AGYS Options History — February 2018 In February 2018, AGYS traded between $11.25 and $12.57. ATM implied volatility averaged 37.5%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 4.7% (HV 20d: 32.8%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2018-02-27 : Highest Volume — 92 contracts2018-02-28 : Largest IV spike — 61.9% change2018-02-06 : Highest IV Rank — 55.6%2018-02-09 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $11.69 $11.25 $12.57 $12.57 $11.25 ATM IV 37.5% 22.0% 68.3% 45.2% 43.3% Expected Move 9.7% 6.3% 12.9% 8.7% 12.4% HV 20d 32.8% 29.6% 36.3% 33.4% 30.8% HV 60d 25.7% 24.7% 26.6% 26.3% 26.2% IV Rank 18.4% 0.0% 55.6% 27.6% 25.6% IV Percentile 43.2% 0.0% 97.6% 77.0% 67.9% Term Structure -5.6% -18.3% 2.2% 2.2% -18.1% Skew 25d 2.6% -3.0% 8.4% -3.0% 1.7% Skew 10d 3.1% -6.8% 11.8% -6.1% 2.2% Call IV 25d 37.5% 25.8% 54.3% 34.4% 37.4% Put IV 25d 40.1% 30.9% 54.3% 31.4% 39.1% Bid-Ask Spread % 111.76 91.75 145.39 117.34 108.05 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 512 278 2.3K 350 2.3K Net DEX -6.8K -37.5K -3.3K -6.7K -37.5K Net VEX -33 -240 -16 -23 -240 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 18.632 10 92 10 92 Total OI 16.947 10 102 10 102
Daily Data (19 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 2018-02-01 $12.57 $0.00 45.2% 8.7% 33.4% 27.6% 0.0% -3.0% 2.2% 350 -6.7K -23 0.00 117.34 N/A N/A 10 0 10 0 2018-02-02 $12.44 $0.00 44.2% 9.7% 33.2% 26.5% 0.0% 4.3% -2.9% 340 -6.4K -23 0.00 117.74 N/A N/A 10 0 10 0 2018-02-05 $12.17 $0.00 55.9% 10.5% 31.5% 40.6% 0.0% 3.1% -3.9% 326 -6.0K -22 0.00 117.92 N/A N/A 10 0 10 0 2018-02-06 $11.90 $0.00 68.3% 12.6% 32.5% 55.6% 0.0% 2.7% -10.7% 305 -6.5K -21 0.00 123.73 N/A N/A 10 0 10 0 2018-02-07 $11.80 $0.00 43.8% 12.6% 32.6% 26.0% 0.0% 3.3% -9.3% 304 -6.1K -21 0.00 124.27 N/A N/A 10 0 10 0 2018-02-08 $11.51 $0.00 35.1% 10.1% 33.5% 15.5% 0.0% 3.7% -4.2% 315 -5.3K -20 0.00 145.39 N/A N/A 10 0 10 0 2018-02-09 $11.36 $0.00 45.1% 12.9% 32.9% 27.5% 0.0% -1.6% -18.3% 316 -6.3K -20 0.00 122.53 N/A N/A 10 0 10 0 2018-02-12 $11.46 $0.00 39.9% 11.4% 33.1% 21.3% 0.0% -0.3% -6.7% 280 -3.5K -17 0.00 123.27 N/A N/A 10 0 10 0 2018-02-13 $11.48 $0.00 38.7% 11.1% 33.1% 19.8% 0.0% 5.9% -5.8% 293 -3.4K -17 0.00 116.00 N/A N/A 10 0 10 0 2018-02-14 $11.50 $0.00 37.4% 10.7% 32.2% 18.3% 0.0% 8.4% -5.5% 303 -3.3K -17 0.00 114.02 N/A N/A 10 0 10 0 2018-02-15 $11.72 $0.00 29.9% 8.6% 33.2% 9.2% 0.0% 3.4% -1.9% 344 -3.9K -18 0.00 100.19 N/A N/A 10 0 10 0 2018-02-16 $11.57 $0.00 26.0% 7.5% 33.2% 4.5% 0.0% -0.7% -4.0% 336 -3.4K -17 0.00 99.30 N/A N/A 10 0 10 0 2018-02-20 $11.37 $0.00 31.9% 9.2% 33.6% 11.6% 0.0% -2.8% -7.0% 278 -3.3K -16 0.00 100.85 N/A N/A 10 0 10 0 2018-02-21 $11.77 $0.00 28.3% 8.1% 36.3% 7.3% 0.0% 2.3% -4.9% 381 -3.6K -17 0.00 91.75 N/A N/A 10 0 10 0 2018-02-22 $11.66 $0.00 27.2% 7.8% 36.3% 5.9% 0.0% -0.7% -5.7% 756 -6.9K -32 0.00 99.43 N/A N/A 10 0 20 0 2018-02-23 $11.50 $0.00 23.1% 6.6% 31.7% 0.9% 0.0% 4.7% -0.2% 710 -5.4K -27 0.00 93.28 N/A N/A 10 0 20 0 2018-02-26 $11.60 $0.00 22.0% 6.3% 29.7% 0.0% 0.0% 7.8% 1.2% 756 -6.0K -29 0.00 102.83 N/A N/A 10 0 20 0 2018-02-27 $11.56 $0.00 26.7% 7.7% 29.6% 5.7% 0.0% 6.9% -0.4% 680 -6.4K -30 0.00 105.48 N/A N/A 92 0 20 0 2018-02-28 $11.25 $0.00 43.3% 12.4% 30.8% 25.6% 0.0% 1.7% -18.1% 2.3K -37.5K -240 0.00 108.05 N/A N/A 92 0 102 0
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