AGYS Options History — April 2016 In April 2016, AGYS traded between $9.90 and $11.16. ATM implied volatility averaged 35.0%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 10.5% (HV 20d: 24.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.17.
Notable Days 2016-04-01 : Highest Volume — 146 contracts2016-04-11 : Largest IV spike — 45.7% change2016-04-12 : Highest IV Rank — 39.3%2016-04-27 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.50 $9.90 $11.16 $10.28 $10.65 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 35.0% 25.6% 53.4% 35.5% 30.0% Expected Move 9.4% 7.3% 12.6% 10.2% 8.6% HV 20d 24.5% 21.4% 30.7% 30.7% 27.7% HV 60d 35.4% 29.6% 39.1% 39.1% 29.6% IV Rank 16.9% 5.4% 39.3% 17.4% 10.9% IV Percentile 55.3% 5.6% 96.4% 72.6% 32.1% Term Structure 4.3% -10.9% 12.3% 0.1% 4.4% VWIV 35.9% 35.9% 35.9% 35.9% 35.9% Skew 25d 2.0% -11.5% 13.4% -10.1% -11.5% Skew 10d 14.2% -15.5% 97.5% -15.5% -13.5% Call IV 25d 33.2% 28.4% 47.7% 47.7% 38.3% Put IV 25d 35.2% 23.3% 45.0% 37.7% 26.8% Bid-Ask Spread % 103.90 49.74 111.62 104.72 111.62 Gamma HHI 0.75 0.66 0.87 0.79 0.68 Net GEX 3.8K 2.9K 5.3K 3.7K 3.8K Net DEX -42.2K -77.7K -17.4K -41.8K -42.2K Net VEX -530 -617 -450 -591 -495 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.68 1.71 0.68 1.71 Total Volume 120.286 92 146 146 92 Total OI 414.952 348 475 475 349
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 2016-04-01 $10.28 $10.00 35.5% 10.2% 30.7% 17.4% 35.9% -10.1% 0.1% 3.7K -41.8K -591 0.68 104.72 N/A N/A 87 59 416 59 2016-04-04 $10.13 $0.00 33.5% 9.5% 29.7% 15.1% 0.0% 4.1% 4.4% 3.3K -27.1K -490 0.68 103.86 N/A N/A 87 59 416 59 2016-04-05 $10.17 $0.00 37.8% 9.5% 26.7% 20.3% 0.0% 4.3% 4.0% 3.4K -30.8K -536 0.68 104.99 N/A N/A 87 59 416 59 2016-04-06 $10.21 $0.00 35.8% 9.5% 22.1% 17.8% 0.0% 4.5% 4.1% 3.4K -29.8K -524 0.68 105.22 N/A N/A 87 59 416 59 2016-04-07 $9.90 $0.00 33.7% 9.7% 24.0% 15.3% 0.0% 4.1% 5.5% 2.9K -17.4K -476 0.68 104.65 N/A N/A 87 59 416 59 2016-04-08 $9.95 $0.00 34.3% 9.5% 24.3% 16.1% 0.0% 2.9% 3.2% 3.2K -17.9K -450 0.68 110.51 N/A N/A 87 59 416 59 2016-04-11 $10.14 $0.00 50.0% 9.4% 25.5% 35.1% 0.0% 5.5% 5.5% 3.4K -27.4K -472 0.68 105.35 N/A N/A 87 59 416 59 2016-04-12 $10.21 $0.00 53.4% 9.0% 25.6% 39.3% 0.0% 6.1% 7.6% 3.6K -32.8K -509 0.68 106.50 N/A N/A 87 59 416 59 2016-04-13 $10.37 $0.00 31.2% 9.0% 22.2% 12.3% 0.0% 2.1% 6.7% 3.7K -37.8K -502 0.68 49.74 N/A N/A 87 59 416 59 2016-04-14 $10.39 $0.00 30.5% 8.7% 21.9% 11.4% 0.0% 6.1% 6.0% 3.6K -32.8K -488 0.68 105.85 N/A N/A 87 59 416 59 2016-04-15 $10.55 $0.00 28.4% 8.2% 22.6% 8.9% 0.0% 2.1% 12.3% 3.5K -48.9K -537 0.68 101.23 N/A N/A 87 59 416 59 2016-04-18 $10.82 $0.00 34.1% 9.8% 24.3% 15.8% 0.0% 11.3% 9.2% 4.2K -58.3K -605 1.71 100.86 N/A N/A 34 58 290 58 2016-04-19 $10.74 $0.00 32.4% 9.3% 24.2% 13.7% 0.0% 4.3% 6.9% 4.0K -48.3K -565 1.71 103.68 N/A N/A 34 58 291 58 2016-04-20 $10.65 $0.00 29.8% 8.5% 24.2% 10.5% 0.0% -2.8% 8.5% 3.9K -44.5K -534 1.71 110.61 N/A N/A 34 58 291 58 2016-04-21 $10.65 $0.00 25.6% 7.3% 22.6% 5.4% 0.0% -7.3% 8.3% 3.8K -43.8K -521 1.71 111.32 N/A N/A 34 58 291 58 2016-04-22 $10.79 $0.00 28.2% 8.1% 22.8% 8.7% 0.0% -7.1% 5.9% 4.2K -55.0K -560 1.71 111.22 N/A N/A 34 58 291 58 2016-04-25 $10.95 $0.00 37.1% 10.6% 23.0% 19.4% 0.0% 7.7% 1.7% 4.4K -59.4K -569 1.71 106.26 N/A N/A 34 58 291 58 2016-04-26 $11.14 $0.00 41.8% 12.0% 21.4% 25.1% 0.0% 13.4% -9.2% 5.3K -76.3K -617 1.71 105.75 N/A N/A 34 58 291 58 2016-04-27 $11.16 $0.00 43.9% 12.6% 21.4% 27.7% 0.0% 11.9% -10.9% 5.3K -77.7K -611 1.71 106.74 N/A N/A 34 58 291 58 2016-04-28 $10.64 $0.00 28.1% 8.1% 28.1% 8.5% 0.0% -10.2% 5.7% 3.5K -36.1K -485 1.71 111.30 N/A N/A 34 58 291 58 2016-04-29 $10.65 $0.00 30.0% 8.6% 27.7% 10.9% 0.0% -11.5% 4.4% 3.8K -42.2K -495 1.71 111.62 N/A N/A 34 58 291 58
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