AGYS Options History — July 2015

In July 2015, AGYS traded between $8.06 and $9.68. ATM implied volatility averaged 37.5%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 5.2% (HV 20d: 32.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.01.

Notable Days

2015-07-29: Highest Volume — 146 contracts
2015-07-31: Largest IV spike — 54.2% change
2015-07-13: Highest IV Rank — 69.1%
2015-07-31: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.07	$8.06	$9.68	$9.19	$8.46
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	37.5%	25.6%	56.3%	34.9%	50.7%
Expected Move	8.9%	7.3%	14.5%	10.0%	14.5%
HV 20d	32.2%	20.9%	41.4%	33.9%	41.4%
HV 60d	37.6%	36.9%	39.7%	37.1%	39.7%
IV Rank	34.7%	12.4%	69.1%	32.9%	58.8%
IV Percentile	65.4%	12.3%	98.0%	74.2%	95.6%
Term Structure	-3.7%	-9.5%	3.8%	-5.5%	-5.6%
VWIV	72.5%	71.3%	73.6%	71.3%	73.6%
Skew 25d	3.8%	-13.0%	16.2%	14.4%	16.2%
Skew 10d	3.0%	-18.2%	31.5%	12.2%	31.5%
Call IV 25d	35.3%	28.6%	46.5%	38.7%	44.0%
Put IV 25d	39.1%	32.5%	60.2%	53.0%	60.2%
Bid-Ask Spread %	108.12	99.21	113.32	111.41	107.09
Gamma HHI	0.97	0.71	1.00	1.00	0.71
Net GEX	-27	-173	1	1	-130
Net DEX	333	-3	2.2K	-2	1.4K
Net VEX	-2	-14	0	0	-12
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.07	0.00	0.07
Total Volume	75.364	0	146	100	146
Total OI	65.455	0	110	100	110

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
2015-07-01	$9.19	$12.50	34.9%	10.0%	33.9%	32.9%	71.3%	14.4%	-5.5%	1	-2	0	0.00	111.41	N/A	N/A	100	0	100	0
2015-07-02	$9.19	$12.50	36.1%	10.3%	33.9%	34.9%	73.6%	14.8%	-6.4%	1	-2	0	0.00	110.87	N/A	N/A	100	0	100	0
2015-07-06	$9.16	$0.00	41.5%	8.1%	33.9%	44.6%	0.0%	1.4%	-1.9%	1	-1	0	0.00	106.48	N/A	N/A	100	0	100	0
2015-07-07	$9.13	$0.00	45.4%	8.1%	33.5%	49.0%	0.0%	0.5%	-2.2%	1	-2	0	0.00	106.19	N/A	N/A	100	0	100	0
2015-07-08	$9.17	$0.00	46.2%	8.2%	33.0%	50.3%	0.0%	-0.8%	-4.5%	1	-1	0	0.00	105.73	N/A	N/A	100	0	100	0
2015-07-09	$9.16	$0.00	51.5%	8.3%	32.3%	60.2%	0.0%	1.4%	-2.5%	1	-3	0	0.00	99.21	N/A	N/A	100	0	100	0
2015-07-10	$9.30	$0.00	49.5%	7.9%	32.5%	56.5%	0.0%	4.2%	-1.2%	1	-1	0	0.00	107.41	N/A	N/A	100	0	100	0
2015-07-13	$9.51	$0.00	56.3%	9.1%	33.1%	69.1%	0.0%	3.1%	-4.8%	0	0	0	0.00	105.88	N/A	N/A	100	0	100	0
2015-07-14	$9.68	$0.00	53.1%	8.4%	33.7%	63.3%	0.0%	4.8%	-3.7%	0	0	0	0.00	107.35	N/A	N/A	100	0	100	0
2015-07-15	$9.48	$0.00	27.1%	7.8%	34.6%	15.2%	0.0%	4.9%	-2.9%	0	0	0	0.00	101.82	N/A	N/A	100	0	100	0
2015-07-16	$9.51	$0.00	26.4%	7.6%	34.3%	13.7%	0.0%	5.7%	-1.9%	0	0	0	0.00	102.33	N/A	N/A	100	0	100	0
2015-07-17	$9.57	$0.00	25.6%	7.3%	34.0%	12.4%	0.0%	5.7%	-2.0%	0	0	0	0.00	108.73	N/A	N/A	100	0	100	0
2015-07-20	$9.46	$0.00	29.1%	8.4%	24.7%	18.9%	0.0%	5.3%	-4.5%	0	0	0	0.00	108.74	N/A	N/A	0	0	0	0
2015-07-21	$9.29	$0.00	30.7%	8.8%	25.3%	21.8%	0.0%	6.3%	-5.7%	0	0	0	0.00	107.66	N/A	N/A	0	0	0	0
2015-07-22	$9.15	$0.00	26.4%	7.6%	25.4%	13.9%	0.0%	10.1%	2.0%	0	0	0	0.00	111.33	N/A	N/A	0	0	0	0
2015-07-23	$9.15	$0.00	26.9%	7.7%	20.9%	14.8%	0.0%	10.5%	3.8%	0	0	0	0.00	111.72	N/A	N/A	0	0	0	0
2015-07-24	$9.07	$0.00	27.9%	8.0%	21.0%	16.5%	0.0%	8.1%	1.1%	0	0	0	0.00	111.46	N/A	N/A	0	0	0	0
2015-07-27	$8.29	$0.00	34.3%	9.8%	37.6%	28.4%	0.0%	-6.3%	-8.4%	0	0	0	0.00	110.97	N/A	N/A	0	10	0	0
2015-07-28	$8.32	$0.00	36.3%	10.4%	37.2%	32.0%	0.0%	-3.6%	-9.5%	-142	1.6K	-11	0.00	109.84	N/A	N/A	0	10	0	10
2015-07-29	$8.20	$0.00	35.4%	10.2%	36.4%	30.5%	0.0%	-9.9%	-9.0%	-158	2.1K	-12	0.07	113.06	N/A	N/A	136	10	0	10
2015-07-30	$8.06	$0.00	32.9%	9.4%	36.6%	25.8%	0.0%	-13.0%	-6.5%	-173	2.2K	-14	0.07	113.32	N/A	N/A	136	10	100	10
2015-07-31	$8.46	$0.00	50.7%	14.5%	41.4%	58.8%	0.0%	16.2%	-5.6%	-130	1.4K	-12	0.07	107.09	N/A	N/A	136	10	100	10