AGYS Options History — May 2015

In May 2015, AGYS traded between $8.75 and $10.16. ATM implied volatility averaged 38.2%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 6.2% (HV 20d: 44.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.08.

Notable Days

2015-05-07: Highest Volume — 200 contracts
2015-05-13: Largest IV drop — 48.0% change
2015-05-06: Highest IV Rank — 94.0%
2015-05-01: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.54	$8.75	$10.16	$9.12	$9.15
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	38.2%	26.4%	69.6%	40.2%	29.9%
Expected Move	9.1%	7.6%	11.5%	11.5%	8.6%
HV 20d	44.4%	31.1%	50.1%	31.6%	47.5%
HV 60d	32.1%	27.2%	34.8%	28.0%	34.8%
IV Rank	38.7%	17.9%	94.0%	42.3%	24.2%
IV Percentile	71.7%	27.0%	99.2%	86.5%	54.0%
Term Structure	-2.9%	-7.1%	7.3%	-6.3%	7.3%
VWIV	31.6%	25.8%	37.9%	37.9%	30.5%
Skew 25d	15.8%	-10.4%	84.8%	14.6%	14.8%
Skew 10d	20.6%	-19.4%	120.4%	12.0%	13.5%
Call IV 25d	34.9%	26.2%	42.4%	42.4%	31.6%
Put IV 25d	50.7%	27.5%	120.4%	57.0%	46.4%
Bid-Ask Spread %	108.71	100.22	144.61	111.92	111.73
Gamma HHI	0.89	0.72	1.00	1.00	0.82
Net GEX	3.5K	150	6.2K	150	2.1K
Net DEX	-31.0K	-80.9K	23.7K	-718	23.7K
Net VEX	-111	-186	-8	-9	-94
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.40	0.00	0.40
Total Volume	108.75	0	200	100	175
Total OI	192.5	100	275	100	275

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
2015-05-01	$9.12	$0.00	40.2%	11.5%	31.6%	42.3%	0.0%	14.6%	-6.3%	150	-718	-9	0.00	111.92	N/A	N/A	100	0	100	0
2015-05-04	$9.15	$0.00	43.6%	8.3%	31.1%	48.3%	0.0%	-0.2%	-3.3%	155	-708	-8	0.00	106.28	N/A	N/A	0	0	100	0
2015-05-05	$8.90	$0.00	52.9%	9.5%	31.9%	64.6%	0.0%	-4.8%	-7.1%	212	-1.3K	-15	0.00	106.11	N/A	N/A	100	0	100	0
2015-05-06	$8.75	$0.00	69.6%	9.4%	31.9%	94.0%	0.0%	3.1%	-4.9%	174	-1.0K	-11	0.00	110.88	N/A	N/A	100	0	100	0
2015-05-07	$9.50	$0.00	39.7%	10.8%	44.7%	41.3%	37.9%	1.1%	-4.4%	578	-3.9K	-40	0.00	101.06	N/A	N/A	200	0	100	0
2015-05-08	$9.54	$10.00	37.9%	8.7%	44.7%	38.2%	0.0%	3.6%	-0.4%	3.8K	-35.4K	-144	0.00	105.13	N/A	N/A	0	0	200	0
2015-05-11	$9.85	$10.00	48.7%	9.0%	46.4%	57.1%	0.0%	71.0%	-1.4%	4.4K	-47.9K	-160	0.00	104.08	N/A	N/A	0	0	200	0
2015-05-12	$9.86	$10.00	62.1%	9.3%	46.2%	80.8%	32.4%	72.3%	-2.2%	4.4K	-47.7K	-160	0.00	105.43	N/A	N/A	200	0	200	0
2015-05-13	$9.70	$10.00	32.3%	9.3%	46.2%	28.3%	32.4%	6.2%	-3.2%	4.1K	-41.2K	-144	0.00	104.12	N/A	N/A	200	0	200	0
2015-05-14	$9.98	$10.00	36.9%	10.6%	47.5%	36.5%	36.9%	6.8%	-7.0%	4.2K	-55.4K	-160	0.00	100.22	N/A	N/A	125	0	200	0
2015-05-15	$10.14	$10.00	31.7%	9.1%	47.2%	27.3%	31.7%	6.4%	-3.4%	5.8K	-77.2K	-186	0.00	107.10	N/A	N/A	125	0	225	0
2015-05-18	$10.16	$10.00	30.5%	8.7%	46.9%	25.1%	0.0%	4.3%	-1.9%	6.2K	-80.9K	-181	0.00	108.26	N/A	N/A	0	0	225	0
2015-05-19	$9.78	$10.00	30.2%	8.7%	48.9%	24.6%	0.0%	84.8%	-1.1%	5.8K	-52.5K	-156	0.00	107.04	N/A	N/A	0	0	225	0
2015-05-20	$9.71	$10.00	29.6%	8.5%	48.9%	23.6%	30.3%	8.5%	-2.1%	5.7K	-48.3K	-144	0.00	106.78	N/A	N/A	125	0	225	0
2015-05-21	$9.53	$10.00	29.4%	8.4%	49.2%	23.1%	31.4%	8.7%	-1.4%	5.0K	-39.3K	-131	0.00	108.41	N/A	N/A	125	0	225	0
2015-05-22	$9.38	$10.00	32.5%	9.3%	49.3%	28.6%	34.2%	6.8%	-6.6%	4.2K	-32.8K	-114	0.00	107.92	N/A	N/A	125	0	225	0
2015-05-26	$9.35	$10.00	30.0%	8.6%	49.3%	24.3%	25.8%	6.0%	1.4%	4.3K	-25.1K	-90	0.00	144.61	N/A	N/A	125	0	225	0
2015-05-27	$9.66	$10.00	30.0%	8.6%	50.1%	24.4%	29.2%	-10.4%	-4.9%	5.5K	-41.4K	-115	0.40	108.20	N/A	N/A	125	50	225	0
2015-05-28	$9.63	$10.00	26.4%	7.6%	49.3%	17.9%	26.0%	11.6%	-5.3%	4.0K	-10.4K	-155	0.40	108.89	N/A	N/A	125	50	225	50
2015-05-29	$9.15	$10.00	29.9%	8.6%	47.5%	24.2%	30.5%	14.8%	7.3%	2.1K	23.7K	-94	0.40	111.73	N/A	N/A	125	50	225	50