AGYS Options History — November 2014

In November 2014, AGYS traded between $11.27 and $12.28. ATM implied volatility averaged 28.3%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 3.8% (HV 20d: 24.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.65.

Notable Days

2014-11-11: Highest Volume — 159 contracts
2014-11-24: Largest IV spike — 28.5% change
2014-11-04: Highest IV Rank — 46.1%
2014-11-18: Largest Expected Move — 9.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.80	$11.27	$12.28	$11.39	$12.28
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	28.3%	18.9%	42.4%	39.1%	25.6%
Expected Move	8.6%	7.9%	9.1%	8.5%	8.9%
HV 20d	24.5%	18.1%	32.2%	32.2%	18.1%
HV 60d	22.8%	22.3%	23.5%	22.4%	23.4%
IV Rank	21.3%	4.7%	46.1%	40.2%	16.5%
IV Percentile	40.0%	7.1%	89.7%	81.0%	29.0%
Term Structure	0.5%	-14.4%	6.8%	-11.9%	6.1%
VWIV	29.8%	27.7%	31.7%	30.3%	28.5%
Skew 25d	11.5%	-6.2%	101.7%	12.4%	8.2%
Skew 10d	11.7%	-11.9%	130.7%	12.8%	5.7%
Call IV 25d	30.0%	22.4%	46.4%	44.3%	30.5%
Put IV 25d	41.5%	31.0%	124.2%	56.7%	38.7%
Bid-Ask Spread %	98.03	90.40	103.82	93.06	103.41
Gamma HHI	0.67	0.50	0.88	0.50	0.87
Net GEX	1.6K	172	3.1K	172	3.1K
Net DEX	-45.1K	-74.0K	-19.9K	-20.4K	-70.4K
Net VEX	-291	-323	-240	-278	-285
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.00	0.78	0.75	0.00
Total Volume	110.316	0	159	149	0
Total OI	166.789	141	181	141	171

Daily Data (19 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
2014-11-03	$11.39	$10.00	39.1%	8.5%	32.2%	40.2%	30.3%	12.4%	-11.9%	172	-20.4K	-278	0.75	93.06	N/A	N/A	85	64	77	64
2014-11-04	$11.27	$10.00	42.4%	8.5%	31.6%	46.1%	30.7%	-6.2%	-14.4%	373	-20.5K	-290	0.75	90.40	N/A	N/A	85	64	87	64
2014-11-05	$11.35	$10.00	32.9%	8.0%	30.6%	29.4%	28.9%	4.8%	-3.1%	533	-20.9K	-285	0.75	91.25	N/A	N/A	85	64	87	64
2014-11-06	$11.35	$10.00	33.9%	7.9%	29.4%	31.2%	28.2%	4.3%	-2.9%	672	-23.3K	-265	0.75	91.23	N/A	N/A	85	64	87	64
2014-11-07	$11.33	$10.00	33.0%	8.0%	29.1%	29.6%	28.6%	7.3%	-5.2%	593	-19.9K	-283	0.75	91.92	N/A	N/A	85	64	87	64
2014-11-10	$11.54	$10.00	35.0%	7.9%	29.5%	33.1%	28.2%	16.5%	4.9%	825	-27.8K	-259	0.75	91.13	N/A	N/A	85	64	87	64
2014-11-11	$11.86	$10.00	28.7%	7.9%	30.8%	22.0%	28.1%	17.2%	6.8%	578	-34.2K	-240	0.67	93.46	N/A	N/A	95	64	77	64
2014-11-12	$12.06	$10.00	28.8%	7.9%	31.1%	22.2%	27.7%	101.7%	2.9%	2.0K	-52.9K	-294	0.75	96.20	N/A	N/A	85	64	107	64
2014-11-13	$12.04	$10.00	25.5%	9.0%	21.2%	16.4%	31.1%	-0.9%	-1.8%	1.7K	-56.7K	-319	0.75	99.38	N/A	N/A	85	64	117	64
2014-11-14	$12.03	$10.00	21.9%	9.0%	20.7%	10.1%	0.0%	5.1%	3.8%	1.8K	-57.7K	-303	0.00	102.95	N/A	N/A	0	0	117	64
2014-11-17	$11.95	$10.00	27.4%	9.0%	20.9%	19.7%	30.8%	0.4%	-3.5%	1.8K	-53.6K	-296	0.75	102.75	N/A	N/A	85	64	117	64
2014-11-18	$12.02	$10.00	27.6%	9.1%	20.6%	20.1%	31.6%	0.5%	-0.1%	1.7K	-56.7K	-323	0.75	99.58	N/A	N/A	85	64	117	64
2014-11-19	$11.72	$10.00	23.1%	9.0%	20.8%	12.2%	0.0%	5.2%	4.8%	1.8K	-45.2K	-309	0.00	103.39	N/A	N/A	0	0	117	64
2014-11-20	$11.83	$10.00	24.2%	8.9%	20.6%	14.0%	31.1%	8.7%	4.8%	1.8K	-46.9K	-306	0.75	101.03	N/A	N/A	85	64	117	64
2014-11-21	$11.91	$10.00	18.9%	9.0%	20.6%	4.7%	31.7%	7.1%	5.4%	1.9K	-50.5K	-306	0.78	102.43	N/A	N/A	85	66	117	64
2014-11-24	$11.91	$10.00	24.3%	9.0%	20.6%	14.2%	0.0%	10.6%	3.5%	2.4K	-58.6K	-292	0.00	102.39	N/A	N/A	2	0	117	56
2014-11-25	$12.08	$10.00	23.4%	9.1%	19.2%	12.7%	31.3%	11.0%	5.9%	2.7K	-67.1K	-296	0.73	102.75	N/A	N/A	77	56	119	56
2014-11-26	$12.23	$10.00	22.3%	8.9%	18.4%	10.7%	28.5%	4.6%	4.2%	3.0K	-74.0K	-297	0.00	103.82	N/A	N/A	12	0	119	56
2014-11-28	$12.28	$10.00	25.6%	8.9%	18.1%	16.5%	0.0%	8.2%	6.1%	3.1K	-70.4K	-285	0.00	103.41	N/A	N/A	0	0	115	56