AGYS Options History — August 2017

Name: AGYS Options Analytics - August 2017
Creator: Options Analysis Suite

In August 2017, AGYS traded between $10.01 and $10.50. ATM implied volatility averaged 45.3%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 17.7% (HV 20d: 27.6%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 4.90.

Notable Days

2017-08-01: Highest Volume — 118 contracts
2017-08-09: Largest IV drop — 25.3% change
2017-08-08: Highest IV Rank — 52.2%
2017-08-01: Largest Expected Move — 15.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.25	$10.01	$10.50	$10.27	$10.27
ATM IV	45.3%	35.6%	55.9%	54.3%	46.8%
Expected Move	12.2%	8.9%	15.6%	15.6%	13.4%
HV 20d	27.6%	24.0%	29.8%	24.0%	27.3%
HV 60d	24.8%	23.0%	26.5%	24.0%	23.1%
IV Rank	35.7%	20.6%	52.2%	49.7%	38.0%
IV Percentile	82.9%	55.6%	96.4%	96.4%	86.1%
Term Structure	-7.9%	-26.4%	7.9%	-10.4%	-17.5%
Skew 25d	1.0%	-20.0%	47.7%	1.8%	0.6%
Skew 10d	5.9%	-24.7%	91.1%	-4.0%	19.7%
Call IV 25d	51.0%	25.9%	65.8%	61.1%	63.7%
Put IV 25d	52.0%	36.3%	102.7%	62.8%	64.3%
Bid-Ask Spread %	113.96	52.57	122.63	114.66	120.33
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.4K	970	1.9K	1.1K	1.7K
Net DEX	-29.1K	-41.2K	-17.6K	-28.5K	-30.0K
Net VEX	-445	-481	-409	-481	-413
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.90	4.90	4.90	4.90	4.90
Total Volume	118	118	118	118	118
Total OI	209	209	209	209	209

Daily Data (23 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
2017-08-01	$10.27	$0.00	54.3%	15.6%	24.0%	49.7%	0.0%	1.8%	-10.4%	1.1K	-28.5K	-481	4.90	114.66	N/A	N/A	20	98	111	98
2017-08-02	$10.01	$0.00	49.7%	14.2%	25.7%	42.5%	0.0%	7.6%	-7.7%	1.5K	-27.1K	-467	4.90	120.06	N/A	N/A	20	98	111	98
2017-08-03	$10.12	$0.00	49.4%	10.7%	25.3%	42.0%	0.0%	-5.4%	-5.2%	1.4K	-27.4K	-473	4.90	106.23	N/A	N/A	20	98	111	98
2017-08-04	$10.44	$0.00	47.3%	8.9%	27.6%	38.7%	0.0%	10.4%	7.9%	1.1K	-34.5K	-474	4.90	52.57	N/A	N/A	20	98	111	98
2017-08-07	$10.26	$0.00	47.5%	10.0%	27.2%	39.1%	0.0%	4.4%	-2.7%	1.3K	-30.1K	-466	4.90	121.36	N/A	N/A	20	98	111	98
2017-08-08	$10.20	$0.00	55.9%	10.2%	27.3%	52.2%	0.0%	3.9%	2.4%	970	-30.9K	-460	4.90	122.63	N/A	N/A	20	98	111	98
2017-08-09	$10.03	$0.00	41.8%	12.0%	26.5%	30.2%	0.0%	-6.6%	-12.3%	1.4K	-17.6K	-465	4.90	116.79	N/A	N/A	20	98	111	98
2017-08-10	$10.25	$0.00	41.7%	12.0%	27.9%	30.1%	0.0%	-4.5%	-8.5%	1.4K	-29.9K	-457	4.90	115.92	N/A	N/A	20	98	111	98
2017-08-11	$10.21	$0.00	35.6%	10.2%	27.9%	20.6%	0.0%	2.3%	-6.3%	1.3K	-27.9K	-461	4.90	120.01	N/A	N/A	20	98	111	98
2017-08-14	$10.49	$0.00	38.5%	11.0%	29.7%	25.1%	0.0%	3.1%	1.0%	1.2K	-39.3K	-443	4.90	122.02	N/A	N/A	20	98	111	98
2017-08-15	$10.50	$0.00	43.9%	12.6%	29.7%	33.5%	0.0%	-3.5%	-1.9%	1.2K	-36.5K	-447	4.90	117.68	N/A	N/A	20	98	111	98
2017-08-16	$10.40	$0.00	44.3%	12.7%	29.1%	34.1%	0.0%	6.6%	-2.9%	1.3K	-36.6K	-435	4.90	115.27	N/A	N/A	20	98	111	98
2017-08-17	$10.30	$0.00	43.5%	12.5%	27.1%	32.8%	0.0%	-2.9%	-3.0%	1.3K	-31.1K	-438	4.90	115.36	N/A	N/A	20	98	111	98
2017-08-18	$10.33	$0.00	38.7%	11.1%	26.9%	25.4%	0.0%	-7.6%	-5.1%	1.0K	-31.7K	-443	4.90	120.12	N/A	N/A	20	98	111	98
2017-08-21	$10.14	$0.00	44.5%	12.8%	27.5%	34.5%	0.0%	-8.3%	-11.2%	1.5K	-22.5K	-439	4.90	119.69	N/A	N/A	20	98	111	98
2017-08-22	$10.35	$0.00	40.3%	11.5%	27.6%	27.9%	0.0%	6.3%	-7.7%	1.6K	-33.3K	-430	4.90	122.41	N/A	N/A	20	98	111	98
2017-08-23	$10.02	$0.00	43.3%	12.4%	29.8%	32.6%	0.0%	-2.6%	-26.4%	1.9K	-20.7K	-430	4.90	115.70	N/A	N/A	20	98	111	98
2017-08-24	$10.12	$0.00	47.5%	13.6%	28.6%	39.2%	0.0%	-8.7%	-12.4%	1.3K	-19.1K	-434	4.90	118.85	N/A	N/A	20	98	111	98
2017-08-25	$10.26	$0.00	45.6%	13.1%	28.6%	36.1%	0.0%	47.7%	-7.4%	1.4K	-25.2K	-431	4.90	86.33	N/A	N/A	20	98	111	98
2017-08-28	$10.16	$0.00	46.7%	13.4%	28.9%	37.8%	0.0%	-12.9%	-10.0%	1.4K	-17.6K	-423	4.90	118.15	N/A	N/A	20	98	111	98
2017-08-29	$10.29	$0.00	46.8%	13.4%	28.5%	38.0%	0.0%	11.7%	-9.8%	1.3K	-30.1K	-419	4.90	119.42	N/A	N/A	20	98	111	98
2017-08-30	$10.40	$0.00	48.9%	14.0%	27.1%	41.3%	0.0%	-20.0%	-23.9%	1.9K	-41.2K	-409	4.90	119.50	N/A	N/A	20	98	111	98
2017-08-31	$10.27	$0.00	46.8%	13.4%	27.3%	38.0%	0.0%	0.6%	-17.5%	1.7K	-30.0K	-413	4.90	120.33	N/A	N/A	20	98	111	98