AGYS Options History — April 2017

In April 2017, AGYS traded between $9.14 and $9.98. ATM implied volatility averaged 29.7%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 4.6% (HV 20d: 25.1%). 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 10 of 19 days. Put/call ratio averaged 0.52.

Notable Days

2017-04-06: Highest Volume — 279 contracts
2017-04-25: Largest IV spike — 32.5% change
2017-04-11: Highest IV Rank — 21.1%
2017-04-05: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.41	$9.14	$9.98	$9.20	$9.93
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	29.7%	22.3%	36.8%	29.5%	32.5%
Expected Move	8.0%	5.7%	10.2%	8.5%	9.3%
HV 20d	25.1%	20.9%	29.0%	28.7%	22.6%
HV 60d	35.1%	34.3%	36.6%	36.6%	34.3%
IV Rank	10.6%	0.0%	21.1%	9.7%	15.8%
IV Percentile	25.0%	0.0%	63.5%	19.0%	35.3%
Term Structure	1.7%	-5.2%	7.9%	-3.7%	1.9%
VWIV	28.3%	20.5%	34.7%	32.4%	32.5%
Skew 25d	10.3%	-7.4%	79.3%	4.5%	-6.9%
Skew 10d	9.7%	-11.7%	119.0%	9.4%	-11.5%
Call IV 25d	31.2%	22.7%	41.8%	36.6%	39.4%
Put IV 25d	41.5%	29.0%	118.2%	41.1%	32.5%
Bid-Ask Spread %	84.57	19.14	112.10	38.58	106.29
Gamma HHI	0.91	0.79	0.98	0.97	0.86
Net GEX	-3.5K	-4.2K	-2.7K	-3.6K	-3.1K
Net DEX	131.8K	56.9K	169.5K	144.1K	93.6K
Net VEX	-469	-522	-383	-507	-504
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.01	0.76	0.76	0.24
Total Volume	244.895	141	279	240	172
Total OI	420.263	348	455	415	381

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
2017-04-03	$9.20	$10.00	29.5%	8.5%	28.7%	9.7%	32.4%	4.5%	-3.7%	-3.6K	144.1K	-507	0.76	38.58	N/A	N/A	136	104	158	257
2017-04-04	$9.21	$10.00	34.2%	9.8%	28.6%	17.1%	33.8%	8.5%	-0.3%	-3.7K	141.5K	-505	0.76	38.46	N/A	N/A	136	104	158	257
2017-04-05	$9.23	$10.00	35.5%	10.2%	28.6%	19.1%	34.4%	9.4%	-3.4%	-3.9K	149.6K	-474	0.76	39.01	N/A	N/A	136	103	158	257
2017-04-06	$9.24	$10.00	33.0%	7.8%	28.6%	15.2%	30.5%	2.6%	-1.7%	-3.9K	148.0K	-474	0.59	105.13	N/A	N/A	176	103	158	257
2017-04-07	$9.29	$10.00	33.0%	7.3%	28.4%	15.1%	28.9%	3.6%	-0.3%	-3.9K	142.2K	-512	0.59	104.81	N/A	N/A	176	103	198	257
2017-04-10	$9.31	$10.00	33.1%	5.7%	27.8%	15.3%	20.7%	6.0%	7.8%	-3.9K	147.1K	-489	0.59	40.60	N/A	N/A	176	103	198	257
2017-04-11	$9.43	$10.00	36.8%	7.5%	28.0%	21.1%	30.1%	2.2%	0.4%	-4.0K	134.3K	-522	0.59	101.19	N/A	N/A	176	103	198	257
2017-04-12	$9.29	$10.00	28.2%	8.1%	28.6%	7.6%	31.6%	3.9%	-1.2%	-3.6K	147.6K	-483	0.59	105.79	N/A	N/A	176	103	198	257
2017-04-13	$9.17	$10.00	23.2%	6.6%	29.0%	0.0%	23.7%	9.5%	5.6%	-3.7K	154.6K	-448	0.59	109.43	N/A	N/A	176	103	198	257
2017-04-17	$9.26	$10.00	26.5%	7.6%	22.6%	5.3%	23.6%	14.2%	5.9%	-3.8K	152.6K	-433	0.59	111.05	N/A	N/A	176	103	198	257
2017-04-18	$9.14	$10.00	24.5%	7.0%	21.2%	2.1%	20.5%	6.4%	7.9%	-3.0K	169.5K	-383	0.59	19.14	N/A	N/A	176	103	198	256
2017-04-19	$9.14	$10.00	26.4%	7.6%	20.9%	5.1%	26.5%	1.0%	1.5%	-3.1K	168.1K	-386	0.59	41.93	N/A	N/A	176	103	198	256
2017-04-20	$9.39	$10.00	23.8%	6.8%	23.0%	1.1%	22.7%	13.6%	7.8%	-2.7K	151.6K	-443	0.59	110.35	N/A	N/A	176	103	198	256
2017-04-21	$9.47	$10.00	22.3%	6.4%	21.3%	0.0%	21.7%	18.4%	7.7%	-2.9K	146.8K	-461	0.59	94.49	N/A	N/A	176	103	198	256
2017-04-24	$9.48	$10.00	23.7%	6.8%	21.1%	2.1%	22.7%	19.4%	5.3%	-2.9K	93.7K	-452	0.72	110.86	N/A	N/A	139	100	148	200
2017-04-25	$9.74	$10.00	31.4%	9.0%	23.2%	14.1%	34.0%	7.3%	-5.2%	-4.0K	85.1K	-462	0.01	111.12	N/A	N/A	139	2	150	200
2017-04-26	$9.91	$10.00	32.9%	9.4%	23.3%	16.5%	33.1%	79.3%	-1.4%	-4.2K	77.5K	-472	0.01	106.50	N/A	N/A	139	2	150	200
2017-04-27	$9.98	$10.00	34.5%	9.9%	22.5%	18.9%	34.7%	-7.4%	-2.3%	-2.8K	56.9K	-501	0.24	112.10	N/A	N/A	139	33	150	200
2017-04-28	$9.93	$10.00	32.5%	9.3%	22.6%	15.8%	32.5%	-6.9%	1.9%	-3.1K	93.6K	-504	0.24	106.29	N/A	N/A	139	33	150	231