AGYS Options History — November 2016

In November 2016, AGYS traded between $9.16 and $10.77. ATM implied volatility averaged 34.9%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 4.1% (HV 20d: 30.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.81.

Notable Days

2016-11-03: Highest Volume — 129 contracts
2016-11-03: Largest IV spike — 42.2% change
2016-11-03: Highest IV Rank — 41.0%
2016-11-02: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.20	$9.16	$10.77	$9.46	$10.20
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	34.9%	26.5%	56.3%	36.8%	27.1%
Expected Move	9.4%	7.6%	11.3%	10.5%	7.8%
HV 20d	30.9%	20.1%	36.6%	21.1%	34.9%
HV 60d	30.4%	27.6%	32.2%	27.7%	31.1%
IV Rank	14.4%	3.7%	41.0%	16.6%	4.5%
IV Percentile	42.6%	2.8%	96.8%	65.9%	4.4%
Term Structure	-0.2%	-10.3%	7.8%	-5.2%	7.6%
VWIV	31.8%	25.4%	38.1%	31.7%	26.0%
Skew 25d	6.8%	-17.3%	73.0%	-12.6%	-12.6%
Skew 10d	15.5%	-24.9%	110.5%	-24.9%	-18.9%
Call IV 25d	36.7%	27.1%	46.4%	44.3%	42.2%
Put IV 25d	43.5%	25.3%	112.1%	31.7%	29.6%
Bid-Ask Spread %	101.51	48.81	111.31	105.54	106.45
Gamma HHI	0.54	0.47	0.63	0.49	0.55
Net GEX	613	-243	1.5K	171	638
Net DEX	3.2K	-13.9K	28.9K	18.5K	4.1K
Net VEX	-273	-308	-224	-257	-232
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.72	0.87	0.74	0.72
Total Volume	124.81	119	129	120	119
Total OI	210.905	205	216	206	205

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
2016-11-01	$9.46	$10.00	36.8%	10.5%	21.1%	16.6%	31.7%	-12.6%	-5.2%	171	18.5K	-257	0.74	105.54	N/A	N/A	69	51	141	65
2016-11-02	$9.40	$10.00	39.6%	11.3%	21.1%	20.1%	35.0%	8.1%	-7.7%	95	21.2K	-239	0.74	104.75	N/A	N/A	69	51	141	65
2016-11-03	$9.16	$10.00	56.3%	10.5%	20.1%	41.0%	37.1%	-1.5%	-1.0%	22	24.0K	-224	0.87	101.57	N/A	N/A	69	60	141	65
2016-11-04	$9.25	$10.00	43.7%	10.4%	20.9%	25.3%	36.6%	-0.3%	-0.1%	-243	28.9K	-242	0.87	101.97	N/A	N/A	69	60	141	75
2016-11-07	$9.59	$10.00	41.7%	10.4%	26.0%	22.8%	36.2%	2.1%	-0.9%	-186	22.9K	-264	0.87	101.56	N/A	N/A	69	60	141	75
2016-11-08	$9.74	$10.00	50.7%	10.9%	26.9%	34.1%	38.1%	73.0%	-3.1%	-118	19.2K	-266	0.87	99.12	N/A	N/A	69	60	141	75
2016-11-09	$10.18	$10.00	35.2%	10.1%	31.9%	14.6%	35.1%	18.1%	-0.4%	209	4.2K	-306	0.87	100.37	N/A	N/A	69	60	141	75
2016-11-10	$10.36	$10.00	26.5%	7.6%	32.1%	3.7%	25.4%	36.8%	6.4%	180	2.8K	-293	0.87	101.15	N/A	N/A	69	60	141	75
2016-11-11	$10.39	$10.00	27.9%	8.0%	31.9%	5.6%	26.7%	7.0%	6.0%	339	1.9K	-301	0.87	91.54	N/A	N/A	69	60	141	75
2016-11-14	$10.62	$10.00	28.4%	8.2%	32.7%	6.2%	27.2%	2.9%	3.7%	742	-6.7K	-296	0.87	105.94	N/A	N/A	69	60	141	75
2016-11-15	$10.33	$10.00	32.7%	9.4%	33.8%	11.6%	32.6%	43.4%	-1.5%	200	3.9K	-283	0.87	102.04	N/A	N/A	69	60	141	75
2016-11-16	$10.68	$10.00	33.1%	9.5%	35.6%	12.0%	31.5%	4.8%	1.1%	1.0K	-11.0K	-307	0.87	103.29	N/A	N/A	69	60	141	75
2016-11-17	$10.77	$10.00	31.7%	9.1%	35.6%	10.3%	30.2%	3.4%	3.3%	1.5K	-13.9K	-308	0.87	104.48	N/A	N/A	69	60	141	75
2016-11-18	$10.48	$10.00	27.3%	7.8%	36.6%	4.7%	26.0%	0.3%	7.8%	1.1K	-5.7K	-288	0.87	48.81	N/A	N/A	69	60	141	75
2016-11-21	$10.51	$10.00	28.8%	8.3%	35.7%	6.7%	28.1%	-4.9%	1.8%	948	-3.1K	-262	0.72	110.33	N/A	N/A	69	50	141	64
2016-11-22	$10.72	$10.00	33.8%	9.7%	36.0%	12.9%	33.5%	-2.1%	-9.5%	1.4K	-10.7K	-278	0.72	111.31	N/A	N/A	69	50	141	64
2016-11-23	$10.58	$10.00	35.1%	10.1%	33.6%	14.6%	33.4%	0.1%	4.8%	1.2K	-10.5K	-303	0.72	105.96	N/A	N/A	69	50	141	64
2016-11-25	$10.67	$10.00	34.9%	10.0%	33.6%	14.3%	34.3%	-1.7%	-10.3%	1.3K	-8.9K	-271	0.72	109.76	N/A	N/A	69	50	141	64
2016-11-28	$10.68	$10.00	34.6%	9.9%	33.4%	13.9%	33.2%	-4.0%	-7.5%	1.4K	-9.8K	-263	0.72	105.13	N/A	N/A	69	50	141	64
2016-11-29	$10.44	$10.00	28.1%	8.0%	34.8%	5.7%	29.5%	-17.3%	0.4%	1.0K	-3.4K	-248	0.72	110.54	N/A	N/A	69	50	141	64
2016-11-30	$10.20	$10.00	27.1%	7.8%	34.9%	4.5%	26.0%	-12.6%	7.6%	638	4.1K	-232	0.72	106.45	N/A	N/A	69	50	141	64