AGYS Options History — May 2018 In May 2018, AGYS traded between $11.78 and $14.35. ATM implied volatility averaged 28.6%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 1.0% (HV 20d: 27.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.46.
Notable Days 2018-05-30 : Highest Volume — 233 contracts2018-05-09 : Largest IV spike — 31.1% change2018-05-18 : Highest IV Rank — 18.5%2018-05-18 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.61 $11.78 $14.35 $11.78 $14.27 Max Pain $12.05 $10.00 $12.50 $10.00 $12.50 ATM IV 28.6% 21.8% 37.2% 22.3% 26.5% Expected Move 8.5% 6.4% 10.7% 6.4% 7.6% HV 20d 27.6% 19.3% 43.8% 23.5% 43.7% HV 60d 26.5% 24.7% 32.6% 25.4% 31.7% IV Rank 8.1% 0.0% 18.5% 0.4% 5.7% IV Percentile 14.9% 0.0% 44.4% 0.4% 6.7% Term Structure -1.1% -5.7% 7.1% 7.1% -5.3% VWIV 30.9% 20.6% 39.1% 22.8% 30.4% Skew 25d 4.0% -3.6% 56.3% 9.2% -3.1% Skew 10d 4.6% -9.9% 113.7% 10.5% -4.7% Call IV 25d 31.4% 20.6% 37.0% 27.4% 30.9% Put IV 25d 35.4% 27.6% 90.2% 36.6% 27.7% Bid-Ask Spread % 95.76 68.11 111.69 111.03 68.11 Gamma HHI 0.80 0.50 0.96 0.93 0.50 Net GEX 5.2K 3.3K 7.5K 3.5K 5.5K Net DEX -111.4K -260.0K -46.3K -46.3K -209.9K Net VEX -482 -869 -360 -360 -487 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.13 0.84 0.84 0.22 Total Volume 127.045 68 233 68 233 Total OI 205.727 160 298 160 257
Daily Data (22 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 2018-05-01 $11.78 $10.00 22.3% 6.4% 23.5% 0.4% 22.8% 9.2% 7.1% 3.5K -46.3K -360 0.84 111.03 N/A N/A 37 31 129 31 2018-05-02 $12.03 $10.00 24.3% 7.0% 23.4% 2.8% 26.2% 9.0% 3.7% 4.6K -61.8K -380 0.84 108.98 N/A N/A 37 31 129 31 2018-05-03 $11.89 $0.00 27.7% 8.7% 23.6% 6.9% 0.0% -1.0% -1.6% 4.2K -56.8K -371 0.84 100.83 N/A N/A 37 31 129 31 2018-05-04 $12.15 $0.00 23.5% 8.5% 25.1% 1.9% 0.0% 1.4% -1.0% 4.9K -65.3K -377 0.84 100.66 N/A N/A 37 31 129 31 2018-05-07 $12.01 $0.00 23.8% 8.8% 24.3% 2.2% 0.0% 0.5% -1.8% 4.5K -56.4K -362 0.84 98.37 N/A N/A 37 31 129 31 2018-05-08 $12.20 $0.00 21.8% 8.9% 24.8% 0.0% 0.0% 1.1% -2.1% 5.7K -61.1K -366 0.84 100.92 N/A N/A 37 31 129 31 2018-05-09 $12.22 $0.00 28.5% 8.2% 24.6% 8.1% 0.0% 2.0% 0.8% 5.7K -63.4K -364 0.43 106.92 N/A N/A 72 31 129 31 2018-05-10 $12.20 $0.00 29.9% 8.6% 23.8% 9.7% 0.0% 2.0% -0.9% 6.4K -74.7K -436 0.43 104.37 N/A N/A 72 31 164 31 2018-05-11 $11.94 $0.00 28.9% 8.3% 22.0% 8.6% 0.0% -2.4% -1.4% 4.8K -63.7K -417 0.43 96.34 N/A N/A 72 31 164 31 2018-05-14 $11.99 $0.00 30.1% 8.6% 19.8% 10.1% 0.0% -2.4% -1.9% 5.0K -61.7K -405 0.43 88.83 N/A N/A 72 31 164 31 2018-05-15 $11.96 $0.00 29.6% 8.5% 19.3% 9.4% 0.0% -1.9% -0.3% 4.8K -65.6K -407 0.43 98.12 N/A N/A 72 31 164 31 2018-05-16 $12.10 $0.00 30.9% 8.9% 19.9% 11.0% 0.0% -0.9% -2.9% 5.1K -71.4K -411 0.43 90.88 N/A N/A 72 31 164 31 2018-05-17 $12.55 $0.00 30.9% 8.9% 23.8% 11.0% 30.9% 0.4% -2.4% 7.5K -97.7K -424 0.38 100.42 N/A N/A 81 31 164 31 2018-05-18 $12.84 $12.50 37.2% 10.7% 25.0% 18.5% 39.1% -0.7% -4.3% 3.3K -128.9K -440 0.46 111.69 N/A N/A 68 31 173 31 2018-05-21 $12.75 $12.50 32.4% 9.3% 25.1% 12.7% 32.3% 56.3% -3.3% 4.6K -114.3K -531 0.30 93.62 N/A N/A 70 21 175 21 2018-05-22 $12.46 $12.50 35.1% 10.1% 26.6% 16.0% 35.2% 0.4% -0.8% 4.2K -105.5K -523 0.13 82.50 N/A N/A 165 21 176 21 2018-05-23 $12.86 $12.50 32.6% 9.3% 28.7% 13.0% 32.4% -1.3% -4.7% 6.5K -188.3K -869 0.13 99.14 N/A N/A 165 21 263 21 2018-05-24 $12.60 $12.50 34.4% 9.9% 29.8% 15.2% 34.8% -2.6% -4.7% 6.4K -171.1K -864 0.20 100.34 N/A N/A 159 32 263 21 2018-05-25 $13.87 $12.50 26.9% 7.7% 43.2% 6.1% 35.3% 19.0% 2.8% 5.9K -260.0K -794 0.25 84.08 N/A N/A 170 42 266 32 2018-05-29 $14.35 $12.50 23.5% 6.7% 43.8% 2.1% 20.6% 7.0% 6.8% 5.0K -212.8K -501 0.23 91.97 N/A N/A 184 42 212 42 2018-05-30 $14.35 $12.50 28.2% 8.1% 43.6% 7.7% 31.0% -3.6% -5.7% 5.7K -213.7K -513 0.22 68.52 N/A N/A 191 42 220 42 2018-05-31 $14.27 $12.50 26.5% 7.6% 43.7% 5.7% 30.4% -3.1% -5.3% 5.5K -209.9K -487 0.22 68.11 N/A N/A 191 42 215 42
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