AGYS Options History — January 2018

In January 2018, AGYS traded between $12.00 and $12.82. ATM implied volatility averaged 38.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 16.8% (HV 20d: 22.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 5.90.

Notable Days

2018-01-02: Highest Volume — 110 contracts
2018-01-05: Largest IV spike — 33.6% change
2018-01-05: Highest IV Rank — 32.0%
2018-01-31: Largest Expected Move — 12.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.40	$12.00	$12.82	$12.47	$12.00
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	38.8%	30.3%	48.8%	39.3%	44.2%
Expected Move	10.6%	8.7%	12.7%	11.3%	12.7%
HV 20d	22.0%	17.3%	29.7%	18.3%	28.8%
HV 60d	23.4%	21.9%	25.9%	22.1%	25.3%
IV Rank	19.9%	9.6%	32.0%	20.5%	26.5%
IV Percentile	53.8%	16.7%	86.9%	58.7%	72.6%
Term Structure	-3.7%	-9.4%	2.7%	-4.6%	-6.9%
VWIV	40.3%	38.1%	42.5%	42.5%	38.1%
Skew 25d	0.2%	-11.3%	6.6%	0.2%	5.2%
Skew 10d	0.1%	-17.3%	9.5%	-3.8%	1.4%
Call IV 25d	43.4%	35.7%	52.1%	48.8%	52.1%
Put IV 25d	43.6%	29.1%	57.3%	49.0%	57.3%
Bid-Ask Spread %	117.44	112.56	120.69	120.34	119.29
Gamma HHI	0.91	0.53	1.00	0.76	1.00
Net GEX	1.1K	0	3.6K	1.3K	317
Net DEX	-21.8K	-51.4K	0	-32.3K	-5.6K
Net VEX	-19	-48	0	-38	-22
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.90	0.00	8.17	8.17	0.00
Total Volume	70.476	0	110	110	10
Total OI	87.952	0	139	139	10

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
2018-01-02	$12.47	$10.00	39.3%	11.3%	18.3%	20.5%	42.5%	0.2%	-4.6%	1.3K	-32.3K	-38	8.17	120.34	N/A	N/A	12	98	41	98
2018-01-03	$12.53	$10.00	38.2%	10.9%	17.3%	19.2%	38.1%	-10.9%	-4.3%	1.8K	-33.8K	-30	8.17	120.69	N/A	N/A	12	98	41	98
2018-01-04	$12.72	$0.00	36.5%	9.4%	17.9%	17.2%	0.0%	-2.2%	-0.1%	1.9K	-37.6K	-29	8.17	116.56	N/A	N/A	12	98	41	98
2018-01-05	$12.27	$0.00	48.8%	10.5%	22.4%	32.0%	0.0%	2.0%	-6.7%	496	-26.2K	-48	8.17	115.63	N/A	N/A	12	98	41	98
2018-01-08	$12.23	$0.00	44.8%	8.9%	19.7%	27.2%	0.0%	2.8%	0.9%	1.5K	-28.5K	-28	8.17	117.50	N/A	N/A	12	98	41	98
2018-01-09	$12.21	$0.00	42.3%	10.1%	19.4%	24.2%	0.0%	5.6%	-3.7%	1.8K	-28.0K	-24	8.17	116.56	N/A	N/A	12	98	41	98
2018-01-10	$12.26	$0.00	35.6%	10.2%	19.1%	16.1%	0.0%	2.0%	-0.2%	1.5K	-29.0K	-26	8.17	116.28	N/A	N/A	12	98	41	98
2018-01-11	$12.45	$0.00	35.6%	10.2%	19.7%	16.1%	0.0%	2.8%	-2.1%	1.4K	-32.0K	-26	8.17	117.39	N/A	N/A	12	98	41	98
2018-01-12	$12.51	$0.00	38.0%	10.9%	19.6%	19.0%	0.0%	2.6%	-6.6%	2.2K	-33.8K	-20	8.17	115.66	N/A	N/A	12	98	41	98
2018-01-16	$12.40	$0.00	38.7%	11.1%	19.8%	19.8%	0.0%	5.4%	-6.3%	2.7K	-31.1K	-13	8.17	116.50	N/A	N/A	12	98	41	98
2018-01-17	$12.63	$0.00	37.8%	10.8%	20.8%	18.7%	0.0%	-3.6%	-5.5%	2.6K	-36.6K	-11	8.17	116.76	N/A	N/A	12	98	41	98
2018-01-18	$12.50	$0.00	30.3%	8.7%	20.7%	9.6%	0.0%	-11.3%	0.1%	3.6K	-33.4K	-8	8.17	114.13	N/A	N/A	12	98	41	98
2018-01-19	$12.54	$0.00	32.4%	9.3%	20.8%	12.2%	0.0%	-4.0%	2.5%	0	-51.4K	0	8.17	112.56	N/A	N/A	12	98	41	98
2018-01-22	$12.46	$0.00	31.5%	9.0%	20.8%	11.1%	0.0%	-5.3%	2.7%	0	0	0	0.00	116.14	N/A	N/A	0	0	0	0
2018-01-23	$12.38	$0.00	38.9%	11.2%	20.7%	20.1%	0.0%	3.7%	-6.7%	0	0	0	0.00	117.93	N/A	N/A	0	0	0	0
2018-01-24	$12.25	$0.00	39.2%	11.2%	20.6%	20.4%	0.0%	6.6%	-2.1%	0	0	0	0.00	118.34	N/A	N/A	0	0	0	0
2018-01-25	$12.82	$0.00	39.7%	11.4%	26.2%	21.0%	0.0%	-6.9%	-6.8%	0	0	0	0.00	119.29	N/A	N/A	10	0	0	0
2018-01-26	$12.35	$0.00	40.0%	11.5%	29.7%	21.4%	0.0%	0.1%	-9.4%	331	-6.6K	-24	0.00	119.75	N/A	N/A	10	0	10	0
2018-01-29	$12.25	$0.00	41.4%	11.9%	29.7%	23.1%	0.0%	5.7%	-5.2%	319	-6.2K	-23	0.00	118.73	N/A	N/A	10	0	10	0
2018-01-30	$12.12	$0.00	40.7%	11.7%	29.5%	22.2%	0.0%	4.5%	-6.7%	308	-5.8K	-23	0.00	120.25	N/A	N/A	10	0	10	0
2018-01-31	$12.00	$0.00	44.2%	12.7%	28.8%	26.5%	0.0%	5.2%	-6.9%	317	-5.6K	-22	0.00	119.29	N/A	N/A	10	0	10	0