AGYS Options History — June 2016 In June 2016, AGYS traded between $10.17 and $11.70. ATM implied volatility averaged 40.8%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 7.0% (HV 20d: 33.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.08.
Notable Days 2016-06-10 : Highest Volume — 173 contracts2016-06-13 : Largest IV spike — 36.9% change2016-06-02 : Highest IV Rank — 41.2%2016-06-01 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.94 $10.17 $11.70 $11.54 $10.46 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 40.8% 32.3% 55.1% 51.1% 34.1% Expected Move 11.0% 9.3% 14.6% 14.6% 9.8% HV 20d 33.8% 28.5% 36.2% 32.4% 35.0% HV 60d 30.7% 29.4% 33.1% 30.7% 33.1% IV Rank 23.9% 13.6% 41.2% 36.4% 15.8% IV Percentile 75.3% 44.0% 96.8% 95.6% 54.0% Term Structure 4.7% -21.0% 103.7% -21.0% 8.6% VWIV 41.1% 32.5% 45.6% 42.4% 37.3% Skew 25d 5.5% -9.5% 19.9% -6.1% -4.5% Skew 10d 4.3% -117.3% 65.4% 2.8% -7.9% Call IV 25d 39.2% 26.3% 61.5% 57.2% 41.8% Put IV 25d 44.8% 30.3% 81.5% 51.1% 37.3% Bid-Ask Spread % 90.59 42.75 152.27 87.13 106.45 Gamma HHI 0.70 0.50 0.85 0.82 0.50 Net GEX 5.3K 97 9.4K 8.1K 97 Net DEX -61.8K -114.2K -5.3K -92.3K -14.8K Net VEX -418 -600 -265 -448 -265 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.50 1.71 1.71 0.92 Total Volume 118.545 92 173 92 121 Total OI 443.091 349 507 349 493
Daily Data (22 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 2016-06-01 $11.54 $0.00 51.1% 14.6% 32.4% 36.4% 0.0% -6.1% -21.0% 8.1K -92.3K -448 1.71 87.13 N/A N/A 34 58 291 58 2016-06-02 $11.29 $10.00 55.1% 9.3% 32.8% 41.2% 42.4% 2.2% -7.8% 6.4K -73.6K -419 1.71 50.89 N/A N/A 34 58 291 58 2016-06-03 $11.25 $10.00 46.3% 10.8% 32.4% 30.7% 43.3% 4.2% 5.8% 6.1K -69.0K -409 1.71 97.72 N/A N/A 34 58 291 58 2016-06-06 $11.39 $10.00 43.4% 9.8% 32.7% 27.0% 45.2% 6.1% -8.0% 7.0K -86.6K -426 1.71 52.31 N/A N/A 34 58 291 58 2016-06-07 $11.13 $10.00 53.3% 11.1% 33.7% 39.1% 43.0% 4.6% 2.6% 6.0K -63.1K -379 1.71 93.67 N/A N/A 34 58 291 58 2016-06-08 $11.54 $10.00 39.7% 11.4% 35.9% 22.6% 44.5% 15.5% -8.4% 7.1K -77.6K -364 1.71 93.35 N/A N/A 34 58 291 58 2016-06-09 $11.70 $10.00 37.8% 10.8% 35.8% 20.2% 44.6% 1.1% -6.1% 9.4K -101.7K -419 0.95 89.71 N/A N/A 61 58 291 58 2016-06-10 $11.56 $10.00 33.7% 9.7% 36.2% 15.4% 32.5% -9.5% -8.8% 9.4K -94.9K -406 0.50 104.42 N/A N/A 115 58 319 58 2016-06-13 $11.16 $10.00 46.2% 13.2% 35.8% 30.5% 45.2% 18.8% -6.9% 8.2K -99.7K -560 0.75 42.75 N/A N/A 77 58 405 58 2016-06-14 $11.01 $10.00 36.2% 10.4% 35.6% 18.3% 39.2% 12.6% 4.6% 7.7K -82.7K -570 0.75 75.14 N/A N/A 77 58 449 58 2016-06-15 $10.97 $10.00 35.8% 10.3% 35.7% 17.8% 39.4% 12.4% 5.2% 7.5K -76.3K -547 0.75 105.18 N/A N/A 77 58 449 58 2016-06-16 $10.89 $10.00 32.3% 9.3% 35.8% 13.6% 37.0% 8.5% 10.2% 5.6K -57.5K -475 0.75 105.27 N/A N/A 77 58 449 58 2016-06-17 $10.75 $10.00 35.2% 10.1% 35.9% 17.2% 38.9% 8.5% 7.4% 5.2K -53.2K -476 0.75 97.35 N/A N/A 77 58 449 58 2016-06-20 $10.68 $10.00 33.2% 9.5% 32.6% 14.7% 36.6% 4.7% 9.7% 4.1K -39.4K -407 0.92 50.08 N/A N/A 63 58 435 58 2016-06-21 $10.81 $10.00 34.7% 9.9% 32.8% 16.5% 38.2% 5.5% 9.3% 4.3K -44.5K -398 0.92 106.55 N/A N/A 63 58 435 58 2016-06-22 $10.64 $10.00 33.5% 9.6% 28.5% 15.1% 36.9% 3.6% 0.8% 3.4K -34.2K -366 0.92 56.00 N/A N/A 63 58 435 58 2016-06-23 $10.94 $10.00 36.7% 10.5% 29.5% 19.0% 40.3% 7.2% 1.9% 3.8K -50.8K -376 0.92 109.71 N/A N/A 63 58 435 58 2016-06-24 $10.33 $10.00 44.0% 12.6% 33.6% 27.8% 43.8% 19.9% 103.7% 4.9K -114.2K -600 0.92 152.27 N/A N/A 63 58 435 58 2016-06-27 $10.23 $10.00 45.6% 13.1% 33.5% 29.7% 45.6% 5.5% 0.4% 1.6K -15.0K -312 0.92 101.49 N/A N/A 63 58 435 58 2016-06-28 $10.28 $10.00 45.8% 13.1% 33.5% 30.0% 45.6% 5.0% -1.7% 1.5K -13.6K -307 0.92 102.43 N/A N/A 63 58 435 58 2016-06-29 $10.17 $10.00 43.3% 12.4% 33.4% 27.0% 43.4% -3.9% 1.5% 146 -5.3K -276 0.92 113.20 N/A N/A 63 58 435 58 2016-06-30 $10.46 $10.00 34.1% 9.8% 35.0% 15.8% 37.3% -4.5% 8.6% 97 -14.8K -265 0.92 106.45 N/A N/A 63 58 435 58
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