AGYS Options History — November 2017

In November 2017, AGYS traded between $11.53 and $12.41. ATM implied volatility averaged 36.9%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 10.5% (HV 20d: 26.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 6.65.

Notable Days

2017-11-01: Highest Volume — 125 contracts
2017-11-03: Largest IV spike — 43.5% change
2017-11-06: Highest IV Rank — 30.4%
2017-11-06: Largest Expected Move — 33.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.02	$11.53	$12.41	$12.41	$12.24
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	36.9%	26.6%	47.5%	39.6%	44.5%
Expected Move	11.2%	7.6%	33.4%	11.4%	12.8%
HV 20d	26.4%	19.0%	30.8%	23.5%	28.6%
HV 60d	25.4%	24.0%	26.4%	24.3%	25.8%
IV Rank	17.6%	5.1%	30.4%	20.9%	26.8%
IV Percentile	50.1%	8.7%	85.7%	63.1%	77.0%
Term Structure	-11.0%	-137.5%	6.1%	-7.8%	-17.8%
VWIV	42.3%	42.3%	42.3%	42.3%	42.3%
Skew 25d	4.1%	-6.9%	11.4%	2.2%	3.9%
Skew 10d	1.3%	-22.7%	8.9%	3.6%	6.0%
Call IV 25d	42.3%	31.4%	56.6%	51.6%	56.6%
Put IV 25d	46.4%	34.1%	60.5%	53.8%	60.5%
Bid-Ask Spread %	117.49	111.16	150.08	121.36	112.32
Gamma HHI	0.59	0.50	0.76	0.76	0.58
Net GEX	1.5K	-85	3.8K	3.4K	745
Net DEX	-35.4K	-72.4K	-16.0K	-72.4K	-28.4K
Net VEX	-163	-245	-70	-118	-80
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.65	3.81	16.33	3.81	7.00
Total Volume	118.333	104	125	125	112
Total OI	176.857	139	201	200	139

Daily Data (21 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
2017-11-01	$12.41	$10.00	39.6%	11.4%	23.5%	20.9%	42.3%	2.2%	-7.8%	3.4K	-72.4K	-118	3.81	121.36	N/A	N/A	26	99	101	99
2017-11-02	$12.32	$0.00	30.9%	8.6%	19.0%	10.4%	0.0%	5.6%	-2.0%	3.8K	-61.2K	-192	3.81	118.18	N/A	N/A	26	99	101	100
2017-11-03	$11.96	$0.00	44.4%	9.9%	20.7%	26.7%	0.0%	3.9%	-4.3%	2.0K	-42.9K	-231	3.81	116.22	N/A	N/A	26	99	101	100
2017-11-06	$12.05	$0.00	47.5%	33.4%	20.8%	30.4%	0.0%	5.2%	-137.5%	2.5K	-35.1K	-169	3.81	150.08	N/A	N/A	26	99	101	99
2017-11-07	$11.73	$0.00	44.2%	10.0%	21.9%	26.4%	0.0%	-6.9%	-5.1%	1.9K	-35.3K	-222	3.81	111.16	N/A	N/A	26	99	101	99
2017-11-08	$11.53	$0.00	31.2%	8.9%	22.3%	10.7%	0.0%	3.7%	6.1%	1.4K	-27.7K	-228	3.81	114.30	N/A	N/A	26	99	101	99
2017-11-09	$11.73	$0.00	34.1%	9.8%	23.1%	14.2%	0.0%	3.0%	2.5%	1.5K	-31.7K	-245	3.81	114.92	N/A	N/A	26	99	101	99
2017-11-10	$11.86	$0.00	33.1%	9.5%	23.6%	13.0%	0.0%	1.3%	0.3%	1.9K	-36.4K	-231	3.81	114.71	N/A	N/A	26	99	101	99
2017-11-13	$12.25	$0.00	33.3%	9.5%	26.9%	13.2%	0.0%	0.4%	-3.7%	3.2K	-55.9K	-169	3.81	116.54	N/A	N/A	26	99	101	99
2017-11-14	$11.89	$0.00	31.8%	9.1%	27.9%	11.4%	0.0%	4.7%	-1.0%	2.2K	-47.5K	-176	3.81	112.08	N/A	N/A	26	99	101	99
2017-11-15	$11.86	$0.00	36.1%	10.4%	27.9%	16.7%	0.0%	6.8%	-4.2%	1.9K	-42.2K	-192	3.81	113.58	N/A	N/A	26	99	101	99
2017-11-16	$12.11	$0.00	26.6%	7.6%	28.7%	5.1%	0.0%	4.1%	-0.0%	2.5K	-48.5K	-174	3.81	116.71	N/A	N/A	26	99	101	99
2017-11-17	$11.84	$0.00	32.1%	9.2%	29.7%	11.8%	0.0%	4.0%	-1.9%	-85	-26.4K	-151	3.81	115.99	N/A	N/A	26	99	101	99
2017-11-20	$11.91	$0.00	32.1%	9.2%	29.8%	11.8%	0.0%	5.9%	-0.1%	-59	-16.0K	-152	16.33	115.67	N/A	N/A	6	98	41	98
2017-11-21	$12.05	$0.00	40.6%	11.6%	30.1%	22.1%	0.0%	3.5%	-10.4%	33	-19.1K	-137	16.33	114.40	N/A	N/A	6	98	41	98
2017-11-22	$12.07	$0.00	36.0%	10.3%	30.0%	16.5%	0.0%	4.3%	-6.8%	131	-21.2K	-130	10.89	118.39	N/A	N/A	9	98	41	98
2017-11-24	$12.12	$0.00	41.2%	11.8%	29.4%	22.8%	0.0%	7.3%	-5.6%	78	-21.3K	-131	10.89	117.40	N/A	N/A	9	98	41	98
2017-11-27	$11.95	$0.00	36.7%	10.5%	29.8%	17.4%	0.0%	3.7%	-8.3%	29	-20.6K	-120	10.89	116.86	N/A	N/A	9	98	41	98
2017-11-28	$12.21	$0.00	37.2%	10.7%	30.8%	18.0%	0.0%	11.4%	-17.7%	1.2K	-27.9K	-70	10.89	119.04	N/A	N/A	9	98	41	98
2017-11-29	$12.26	$0.00	41.1%	11.8%	28.9%	22.7%	0.0%	8.0%	-5.6%	345	-26.2K	-101	7.00	117.31	N/A	N/A	14	98	41	98
2017-11-30	$12.24	$0.00	44.5%	12.8%	28.6%	26.8%	0.0%	3.9%	-17.8%	745	-28.4K	-80	7.00	112.32	N/A	N/A	14	98	41	98