AGYS Options History — May 2016 In May 2016, AGYS traded between $10.21 and $11.80. ATM implied volatility averaged 40.3%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 7.7% (HV 20d: 32.5%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.71.
Notable Days 2016-05-02 : Highest Volume — 92 contracts2016-05-25 : Largest IV spike — 49.2% change2016-05-10 : Highest IV Rank — 43.7%2016-05-26 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $10.94 $10.21 $11.80 $11.15 $11.70 ATM IV 40.3% 27.6% 57.0% 36.1% 44.8% Expected Move 11.1% 7.9% 13.9% 10.3% 12.8% HV 20d 32.5% 29.9% 38.8% 31.0% 32.0% HV 60d 29.9% 28.0% 31.5% 31.0% 31.2% IV Rank 23.3% 7.9% 43.7% 18.2% 28.7% IV Percentile 80.4% 14.7% 97.2% 73.8% 91.7% Term Structure -1.6% -14.1% 7.7% -4.6% -12.1% Skew 25d 6.5% -18.3% 48.5% 1.2% -2.5% Skew 10d 28.5% -18.3% 112.4% 0.9% -3.9% Call IV 25d 38.4% 30.0% 51.6% 35.4% 51.6% Put IV 25d 45.0% 18.4% 88.4% 36.5% 49.1% Bid-Ask Spread % 100.82 66.82 111.10 111.05 102.41 Gamma HHI 0.71 0.60 0.84 0.73 0.84 Net GEX 5.0K 2.4K 8.7K 5.3K 8.7K Net DEX -56.9K -112.4K -13.1K -69.7K -112.4K Net VEX -462 -581 -328 -581 -477 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.71 1.71 1.71 1.71 1.71 Total Volume 92 92 92 92 92 Total OI 349 349 349 349 349
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 2016-05-02 $11.15 $0.00 36.1% 10.3% 31.0% 18.2% 0.0% 1.2% -4.6% 5.3K -69.7K -581 1.71 111.05 N/A N/A 34 58 291 58 2016-05-03 $11.26 $0.00 36.3% 10.4% 31.1% 18.4% 0.0% 3.6% -5.9% 5.6K -77.2K -573 1.71 111.00 N/A N/A 34 58 291 58 2016-05-04 $11.08 $0.00 37.8% 10.8% 32.0% 20.3% 0.0% -0.7% -7.0% 5.3K -71.1K -553 1.71 111.10 N/A N/A 34 58 291 58 2016-05-05 $10.93 $0.00 38.3% 11.6% 30.0% 20.9% 0.0% 8.9% -11.0% 5.0K -67.5K -565 1.71 105.40 N/A N/A 34 58 291 58 2016-05-06 $10.95 $0.00 47.8% 11.2% 30.0% 32.4% 0.0% 13.6% 3.3% 4.7K -56.9K -506 1.71 101.58 N/A N/A 34 58 291 58 2016-05-09 $10.85 $0.00 44.1% 10.5% 29.9% 27.9% 0.0% 14.4% 3.6% 4.6K -50.2K -467 1.71 106.42 N/A N/A 34 58 291 58 2016-05-10 $10.90 $0.00 57.0% 10.6% 29.9% 43.7% 0.0% 11.7% 7.7% 4.6K -55.6K -493 1.71 99.18 N/A N/A 34 58 291 58 2016-05-11 $10.80 $0.00 42.0% 12.0% 29.9% 25.4% 0.0% 17.4% -0.1% 4.2K -47.5K -486 1.71 103.98 N/A N/A 34 58 291 58 2016-05-12 $10.78 $0.00 36.3% 10.4% 29.9% 18.5% 0.0% 19.4% 6.3% 4.2K -42.2K -452 1.71 99.69 N/A N/A 34 58 291 58 2016-05-13 $10.38 $0.00 36.5% 10.5% 32.6% 18.7% 0.0% 3.7% 3.2% 3.1K -24.2K -393 1.71 103.75 N/A N/A 34 58 291 58 2016-05-16 $10.21 $0.00 37.9% 10.9% 31.5% 20.4% 0.0% 3.4% 0.0% 2.5K -13.3K -328 1.71 101.89 N/A N/A 34 58 291 58 2016-05-17 $10.27 $0.00 37.5% 10.8% 31.6% 19.9% 0.0% 2.9% 3.1% 2.6K -17.0K -349 1.71 66.82 N/A N/A 34 58 291 58 2016-05-18 $10.37 $0.00 39.4% 11.3% 31.8% 22.3% 0.0% 48.5% 3.7% 2.9K -22.9K -365 1.71 102.46 N/A N/A 34 58 291 58 2016-05-19 $10.26 $0.00 36.4% 10.4% 31.9% 18.6% 0.0% 2.3% 4.3% 2.4K -13.1K -334 1.71 104.45 N/A N/A 34 58 291 58 2016-05-20 $10.71 $0.00 37.4% 10.7% 35.3% 19.8% 0.0% 6.2% 5.0% 4.0K -36.9K -398 1.71 108.08 N/A N/A 34 58 291 58 2016-05-23 $10.80 $0.00 39.1% 11.2% 35.1% 21.9% 0.0% 4.5% 3.8% 4.0K -36.9K -398 1.71 101.27 N/A N/A 34 58 291 58 2016-05-24 $11.30 $0.00 27.6% 7.9% 38.2% 7.9% 0.0% -18.3% 0.7% 6.1K -80.9K -495 1.71 93.70 N/A N/A 34 58 291 58 2016-05-25 $11.52 $0.00 41.2% 11.8% 38.8% 24.4% 0.0% 8.7% -10.3% 7.5K -91.6K -504 1.71 86.88 N/A N/A 34 58 291 58 2016-05-26 $11.80 $0.00 48.6% 13.9% 34.9% 33.4% 0.0% -2.1% -12.9% 8.5K -108.0K -498 1.71 99.21 N/A N/A 34 58 291 58 2016-05-27 $11.63 $0.00 43.3% 12.4% 35.5% 27.0% 0.0% -9.3% -14.1% 8.4K -100.8K -494 1.71 96.88 N/A N/A 34 58 291 58 2016-05-31 $11.70 $0.00 44.8% 12.8% 32.0% 28.7% 0.0% -2.5% -12.1% 8.7K -112.4K -477 1.71 102.41 N/A N/A 34 58 291 58
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