AGYS Options History — September 2018 In September 2018, AGYS traded between $15.33 and $16.39. ATM implied volatility averaged 27.2%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 2.5% (HV 20d: 24.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.46.
Notable Days 2018-09-20 : Highest Volume — 145 contracts2018-09-25 : Largest IV spike — 50.8% change2018-09-19 : Highest IV Rank — 43.8%2018-09-19 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.90 $15.33 $16.39 $15.37 $16.30 Max Pain $12.50 $10.00 $15.00 $10.00 $12.50 ATM IV 27.2% 18.9% 42.3% 24.5% 18.9% Expected Move 8.0% 5.4% 12.1% 7.0% 5.4% HV 20d 24.8% 21.5% 26.6% 24.3% 26.4% HV 60d 27.1% 25.9% 27.8% 27.2% 27.6% IV Rank 13.3% 0.0% 43.8% 5.8% 0.0% IV Percentile 24.6% 0.0% 85.7% 9.5% 0.0% Term Structure 5.2% -8.2% 13.8% 4.2% 7.7% VWIV 29.3% 24.9% 38.4% 24.9% 29.0% Skew 25d 5.6% -1.5% 18.8% -1.5% 12.4% Skew 10d 9.3% 4.3% 21.0% 6.1% 10.4% Call IV 25d 26.2% 21.5% 33.9% 30.5% 22.0% Put IV 25d 31.8% 26.9% 50.5% 29.0% 34.4% Bid-Ask Spread % 99.65 79.42 113.22 99.95 104.38 Gamma HHI 0.74 0.69 0.77 0.74 0.75 Net GEX 10.0K 8.7K 11.7K 9.0K 10.9K Net DEX -504.1K -596.3K -378.7K -378.7K -596.3K Net VEX -1.2K -1.3K -1.1K -1.1K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.35 0.57 0.40 0.43 Total Volume 122.632 103 145 134 103 Total OI 562.579 492 598 492 588
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 2018-09-04 $15.37 $10.00 24.5% 7.0% 24.3% 5.8% 24.9% -1.5% 4.2% 9.0K -378.7K -1.1K 0.40 99.95 N/A N/A 96 38 407 85 2018-09-05 $15.33 $15.00 25.4% 7.3% 23.6% 6.9% 26.8% 1.5% 5.6% 8.7K -403.8K -1.2K 0.46 113.22 N/A N/A 82 38 434 95 2018-09-06 $15.50 $12.50 24.7% 7.6% 23.2% 6.1% 27.4% 5.5% 5.1% 8.7K -422.8K -1.2K 0.46 97.75 N/A N/A 82 38 439 95 2018-09-07 $15.55 $12.50 31.4% 9.0% 22.3% 13.9% 30.1% 10.2% 2.7% 8.8K -423.4K -1.2K 0.36 106.84 N/A N/A 105 38 439 95 2018-09-10 $15.59 $12.50 20.5% 8.1% 21.7% 1.2% 28.7% 7.1% 4.0% 9.9K -471.0K -1.3K 0.49 103.50 N/A N/A 78 38 469 95 2018-09-11 $15.65 $12.50 25.1% 8.0% 21.6% 6.6% 31.1% 6.5% 2.9% 10.1K -473.6K -1.3K 0.50 104.58 N/A N/A 76 38 469 95 2018-09-12 $15.55 $12.50 26.7% 7.6% 21.5% 8.4% 28.0% 5.4% 4.9% 9.9K -458.1K -1.3K 0.50 101.45 N/A N/A 76 38 470 95 2018-09-13 $15.75 $12.50 26.1% 7.5% 22.1% 12.7% 26.3% 5.4% 5.4% 10.2K -491.9K -1.2K 0.49 109.53 N/A N/A 78 38 470 95 2018-09-14 $16.39 $12.50 20.1% 5.8% 26.3% 1.2% 26.0% 4.3% 3.1% 10.0K -565.4K -1.1K 0.45 100.80 N/A N/A 84 38 467 95 2018-09-17 $16.23 $12.50 25.2% 7.2% 26.6% 10.9% 26.8% 2.3% 13.8% 9.4K -525.8K -1.2K 0.57 101.67 N/A N/A 79 45 464 95 2018-09-18 $16.06 $12.50 29.9% 8.6% 26.6% 19.9% 30.1% 2.1% 4.5% 9.5K -517.0K -1.2K 0.53 80.85 N/A N/A 85 45 462 103 2018-09-19 $16.24 $12.50 42.3% 12.1% 26.5% 43.8% 38.4% 18.8% -0.2% 9.6K -538.3K -1.2K 0.54 79.42 N/A N/A 83 45 470 103 2018-09-20 $16.33 $12.50 23.4% 6.7% 26.5% 7.6% 28.1% 3.1% 2.6% 10.0K -558.1K -1.2K 0.45 100.69 N/A N/A 100 45 476 103 2018-09-21 $15.95 $12.50 26.0% 7.5% 26.6% 12.6% 29.0% 0.2% 12.5% 10.9K -545.3K -1.3K 0.54 97.59 N/A N/A 83 45 495 103 2018-09-24 $16.19 $12.50 26.7% 7.6% 26.6% 13.8% 28.8% 0.2% 12.2% 10.8K -563.6K -1.2K 0.44 99.93 N/A N/A 78 34 490 92 2018-09-25 $16.09 $12.50 40.2% 11.5% 26.3% 39.9% 37.8% 3.8% -8.2% 11.7K -565.4K -1.2K 0.37 90.98 N/A N/A 91 34 495 92 2018-09-26 $15.97 $12.50 32.6% 9.4% 25.9% 25.3% 31.8% 9.3% 4.4% 11.0K -534.6K -1.2K 0.35 93.13 N/A N/A 88 31 483 92 2018-09-27 $16.06 $12.50 28.0% 8.0% 25.9% 16.2% 26.9% 10.3% 11.4% 10.9K -544.6K -1.2K 0.36 107.14 N/A N/A 86 31 483 91 2018-09-28 $16.30 $12.50 18.9% 5.4% 26.4% 0.0% 29.0% 12.4% 7.7% 10.9K -596.3K -1.2K 0.43 104.38 N/A N/A 72 31 497 91
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