AGYS Options History — April 2018

In April 2018, AGYS traded between $11.84 and $12.40. ATM implied volatility averaged 28.4%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 4.4% (HV 20d: 24.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.73.

Notable Days

2018-04-11: Highest Volume — 96 contracts
2018-04-11: Largest IV spike — 25.7% change
2018-04-02: Highest IV Rank — 13.8%
2018-04-06: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.20	$11.84	$12.40	$11.84	$11.84
Max Pain	$10.36	$10.00	$12.50	$12.50	$10.00
ATM IV	28.4%	22.3%	33.4%	33.4%	22.3%
Expected Move	8.4%	6.4%	10.4%	9.6%	6.4%
HV 20d	24.1%	21.6%	26.0%	25.1%	25.1%
HV 60d	28.1%	25.4%	29.5%	28.3%	25.4%
IV Rank	7.8%	0.4%	13.8%	13.8%	0.4%
IV Percentile	10.5%	0.4%	27.4%	27.4%	0.4%
Term Structure	3.1%	-1.6%	6.9%	2.6%	6.9%
VWIV	29.7%	23.8%	35.9%	33.4%	23.8%
Skew 25d	1.3%	-7.8%	10.9%	3.0%	10.9%
Skew 10d	-0.3%	-13.3%	9.9%	-1.7%	9.9%
Call IV 25d	32.3%	27.6%	38.8%	38.2%	27.6%
Put IV 25d	33.6%	25.4%	41.2%	41.2%	38.4%
Bid-Ask Spread %	106.40	93.03	127.19	108.58	110.92
Gamma HHI	0.93	0.86	0.96	0.86	0.93
Net GEX	4.1K	2.9K	5.5K	2.9K	3.6K
Net DEX	-68.5K	-81.7K	-48.4K	-59.5K	-48.4K
Net VEX	-429	-476	-362	-466	-362
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.69	0.84	0.73	0.84
Total Volume	89.571	68	96	95	68
Total OI	179.048	158	188	187	158

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
2018-04-02	$11.84	$12.50	33.4%	9.6%	25.1%	13.8%	33.4%	3.0%	2.6%	2.9K	-59.5K	-466	0.73	108.58	N/A	N/A	55	40	147	40
2018-04-03	$12.13	$12.50	33.2%	9.5%	26.0%	13.5%	33.2%	-5.0%	3.4%	3.2K	-68.1K	-469	0.73	107.88	N/A	N/A	55	40	147	40
2018-04-04	$12.40	$12.50	31.0%	8.9%	22.9%	10.9%	31.0%	-7.8%	5.9%	3.4K	-81.7K	-476	0.73	107.59	N/A	N/A	55	40	147	40
2018-04-05	$12.40	$10.00	29.5%	10.1%	22.9%	9.1%	35.0%	2.7%	-0.4%	3.7K	-81.3K	-471	0.73	100.03	N/A	N/A	55	40	147	40
2018-04-06	$12.40	$10.00	30.5%	10.4%	22.5%	10.3%	35.9%	2.5%	-1.6%	3.6K	-80.0K	-468	0.73	101.18	N/A	N/A	55	40	147	40
2018-04-09	$12.14	$10.00	30.0%	9.5%	23.0%	9.7%	33.2%	0.4%	1.6%	3.6K	-67.0K	-450	0.73	111.22	N/A	N/A	55	40	147	40
2018-04-10	$12.23	$10.00	26.2%	9.3%	22.8%	5.1%	32.8%	1.9%	2.0%	4.0K	-74.2K	-449	0.73	127.19	N/A	N/A	55	40	147	40
2018-04-11	$12.11	$10.00	32.9%	9.4%	21.6%	13.2%	33.2%	0.4%	0.8%	3.8K	-65.8K	-444	0.75	109.13	N/A	N/A	55	41	147	40
2018-04-12	$12.31	$10.00	31.0%	8.9%	22.2%	10.9%	31.6%	3.5%	2.0%	4.3K	-75.0K	-448	0.75	110.99	N/A	N/A	55	41	147	41
2018-04-13	$11.91	$10.00	29.2%	8.4%	25.4%	8.7%	30.4%	0.7%	3.3%	3.9K	-61.2K	-430	0.75	116.61	N/A	N/A	55	41	147	41
2018-04-16	$12.23	$10.00	30.0%	8.6%	25.7%	9.6%	30.5%	2.4%	2.1%	4.6K	-67.1K	-429	0.75	102.42	N/A	N/A	55	41	147	41
2018-04-17	$12.36	$10.00	27.4%	7.8%	25.2%	6.5%	27.4%	-3.5%	3.6%	5.4K	-75.4K	-426	0.75	102.78	N/A	N/A	55	41	147	41
2018-04-18	$12.33	$10.00	26.9%	7.7%	25.2%	6.0%	27.2%	3.4%	3.8%	5.5K	-74.1K	-423	0.75	104.06	N/A	N/A	55	41	147	41
2018-04-19	$12.27	$10.00	26.5%	7.6%	24.6%	5.5%	26.5%	-4.1%	4.6%	5.1K	-67.7K	-416	0.75	105.84	N/A	N/A	55	41	147	41
2018-04-20	$12.24	$10.00	26.5%	7.6%	24.7%	5.4%	26.8%	3.7%	3.6%	3.9K	-59.6K	-407	0.75	104.22	N/A	N/A	55	41	147	41
2018-04-23	$12.33	$10.00	25.4%	7.3%	24.4%	4.1%	25.4%	-4.6%	5.6%	4.2K	-71.9K	-402	0.69	93.03	N/A	N/A	45	31	127	31
2018-04-24	$12.28	$10.00	26.7%	7.6%	23.8%	5.7%	26.9%	3.8%	4.5%	4.2K	-70.8K	-399	0.69	105.49	N/A	N/A	45	31	127	31
2018-04-25	$12.24	$10.00	24.6%	7.0%	23.6%	3.1%	24.8%	1.6%	6.0%	4.3K	-67.7K	-396	0.69	100.67	N/A	N/A	45	31	127	31
2018-04-26	$12.26	$10.00	24.4%	7.0%	23.5%	2.9%	24.5%	4.1%	5.9%	4.4K	-68.7K	-394	0.69	102.30	N/A	N/A	45	31	127	31
2018-04-27	$11.93	$10.00	29.8%	8.6%	25.3%	9.5%	30.6%	7.2%	-0.4%	3.6K	-54.2K	-376	0.69	102.29	N/A	N/A	45	31	127	31
2018-04-30	$11.84	$10.00	22.3%	6.4%	25.1%	0.4%	23.8%	10.9%	6.9%	3.6K	-48.4K	-362	0.84	110.92	N/A	N/A	37	31	127	31