AGYS Options History — October 2018 In October 2018, AGYS traded between $15.19 and $16.29. ATM implied volatility averaged 38.0%, placing in the 36.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 16.0% (HV 20d: 22.0%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.38.
Notable Days 2018-10-19 : Highest Volume — 194 contracts2018-10-05 : Largest IV spike — 67.3% change2018-10-16 : Highest IV Rank — 57.7%2018-10-16 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.70 $15.19 $16.29 $16.02 $16.28 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 38.0% 28.7% 49.2% 30.1% 30.7% Expected Move 10.9% 8.3% 14.1% 8.6% 8.8% HV 20d 22.0% 17.9% 27.1% 27.1% 27.0% HV 60d 27.0% 23.9% 27.8% 27.4% 23.9% IV Rank 36.4% 18.7% 57.7% 21.3% 22.4% IV Percentile 70.3% 32.5% 96.4% 41.7% 45.6% Term Structure 0.8% -11.2% 72.5% 9.5% 5.4% VWIV 40.3% 25.8% 66.4% 26.3% 44.3% Skew 25d -2.3% -87.0% 20.3% 9.3% 2.2% Skew 10d -3.7% -103.8% 17.8% 7.4% -2.6% Call IV 25d 42.1% 23.9% 131.3% 26.1% 27.1% Put IV 25d 39.8% 29.3% 52.6% 35.4% 29.3% Bid-Ask Spread % 103.74 86.46 121.16 93.52 104.09 Gamma HHI 0.75 0.58 0.85 0.78 0.58 Net GEX 12.1K 9.8K 13.5K 11.3K 11.9K Net DEX -468.4K -582.0K -313.8K -565.5K -424.3K Net VEX -1.1K -1.2K -913 -1.2K -913 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.25 0.57 0.32 0.40 Total Volume 133.478 74 194 129 98 Total OI 534.435 405 602 589 448
Daily Data (23 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 2018-10-01 $16.02 $12.50 30.1% 8.6% 27.1% 21.3% 26.3% 9.3% 9.5% 11.3K -565.5K -1.2K 0.32 93.52 N/A N/A 98 31 498 91 2018-10-02 $15.97 $12.50 29.2% 8.4% 22.1% 19.6% 25.8% 7.6% 9.5% 13.0K -582.0K -1.2K 0.30 109.03 N/A N/A 102 31 515 87 2018-10-03 $16.06 $12.50 43.6% 12.5% 22.0% 47.0% 36.1% 20.3% -0.4% 13.2K -581.9K -1.1K 0.31 111.86 N/A N/A 101 31 511 87 2018-10-04 $15.75 $12.50 28.7% 10.6% 23.1% 18.7% 47.7% 2.3% -4.8% 12.9K -542.8K -1.2K 0.31 86.46 N/A N/A 101 31 509 87 2018-10-05 $15.50 $12.50 48.0% 10.4% 23.8% 55.4% 35.8% 9.0% -3.3% 12.8K -504.3K -1.2K 0.29 100.97 N/A N/A 107 31 509 87 2018-10-08 $15.47 $12.50 31.7% 10.9% 23.8% 24.5% 32.6% 0.1% -3.7% 13.3K -500.7K -1.2K 0.25 102.18 N/A N/A 124 31 503 87 2018-10-09 $15.50 $12.50 36.3% 10.7% 23.8% 33.2% 42.7% 0.4% -3.5% 12.6K -482.8K -1.1K 0.25 102.49 N/A N/A 124 31 480 87 2018-10-10 $15.41 $12.50 39.1% 11.2% 23.7% 38.4% 44.0% 7.4% -3.8% 12.3K -478.8K -1.1K 0.37 121.16 N/A N/A 132 49 480 87 2018-10-11 $15.51 $12.50 39.3% 11.3% 23.4% 38.8% 40.1% 1.7% -4.4% 12.8K -494.8K -1.1K 0.37 108.01 N/A N/A 133 49 493 90 2018-10-12 $15.55 $12.50 38.9% 11.1% 17.9% 38.1% 39.5% 2.0% -5.0% 13.0K -495.1K -1.1K 0.37 102.97 N/A N/A 133 49 493 90 2018-10-15 $15.62 $12.50 40.3% 11.5% 17.9% 40.6% 41.3% 2.6% -6.3% 13.2K -518.1K -1.0K 0.37 102.57 N/A N/A 133 49 493 90 2018-10-16 $15.92 $12.50 49.2% 14.1% 19.0% 57.7% 43.7% 12.0% -8.0% 10.2K -551.0K -1.0K 0.46 104.59 N/A N/A 107 49 493 90 2018-10-17 $15.60 $12.50 39.7% 11.4% 19.7% 39.5% 40.5% 2.3% -6.3% 11.8K -520.5K -1.0K 0.47 97.92 N/A N/A 107 50 489 90 2018-10-18 $15.55 $12.50 40.0% 11.5% 19.5% 40.1% 40.4% 1.9% -5.7% 13.5K -508.9K -997 0.47 104.50 N/A N/A 107 50 489 91 2018-10-19 $15.54 $12.50 40.3% 11.5% 17.9% 40.7% 40.9% 10.8% -7.0% 9.9K -511.1K -984 0.35 107.17 N/A N/A 144 50 485 91 2018-10-22 $15.82 $12.50 37.2% 10.7% 18.2% 34.9% 37.8% -3.6% -7.3% 9.8K -343.8K -938 0.37 104.90 N/A N/A 67 25 351 54 2018-10-23 $15.68 $12.50 41.6% 11.9% 18.4% 43.2% 40.2% 3.0% -4.9% 11.2K -355.6K -997 0.37 103.73 N/A N/A 67 25 378 54 2018-10-24 $15.19 $12.50 43.1% 12.3% 21.3% 46.0% 63.8% -84.3% 72.5% 11.0K -313.8K -1.0K 0.57 102.12 N/A N/A 47 27 378 51 2018-10-25 $15.31 $12.50 45.0% 12.9% 21.4% 49.7% 66.4% -87.0% -5.3% 11.2K -325.3K -1.1K 0.55 104.53 N/A N/A 49 27 400 53 2018-10-26 $15.88 $12.50 33.5% 9.6% 24.8% 27.9% 31.0% 9.9% 6.0% 12.3K -402.0K -1.0K 0.43 111.03 N/A N/A 63 27 406 53 2018-10-29 $15.76 $12.50 40.6% 11.6% 24.2% 41.2% 37.8% -0.7% -11.2% 11.8K -356.9K -974 0.42 93.31 N/A N/A 65 27 391 54 2018-10-30 $16.29 $12.50 28.9% 8.3% 27.0% 19.0% 29.2% 17.1% 6.1% 12.1K -413.9K -945 0.42 106.90 N/A N/A 64 27 395 54 2018-10-31 $16.28 $12.50 30.7% 8.8% 27.0% 22.4% 44.3% 2.2% 5.4% 11.9K -424.3K -913 0.40 104.09 N/A N/A 70 28 394 54
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