AGYS Options History — October 2017

In October 2017, AGYS traded between $11.91 and $12.84. ATM implied volatility averaged 37.7%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 11.8% (HV 20d: 25.9%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 4.09.

Notable Days

2017-10-05: Highest Volume — 184 contracts
2017-10-03: Largest IV spike — 32.9% change
2017-10-09: Highest IV Rank — 31.6%
2017-10-26: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.35	$11.91	$12.84	$12.08	$12.28
Max Pain	$12.16	$10.00	$12.50	$10.00	$12.50
ATM IV	37.7%	29.1%	48.4%	31.1%	40.9%
Expected Move	10.5%	8.3%	12.1%	8.9%	11.7%
HV 20d	25.9%	20.2%	30.6%	24.4%	23.4%
HV 60d	25.7%	24.0%	26.9%	26.0%	24.3%
IV Rank	18.6%	8.2%	31.6%	10.7%	22.4%
IV Percentile	54.0%	18.7%	87.3%	24.2%	67.5%
Term Structure	-4.7%	-17.2%	11.8%	11.8%	-8.3%
VWIV	38.1%	29.0%	61.6%	49.9%	43.6%
Skew 25d	3.8%	-8.2%	22.5%	22.5%	1.1%
Skew 10d	2.9%	-14.6%	11.2%	7.9%	-1.7%
Call IV 25d	41.9%	31.9%	50.7%	31.9%	49.1%
Put IV 25d	45.7%	29.2%	57.4%	54.5%	50.2%
Bid-Ask Spread %	116.88	83.53	123.14	120.75	121.07
Gamma HHI	0.70	0.58	1.00	0.64	0.61
Net GEX	2.1K	-835	4.0K	-835	2.3K
Net DEX	-129.2K	-201.2K	-36.5K	-124.5K	-45.3K
Net VEX	-217	-274	-152	-178	-219
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.09	1.16	6.19	3.30	3.81
Total Volume	129.409	115	184	129	125
Total OI	245.364	190	289	222	190

Daily Data (22 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
2017-10-02	$12.08	$10.00	31.1%	8.9%	24.4%	10.7%	49.9%	22.5%	11.8%	-835	-124.5K	-178	3.30	120.75	N/A	N/A	30	99	124	98
2017-10-03	$12.08	$10.00	41.4%	11.9%	24.5%	23.1%	42.6%	4.0%	-3.9%	-666	-124.0K	-173	3.30	119.54	N/A	N/A	30	99	124	99
2017-10-04	$12.00	$10.00	41.7%	11.9%	25.0%	23.4%	61.6%	9.2%	-7.6%	-430	-120.8K	-192	3.30	123.14	N/A	N/A	30	99	124	99
2017-10-05	$12.48	$12.50	34.4%	11.4%	27.4%	14.7%	40.6%	4.8%	-3.9%	-439	-134.5K	-157	1.16	114.03	N/A	N/A	85	99	124	99
2017-10-06	$12.67	$12.50	43.5%	11.0%	27.4%	25.6%	36.7%	-3.7%	-4.7%	2.0K	-193.0K	-243	1.25	112.83	N/A	N/A	79	99	189	99
2017-10-09	$12.54	$12.50	48.4%	9.4%	28.3%	31.6%	32.9%	6.0%	-3.2%	2.5K	-182.2K	-256	1.52	119.65	N/A	N/A	65	99	189	99
2017-10-10	$12.69	$12.50	37.3%	9.0%	28.1%	18.1%	30.6%	-5.3%	-3.9%	4.0K	-193.5K	-153	3.96	117.86	N/A	N/A	25	99	190	99
2017-10-11	$12.70	$12.50	34.2%	9.8%	28.0%	14.4%	34.4%	-4.7%	-7.7%	3.6K	-195.0K	-154	3.96	120.47	N/A	N/A	25	99	190	99
2017-10-12	$12.83	$12.50	33.3%	9.6%	27.8%	13.3%	33.1%	-4.5%	-11.6%	3.8K	-201.2K	-152	3.96	118.93	N/A	N/A	25	99	190	99
2017-10-13	$12.84	$12.50	37.0%	10.6%	27.6%	17.8%	31.5%	11.2%	-2.6%	1.8K	-199.8K	-152	3.96	114.67	N/A	N/A	25	99	190	99
2017-10-16	$12.76	$12.50	33.7%	9.6%	28.2%	13.7%	32.4%	-5.0%	-5.0%	3.1K	-190.3K	-223	3.96	116.32	N/A	N/A	25	99	190	99
2017-10-17	$12.50	$12.50	35.2%	10.1%	29.8%	15.6%	37.1%	3.5%	-17.2%	3.2K	-187.1K	-183	3.96	121.50	N/A	N/A	25	99	190	99
2017-10-18	$12.44	$12.50	29.1%	8.3%	29.9%	8.2%	29.0%	-8.2%	5.6%	3.2K	-170.8K	-270	3.81	118.11	N/A	N/A	26	99	190	99
2017-10-19	$12.27	$12.50	31.8%	9.1%	30.1%	11.4%	32.8%	4.1%	-1.4%	2.7K	-170.2K	-274	3.81	116.12	N/A	N/A	26	99	190	99
2017-10-20	$12.17	$12.50	38.0%	10.9%	30.6%	18.9%	37.5%	6.5%	-7.2%	2.1K	-167.4K	-269	3.81	119.76	N/A	N/A	26	99	190	99
2017-10-23	$12.18	$12.50	35.4%	10.2%	26.1%	15.9%	33.6%	9.5%	-2.1%	2.5K	-41.8K	-255	6.19	83.53	N/A	N/A	16	99	91	99
2017-10-24	$12.20	$12.50	40.5%	11.6%	20.6%	22.0%	40.4%	4.9%	-7.4%	2.2K	-46.7K	-251	6.19	120.69	N/A	N/A	16	99	91	99
2017-10-25	$12.10	$12.50	37.3%	10.7%	20.2%	18.1%	35.8%	7.2%	-2.8%	2.5K	-43.5K	-249	6.19	120.58	N/A	N/A	16	99	91	99
2017-10-26	$11.91	$12.50	42.4%	12.1%	21.1%	24.2%	40.2%	7.5%	-7.4%	2.0K	-36.5K	-262	6.19	118.00	N/A	N/A	16	99	91	99
2017-10-27	$11.97	$12.50	41.8%	12.0%	21.1%	23.6%	40.9%	6.6%	-5.1%	2.1K	-38.5K	-250	6.19	118.01	N/A	N/A	16	99	91	99
2017-10-30	$11.92	$12.50	41.4%	11.9%	20.8%	23.1%	41.2%	6.7%	-7.4%	2.2K	-36.7K	-254	6.19	115.75	N/A	N/A	16	99	91	99
2017-10-31	$12.28	$12.50	40.9%	11.7%	23.4%	22.4%	43.6%	1.1%	-8.3%	2.3K	-45.3K	-219	3.81	121.07	N/A	N/A	26	99	91	99