AGYS Options History — December 2014

In December 2014, AGYS traded between $11.50 and $12.67. ATM implied volatility averaged 29.8%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 5.3% (HV 20d: 24.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.71.

Notable Days

2014-12-18: Highest Volume — 136 contracts
2014-12-11: Largest IV drop — 37.6% change
2014-12-10: Highest IV Rank — 40.5%
2014-12-18: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.05	$11.50	$12.67	$11.88	$12.59
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	29.8%	24.5%	39.3%	32.2%	28.6%
Expected Move	8.9%	8.6%	9.5%	9.1%	8.6%
HV 20d	24.5%	22.4%	27.1%	22.4%	22.7%
HV 60d	25.4%	24.3%	26.2%	24.3%	25.9%
IV Rank	23.9%	14.5%	40.5%	28.1%	21.8%
IV Percentile	51.0%	25.4%	83.3%	61.1%	48.4%
Term Structure	0.9%	-6.4%	9.6%	-3.6%	1.4%
VWIV	31.6%	30.1%	33.1%	31.8%	33.1%
Skew 25d	0.4%	-12.7%	11.2%	2.1%	-8.5%
Skew 10d	-1.7%	-19.0%	7.8%	0.8%	-12.8%
Call IV 25d	33.5%	23.7%	41.6%	38.8%	37.1%
Put IV 25d	33.9%	28.2%	42.5%	40.9%	28.6%
Bid-Ask Spread %	102.76	97.00	107.44	101.24	104.85
Gamma HHI	0.87	0.73	0.99	0.78	0.97
Net GEX	3.6K	2.3K	5.7K	2.6K	5.7K
Net DEX	-64.3K	-91.1K	-40.6K	-57.1K	-90.3K
Net VEX	-242	-282	-214	-282	-214
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.68	0.73	0.73	0.68
Total Volume	109.182	0	136	133	0
Total OI	172.182	171	176	171	174

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2014-12-01	$11.88	$10.00	32.2%	9.1%	22.4%	28.1%	31.8%	2.1%	-3.6%	2.6K	-57.1K	-282	0.73	101.24	N/A	N/A	77	56	115	56
2014-12-02	$12.02	$10.00	26.1%	9.0%	22.6%	17.5%	31.2%	10.9%	-0.7%	3.1K	-60.8K	-272	0.73	99.20	N/A	N/A	77	56	115	56
2014-12-03	$12.29	$10.00	28.0%	8.9%	23.0%	20.8%	30.8%	4.6%	-1.0%	3.3K	-72.2K	-274	0.73	104.77	N/A	N/A	77	56	115	56
2014-12-04	$12.09	$10.00	26.8%	8.9%	24.1%	18.6%	0.0%	11.2%	1.6%	2.9K	-63.3K	-264	0.00	103.63	N/A	N/A	0	0	115	56
2014-12-05	$12.20	$10.00	28.8%	9.1%	24.2%	22.1%	31.7%	1.6%	3.0%	3.1K	-68.0K	-263	0.73	100.78	N/A	N/A	77	56	115	56
2014-12-08	$11.83	$10.00	39.1%	8.7%	27.1%	40.2%	31.0%	-2.9%	-1.8%	2.7K	-53.7K	-260	0.73	100.80	N/A	N/A	77	56	115	56
2014-12-09	$11.81	$10.00	33.2%	8.8%	26.4%	29.8%	30.1%	6.6%	7.4%	3.2K	-50.7K	-234	0.73	104.11	N/A	N/A	77	56	115	56
2014-12-10	$11.60	$10.00	39.3%	9.0%	25.3%	40.5%	31.9%	-2.8%	-1.6%	2.3K	-45.9K	-251	0.73	104.13	N/A	N/A	77	56	115	56
2014-12-11	$11.50	$10.00	24.5%	9.0%	24.5%	14.5%	31.8%	2.0%	5.0%	2.3K	-40.6K	-222	0.73	104.79	N/A	N/A	77	56	115	56
2014-12-12	$11.55	$10.00	32.1%	9.0%	24.6%	28.0%	31.9%	-5.4%	-6.4%	2.3K	-46.5K	-252	0.73	101.65	N/A	N/A	77	56	115	56
2014-12-15	$11.65	$10.00	29.2%	9.1%	24.9%	22.8%	32.4%	-1.3%	-1.4%	2.7K	-49.2K	-236	0.73	103.44	N/A	N/A	77	56	115	56
2014-12-16	$11.63	$10.00	31.1%	9.2%	24.9%	26.1%	32.4%	-7.1%	-3.7%	2.5K	-47.5K	-244	0.73	103.57	N/A	N/A	77	56	115	56
2014-12-17	$11.74	$10.00	30.6%	8.7%	25.0%	25.3%	30.9%	-0.8%	-3.2%	2.9K	-50.8K	-235	0.73	103.85	N/A	N/A	77	56	115	56
2014-12-18	$11.83	$10.00	26.9%	9.5%	23.5%	18.7%	33.1%	3.2%	4.8%	3.1K	-52.3K	-226	0.70	97.00	N/A	N/A	80	56	115	56
2014-12-19	$11.96	$10.00	25.8%	9.4%	23.6%	16.9%	0.0%	9.9%	9.6%	3.8K	-58.8K	-232	0.00	102.48	N/A	N/A	0	0	120	56
2014-12-22	$12.22	$0.00	29.5%	8.7%	24.7%	23.3%	0.0%	4.9%	0.5%	4.6K	-70.7K	-230	0.68	100.38	N/A	N/A	80	54	120	54
2014-12-23	$12.51	$0.00	27.7%	8.8%	25.9%	20.3%	0.0%	3.7%	2.8%	5.0K	-85.9K	-234	0.68	100.36	N/A	N/A	80	54	120	54
2014-12-24	$12.65	$0.00	29.6%	8.7%	25.7%	23.6%	0.0%	-5.4%	0.8%	4.9K	-91.1K	-231	0.68	102.98	N/A	N/A	80	54	120	54
2014-12-26	$12.67	$0.00	28.7%	8.7%	25.4%	22.0%	0.0%	-12.7%	1.8%	5.4K	-90.8K	-227	0.68	107.44	N/A	N/A	80	54	120	54
2014-12-29	$12.48	$0.00	29.5%	8.7%	26.1%	23.4%	0.0%	4.1%	0.7%	5.2K	-85.5K	-221	0.68	105.02	N/A	N/A	80	54	120	54
2014-12-30	$12.48	$0.00	28.2%	8.9%	22.9%	21.1%	0.0%	-8.0%	3.0%	5.5K	-83.9K	-218	0.00	104.28	N/A	N/A	0	0	120	54
2014-12-31	$12.59	$0.00	28.6%	8.6%	22.7%	21.8%	0.0%	-8.5%	1.4%	5.7K	-90.3K	-214	0.00	104.85	N/A	N/A	0	0	120	54