AGYS Options History — December 2016

In December 2016, AGYS traded between $9.76 and $10.73. ATM implied volatility averaged 32.9%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 0.7% (HV 20d: 33.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.37.

Notable Days

2016-12-21: Highest Volume — 127 contracts
2016-12-12: Largest IV spike — 61.3% change
2016-12-13: Highest IV Rank — 51.2%
2016-12-29: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.35	$9.76	$10.73	$10.04	$10.34
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	32.9%	25.1%	64.4%	31.9%	27.7%
Expected Move	8.4%	7.2%	10.1%	9.2%	7.9%
HV 20d	33.5%	29.9%	37.3%	35.5%	37.3%
HV 60d	31.5%	30.1%	32.7%	31.2%	32.4%
IV Rank	11.8%	2.1%	51.2%	10.6%	5.3%
IV Percentile	28.6%	1.2%	97.6%	28.2%	6.7%
Term Structure	4.8%	-10.7%	11.4%	-1.7%	9.3%
VWIV	30.9%	28.1%	36.9%	31.9%	30.7%
Skew 25d	2.1%	-9.4%	12.9%	5.4%	-0.8%
Skew 10d	7.5%	-14.4%	26.6%	14.0%	25.6%
Call IV 25d	34.2%	27.6%	46.8%	46.1%	39.7%
Put IV 25d	36.3%	28.0%	53.9%	51.5%	38.9%
Bid-Ask Spread %	106.15	57.50	133.04	107.62	109.41
Gamma HHI	0.49	0.40	0.53	0.51	0.46
Net GEX	-15	-677	609	237	-564
Net DEX	9.6K	-3.0K	20.8K	11.2K	14.0K
Net VEX	-224	-268	-182	-211	-239
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.17	0.72	0.72	0.17
Total Volume	109.095	77	127	119	127
Total OI	221.286	199	251	205	251

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
2016-12-01	$10.04	$10.00	31.9%	9.2%	35.5%	10.6%	31.9%	5.4%	-1.7%	237	11.2K	-211	0.72	107.62	N/A	N/A	69	50	141	64
2016-12-02	$9.91	$10.00	31.2%	8.9%	34.3%	9.6%	31.3%	7.2%	-0.8%	188	12.6K	-205	0.72	108.74	N/A	N/A	69	50	141	64
2016-12-05	$10.08	$10.00	35.6%	9.3%	34.6%	15.2%	32.4%	5.2%	2.0%	378	10.1K	-210	0.72	109.06	N/A	N/A	69	50	141	64
2016-12-06	$9.76	$10.00	32.4%	9.1%	34.8%	11.1%	32.8%	-0.1%	0.2%	-34	20.1K	-182	0.43	99.03	N/A	N/A	69	30	141	64
2016-12-07	$9.94	$10.00	31.7%	8.5%	34.9%	10.2%	30.9%	4.5%	2.1%	-159	20.8K	-208	0.43	106.63	N/A	N/A	69	30	141	74
2016-12-08	$10.20	$10.00	35.7%	8.7%	32.5%	15.3%	30.9%	4.7%	2.0%	181	11.7K	-229	0.43	105.15	N/A	N/A	69	30	141	74
2016-12-09	$10.36	$10.00	33.1%	8.4%	32.3%	12.1%	30.1%	4.1%	3.4%	221	7.2K	-229	0.43	106.47	N/A	N/A	69	30	141	74
2016-12-12	$10.62	$10.00	53.5%	8.1%	33.5%	37.5%	29.9%	3.6%	9.7%	609	-1.5K	-241	0.43	101.21	N/A	N/A	69	30	141	74
2016-12-13	$10.65	$10.00	64.4%	7.5%	32.6%	51.2%	28.4%	2.1%	9.3%	557	-3.0K	-229	0.43	107.68	N/A	N/A	69	30	141	74
2016-12-14	$10.44	$10.00	27.9%	8.0%	31.8%	5.5%	29.8%	2.5%	7.9%	219	4.8K	-217	0.43	112.63	N/A	N/A	69	30	141	74
2016-12-15	$10.59	$10.00	28.4%	8.1%	29.9%	6.1%	30.7%	2.3%	9.2%	429	-287	-231	0.43	107.01	N/A	N/A	69	30	141	74
2016-12-16	$10.24	$10.00	29.3%	8.4%	31.9%	7.3%	30.6%	3.6%	3.7%	-531	6.5K	-199	0.43	107.27	N/A	N/A	69	30	141	74
2016-12-19	$10.55	$10.00	26.7%	7.7%	32.4%	4.1%	30.0%	-1.9%	9.2%	-354	13.4K	-201	0.31	105.43	N/A	N/A	59	18	130	69
2016-12-20	$10.54	$10.00	26.9%	7.7%	32.4%	4.3%	30.0%	-1.5%	9.7%	-255	13.7K	-205	0.31	109.71	N/A	N/A	59	18	130	71
2016-12-21	$10.73	$10.00	30.2%	8.7%	32.3%	8.4%	32.2%	2.6%	4.7%	389	6.3K	-222	0.17	108.12	N/A	N/A	109	18	130	71
2016-12-22	$10.72	$10.00	28.2%	8.1%	31.9%	5.9%	31.5%	-1.5%	5.6%	7	5.2K	-268	0.17	108.62	N/A	N/A	109	18	180	71
2016-12-23	$10.30	$10.00	26.3%	7.5%	34.8%	3.6%	29.1%	4.1%	10.2%	-406	12.4K	-248	0.17	108.97	N/A	N/A	109	18	180	71
2016-12-27	$10.25	$10.00	28.9%	8.3%	34.8%	6.8%	30.9%	-6.0%	4.7%	-569	14.5K	-240	0.17	57.50	N/A	N/A	109	18	180	71
2016-12-28	$10.36	$10.00	25.1%	7.2%	34.2%	2.1%	28.1%	-9.4%	11.4%	-677	15.8K	-237	0.17	109.93	N/A	N/A	109	18	180	71
2016-12-29	$10.72	$10.00	35.1%	10.1%	35.2%	14.5%	36.9%	12.9%	-10.7%	-185	6.6K	-250	0.17	133.04	N/A	N/A	109	18	180	71
2016-12-30	$10.34	$10.00	27.7%	7.9%	37.3%	5.3%	30.7%	-0.8%	9.3%	-564	14.0K	-239	0.17	109.41	N/A	N/A	109	18	180	71