AGYS Options History — August 2015

Name: AGYS Options Analytics - August 2015
Creator: Options Analysis Suite

In August 2015, AGYS traded between $8.23 and $10.25. ATM implied volatility averaged 29.8%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 44.1% (HV 20d: 73.8%). Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.06.

Notable Days

2015-08-12: Highest Volume — 176 contracts
2015-08-05: Largest IV drop — 37.1% change
2015-08-04: Highest IV Rank — 43.3%
2015-08-04: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.53	$8.23	$10.25	$8.23	$10.25
ATM IV	29.8%	21.1%	42.4%	39.5%	33.5%
Expected Move	8.1%	5.7%	12.1%	11.3%	9.6%
HV 20d	73.8%	42.3%	80.1%	42.3%	70.3%
HV 60d	50.1%	36.2%	52.4%	36.2%	51.5%
IV Rank	20.1%	4.0%	43.3%	38.0%	26.9%
IV Percentile	43.7%	0.8%	89.3%	82.9%	72.6%
Term Structure	-0.8%	-12.0%	7.9%	-10.1%	-0.2%
Skew 25d	11.5%	-13.4%	76.4%	-9.3%	-8.8%
Skew 10d	7.4%	-24.4%	104.4%	-13.5%	-13.1%
Call IV 25d	34.8%	19.0%	76.7%	49.9%	43.3%
Put IV 25d	46.2%	22.8%	124.3%	40.6%	34.5%
Bid-Ask Spread %	115.67	98.48	154.12	112.42	110.69
Gamma HHI	0.76	0.51	1.00	0.87	0.51
Net GEX	878	-166	2.0K	-165	2.0K
Net DEX	-14.0K	-34.7K	1.7K	1.7K	-34.7K
Net VEX	-77	-153	-7	-12	-147
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.07	0.07	0.06
Total Volume	145.143	0	176	0	176
Total OI	140	110	160	110	160

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
2015-08-03	$8.23	$0.00	39.5%	11.3%	42.3%	38.0%	0.0%	-9.3%	-10.1%	-165	1.7K	-12	0.00	112.42	N/A	N/A	0	0	100	10
2015-08-04	$8.25	$0.00	42.4%	12.1%	42.4%	43.3%	0.0%	-10.2%	-12.0%	-166	1.7K	-11	0.07	112.73	N/A	N/A	136	10	100	10
2015-08-05	$9.92	$0.00	26.6%	7.6%	79.5%	14.3%	0.0%	-13.4%	-4.3%	270	-1.0K	-11	0.07	116.33	N/A	N/A	136	10	100	10
2015-08-06	$10.00	$0.00	23.2%	6.3%	79.5%	7.9%	0.0%	-2.3%	0.8%	333	-1.3K	-16	0.07	154.12	N/A	N/A	136	10	100	10
2015-08-07	$9.74	$0.00	26.7%	6.3%	80.1%	14.4%	0.0%	76.4%	-0.5%	165	-571	-7	0.07	110.97	N/A	N/A	136	10	100	10
2015-08-10	$9.75	$0.00	34.9%	6.9%	79.8%	29.5%	0.0%	5.3%	-2.5%	167	-582	-7	0.07	111.17	N/A	N/A	146	10	100	10
2015-08-11	$9.60	$0.00	32.4%	5.7%	79.7%	25.0%	0.0%	19.7%	5.3%	455	-3.5K	-18	0.00	113.47	N/A	N/A	20	0	110	10
2015-08-12	$9.60	$0.00	21.1%	6.0%	79.4%	4.0%	0.0%	19.8%	5.7%	929	-11.5K	-67	0.06	113.95	N/A	N/A	166	10	130	10
2015-08-13	$9.41	$0.00	28.9%	8.3%	79.7%	18.5%	0.0%	4.5%	-6.5%	804	-10.0K	-65	0.06	105.15	N/A	N/A	166	10	130	10
2015-08-14	$9.41	$0.00	29.0%	8.3%	79.7%	18.6%	0.0%	47.6%	-4.3%	713	-10.3K	-64	0.06	149.44	N/A	N/A	166	10	130	10
2015-08-17	$9.44	$0.00	25.4%	7.3%	79.6%	12.0%	0.0%	13.1%	3.4%	899	-13.4K	-79	0.06	113.61	N/A	N/A	166	10	130	10
2015-08-18	$9.54	$0.00	24.0%	6.9%	79.4%	9.3%	0.0%	14.2%	-1.7%	1.2K	-21.4K	-113	0.06	113.36	N/A	N/A	166	10	150	10
2015-08-19	$9.43	$0.00	27.4%	7.8%	79.3%	15.6%	0.0%	10.9%	-3.0%	1.1K	-21.3K	-115	0.00	113.36	N/A	N/A	0	0	150	10
2015-08-20	$9.56	$0.00	26.1%	7.5%	79.4%	13.2%	0.0%	14.4%	7.9%	1.3K	-23.5K	-131	0.06	114.19	N/A	N/A	166	10	150	10
2015-08-21	$9.71	$0.00	27.1%	7.8%	79.4%	15.0%	0.0%	9.5%	2.9%	1.4K	-24.5K	-129	0.06	115.12	N/A	N/A	166	10	150	10
2015-08-24	$9.42	$0.00	29.9%	8.6%	72.7%	20.4%	0.0%	17.6%	-5.6%	1.2K	-19.0K	-116	0.06	112.65	N/A	N/A	166	10	150	10
2015-08-25	$9.42	$0.00	31.9%	9.1%	72.7%	24.0%	0.0%	15.5%	-0.2%	1.2K	-20.8K	-121	0.06	112.24	N/A	N/A	166	10	150	10
2015-08-26	$9.52	$0.00	30.4%	8.7%	72.3%	21.3%	0.0%	8.1%	1.3%	1.3K	-22.9K	-124	0.06	98.48	N/A	N/A	166	10	150	10
2015-08-27	$9.75	$0.00	31.8%	9.1%	71.9%	23.9%	0.0%	15.6%	6.6%	1.4K	-23.1K	-121	0.06	112.60	N/A	N/A	166	10	150	10
2015-08-28	$10.19	$0.00	33.3%	9.5%	71.6%	26.6%	0.0%	-7.6%	0.7%	2.0K	-33.8K	-153	0.06	113.06	N/A	N/A	166	10	150	10
2015-08-31	$10.25	$0.00	33.5%	9.6%	70.3%	26.9%	0.0%	-8.8%	-0.2%	2.0K	-34.7K	-147	0.06	110.69	N/A	N/A	166	10	150	10