AGYS Options History — December 2017

In December 2017, AGYS traded between $12.03 and $12.54. ATM implied volatility averaged 41.4%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 20.1% (HV 20d: 21.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 7.70.

Notable Days

2017-12-01: Highest Volume — 112 contracts
2017-12-13: Largest IV drop — 53.0% change
2017-12-12: Highest IV Rank — 59.4%
2017-12-01: Largest Expected Move — 12.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.32	$12.03	$12.54	$12.21	$12.24
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	41.4%	26.8%	71.5%	44.3%	36.7%
Expected Move	9.6%	7.7%	12.7%	12.7%	10.5%
HV 20d	21.3%	16.0%	28.5%	28.5%	17.1%
HV 60d	25.2%	22.9%	26.9%	25.8%	23.2%
IV Rank	23.1%	5.5%	59.4%	26.6%	17.4%
IV Percentile	55.6%	9.9%	98.0%	76.2%	47.6%
Term Structure	-3.7%	-10.5%	5.7%	-7.8%	-2.6%
VWIV	34.7%	28.8%	43.4%	32.7%	41.3%
Skew 25d	-4.5%	-9.4%	4.9%	4.9%	-2.9%
Skew 10d	-7.1%	-15.1%	5.2%	4.8%	-7.6%
Call IV 25d	40.1%	34.8%	56.0%	56.0%	45.6%
Put IV 25d	35.6%	28.6%	60.9%	60.9%	42.6%
Bid-Ask Spread %	119.49	115.29	123.13	115.29	121.63
Gamma HHI	0.74	0.50	1.00	0.50	0.72
Net GEX	1.1K	192	1.7K	192	1.3K
Net DEX	-29.6K	-33.6K	-24.2K	-24.2K	-28.5K
Net VEX	-60	-109	-35	-109	-42
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.70	7.00	8.17	7.00	8.17
Total Volume	110.8	110	112	112	110
Total OI	139	139	139	139	139

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
2017-12-01	$12.21	$0.00	44.3%	12.7%	28.5%	26.6%	0.0%	4.9%	-7.8%	192	-24.2K	-109	7.00	115.29	N/A	N/A	14	98	41	98
2017-12-04	$12.03	$10.00	48.8%	9.4%	27.0%	32.1%	32.7%	-3.6%	0.2%	393	-24.8K	-89	7.00	118.20	N/A	N/A	14	98	41	98
2017-12-05	$12.09	$10.00	45.1%	9.7%	26.9%	27.5%	33.4%	-4.9%	-1.2%	341	-24.7K	-91	7.00	118.17	N/A	N/A	14	98	41	98
2017-12-06	$12.18	$10.00	46.2%	9.8%	25.0%	28.9%	33.3%	-4.6%	-4.8%	426	-25.3K	-88	7.00	120.09	N/A	N/A	14	98	41	98
2017-12-07	$12.54	$10.00	53.0%	8.2%	25.7%	37.1%	28.8%	-6.2%	4.9%	1.5K	-33.6K	-49	7.00	120.35	N/A	N/A	14	98	41	98
2017-12-08	$12.42	$10.00	56.5%	9.2%	25.7%	41.3%	34.1%	-3.6%	0.9%	796	-30.1K	-73	7.00	120.97	N/A	N/A	14	98	41	98
2017-12-11	$12.28	$10.00	62.2%	8.3%	25.9%	48.2%	36.1%	-8.8%	-5.3%	759	-30.6K	-71	7.00	117.44	N/A	N/A	14	98	41	98
2017-12-12	$12.20	$10.00	71.5%	9.7%	23.4%	59.4%	35.8%	-3.3%	-10.5%	839	-30.2K	-68	7.00	120.80	N/A	N/A	14	98	41	98
2017-12-13	$12.28	$10.00	33.6%	9.6%	20.7%	13.6%	35.0%	-3.3%	0.2%	860	-28.9K	-66	8.17	119.96	N/A	N/A	12	98	41	98
2017-12-14	$12.35	$10.00	31.9%	9.1%	20.7%	11.6%	32.1%	-5.9%	-6.0%	1.4K	-30.9K	-44	8.17	118.82	N/A	N/A	12	98	41	98
2017-12-15	$12.32	$10.00	26.8%	7.7%	19.5%	5.5%	30.2%	-3.2%	5.7%	1.5K	-30.1K	-51	8.17	123.13	N/A	N/A	12	98	41	98
2017-12-18	$12.48	$10.00	29.4%	8.4%	17.8%	8.5%	29.5%	-8.9%	-7.8%	1.7K	-32.8K	-42	8.17	120.32	N/A	N/A	12	98	41	98
2017-12-19	$12.46	$10.00	31.1%	8.9%	17.9%	10.7%	31.3%	-8.5%	-9.4%	1.6K	-32.3K	-42	8.17	119.67	N/A	N/A	12	98	41	98
2017-12-20	$12.39	$10.00	29.5%	8.5%	17.7%	8.7%	33.0%	-3.4%	-0.8%	1.5K	-31.3K	-48	8.17	118.68	N/A	N/A	12	98	41	98
2017-12-21	$12.48	$10.00	32.9%	9.4%	17.8%	12.8%	32.8%	-8.2%	-2.9%	1.6K	-32.2K	-40	8.17	118.53	N/A	N/A	12	98	41	98
2017-12-22	$12.32	$10.00	34.0%	9.7%	18.5%	14.1%	38.4%	-3.7%	-5.9%	1.1K	-29.1K	-55	8.17	119.67	N/A	N/A	12	98	41	98
2017-12-26	$12.30	$10.00	36.6%	10.5%	17.7%	17.2%	40.6%	2.4%	-3.5%	1.2K	-29.9K	-48	8.17	120.76	N/A	N/A	12	98	41	98
2017-12-27	$12.32	$10.00	41.3%	11.8%	16.0%	22.9%	43.4%	-4.1%	-8.5%	800	-29.5K	-46	8.17	116.61	N/A	N/A	12	98	41	98
2017-12-28	$12.42	$10.00	36.8%	10.6%	16.2%	17.5%	37.3%	-9.4%	-9.5%	1.6K	-32.1K	-35	8.17	120.77	N/A	N/A	12	98	41	98
2017-12-29	$12.24	$10.00	36.7%	10.5%	17.1%	17.4%	41.3%	-2.9%	-2.6%	1.3K	-28.5K	-42	8.17	121.63	N/A	N/A	12	98	41	98