AGYS Options History — January 2015

Name: AGYS Options Analytics - January 2015
Creator: Options Analysis Suite

In January 2015, AGYS traded between $10.42 and $12.44. ATM implied volatility averaged 32.1%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 8.3% (HV 20d: 23.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.39.

Notable Days

2015-01-02: Highest Volume — 134 contracts
2015-01-15: Largest IV spike — 46.3% change
2015-01-13: Highest IV Rank — 51.6%
2015-01-15: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.48	$10.42	$12.44	$12.44	$10.42
ATM IV	32.1%	26.3%	45.5%	29.6%	30.8%
Expected Move	8.9%	7.5%	11.0%	8.7%	8.8%
HV 20d	23.8%	18.4%	29.3%	22.0%	25.0%
HV 60d	24.7%	21.9%	25.6%	25.6%	24.8%
IV Rank	27.9%	17.8%	51.6%	23.5%	25.7%
IV Percentile	62.6%	34.1%	93.7%	54.4%	62.7%
Term Structure	2.7%	-5.4%	8.3%	0.8%	4.5%
Skew 25d	-0.8%	-7.8%	5.4%	5.4%	-7.8%
Skew 10d	3.6%	-5.2%	11.2%	7.8%	10.5%
Call IV 25d	33.8%	27.0%	41.6%	38.9%	41.6%
Put IV 25d	33.0%	29.8%	44.3%	44.3%	33.8%
Bid-Ask Spread %	107.35	100.84	110.80	103.89	110.40
Gamma HHI	0.91	0.82	0.97	0.97	0.82
Net GEX	4.0K	1.9K	7.3K	5.8K	1.9K
Net DEX	-52.6K	-93.1K	-23.7K	-81.8K	-23.7K
Net VEX	-200	-299	-136	-211	-136
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.00	0.74	0.68	0.00
Total Volume	60.95	0	134	134	62
Total OI	159.95	115	224	174	115

Daily Data (20 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
2015-01-02	$12.44	$0.00	29.6%	8.7%	22.0%	23.5%	0.0%	5.4%	0.8%	5.8K	-81.8K	-211	0.68	103.89	N/A	N/A	80	54	120	54
2015-01-05	$12.33	$0.00	30.1%	8.9%	21.4%	24.4%	0.0%	2.3%	3.8%	5.7K	-79.0K	-203	0.00	105.33	N/A	N/A	0	0	120	54
2015-01-06	$12.05	$0.00	30.5%	9.0%	22.7%	25.2%	0.0%	0.1%	2.9%	5.2K	-61.2K	-188	0.00	104.42	N/A	N/A	0	0	120	54
2015-01-07	$12.11	$0.00	32.5%	8.7%	19.8%	28.6%	0.0%	0.8%	4.5%	5.4K	-63.2K	-189	0.00	107.52	N/A	N/A	0	0	120	54
2015-01-08	$12.18	$0.00	29.6%	9.0%	19.8%	23.5%	0.0%	0.9%	2.9%	6.1K	-65.4K	-187	0.68	104.47	N/A	N/A	80	54	120	54
2015-01-09	$12.25	$0.00	31.8%	8.7%	18.5%	27.3%	0.0%	1.4%	1.9%	6.5K	-67.8K	-182	0.74	106.24	N/A	N/A	73	54	120	54
2015-01-12	$12.16	$0.00	41.7%	9.0%	18.4%	44.9%	0.0%	1.4%	3.2%	7.3K	-93.1K	-299	0.74	105.40	N/A	N/A	73	54	170	54
2015-01-13	$12.06	$0.00	45.5%	9.1%	18.8%	51.6%	0.0%	1.1%	3.9%	6.8K	-86.5K	-287	0.74	106.46	N/A	N/A	73	54	170	54
2015-01-14	$11.95	$0.00	26.3%	7.5%	19.0%	17.8%	0.0%	-2.8%	4.2%	6.2K	-78.5K	-278	0.74	100.84	N/A	N/A	73	54	170	54
2015-01-15	$11.26	$0.00	38.5%	11.0%	28.8%	39.2%	0.0%	-6.7%	-5.4%	2.8K	-51.3K	-227	0.74	104.80	N/A	N/A	73	54	170	54
2015-01-16	$11.36	$0.00	27.1%	7.8%	28.7%	19.2%	0.0%	4.6%	-4.0%	2.7K	-46.0K	-217	0.00	109.75	N/A	N/A	6	0	170	54
2015-01-20	$11.16	$0.00	29.8%	8.6%	29.1%	24.0%	0.0%	3.3%	8.3%	2.6K	-39.3K	-200	0.00	108.68	N/A	N/A	0	0	115	0
2015-01-21	$10.92	$0.00	29.6%	8.5%	29.3%	23.5%	0.0%	-1.5%	6.4%	2.3K	-33.3K	-181	0.00	109.30	N/A	N/A	0	0	115	0
2015-01-22	$10.91	$0.00	30.2%	8.7%	27.7%	24.6%	0.0%	-2.3%	6.0%	2.3K	-33.9K	-183	0.00	109.39	N/A	N/A	62	0	115	0
2015-01-23	$10.92	$0.00	30.6%	8.8%	25.6%	25.3%	0.0%	-1.6%	3.1%	2.5K	-33.1K	-176	0.00	109.60	N/A	N/A	62	0	115	0
2015-01-26	$10.98	$0.00	31.6%	9.1%	25.2%	27.1%	0.0%	0.1%	-3.0%	2.3K	-30.9K	-176	0.00	109.45	N/A	N/A	0	0	115	0
2015-01-27	$10.77	$0.00	32.1%	9.2%	25.3%	28.0%	0.0%	-5.2%	3.6%	2.2K	-30.6K	-166	0.00	110.33	N/A	N/A	0	0	115	0
2015-01-28	$10.75	$0.00	30.3%	8.7%	25.3%	24.9%	0.0%	-4.5%	3.7%	2.1K	-28.1K	-158	0.00	109.98	N/A	N/A	62	0	115	0
2015-01-29	$10.68	$0.00	33.2%	9.5%	25.1%	29.8%	0.0%	-4.8%	1.9%	2.0K	-25.4K	-154	0.00	110.80	N/A	N/A	62	0	115	0
2015-01-30	$10.42	$0.00	30.8%	8.8%	25.0%	25.7%	0.0%	-7.8%	4.5%	1.9K	-23.7K	-136	0.00	110.40	N/A	N/A	62	0	115	0