AGYS Options History — February 2015

In February 2015, AGYS traded between $9.60 and $10.73. ATM implied volatility averaged 30.1%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 1.8% (HV 20d: 31.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.28.

Notable Days

2015-02-11: Highest Volume — 88 contracts
2015-02-04: Largest IV spike — 27.1% change
2015-02-04: Highest IV Rank — 44.8%
2015-02-04: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.13	$9.60	$10.73	$10.38	$9.92
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	30.1%	26.6%	41.6%	30.7%	27.3%
Expected Move	8.6%	7.6%	11.9%	8.8%	7.8%
HV 20d	31.9%	25.1%	36.1%	25.1%	32.8%
HV 60d	27.5%	24.7%	28.2%	24.7%	27.6%
IV Rank	24.4%	18.3%	44.8%	25.5%	19.4%
IV Percentile	56.5%	35.3%	88.5%	62.3%	38.1%
Term Structure	0.7%	-6.0%	7.3%	6.6%	1.7%
VWIV	28.7%	23.8%	33.8%	33.8%	27.3%
Skew 25d	6.8%	-9.1%	37.2%	-5.2%	8.1%
Skew 10d	20.5%	-17.3%	95.3%	14.0%	10.7%
Call IV 25d	35.5%	26.8%	48.9%	41.5%	38.2%
Put IV 25d	42.4%	28.4%	70.7%	36.2%	46.3%
Bid-Ask Spread %	103.66	84.22	110.23	110.23	102.85
Gamma HHI	0.71	0.50	0.83	0.81	0.76
Net GEX	-294	-1.9K	2.0K	1.7K	-1.9K
Net DEX	8.4K	-25.1K	34.8K	-21.7K	28.0K
Net VEX	-125	-151	-95	-127	-121
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	0.38	0.00	0.38
Total Volume	68.632	0	88	0	88
Total OI	156.895	115	183	115	183

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
2015-02-02	$10.38	$0.00	30.7%	8.8%	25.1%	25.5%	0.0%	-5.2%	6.6%	1.7K	-21.7K	-127	0.00	110.23	N/A	N/A	0	0	115	0
2015-02-03	$10.70	$0.00	32.8%	9.4%	28.7%	29.1%	0.0%	-3.3%	5.1%	2.0K	-25.1K	-147	0.00	110.00	N/A	N/A	62	0	115	0
2015-02-04	$10.20	$0.00	41.6%	11.9%	31.7%	44.8%	0.0%	-7.1%	-6.0%	1.6K	-18.1K	-106	0.00	107.78	N/A	N/A	64	0	115	0
2015-02-05	$10.45	$10.00	31.4%	9.8%	33.5%	26.8%	33.8%	37.2%	1.5%	1.8K	-19.6K	-120	0.00	106.37	N/A	N/A	64	0	117	0
2015-02-06	$10.73	$10.00	31.8%	9.3%	35.3%	27.4%	29.2%	17.4%	6.1%	2.0K	-22.0K	-123	0.00	105.95	N/A	N/A	64	0	117	0
2015-02-09	$10.51	$10.00	32.0%	7.6%	35.4%	27.9%	28.9%	22.5%	7.3%	1.8K	-16.8K	-98	0.31	105.02	N/A	N/A	64	20	117	0
2015-02-10	$10.25	$10.00	28.9%	8.9%	35.9%	22.4%	31.1%	5.6%	-2.6%	581	-3.3K	-95	0.34	84.22	N/A	N/A	64	22	117	20
2015-02-11	$10.21	$10.00	29.2%	8.4%	35.9%	22.8%	29.3%	3.8%	0.4%	135	2.4K	-122	0.38	104.92	N/A	N/A	64	24	117	34
2015-02-12	$10.22	$10.00	28.4%	8.2%	36.1%	21.5%	28.4%	3.0%	-0.6%	-469	8.5K	-141	0.38	102.88	N/A	N/A	64	24	117	50
2015-02-13	$10.06	$10.00	29.1%	8.3%	30.7%	22.7%	29.1%	9.7%	-1.4%	-1.4K	21.6K	-151	0.38	99.42	N/A	N/A	64	24	117	66
2015-02-17	$9.95	$10.00	30.1%	8.6%	30.3%	24.5%	29.0%	7.4%	-1.1%	-1.3K	23.6K	-146	0.38	105.54	N/A	N/A	64	24	117	66
2015-02-18	$9.99	$10.00	28.4%	8.1%	30.2%	21.5%	28.3%	7.1%	-0.3%	-1.6K	24.2K	-139	0.38	104.93	N/A	N/A	64	24	117	66
2015-02-19	$9.93	$10.00	28.9%	8.3%	29.6%	22.3%	0.0%	9.4%	-0.3%	-1.6K	25.6K	-138	0.00	92.68	N/A	N/A	0	0	117	66
2015-02-20	$9.87	$10.00	29.2%	8.4%	29.6%	22.9%	0.0%	10.0%	-2.0%	-1.8K	27.9K	-127	0.00	105.21	N/A	N/A	0	0	117	66
2015-02-23	$9.60	$10.00	27.8%	8.0%	30.6%	20.3%	25.4%	10.5%	-1.5%	-1.7K	34.8K	-113	0.38	104.54	N/A	N/A	64	24	117	66
2015-02-24	$9.69	$10.00	26.6%	7.6%	30.8%	18.3%	23.8%	9.7%	-0.8%	-1.7K	31.4K	-117	0.38	105.25	N/A	N/A	64	24	117	66
2015-02-25	$9.94	$10.00	29.1%	8.3%	32.3%	22.7%	29.4%	-6.8%	0.4%	-1.9K	28.5K	-121	0.38	105.91	N/A	N/A	64	24	117	66
2015-02-26	$9.83	$10.00	28.5%	8.2%	32.4%	21.6%	28.4%	-9.1%	0.1%	-1.9K	29.7K	-119	0.38	105.86	N/A	N/A	64	24	117	66
2015-02-27	$9.92	$10.00	27.3%	7.8%	32.8%	19.4%	27.3%	8.1%	1.7%	-1.9K	28.0K	-121	0.38	102.85	N/A	N/A	64	24	117	66