AGYS Options History — March 2018

In March 2018, AGYS traded between $11.00 and $12.17. ATM implied volatility averaged 36.8%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 8.9% (HV 20d: 27.9%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.16.

Notable Days

2018-03-22: Highest Volume — 198 contracts
2018-03-16: Largest IV spike — 54.4% change
2018-03-12: Highest IV Rank — 35.2%
2018-03-16: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.71	$11.00	$12.17	$11.10	$11.96
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	36.8%	27.1%	51.2%	40.4%	33.7%
Expected Move	9.0%	7.0%	12.3%	11.6%	9.7%
HV 20d	27.9%	24.5%	30.9%	30.9%	24.9%
HV 60d	27.7%	26.2%	28.6%	26.3%	28.3%
IV Rank	17.8%	6.1%	35.2%	22.2%	14.1%
IV Percentile	42.9%	10.3%	90.5%	57.9%	29.8%
Term Structure	0.4%	-21.6%	8.2%	-21.6%	2.4%
VWIV	30.4%	23.2%	42.9%	23.2%	33.7%
Skew 25d	1.4%	-2.5%	10.5%	-0.9%	2.4%
Skew 10d	0.1%	-5.3%	13.0%	-0.6%	0.0%
Call IV 25d	32.8%	23.1%	41.2%	39.9%	37.3%
Put IV 25d	34.2%	25.7%	50.1%	39.0%	39.7%
Bid-Ask Spread %	95.60	36.36	112.18	107.69	111.34
Gamma HHI	0.96	0.82	1.00	1.00	0.85
Net GEX	2.7K	1.8K	4.2K	2.2K	2.6K
Net DEX	-56.1K	-104.2K	-21.2K	-34.4K	-59.3K
Net VEX	-403	-558	-216	-224	-459
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	0.73	0.00	0.73
Total Volume	154.762	92	198	92	95
Total OI	149.476	102	187	102	177

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
2018-03-01	$11.10	$0.00	40.4%	11.6%	30.9%	22.2%	0.0%	-0.9%	-21.6%	2.2K	-34.4K	-224	0.00	107.69	N/A	N/A	92	0	102	0
2018-03-02	$11.01	$0.00	38.0%	10.9%	24.5%	19.3%	0.0%	-2.3%	-13.0%	2.1K	-30.5K	-216	0.11	105.98	N/A	N/A	92	10	102	0
2018-03-05	$11.00	$12.50	43.1%	8.5%	24.6%	25.4%	23.2%	9.8%	8.2%	1.9K	-21.2K	-224	0.11	102.31	N/A	N/A	92	10	102	10
2018-03-06	$11.48	$12.50	35.3%	7.3%	29.3%	16.1%	25.5%	8.1%	0.4%	2.3K	-32.0K	-258	0.11	64.59	N/A	N/A	92	10	102	10
2018-03-07	$11.56	$12.50	40.8%	7.0%	28.6%	22.7%	24.3%	-1.4%	3.3%	2.4K	-32.8K	-254	0.11	102.49	N/A	N/A	92	10	102	10
2018-03-08	$11.47	$12.50	45.8%	9.7%	28.5%	28.7%	33.7%	-1.8%	1.8%	2.1K	-34.2K	-255	0.06	111.34	N/A	N/A	167	10	102	10
2018-03-09	$11.74	$12.50	36.1%	7.2%	28.4%	17.0%	25.1%	1.1%	4.4%	4.1K	-78.4K	-541	0.06	100.67	N/A	N/A	167	10	177	10
2018-03-12	$11.65	$12.50	51.2%	7.6%	28.1%	35.2%	26.4%	0.9%	2.3%	4.0K	-74.7K	-516	0.06	100.98	N/A	N/A	167	10	177	10
2018-03-13	$11.94	$12.50	50.3%	8.1%	29.2%	34.1%	28.4%	0.8%	1.3%	4.2K	-90.4K	-553	0.06	76.10	N/A	N/A	167	10	177	10
2018-03-14	$11.89	$12.50	28.3%	8.1%	29.3%	7.6%	28.3%	-1.4%	1.5%	4.2K	-87.8K	-546	0.06	36.36	N/A	N/A	167	10	177	10
2018-03-15	$11.88	$12.50	27.8%	8.0%	29.3%	7.0%	27.8%	2.4%	1.1%	4.2K	-85.2K	-542	0.06	57.39	N/A	N/A	167	10	177	10
2018-03-16	$12.17	$12.50	42.9%	12.3%	29.8%	25.2%	42.9%	-0.5%	-7.9%	3.4K	-104.2K	-558	0.06	112.18	N/A	N/A	168	10	177	10
2018-03-19	$11.97	$12.50	27.1%	7.8%	30.0%	6.1%	27.1%	2.6%	3.0%	2.7K	-55.5K	-372	0.06	95.43	N/A	N/A	168	10	116	10
2018-03-20	$12.02	$12.50	32.6%	9.4%	29.2%	12.8%	32.6%	0.2%	0.2%	2.6K	-59.1K	-372	0.12	102.74	N/A	N/A	168	20	116	10
2018-03-21	$11.85	$12.50	29.0%	8.3%	27.2%	8.4%	29.0%	1.8%	4.9%	2.2K	-49.4K	-396	0.12	98.27	N/A	N/A	168	20	116	20
2018-03-22	$11.83	$12.50	28.3%	8.1%	27.0%	7.6%	28.3%	1.4%	4.3%	2.2K	-48.5K	-395	0.18	109.40	N/A	N/A	168	30	116	20
2018-03-23	$11.73	$12.50	37.8%	10.8%	26.7%	19.1%	37.8%	10.5%	-0.5%	1.8K	-41.2K	-415	0.31	107.84	N/A	N/A	128	40	116	30
2018-03-26	$11.95	$12.50	34.2%	9.8%	27.3%	14.7%	34.2%	-2.5%	3.4%	2.1K	-52.0K	-447	0.31	90.40	N/A	N/A	128	40	126	40
2018-03-27	$11.85	$12.50	37.3%	10.7%	27.4%	18.4%	37.3%	-0.3%	3.5%	2.2K	-54.3K	-461	0.31	102.68	N/A	N/A	128	40	136	40
2018-03-28	$11.81	$12.50	31.8%	9.1%	25.4%	11.8%	31.8%	-0.9%	4.4%	2.3K	-52.7K	-458	0.34	111.42	N/A	N/A	119	40	136	40
2018-03-29	$11.96	$12.50	33.7%	9.7%	24.9%	14.1%	33.7%	2.4%	2.4%	2.6K	-59.3K	-459	0.73	111.34	N/A	N/A	55	40	137	40