AGYS Options History — September 2017

In September 2017, AGYS traded between $10.45 and $11.96. ATM implied volatility averaged 50.9%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 29.3% (HV 20d: 21.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 4.27.

Notable Days

2017-09-27: Highest Volume — 128 contracts
2017-09-13: Largest IV drop — 59.1% change
2017-09-11: Highest IV Rank — 100.0%
2017-09-01: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.87	$10.45	$11.96	$10.45	$11.96
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	50.9%	29.6%	105.0%	50.4%	29.6%
Expected Move	11.7%	8.5%	14.5%	14.5%	8.5%
HV 20d	21.6%	13.4%	25.7%	25.7%	24.7%
HV 60d	23.7%	22.4%	26.2%	23.2%	26.0%
IV Rank	38.6%	8.8%	100.0%	43.6%	8.8%
IV Percentile	75.8%	19.8%	100.0%	92.1%	19.8%
Term Structure	-6.8%	-26.1%	9.6%	-8.0%	4.8%
VWIV	43.7%	28.4%	59.4%	40.0%	49.4%
Skew 25d	3.2%	-4.1%	13.8%	1.6%	13.8%
Skew 10d	4.4%	-4.7%	24.5%	24.5%	6.0%
Call IV 25d	43.4%	30.2%	63.3%	63.3%	34.8%
Put IV 25d	46.5%	39.2%	64.9%	64.9%	48.6%
Bid-Ask Spread %	117.20	110.99	121.95	118.45	119.31
Gamma HHI	0.89	0.52	1.00	1.00	0.61
Net GEX	1.4K	-600	2.7K	2.0K	-600
Net DEX	-60.9K	-121.1K	-34.5K	-34.5K	-121.1K
Net VEX	-331	-397	-193	-397	-199
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.27	3.27	4.90	4.90	3.27
Total Volume	121.3	118	128	118	128
Total OI	212.1	209	222	209	222

Daily Data (20 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
2017-09-01	$10.45	$0.00	50.4%	14.5%	25.7%	43.6%	0.0%	1.6%	-8.0%	2.0K	-34.5K	-397	4.90	118.45	N/A	N/A	20	98	111	98
2017-09-05	$10.51	$10.00	57.1%	11.3%	24.9%	54.0%	40.0%	-3.0%	-9.6%	1.4K	-38.5K	-395	4.90	112.83	N/A	N/A	20	98	111	98
2017-09-06	$10.54	$10.00	59.9%	9.5%	24.7%	58.3%	30.8%	1.6%	-0.1%	1.5K	-44.8K	-390	4.90	114.34	N/A	N/A	20	98	111	98
2017-09-07	$10.54	$10.00	63.5%	12.0%	23.8%	64.0%	42.8%	11.0%	-1.3%	1.7K	-39.2K	-389	4.90	113.88	N/A	N/A	20	98	111	98
2017-09-08	$10.58	$10.00	67.4%	12.1%	22.7%	70.0%	42.4%	-1.4%	-14.0%	1.6K	-43.5K	-380	4.90	111.37	N/A	N/A	20	98	111	98
2017-09-11	$10.65	$10.00	90.8%	12.3%	22.7%	100.0%	44.2%	-4.1%	-18.5%	2.7K	-52.0K	-347	4.26	110.99	N/A	N/A	23	98	111	98
2017-09-12	$10.64	$10.00	105.0%	12.8%	20.7%	100.0%	45.4%	-2.6%	-16.0%	2.2K	-46.9K	-372	4.26	118.79	N/A	N/A	23	98	114	98
2017-09-13	$10.62	$10.00	43.0%	12.3%	20.7%	25.0%	42.8%	-3.0%	-13.3%	2.3K	-44.4K	-372	4.26	117.78	N/A	N/A	23	98	114	98
2017-09-14	$10.62	$10.00	40.5%	11.6%	20.3%	22.0%	40.6%	-3.5%	-10.9%	2.5K	-46.1K	-369	4.26	118.88	N/A	N/A	23	98	114	98
2017-09-15	$10.60	$10.00	45.6%	13.1%	20.0%	28.1%	45.2%	7.1%	-16.8%	1.7K	-49.8K	-347	4.26	117.63	N/A	N/A	23	98	114	98
2017-09-18	$10.69	$10.00	44.2%	12.7%	20.1%	26.4%	45.2%	-3.4%	-11.9%	2.3K	-51.8K	-347	4.26	118.11	N/A	N/A	23	98	114	98
2017-09-19	$10.65	$10.00	45.3%	13.0%	18.8%	27.8%	46.9%	-3.2%	-8.6%	1.9K	-50.2K	-354	4.26	119.12	N/A	N/A	23	98	114	98
2017-09-20	$10.63	$10.00	44.1%	12.7%	17.6%	26.4%	38.0%	9.4%	0.2%	1.2K	-46.9K	-359	4.26	119.46	N/A	N/A	23	98	114	98
2017-09-21	$10.50	$10.00	33.6%	9.6%	13.4%	13.6%	28.9%	-1.4%	8.4%	2.2K	-52.2K	-337	4.26	119.71	N/A	N/A	23	98	114	98
2017-09-22	$10.61	$10.00	39.9%	11.4%	13.4%	21.3%	28.4%	11.5%	9.6%	1.1K	-49.4K	-346	4.26	118.09	N/A	N/A	23	98	114	98
2017-09-25	$11.15	$10.00	47.4%	13.6%	21.3%	30.3%	50.5%	-1.8%	-26.1%	1.7K	-78.0K	-280	4.26	113.50	N/A	N/A	23	98	114	98
2017-09-26	$11.69	$10.00	37.2%	10.7%	25.5%	18.0%	57.8%	12.3%	3.1%	-38	-105.8K	-215	4.26	120.76	N/A	N/A	23	98	114	98
2017-09-27	$11.88	$10.00	35.5%	10.2%	25.6%	15.9%	59.4%	11.1%	-6.2%	-492	-109.8K	-193	3.27	121.95	N/A	N/A	30	98	114	98
2017-09-28	$11.91	$10.00	37.4%	10.7%	25.7%	18.3%	50.7%	11.5%	-1.9%	-217	-113.8K	-237	3.27	119.06	N/A	N/A	30	98	124	98
2017-09-29	$11.96	$10.00	29.6%	8.5%	24.7%	8.8%	49.4%	13.8%	4.8%	-600	-121.1K	-199	3.27	119.31	N/A	N/A	30	98	124	98