AGYS Options History — April 2015

In April 2015, AGYS traded between $9.42 and $10.31. ATM implied volatility averaged 32.2%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 11.7% (HV 20d: 20.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.10.

Notable Days

2015-04-23: Highest Volume — 100 contracts
2015-04-08: Largest IV spike — 23.5% change
2015-04-30: Highest IV Rank — 43.4%
2015-04-30: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.99	$9.42	$10.31	$9.85	$9.42
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	32.2%	24.5%	40.9%	26.7%	40.9%
Expected Move	9.5%	7.7%	11.7%	7.7%	11.7%
HV 20d	20.5%	15.3%	29.9%	24.0%	29.9%
HV 60d	27.4%	26.2%	28.9%	28.8%	28.9%
IV Rank	28.1%	14.5%	43.4%	18.5%	43.4%
IV Percentile	65.3%	18.3%	87.7%	31.0%	87.7%
Term Structure	-2.7%	-11.3%	5.5%	5.5%	-11.3%
VWIV	26.7%	26.7%	26.7%	26.7%	26.7%
Skew 25d	11.9%	-12.2%	83.1%	-12.2%	11.0%
Skew 10d	20.6%	-25.0%	125.5%	-25.0%	4.1%
Call IV 25d	38.4%	30.4%	47.5%	38.7%	46.6%
Put IV 25d	50.3%	26.5%	121.3%	26.5%	57.5%
Bid-Ask Spread %	101.63	66.43	109.35	107.72	107.93
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-2.7K	-7.6K	1.2K	-4.1K	317
Net DEX	16.7K	-9.2K	67.3K	37.9K	-1.7K
Net VEX	-35	-78	0	-60	-18
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.16	0.16	0.00
Total Volume	66.286	0	100	72	100
Total OI	128.381	0	183	183	100

Daily Data (21 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
2015-04-01	$9.85	$10.00	26.7%	7.7%	24.0%	18.5%	26.7%	-12.2%	5.5%	-4.1K	37.9K	-60	0.16	107.72	N/A	N/A	62	10	115	68
2015-04-02	$9.75	$0.00	26.7%	9.0%	24.5%	18.4%	0.0%	-0.1%	-1.8%	-3.8K	38.1K	-57	0.16	95.42	N/A	N/A	62	10	115	68
2015-04-06	$9.89	$0.00	24.5%	9.3%	24.8%	14.5%	0.0%	4.6%	-4.0%	-5.1K	33.5K	-52	0.16	102.96	N/A	N/A	62	10	115	68
2015-04-07	$9.95	$0.00	26.3%	9.5%	24.8%	17.7%	0.0%	4.1%	-4.4%	-5.5K	32.7K	-50	0.16	84.35	N/A	N/A	62	10	115	68
2015-04-08	$10.00	$0.00	32.5%	9.3%	21.6%	28.6%	0.0%	6.7%	-4.3%	-5.9K	28.5K	-48	0.00	102.25	N/A	N/A	0	0	115	68
2015-04-09	$10.10	$0.00	31.6%	9.1%	21.4%	27.0%	0.0%	6.6%	-1.7%	-5.4K	24.1K	-44	0.16	105.32	N/A	N/A	62	10	115	68
2015-04-10	$10.12	$0.00	32.0%	9.2%	19.9%	27.8%	0.0%	60.5%	-2.1%	-5.5K	23.6K	-41	0.16	105.16	N/A	N/A	62	10	115	68
2015-04-13	$10.10	$0.00	32.3%	9.3%	20.0%	28.3%	0.0%	6.6%	-3.7%	-6.3K	21.6K	-31	0.16	104.69	N/A	N/A	62	10	115	68
2015-04-14	$9.98	$0.00	31.1%	8.9%	20.1%	26.2%	0.0%	5.4%	-1.3%	-7.6K	31.4K	-27	0.16	106.98	N/A	N/A	62	10	115	68
2015-04-15	$10.12	$0.00	32.9%	9.4%	19.6%	29.4%	0.0%	6.4%	-3.2%	-4.7K	22.4K	-22	0.16	106.88	N/A	N/A	62	10	115	68
2015-04-16	$10.09	$0.00	31.9%	9.2%	18.7%	27.6%	0.0%	56.6%	-2.8%	-7.5K	21.0K	-16	0.16	66.43	N/A	N/A	62	10	115	68
2015-04-17	$9.89	$0.00	32.6%	9.3%	20.3%	28.8%	0.0%	83.1%	-2.4%	0	67.3K	0	0.16	107.36	N/A	N/A	62	10	115	68
2015-04-20	$10.05	$0.00	33.1%	9.5%	18.3%	29.6%	0.0%	5.2%	-0.7%	0	0	0	0.00	106.63	N/A	N/A	0	0	0	0
2015-04-21	$10.00	$0.00	34.2%	9.8%	18.4%	31.7%	0.0%	6.0%	-3.8%	0	0	0	0.00	90.84	N/A	N/A	0	0	0	0
2015-04-22	$9.97	$0.00	32.4%	9.3%	18.1%	28.4%	0.0%	4.1%	-1.7%	0	0	0	0.00	92.03	N/A	N/A	0	0	0	0
2015-04-23	$10.02	$0.00	34.4%	9.9%	17.8%	32.0%	0.0%	6.1%	-2.7%	0	0	0	0.00	107.81	N/A	N/A	100	0	0	0
2015-04-24	$10.08	$0.00	34.9%	10.0%	16.6%	32.9%	0.0%	-7.5%	-3.2%	1.0K	-7.5K	-66	0.00	108.16	N/A	N/A	100	0	100	0
2015-04-27	$10.07	$0.00	34.9%	10.0%	15.3%	32.9%	0.0%	5.9%	-3.9%	948	-6.7K	-64	0.00	107.09	N/A	N/A	100	0	100	0
2015-04-28	$10.31	$0.00	32.3%	9.2%	16.4%	28.2%	0.0%	1.2%	2.4%	1.2K	-9.2K	-78	0.00	109.35	N/A	N/A	100	0	100	0
2015-04-29	$10.03	$0.00	37.3%	10.7%	19.5%	37.1%	0.0%	-10.2%	-5.5%	852	-5.8K	-52	0.00	108.92	N/A	N/A	100	0	100	0
2015-04-30	$9.42	$0.00	40.9%	11.7%	29.9%	43.4%	0.0%	11.0%	-11.3%	317	-1.7K	-18	0.00	107.93	N/A	N/A	100	0	100	0