AGYS Options History — September 2016

In September 2016, AGYS traded between $10.53 and $11.56. ATM implied volatility averaged 36.8%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 7.8% (HV 20d: 29.0%). 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 14 of 21 days. Put/call ratio averaged 0.44.

Notable Days

2016-09-27: Highest Volume — 129 contracts
2016-09-14: Largest IV drop — 53.3% change
2016-09-13: Highest IV Rank — 58.4%
2016-09-01: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.02	$10.53	$11.56	$11.22	$11.13
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	36.8%	23.5%	70.3%	39.9%	33.7%
Expected Move	9.1%	6.7%	11.4%	11.4%	9.7%
HV 20d	29.0%	24.5%	37.6%	24.6%	35.3%
HV 60d	30.4%	27.8%	31.3%	30.4%	30.9%
IV Rank	16.3%	0.0%	58.4%	20.2%	12.8%
IV Percentile	50.8%	0.0%	97.6%	81.0%	49.2%
Term Structure	1.9%	-13.4%	12.1%	-13.4%	-8.8%
VWIV	29.6%	22.4%	34.7%	30.3%	33.0%
Skew 25d	4.8%	-6.0%	13.9%	2.6%	-0.3%
Skew 10d	20.7%	-3.5%	86.8%	3.2%	0.2%
Call IV 25d	30.3%	22.2%	37.7%	37.7%	33.2%
Put IV 25d	35.1%	27.5%	42.7%	40.3%	32.8%
Bid-Ask Spread %	92.95	43.12	112.69	109.20	108.52
Gamma HHI	0.91	0.83	0.96	0.95	0.86
Net GEX	8.5K	4.0K	13.2K	9.6K	8.9K
Net DEX	-67.3K	-133.6K	-21.9K	-97.2K	-58.5K
Net VEX	-510	-750	-291	-644	-575
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.26	0.56	0.26	0.54
Total Volume	89.238	67	129	125	129
Total OI	480.095	444	555	444	555

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
2016-09-01	$11.22	$0.00	39.9%	11.4%	24.6%	20.2%	0.0%	2.6%	-13.4%	9.6K	-97.2K	-644	0.26	109.20	N/A	N/A	99	26	418	26
2016-09-02	$11.56	$0.00	31.1%	8.9%	25.1%	9.1%	0.0%	8.2%	-0.7%	12.4K	-133.6K	-750	0.50	112.69	N/A	N/A	52	26	418	26
2016-09-06	$11.37	$10.00	34.9%	7.7%	24.7%	14.0%	30.3%	6.3%	0.6%	12.1K	-126.2K	-730	0.50	94.11	N/A	N/A	52	26	440	26
2016-09-07	$11.39	$10.00	39.5%	8.0%	24.7%	19.6%	31.1%	5.6%	-0.8%	12.0K	-123.9K	-710	0.50	93.35	N/A	N/A	52	26	440	26
2016-09-08	$11.25	$10.00	48.2%	9.5%	25.3%	30.7%	22.4%	13.9%	6.3%	10.9K	-111.6K	-662	0.50	99.27	N/A	N/A	52	26	440	26
2016-09-09	$10.93	$10.00	45.2%	8.9%	27.4%	26.9%	25.6%	9.5%	7.9%	8.5K	-73.0K	-535	0.50	43.12	N/A	N/A	52	26	440	26
2016-09-12	$10.89	$10.00	54.1%	10.0%	27.5%	38.0%	26.1%	9.1%	2.8%	7.9K	-61.2K	-482	0.50	94.27	N/A	N/A	52	26	438	26
2016-09-13	$10.90	$10.00	70.3%	9.6%	27.3%	58.4%	27.6%	8.4%	5.9%	7.9K	-58.0K	-444	0.50	94.28	N/A	N/A	52	26	438	26
2016-09-14	$10.72	$10.00	32.8%	9.4%	27.1%	11.3%	29.1%	7.3%	5.7%	7.0K	-52.6K	-444	0.50	44.76	N/A	N/A	52	26	438	26
2016-09-15	$10.83	$10.00	35.4%	10.1%	24.5%	14.5%	29.7%	6.3%	0.7%	7.4K	-54.2K	-433	0.50	102.26	N/A	N/A	52	26	438	26
2016-09-16	$10.65	$10.00	33.6%	9.6%	25.4%	12.3%	28.9%	4.6%	1.2%	6.2K	-40.4K	-385	0.29	98.33	N/A	N/A	52	15	438	26
2016-09-19	$10.53	$10.00	38.4%	11.0%	25.8%	18.3%	34.7%	5.8%	-1.3%	5.5K	-36.5K	-359	0.29	94.96	N/A	N/A	52	15	438	27
2016-09-20	$10.53	$10.00	28.1%	8.1%	25.7%	4.1%	30.7%	2.1%	12.1%	4.0K	-21.9K	-291	0.31	105.45	N/A	N/A	52	16	438	27
2016-09-21	$10.88	$10.00	31.9%	9.1%	28.0%	8.9%	31.2%	3.3%	7.4%	6.5K	-41.2K	-367	0.31	62.39	N/A	N/A	52	16	438	28
2016-09-22	$11.40	$10.00	26.8%	7.7%	32.1%	2.5%	24.9%	5.2%	5.6%	12.4K	-74.4K	-490	0.31	110.03	N/A	N/A	52	16	438	28
2016-09-23	$11.48	$10.00	23.5%	6.7%	32.1%	0.0%	24.2%	5.2%	6.7%	13.2K	-74.6K	-464	0.31	109.47	N/A	N/A	52	16	438	28
2016-09-26	$10.91	$10.00	31.1%	8.9%	37.1%	9.6%	33.5%	-6.0%	-8.4%	5.7K	-33.8K	-316	0.56	109.54	N/A	N/A	80	45	438	28
2016-09-27	$10.86	$10.00	35.6%	10.2%	37.2%	15.1%	33.8%	6.7%	7.3%	7.9K	-54.9K	-587	0.54	103.82	N/A	N/A	84	45	493	58
2016-09-28	$11.06	$10.00	28.8%	8.3%	37.6%	6.7%	31.5%	0.0%	-2.0%	7.0K	-44.1K	-527	0.54	53.78	N/A	N/A	84	45	497	58
2016-09-29	$10.99	$10.00	30.7%	8.8%	35.6%	9.0%	33.6%	-2.4%	6.0%	6.5K	-41.9K	-525	0.54	108.42	N/A	N/A	84	45	497	58
2016-09-30	$11.13	$10.00	33.7%	9.7%	35.3%	12.8%	33.0%	-0.3%	-8.8%	8.9K	-58.5K	-575	0.54	108.52	N/A	N/A	84	45	497	58