AGYS Options History — July 2016 In July 2016, AGYS traded between $10.29 and $11.57. ATM implied volatility averaged 41.0%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 9.1% (HV 20d: 31.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2016-07-01 : Highest Volume — 121 contracts2016-07-13 : Largest IV drop — 57.8% change2016-07-12 : Highest IV Rank — 72.0%2016-07-25 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $10.97 $10.29 $11.57 $10.29 $11.47 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 41.0% 26.6% 80.4% 35.6% 27.0% Expected Move 10.3% 7.6% 12.9% 10.2% 7.7% HV 20d 31.9% 23.8% 35.3% 35.3% 29.5% HV 60d 32.8% 31.8% 33.3% 32.7% 32.4% IV Rank 24.2% 6.7% 72.0% 17.6% 7.2% IV Percentile 66.5% 6.0% 99.2% 63.1% 7.1% Term Structure 1.7% -21.6% 11.0% 7.3% 11.0% VWIV 39.3% 39.3% 39.3% 39.3% 39.3% Skew 25d 9.5% -5.4% 23.3% 4.5% 4.8% Skew 10d 14.5% -12.4% 59.3% 22.1% 2.6% Call IV 25d 30.9% 24.7% 43.7% 43.7% 29.9% Put IV 25d 40.3% 33.1% 52.4% 48.2% 34.7% Bid-Ask Spread % 81.79 44.80 109.93 108.12 109.93 Gamma HHI 0.83 0.50 0.98 0.50 0.97 Net GEX 4.0K -1.2K 8.1K -43 7.9K Net DEX -54.7K -103.0K -7.5K -10.9K -103.0K Net VEX -367 -570 -239 -267 -560 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.00 0.92 0.92 0.26 Total Volume 91.55 58 121 121 67 Total OI 375.85 173 537 493 292
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 2016-07-01 $10.29 $10.00 35.6% 10.2% 35.3% 17.6% 39.3% 4.5% 7.3% -43 -10.9K -267 0.92 108.12 N/A N/A 63 58 435 58 2016-07-05 $10.33 $0.00 38.0% 11.5% 34.9% 20.5% 0.0% 9.1% -4.5% -1.2K -7.5K -239 0.92 101.23 N/A N/A 63 58 435 58 2016-07-06 $10.42 $0.00 42.0% 11.4% 34.5% 25.4% 0.0% 9.6% -3.3% -608 -12.2K -242 0.92 56.80 N/A N/A 63 58 435 58 2016-07-07 $10.73 $0.00 47.2% 11.3% 33.5% 31.7% 0.0% 11.8% -2.4% 1.4K -31.0K -277 0.92 57.56 N/A N/A 63 58 435 58 2016-07-08 $10.78 $0.00 49.4% 11.4% 33.1% 34.3% 0.0% 11.4% 2.3% 1.5K -38.6K -287 0.92 60.69 N/A N/A 63 58 435 58 2016-07-11 $11.08 $0.00 72.0% 9.9% 34.7% 61.8% 0.0% 14.6% 9.0% 6.3K -61.4K -378 0.92 102.06 N/A N/A 63 58 479 58 2016-07-12 $11.05 $0.00 80.4% 9.3% 32.5% 72.0% 0.0% 11.2% 6.8% 5.6K -55.7K -346 0.92 97.41 N/A N/A 63 58 479 58 2016-07-13 $11.04 $0.00 33.9% 9.7% 32.1% 15.6% 0.0% 11.0% 4.5% 4.5K -54.6K -329 0.92 97.89 N/A N/A 63 58 479 58 2016-07-14 $11.04 $0.00 34.3% 9.8% 32.1% 16.0% 0.0% 11.8% 5.3% 3.6K -54.2K -322 0.92 97.57 N/A N/A 63 58 479 58 2016-07-15 $11.24 $0.00 38.1% 10.9% 32.5% 20.6% 0.0% 15.2% -5.4% 4.2K -54.4K -343 0.92 97.74 N/A N/A 63 58 479 58 2016-07-18 $11.13 $0.00 37.9% 10.9% 32.3% 20.4% 0.0% 2.0% -4.5% 4.1K -59.3K -332 0.00 100.07 N/A N/A 58 0 173 0 2016-07-19 $10.90 $0.00 33.3% 9.5% 33.2% 14.8% 0.0% 8.3% 6.3% 4.7K -69.3K -427 0.00 46.88 N/A N/A 58 0 228 0 2016-07-20 $11.11 $0.00 36.4% 10.4% 33.6% 18.6% 0.0% 10.3% 9.3% 5.1K -63.6K -403 0.00 49.14 N/A N/A 58 0 228 0 2016-07-21 $10.95 $0.00 35.3% 10.1% 33.5% 17.2% 0.0% 9.4% 7.2% 4.8K -60.6K -377 0.00 103.92 N/A N/A 58 0 228 0 2016-07-22 $11.01 $0.00 36.8% 10.5% 32.1% 19.0% 0.0% 11.1% 8.0% 4.9K -63.5K -409 0.00 104.97 N/A N/A 58 0 228 0 2016-07-25 $10.91 $0.00 45.0% 12.9% 24.2% 29.0% 0.0% 5.6% -21.6% 4.8K -61.4K -379 0.00 48.50 N/A N/A 58 0 228 0 2016-07-26 $10.90 $0.00 37.7% 10.8% 23.8% 20.2% 0.0% 9.8% -3.7% 4.7K -60.9K -375 0.24 44.80 N/A N/A 58 14 228 0 2016-07-27 $11.55 $0.00 26.6% 7.6% 30.7% 6.7% 0.0% 23.3% 7.1% 6.4K -77.0K -470 0.26 46.15 N/A N/A 53 14 228 14 2016-07-28 $11.57 $0.00 33.1% 9.5% 30.2% 14.6% 0.0% -5.4% -4.0% 8.1K -95.6K -570 0.26 104.27 N/A N/A 53 14 278 14 2016-07-29 $11.47 $0.00 27.0% 7.7% 29.5% 7.2% 0.0% 4.8% 11.0% 7.9K -103.0K -560 0.26 109.93 N/A N/A 53 14 278 14
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