AGYS Options History — February 2016

Name: AGYS Options Analytics - February 2016
Creator: Options Analysis Suite

In February 2016, AGYS traded between $9.10 and $10.63. ATM implied volatility averaged 33.0%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 14.4% (HV 20d: 47.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.27.

Notable Days

2016-02-10: Highest Volume — 276 contracts
2016-02-09: Largest IV spike — 22.9% change
2016-02-02: Highest IV Rank — 20.6%
2016-02-02: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.19	$9.10	$10.63	$9.42	$10.45
ATM IV	33.0%	28.8%	38.0%	35.7%	34.1%
Expected Move	9.5%	8.4%	10.9%	10.2%	9.8%
HV 20d	47.4%	41.2%	52.7%	44.8%	41.2%
HV 60d	40.0%	36.7%	40.9%	39.3%	40.0%
IV Rank	14.5%	9.4%	20.6%	17.8%	15.8%
IV Percentile	56.1%	27.8%	81.7%	75.8%	65.5%
Term Structure	1.9%	-6.7%	8.5%	-6.7%	0.2%
Skew 25d	6.3%	-29.4%	28.4%	-0.1%	2.3%
Skew 10d	23.2%	-37.5%	66.9%	-5.0%	56.8%
Call IV 25d	36.0%	27.3%	57.2%	45.0%	42.0%
Put IV 25d	42.2%	27.9%	66.5%	44.9%	44.2%
Bid-Ask Spread %	101.17	45.63	116.22	45.63	110.53
Gamma HHI	0.81	0.52	1.00	1.00	0.81
Net GEX	3.0K	180	5.3K	363	4.7K
Net DEX	-39.5K	-78.7K	10.9K	-1.7K	-63.5K
Net VEX	-536	-834	-15	-29	-768
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.02	0.74	0.02	0.28
Total Volume	213.45	61	276	61	270
Total OI	312.5	83	442	83	442

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
2016-02-01	$9.42	$0.00	35.7%	10.2%	44.8%	17.8%	0.0%	-0.1%	-6.7%	363	-1.7K	-29	0.02	45.63	N/A	N/A	60	1	82	1
2016-02-02	$9.10	$0.00	38.0%	10.9%	44.7%	20.6%	0.0%	9.8%	-2.1%	180	-320	-15	0.02	104.97	N/A	N/A	60	1	82	1
2016-02-03	$9.81	$0.00	31.7%	9.1%	52.7%	12.8%	0.0%	10.8%	-1.3%	597	-3.6K	-43	0.02	113.95	N/A	N/A	60	1	82	1
2016-02-04	$9.90	$0.00	28.8%	8.4%	51.2%	9.4%	0.0%	2.7%	-1.4%	525	-2.6K	-36	0.02	83.88	N/A	N/A	60	1	82	1
2016-02-05	$9.76	$0.00	32.0%	9.2%	50.7%	13.3%	0.0%	4.1%	1.0%	647	-4.6K	-51	0.49	105.78	N/A	N/A	120	59	82	1
2016-02-08	$9.90	$0.00	30.7%	9.6%	47.5%	11.7%	0.0%	4.6%	-1.3%	438	10.9K	-315	0.49	109.02	N/A	N/A	120	59	152	59
2016-02-09	$10.24	$0.00	37.7%	10.2%	48.4%	20.2%	0.0%	6.2%	-1.3%	994	-1.0K	-370	0.74	105.94	N/A	N/A	80	59	152	59
2016-02-10	$10.23	$0.00	35.1%	10.1%	47.3%	17.1%	0.0%	-29.4%	2.1%	1.5K	-12.5K	-425	0.27	105.83	N/A	N/A	217	59	182	59
2016-02-11	$9.90	$0.00	36.8%	10.6%	49.1%	19.1%	0.0%	28.4%	1.3%	2.8K	-30.9K	-668	0.27	107.82	N/A	N/A	217	59	339	59
2016-02-12	$10.36	$0.00	35.9%	10.3%	49.9%	18.0%	0.0%	16.9%	0.8%	3.8K	-57.3K	-787	0.27	82.26	N/A	N/A	217	59	339	59
2016-02-16	$10.57	$0.00	30.3%	8.7%	49.8%	11.1%	0.0%	10.2%	8.5%	4.2K	-66.5K	-788	0.28	115.39	N/A	N/A	211	59	339	59
2016-02-17	$10.60	$0.00	29.5%	8.5%	49.8%	10.3%	0.0%	2.3%	7.7%	4.9K	-71.6K	-817	0.28	85.46	N/A	N/A	211	59	383	59
2016-02-18	$10.38	$0.00	31.6%	9.1%	50.6%	12.7%	0.0%	9.0%	6.3%	4.7K	-74.5K	-834	0.28	116.22	N/A	N/A	211	59	383	59
2016-02-19	$10.53	$0.00	31.9%	9.1%	50.7%	13.1%	0.0%	10.9%	3.6%	4.8K	-66.1K	-796	0.28	110.59	N/A	N/A	211	59	383	59
2016-02-22	$10.59	$0.00	32.3%	9.3%	49.1%	13.6%	0.0%	10.1%	5.5%	5.3K	-78.7K	-830	0.28	90.90	N/A	N/A	211	59	383	59
2016-02-23	$10.47	$0.00	30.8%	8.8%	43.5%	11.7%	0.0%	7.5%	4.3%	4.8K	-70.0K	-802	0.28	108.45	N/A	N/A	211	59	383	59
2016-02-24	$10.63	$0.00	33.6%	9.6%	43.5%	15.2%	0.0%	8.1%	2.1%	5.1K	-69.8K	-787	0.28	108.40	N/A	N/A	211	59	383	59
2016-02-25	$10.53	$0.00	33.8%	9.7%	41.9%	15.4%	0.0%	10.2%	4.4%	4.9K	-66.7K	-793	0.28	102.61	N/A	N/A	211	59	383	59
2016-02-26	$10.46	$0.00	29.9%	8.6%	41.9%	10.8%	0.0%	1.1%	4.9%	4.5K	-59.2K	-762	0.28	109.81	N/A	N/A	211	59	383	59
2016-02-29	$10.45	$0.00	34.1%	9.8%	41.2%	15.8%	0.0%	2.3%	0.2%	4.7K	-63.5K	-768	0.28	110.53	N/A	N/A	211	59	383	59