AGYS Options History — June 2018

In June 2018, AGYS traded between $14.05 and $15.60. ATM implied volatility averaged 27.4%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 9.3% (HV 20d: 36.7%). 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 20 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2018-06-29: Highest Volume — 309 contracts
2018-06-06: Largest IV spike — 40.2% change
2018-06-06: Highest IV Rank — 19.4%
2018-06-11: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.94	$14.05	$15.60	$14.19	$15.49
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	27.4%	21.9%	37.9%	21.9%	25.8%
Expected Move	7.4%	6.3%	8.2%	6.3%	7.4%
HV 20d	36.7%	18.8%	43.4%	43.4%	18.8%
HV 60d	31.3%	30.9%	31.7%	31.7%	30.9%
IV Rank	6.7%	0.1%	19.4%	0.1%	4.8%
IV Percentile	12.8%	0.4%	51.2%	0.4%	7.5%
Term Structure	7.6%	-0.2%	75.1%	0.1%	6.7%
VWIV	25.2%	21.6%	29.2%	24.9%	25.9%
Skew 25d	1.4%	-7.5%	10.2%	0.9%	7.2%
Skew 10d	3.3%	-11.9%	17.8%	1.6%	17.6%
Call IV 25d	24.4%	19.6%	30.8%	25.3%	20.2%
Put IV 25d	25.8%	18.4%	32.0%	26.3%	27.5%
Bid-Ask Spread %	87.39	40.52	124.30	46.75	102.38
Gamma HHI	0.61	0.47	0.75	0.50	0.63
Net GEX	5.0K	2.2K	7.4K	5.5K	3.5K
Net DEX	-228.9K	-273.8K	-186.1K	-205.1K	-238.2K
Net VEX	-603	-760	-466	-493	-609
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.22	1.69	0.28	1.69
Total Volume	213.429	170	309	207	309
Total OI	307.333	247	368	257	326

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
2018-06-01	$14.19	$12.50	21.9%	6.3%	43.4%	0.1%	24.9%	0.9%	0.1%	5.5K	-205.1K	-493	0.28	46.75	N/A	N/A	162	45	215	42
2018-06-04	$14.17	$12.50	24.5%	7.1%	43.3%	3.3%	21.6%	-6.2%	3.0%	5.4K	-200.6K	-497	0.27	80.18	N/A	N/A	167	45	214	45
2018-06-05	$14.05	$12.50	27.0%	7.0%	43.1%	6.3%	23.0%	2.6%	3.0%	5.0K	-186.1K	-466	0.28	79.15	N/A	N/A	159	45	204	45
2018-06-06	$14.15	$12.50	37.9%	7.6%	43.0%	19.4%	25.5%	0.4%	-0.2%	5.0K	-188.1K	-468	0.22	81.31	N/A	N/A	206	45	202	45
2018-06-07	$14.11	$12.50	31.2%	7.3%	43.1%	11.3%	21.8%	-7.5%	1.5%	6.0K	-206.6K	-558	0.22	93.22	N/A	N/A	206	45	232	45
2018-06-08	$14.43	$12.50	29.0%	7.6%	43.3%	8.6%	23.5%	-3.5%	3.9%	5.9K	-225.7K	-548	0.27	81.54	N/A	N/A	206	55	232	45
2018-06-11	$14.51	$12.50	37.2%	8.2%	41.9%	18.5%	24.5%	-6.2%	0.7%	6.0K	-225.0K	-584	0.58	40.52	N/A	N/A	130	75	234	55
2018-06-12	$14.75	$12.50	28.7%	7.9%	41.9%	8.3%	25.8%	-1.5%	3.2%	7.4K	-234.1K	-669	0.58	63.22	N/A	N/A	130	75	246	85
2018-06-13	$14.72	$12.50	25.9%	7.4%	41.9%	5.0%	24.8%	-3.5%	4.5%	7.3K	-229.5K	-659	0.64	93.03	N/A	N/A	118	75	243	85
2018-06-14	$15.30	$12.50	26.5%	7.6%	43.0%	5.7%	29.2%	4.4%	4.1%	6.3K	-272.4K	-625	0.56	94.95	N/A	N/A	116	65	243	85
2018-06-15	$15.41	$12.50	25.7%	7.4%	42.1%	4.7%	26.1%	0.5%	5.3%	4.5K	-273.8K	-657	0.52	96.51	N/A	N/A	124	65	239	105
2018-06-18	$15.37	$12.50	24.3%	7.0%	42.0%	3.0%	22.6%	-4.6%	75.1%	5.3K	-243.4K	-635	0.47	108.51	N/A	N/A	116	54	222	94
2018-06-19	$15.45	$12.50	27.1%	7.8%	41.6%	6.4%	28.4%	-1.4%	5.4%	4.4K	-250.8K	-643	0.45	104.80	N/A	N/A	121	55	222	94
2018-06-20	$15.60	$12.50	25.8%	7.4%	39.8%	4.9%	24.6%	6.0%	6.5%	4.2K	-254.0K	-617	0.45	87.42	N/A	N/A	121	55	223	95
2018-06-21	$15.50	$12.50	25.8%	7.4%	39.5%	4.8%	25.0%	7.6%	6.6%	4.3K	-250.4K	-629	0.45	124.30	N/A	N/A	121	55	223	95
2018-06-22	$15.36	$12.50	26.5%	7.6%	38.6%	5.6%	26.9%	10.2%	4.0%	4.4K	-242.0K	-626	0.87	102.68	N/A	N/A	121	105	223	95
2018-06-25	$15.17	$12.50	27.4%	7.9%	22.2%	6.8%	28.1%	7.7%	4.9%	2.2K	-193.1K	-760	0.88	102.49	N/A	N/A	120	105	223	145
2018-06-26	$15.29	$12.50	25.6%	7.3%	19.3%	4.6%	25.4%	2.3%	5.8%	4.2K	-228.0K	-648	0.88	86.39	N/A	N/A	120	105	223	108
2018-06-27	$15.35	$12.50	25.1%	7.2%	19.3%	4.0%	25.0%	5.8%	7.6%	4.2K	-233.0K	-643	0.91	70.87	N/A	N/A	115	105	223	108
2018-06-28	$15.34	$12.50	25.7%	7.4%	19.1%	4.7%	26.0%	8.3%	6.9%	3.7K	-227.7K	-631	0.91	95.01	N/A	N/A	115	105	218	108
2018-06-29	$15.49	$12.50	25.8%	7.4%	18.8%	4.8%	25.9%	7.2%	6.7%	3.5K	-238.2K	-609	1.69	102.38	N/A	N/A	115	194	218	108