AGYS Options History — November 2018 In November 2018, AGYS traded between $15.96 and $17.17. ATM implied volatility averaged 39.4%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 13.7% (HV 20d: 25.7%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.47.
Notable Days 2018-11-09 : Highest Volume — 879 contracts2018-11-07 : Largest IV spike — 82.7% change2018-11-07 : Highest IV Rank — 100.0%2018-11-20 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $16.33 $15.96 $17.17 $16.48 $16.51 Max Pain $17.02 $12.50 $17.50 $12.50 $17.50 ATM IV 39.4% 23.8% 78.2% 23.8% 28.9% Expected Move 8.9% 6.8% 11.9% 6.8% 8.3% HV 20d 25.7% 21.0% 28.2% 26.1% 24.8% HV 60d 24.0% 23.6% 24.4% 23.8% 24.3% IV Rank 35.6% 9.5% 100.0% 9.5% 16.9% IV Percentile 59.6% 8.7% 100.0% 8.7% 35.7% Term Structure 0.5% -10.5% 6.7% 6.7% 0.1% VWIV 32.5% 23.9% 58.9% 58.9% 28.4% Skew 25d 4.9% -3.9% 16.4% 0.4% -3.9% Skew 10d 5.6% -8.3% 15.0% -1.9% -8.3% Call IV 25d 28.9% 21.3% 34.3% 26.8% 30.3% Put IV 25d 33.8% 26.4% 41.9% 27.2% 26.4% Bid-Ask Spread % 107.72 79.91 116.36 108.90 115.41 Gamma HHI 0.63 0.55 0.73 0.58 0.69 Net GEX 24.9K 10.7K 34.3K 11.2K 34.1K Net DEX -758.4K -1.2M -391.5K -442.9K -954.1K Net VEX -2.9K -4.3K -759 -851 -4.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.04 0.97 0.40 0.97 Total Volume 155.857 67 879 98 67 Total OI 925.571 423 1,267 439 1,201
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 2018-11-01 $16.48 $12.50 23.8% 6.8% 26.1% 9.5% 58.9% 0.4% 6.7% 11.2K -442.9K -851 0.40 108.90 N/A N/A 70 28 385 54 2018-11-02 $16.31 $12.50 28.7% 8.2% 25.7% 18.7% 33.3% 3.0% 3.9% 11.3K -417.8K -888 0.40 111.95 N/A N/A 70 28 384 54 2018-11-05 $16.01 $17.50 41.2% 10.1% 26.7% 42.5% 30.6% 4.1% -0.9% 11.6K -391.5K -885 0.40 104.57 N/A N/A 70 28 385 54 2018-11-06 $16.03 $17.50 41.9% 10.0% 26.7% 43.7% 27.8% 5.9% -1.9% 11.9K -392.7K -880 0.29 105.18 N/A N/A 96 28 385 54 2018-11-07 $16.25 $17.50 76.5% 8.3% 26.9% 100.0% 23.9% 4.2% 6.3% 11.3K -399.3K -810 0.35 104.04 N/A N/A 85 30 369 54 2018-11-08 $16.30 $17.50 47.6% 7.0% 26.9% 49.9% 24.2% 3.3% 0.5% 11.5K -408.4K -767 0.35 103.11 N/A N/A 85 30 371 56 2018-11-09 $16.64 $17.50 45.1% 8.5% 27.6% 45.5% 33.1% 9.8% -2.0% 10.7K -429.5K -759 0.04 116.09 N/A N/A 849 30 371 56 2018-11-12 $16.43 $17.50 66.7% 11.4% 28.2% 83.0% 42.1% 7.6% -2.2% 27.5K -844.4K -3.1K 0.15 116.36 N/A N/A 194 30 907 56 2018-11-13 $16.35 $17.50 78.2% 7.9% 27.6% 100.0% 27.8% 4.8% -0.2% 25.0K -792.5K -3.1K 0.18 107.36 N/A N/A 169 30 899 56 2018-11-14 $16.21 $17.50 32.4% 9.3% 26.7% 22.8% 28.1% 4.6% 3.9% 25.0K -772.5K -3.0K 0.09 106.33 N/A N/A 342 30 900 56 2018-11-15 $16.28 $17.50 28.3% 8.1% 26.6% 15.8% 33.5% 6.5% 0.8% 32.0K -993.0K -4.3K 0.51 107.36 N/A N/A 70 36 1,200 56 2018-11-16 $16.22 $17.50 34.8% 10.0% 26.7% 26.9% 32.2% -0.9% -10.5% 32.9K -964.4K -4.2K 0.68 110.71 N/A N/A 53 36 1,205 62 2018-11-19 $15.96 $17.50 32.2% 9.2% 26.8% 22.4% 32.7% 5.0% 6.1% 32.6K -866.2K -4.2K 0.66 109.13 N/A N/A 50 33 1,182 58 2018-11-20 $16.14 $17.50 41.4% 11.9% 26.8% 38.0% 39.4% 5.8% -9.0% 33.5K -892.0K -4.2K 0.60 116.10 N/A N/A 55 33 1,178 58 2018-11-21 $16.14 $17.50 33.5% 9.6% 23.8% 24.7% 32.9% 6.9% 0.9% 33.0K -905.8K -4.1K 0.60 100.65 N/A N/A 55 33 1,169 58 2018-11-23 $15.97 $17.50 35.9% 10.3% 24.2% 28.7% 33.4% 16.4% 2.6% 30.9K -913.3K -4.1K 0.60 105.19 N/A N/A 55 33 1,169 58 2018-11-26 $16.18 $17.50 31.2% 8.9% 21.0% 20.7% 29.9% 10.2% 3.3% 33.4K -897.0K -4.0K 0.60 110.79 N/A N/A 55 33 1,169 58 2018-11-27 $16.58 $17.50 26.5% 7.6% 22.3% 12.9% 33.4% 8.5% -0.3% 34.3K -1.0M -4.1K 0.67 79.91 N/A N/A 49 33 1,168 58 2018-11-28 $17.17 $17.50 27.5% 7.9% 22.6% 14.6% 30.8% 1.4% -0.7% 34.0K -1.2M -4.1K 0.62 106.96 N/A N/A 53 33 1,165 58 2018-11-29 $16.77 $17.50 25.4% 7.3% 24.5% 10.9% 26.5% 0.1% 2.2% 34.3K -1.0M -4.1K 0.62 115.94 N/A N/A 53 33 1,143 58 2018-11-30 $16.51 $17.50 28.9% 8.3% 24.8% 16.9% 28.4% -3.9% 0.1% 34.1K -954.1K -4.0K 0.97 115.41 N/A N/A 34 33 1,143 58
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