.0%	-4.9%	-44	-3.7K	-298	0.83	87.48	N/A	N/A	77	64	75	64
2014-10-21	$10.96	$10.00	40.8%	10.0%	28.8%	43.2%	30.8%	9.7%	-4.2%	40	-8.1K	-298	0.83	88.56	N/A	N/A	77	64	77	64
2014-10-22	$10.70	$10.00	41.0%	10.2%	29.4%	43.7%	31.0%	8.0%	-5.8%	-34	-2.2K	-291	0.83	88.01	N/A	N/A	77	64	77	64
2014-10-23	$10.85	$10.00	40.8%	10.1%	30.1%	43.4%	31.0%	7.9%	-4.9%	17	-6.4K	-297	0.83	87.70	N/A	N/A	77	64	77	64
2014-10-24	$10.91	$10.00	41.7%	9.9%	30.3%	44.8%	30.7%	8.7%	-6.0%	33	-7.3K	-291	0.83	88.62	N/A	N/A	77	64	77	64
2014-10-27	$10.97	$10.00	49.0%	10.0%	30.5%	57.7%	31.2%	12.9%	-12.9%	44	-8.8K	-290	0.83	88.22	N/A	N/A	77	64	77	64
2014-10-28	$11.27	$10.00	26.5%	8.7%	32.1%	18.1%	30.7%	15.7%	1.4%	165	-17.6K	-298	0.83	87.52	N/A	N/A	77	64	77	64
2014-10-29	$11.12	$10.00	47.2%	9.9%	32.3%	54.5%	31.0%	11.6%	-15.0%	110	-13.5K	-291	0.83	88.35	N/A	N/A	77	64	77	64
2014-10-30	$11.27	$10.00	25.0%	8.7%	32.7%	15.4%	31.0%	13.1%	-0.2%	153	-17.0K	-291	0.83	91.01	N/A	N/A	77	64	77	64
2014-10-31	$11.29	$10.00	39.7%	9.2%	32.0%	41.3%	33.7%	9.3%	-8.6%	34	-16.8K	-294	0.83	95.36	N/A	N/A	77	64	77	64