AGYS Options History — June 2015

In June 2015, AGYS traded between $9.03 and $9.94. ATM implied volatility averaged 31.2%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 3.7% (HV 20d: 34.9%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.27.

Notable Days

2015-06-01: Highest Volume — 175 contracts
2015-06-10: Largest IV drop — 34.7% change
2015-06-09: Highest IV Rank — 50.3%
2015-06-29: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.30	$9.03	$9.94	$9.09	$9.20
Max Pain	$12.16	$10.00	$12.50	$10.00	$12.50
ATM IV	31.2%	24.3%	44.8%	35.0%	35.8%
Expected Move	8.4%	7.0%	10.3%	10.0%	10.3%
HV 20d	34.9%	27.0%	46.1%	46.1%	33.9%
HV 60d	35.0%	33.4%	37.1%	34.8%	37.1%
IV Rank	26.4%	14.2%	50.3%	33.0%	34.4%
IV Percentile	50.4%	10.3%	93.7%	77.8%	77.0%
Term Structure	-0.4%	-10.6%	6.3%	-9.6%	-3.1%
VWIV	49.9%	34.7%	70.0%	36.1%	69.0%
Skew 25d	10.2%	-9.9%	18.5%	15.4%	16.4%
Skew 10d	6.2%	-17.7%	16.5%	12.7%	9.9%
Call IV 25d	31.7%	23.9%	39.6%	35.1%	36.2%
Put IV 25d	42.0%	24.3%	52.9%	50.6%	52.6%
Bid-Ask Spread %	110.27	106.91	112.05	111.60	110.89
Gamma HHI	0.99	0.91	1.00	1.00	1.00
Net GEX	1.2K	1	2.6K	1.9K	2
Net DEX	13.6K	-66	40.4K	19.7K	-4
Net VEX	-32	-74	0	-74	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	0.40	0.40	0.00
Total Volume	143.182	0	175	175	100
Total OI	212.591	100	269	269	100

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
2015-06-01	$9.09	$10.00	35.0%	10.0%	46.1%	33.0%	36.1%	15.4%	-9.6%	1.9K	19.7K	-74	0.40	111.60	N/A	N/A	125	50	225	44
2015-06-02	$9.12	$10.00	34.6%	9.9%	46.1%	32.4%	0.0%	16.5%	-10.0%	2.0K	19.7K	-72	0.00	111.72	N/A	N/A	0	0	225	44
2015-06-03	$9.14	$10.00	34.2%	9.8%	45.0%	31.6%	34.7%	16.3%	-10.6%	2.0K	20.9K	-70	0.40	111.73	N/A	N/A	125	50	225	44
2015-06-04	$9.13	$12.50	37.0%	8.6%	44.5%	36.6%	43.7%	1.2%	-3.1%	2.1K	18.6K	-71	0.40	106.91	N/A	N/A	125	50	225	44
2015-06-05	$9.11	$12.50	38.0%	8.7%	32.9%	38.4%	44.1%	1.4%	-2.8%	2.0K	20.5K	-69	0.40	106.91	N/A	N/A	125	50	225	44
2015-06-08	$9.25	$12.50	40.8%	8.5%	33.4%	43.4%	44.4%	4.3%	-2.4%	2.5K	15.6K	-67	0.40	107.55	N/A	N/A	125	50	225	44
2015-06-09	$9.10	$12.50	44.8%	7.3%	31.3%	50.3%	47.3%	9.0%	5.8%	1.9K	21.4K	-49	0.40	110.94	N/A	N/A	125	50	225	44
2015-06-10	$9.27	$12.50	29.3%	8.4%	32.3%	23.0%	45.3%	4.5%	-2.7%	2.5K	17.1K	-61	0.40	107.20	N/A	N/A	125	50	225	44
2015-06-11	$9.17	$12.50	24.3%	7.0%	32.0%	14.2%	47.8%	9.8%	5.5%	2.1K	22.1K	-44	0.40	110.70	N/A	N/A	125	50	225	44
2015-06-12	$9.29	$12.50	24.4%	7.0%	30.5%	14.5%	47.0%	13.5%	6.3%	2.5K	18.1K	-52	0.40	111.35	N/A	N/A	125	50	225	44
2015-06-15	$9.30	$12.50	25.6%	7.3%	29.7%	16.6%	49.0%	14.5%	5.7%	2.6K	17.6K	-39	0.40	110.86	N/A	N/A	125	50	225	44
2015-06-16	$9.29	$12.50	24.7%	7.1%	29.6%	15.0%	49.9%	15.8%	4.9%	2.5K	18.4K	-31	0.40	111.11	N/A	N/A	125	50	225	44
2015-06-17	$9.18	$12.50	26.7%	7.7%	27.0%	18.5%	52.2%	13.6%	3.3%	2	40.4K	0	0.40	110.84	N/A	N/A	125	50	225	44
2015-06-18	$9.32	$12.50	24.5%	7.0%	27.7%	14.6%	51.2%	16.3%	4.4%	1	14.0K	0	0.40	111.16	N/A	N/A	125	50	225	15
2015-06-19	$9.94	$12.50	29.3%	8.4%	35.6%	23.1%	43.7%	5.9%	-3.0%	81	14.7K	-2	0.40	112.05	N/A	N/A	125	50	225	15
2015-06-22	$9.88	$12.50	24.4%	7.0%	35.1%	14.4%	47.3%	-9.9%	4.9%	5	-8	0	0.00	111.24	N/A	N/A	100	0	100	0
2015-06-23	$9.75	$12.50	25.1%	7.2%	35.5%	15.6%	49.7%	9.2%	2.8%	6	-11	0	0.00	109.71	N/A	N/A	100	0	100	0
2015-06-24	$9.35	$12.50	32.7%	9.4%	36.9%	29.0%	54.8%	9.7%	-4.2%	26	-66	-1	0.00	107.56	N/A	N/A	100	0	100	0
2015-06-25	$9.37	$12.50	28.6%	8.2%	36.9%	21.8%	58.1%	18.5%	3.4%	1	-2	0	0.00	111.78	N/A	N/A	100	0	100	0
2015-06-26	$9.22	$12.50	30.8%	8.8%	32.5%	25.7%	61.8%	13.8%	-0.9%	1	-3	0	0.00	111.50	N/A	N/A	100	0	100	0
2015-06-29	$9.03	$12.50	35.9%	10.3%	33.2%	34.7%	70.0%	9.5%	-2.1%	2	-4	0	0.00	110.59	N/A	N/A	100	0	100	0
2015-06-30	$9.20	$12.50	35.8%	10.3%	33.9%	34.4%	69.0%	16.4%	-3.1%	2	-4	0	0.00	110.89	N/A	N/A	100	0	100	0