AGYS Options History — November 2015

In November 2015, AGYS traded between $10.61 and $12.35. ATM implied volatility averaged 30.7%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 7.5% (HV 20d: 38.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.16.

Notable Days

2015-11-02: Highest Volume — 116 contracts
2015-11-18: Largest IV spike — 20.8% change
2015-11-30: Highest IV Rank — 29.9%
2015-11-30: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.29	$10.61	$12.35	$11.43	$11.10
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	30.7%	25.7%	36.9%	33.0%	36.9%
Expected Move	8.4%	6.2%	10.6%	9.5%	10.6%
HV 20d	38.2%	27.0%	42.5%	27.2%	40.4%
HV 60d	37.4%	33.8%	39.1%	33.8%	37.7%
IV Rank	20.7%	12.2%	29.9%	25.5%	29.9%
IV Percentile	49.7%	12.7%	82.1%	67.9%	82.1%
Term Structure	-1.4%	-9.2%	5.6%	-9.1%	-9.2%
VWIV	32.4%	30.4%	33.6%	33.6%	30.4%
Skew 25d	2.4%	-4.4%	14.9%	6.1%	0.5%
Skew 10d	6.4%	-6.8%	100.2%	3.2%	-0.3%
Call IV 25d	31.4%	21.6%	38.3%	34.7%	38.3%
Put IV 25d	33.8%	26.1%	50.8%	40.8%	38.7%
Bid-Ask Spread %	108.25	75.97	112.56	110.41	110.40
Gamma HHI	0.64	0.50	0.86	0.68	0.58
Net GEX	3.8K	2.7K	5.6K	3.7K	3.2K
Net DEX	-59.4K	-107.8K	-33.3K	-57.8K	-45.5K
Net VEX	-213	-329	-148	-207	-152
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.10	0.23	0.10	0.23
Total Volume	58.9	0	116	116	0
Total OI	176.7	160	187	160	162

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
2015-11-02	$11.43	$12.50	33.0%	9.5%	27.2%	25.5%	33.6%	6.1%	-9.1%	3.7K	-57.8K	-207	0.10	110.41	N/A	N/A	105	11	149	11
2015-11-03	$11.51	$12.50	33.3%	9.5%	27.0%	26.1%	33.2%	8.3%	-1.3%	3.7K	-65.2K	-236	0.10	110.48	N/A	N/A	105	11	149	11
2015-11-04	$12.35	$12.50	29.0%	8.3%	34.3%	18.2%	30.4%	4.7%	-2.7%	4.8K	-107.8K	-268	0.15	112.56	N/A	N/A	72	11	149	11
2015-11-05	$12.06	$0.00	30.2%	7.6%	35.6%	20.4%	0.0%	1.7%	1.6%	5.5K	-103.3K	-329	0.15	107.24	N/A	N/A	72	11	176	11
2015-11-06	$11.96	$0.00	29.3%	6.8%	35.5%	18.7%	0.0%	5.3%	5.2%	5.6K	-96.4K	-316	0.00	110.75	N/A	N/A	0	0	176	11
2015-11-09	$11.84	$0.00	31.8%	6.3%	35.5%	23.3%	0.0%	6.4%	3.5%	5.4K	-90.1K	-299	0.00	110.54	N/A	N/A	0	0	176	11
2015-11-10	$11.85	$0.00	33.5%	6.2%	35.5%	26.4%	0.0%	8.4%	5.6%	5.5K	-89.1K	-292	0.15	111.08	N/A	N/A	72	11	176	11
2015-11-11	$11.76	$0.00	31.7%	9.1%	35.4%	23.1%	0.0%	7.5%	5.0%	4.9K	-86.9K	-279	0.15	75.97	N/A	N/A	72	11	176	11
2015-11-12	$11.13	$0.00	26.9%	7.7%	40.8%	14.5%	0.0%	0.4%	-1.5%	3.6K	-49.9K	-203	0.15	109.57	N/A	N/A	72	11	176	11
2015-11-13	$10.75	$0.00	25.7%	7.4%	42.4%	12.2%	0.0%	-4.3%	-1.8%	2.9K	-35.5K	-163	0.15	110.25	N/A	N/A	72	11	176	11
2015-11-16	$10.89	$0.00	27.8%	8.0%	42.5%	16.0%	0.0%	-1.9%	-2.2%	3.1K	-40.5K	-177	0.00	110.32	N/A	N/A	0	0	176	11
2015-11-17	$10.76	$0.00	27.2%	7.8%	42.5%	15.1%	0.0%	-4.4%	-2.6%	2.8K	-35.4K	-157	0.15	110.48	N/A	N/A	72	11	176	11
2015-11-18	$10.61	$0.00	32.9%	9.4%	42.2%	25.3%	0.0%	14.9%	-3.4%	2.7K	-33.3K	-174	0.15	106.45	N/A	N/A	72	11	176	11
2015-11-19	$10.75	$0.00	32.9%	9.4%	40.8%	25.4%	0.0%	3.8%	-4.3%	2.9K	-36.6K	-179	0.15	107.72	N/A	N/A	72	11	176	11
2015-11-20	$11.04	$0.00	29.1%	8.4%	42.1%	18.5%	0.0%	-0.8%	-0.2%	3.3K	-47.1K	-203	0.15	110.46	N/A	N/A	72	11	176	11
2015-11-23	$10.84	$0.00	28.1%	8.0%	42.4%	16.5%	0.0%	-4.4%	-3.1%	2.8K	-36.7K	-148	0.00	110.39	N/A	N/A	0	0	151	11
2015-11-24	$10.95	$0.00	29.9%	8.6%	41.5%	16.6%	0.0%	-2.5%	-3.6%	3.0K	-40.3K	-152	0.00	109.96	N/A	N/A	0	0	151	11
2015-11-25	$11.13	$0.00	32.2%	9.2%	40.1%	20.9%	0.0%	1.1%	0.2%	3.7K	-48.0K	-172	0.23	110.51	N/A	N/A	47	11	151	11
2015-11-27	$11.01	$0.00	32.5%	9.3%	40.2%	21.6%	0.0%	-2.6%	-4.8%	3.1K	-42.9K	-155	0.23	109.39	N/A	N/A	47	11	151	11
2015-11-30	$11.10	$0.00	36.9%	10.6%	40.4%	29.9%	0.0%	0.5%	-9.2%	3.2K	-45.5K	-152	0.00	110.40	N/A	N/A	0	0	151	11