AGYS Options History — February 2017

In February 2017, AGYS traded between $8.79 and $9.86. ATM implied volatility averaged 34.1%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 5.1% (HV 20d: 39.2%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.57.

Notable Days

2017-02-15: Highest Volume — 204 contracts
2017-02-08: Largest IV drop — 46.0% change
2017-02-07: Highest IV Rank — 48.1%
2017-02-01: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.30	$8.79	$9.86	$9.66	$9.13
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	34.1%	23.4%	50.8%	40.7%	36.6%
Expected Move	9.0%	6.7%	11.7%	11.7%	10.5%
HV 20d	39.2%	26.3%	49.1%	29.2%	48.8%
HV 60d	36.9%	33.5%	40.0%	34.8%	40.0%
IV Rank	18.7%	0.0%	48.1%	30.4%	23.2%
IV Percentile	41.9%	0.0%	94.8%	83.3%	64.3%
Term Structure	-2.3%	-9.2%	9.5%	-7.7%	-2.2%
VWIV	33.1%	25.0%	50.7%	31.8%	47.0%
Skew 25d	22.6%	-8.2%	97.3%	8.5%	14.3%
Skew 10d	25.3%	-10.4%	122.4%	8.1%	10.5%
Call IV 25d	35.2%	28.2%	48.9%	48.9%	37.5%
Put IV 25d	57.8%	31.3%	129.0%	57.4%	51.9%
Bid-Ask Spread %	97.43	37.08	112.71	101.24	109.97
Gamma HHI	0.91	0.73	0.97	0.73	0.97
Net GEX	-4.6K	-6.3K	-1.7K	-1.7K	-5.3K
Net DEX	138.0K	36.8K	176.2K	36.8K	169.7K
Net VEX	-491	-659	-138	-168	-514
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.57	0.36	1.85	0.36	1.80
Total Volume	184.895	91	204	91	193
Total OI	335.105	155	387	155	378

Daily Data (19 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
2017-02-01	$9.66	$0.00	40.7%	11.7%	29.2%	30.4%	0.0%	8.5%	-7.7%	-1.7K	36.8K	-168	0.36	101.24	N/A	N/A	67	24	78	77
2017-02-02	$9.43	$10.00	37.2%	9.2%	29.9%	24.1%	31.8%	2.5%	-1.0%	-1.8K	43.8K	-144	0.36	102.52	N/A	N/A	67	24	78	77
2017-02-03	$9.40	$10.00	44.1%	9.1%	29.9%	36.3%	29.9%	79.3%	-0.7%	-1.7K	46.2K	-138	1.85	106.32	N/A	N/A	67	124	78	77
2017-02-06	$9.11	$10.00	45.2%	8.7%	30.9%	38.2%	25.6%	-0.6%	-4.0%	-3.1K	107.9K	-340	1.85	104.72	N/A	N/A	67	124	78	177
2017-02-07	$8.92	$10.00	50.8%	10.0%	31.2%	48.1%	29.0%	-8.2%	-6.1%	-4.3K	166.6K	-540	1.85	96.56	N/A	N/A	67	124	78	277
2017-02-08	$8.89	$10.00	27.5%	7.9%	31.2%	7.0%	27.3%	4.5%	2.3%	-4.2K	166.8K	-536	1.85	108.27	N/A	N/A	67	124	78	277
2017-02-09	$9.00	$10.00	32.6%	9.3%	28.0%	16.0%	50.7%	13.8%	-5.5%	-4.4K	159.7K	-576	1.45	84.90	N/A	N/A	78	113	78	277
2017-02-10	$8.79	$10.00	39.8%	11.4%	26.3%	28.7%	37.3%	-7.5%	-9.2%	-4.1K	176.2K	-520	1.59	104.48	N/A	N/A	78	124	89	297
2017-02-13	$9.52	$10.00	29.4%	8.4%	40.6%	10.5%	29.4%	97.3%	-0.8%	-5.4K	150.5K	-622	1.59	104.70	N/A	N/A	78	124	89	296
2017-02-14	$9.49	$10.00	29.9%	8.6%	38.8%	11.3%	29.9%	75.1%	-1.2%	-5.4K	150.5K	-615	1.59	47.47	N/A	N/A	78	124	89	296
2017-02-15	$9.86	$10.00	28.0%	8.0%	41.6%	8.0%	28.0%	83.8%	-0.5%	-5.3K	127.7K	-659	1.55	98.19	N/A	N/A	80	124	89	296
2017-02-16	$9.31	$10.00	31.8%	9.1%	45.8%	14.7%	39.1%	5.2%	-6.1%	-5.4K	160.3K	-581	1.55	105.21	N/A	N/A	80	124	91	296
2017-02-17	$9.66	$10.00	23.4%	6.7%	47.9%	0.0%	25.0%	14.7%	9.5%	-6.3K	145.1K	-625	1.55	112.71	N/A	N/A	80	124	91	296
2017-02-21	$9.34	$10.00	33.6%	9.6%	49.1%	18.0%	41.6%	5.7%	-6.7%	-5.6K	158.1K	-572	1.80	105.05	N/A	N/A	69	124	81	296
2017-02-22	$9.34	$10.00	26.3%	7.5%	49.1%	5.1%	27.9%	15.8%	0.7%	-5.9K	162.5K	-556	1.80	109.86	N/A	N/A	69	124	82	296
2017-02-23	$9.14	$10.00	30.7%	8.8%	48.3%	12.9%	35.5%	5.0%	-3.4%	-5.3K	169.4K	-521	1.80	37.08	N/A	N/A	69	124	82	296
2017-02-24	$9.25	$10.00	29.6%	8.5%	48.7%	11.0%	29.6%	-0.6%	-1.2%	-5.5K	164.2K	-546	1.80	103.21	N/A	N/A	69	124	82	296
2017-02-27	$9.39	$10.00	30.2%	8.7%	49.1%	12.1%	32.0%	20.4%	0.9%	-6.0K	159.3K	-551	1.80	108.63	N/A	N/A	69	124	82	296
2017-02-28	$9.13	$10.00	36.6%	10.5%	48.8%	23.2%	47.0%	14.3%	-2.2%	-5.3K	169.7K	-514	1.80	109.97	N/A	N/A	69	124	82	296