AGYS Options History — February 2019

In February 2019, AGYS traded between $17.79 and $20.97. ATM implied volatility averaged 32.2%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 19.7% (HV 20d: 51.9%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.84.

Notable Days

2019-02-01: Highest Volume — 169 contracts
2019-02-21: Largest IV drop — 23.3% change
2019-02-01: Highest IV Rank — 40.0%
2019-02-04: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.75	$17.79	$20.97	$17.82	$20.94
Max Pain	$18.42	$17.50	$20.00	$17.50	$20.00
ATM IV	32.2%	25.2%	42.6%	42.6%	26.6%
Expected Move	9.2%	7.2%	11.6%	11.4%	7.6%
HV 20d	51.9%	20.6%	61.2%	60.5%	20.7%
HV 60d	44.0%	43.1%	44.5%	43.4%	43.1%
IV Rank	22.5%	10.7%	40.0%	40.0%	13.0%
IV Percentile	52.2%	14.3%	87.3%	87.3%	23.0%
Term Structure	2.8%	-3.4%	11.6%	-1.1%	9.1%
VWIV	31.7%	23.3%	38.9%	38.9%	32.9%
Skew 25d	3.7%	-10.3%	13.1%	5.9%	-10.3%
Skew 10d	7.2%	-6.3%	17.4%	15.1%	-6.3%
Call IV 25d	29.5%	19.4%	39.9%	37.1%	39.9%
Put IV 25d	33.3%	23.5%	44.9%	43.0%	29.6%
Bid-Ask Spread %	105.72	90.13	118.18	99.79	105.05
Gamma HHI	0.76	0.50	0.95	0.88	0.74
Net GEX	26.9K	15.7K	52.3K	28.2K	15.7K
Net DEX	-1.3M	-1.5M	-776.6K	-786.1K	-1.5M
Net VEX	-1.7K	-2.6K	-810	-2.6K	-810
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.00	5.26	5.26	1.00
Total Volume	19.737	0	169	169	2
Total OI	917.316	825	980	945	852

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
2019-02-01	$17.82	$17.50	42.6%	11.4%	60.5%	40.0%	38.9%	5.9%	-1.1%	28.2K	-786.1K	-2.6K	5.26	99.79	N/A	N/A	27	142	857	88
2019-02-04	$17.79	$17.50	41.5%	11.6%	60.6%	38.2%	0.0%	8.4%	-0.9%	28.3K	-776.6K	-2.6K	0.00	97.33	N/A	N/A	0	0	855	97
2019-02-05	$18.45	$17.50	35.0%	10.8%	61.2%	27.2%	0.0%	6.6%	1.0%	30.3K	-939.4K	-2.5K	0.00	98.50	N/A	N/A	15	0	855	97
2019-02-06	$18.75	$17.50	38.4%	11.0%	61.2%	32.9%	0.0%	7.3%	0.4%	31.4K	-1.0M	-2.4K	0.00	102.48	N/A	N/A	5	0	869	97
2019-02-07	$19.32	$17.50	30.0%	8.6%	60.9%	18.7%	36.6%	-7.5%	-3.4%	32.4K	-1.2M	-2.1K	0.00	118.18	N/A	N/A	18	0	874	97
2019-02-08	$19.23	$17.50	34.4%	9.9%	60.5%	26.2%	34.5%	9.5%	1.0%	32.1K	-1.2M	-2.3K	0.00	90.13	N/A	N/A	18	0	882	97
2019-02-11	$19.12	$17.50	33.5%	9.6%	60.1%	24.7%	0.0%	-5.2%	2.0%	34.3K	-1.1M	-2.2K	0.00	107.61	N/A	N/A	0	0	882	97
2019-02-12	$19.28	$17.50	33.3%	9.5%	58.6%	24.3%	33.3%	7.4%	1.7%	36.9K	-1.2M	-2.0K	0.00	104.04	N/A	N/A	1	0	882	97
2019-02-13	$19.35	$17.50	31.1%	8.9%	58.8%	20.7%	31.1%	7.0%	2.6%	38.0K	-1.2M	-2.0K	0.50	108.00	N/A	N/A	2	1	883	97
2019-02-14	$19.94	$17.50	30.6%	8.8%	58.5%	19.7%	30.6%	2.0%	3.6%	52.3K	-1.4M	-1.8K	1.00	110.24	N/A	N/A	2	2	882	98
2019-02-15	$20.24	$17.50	30.4%	8.7%	58.1%	19.5%	27.2%	5.4%	2.5%	23.0K	-1.5M	-1.6K	0.06	113.05	N/A	N/A	35	2	882	98
2019-02-19	$20.36	$17.50	32.5%	9.3%	58.2%	22.9%	29.8%	9.1%	1.4%	22.0K	-1.4M	-1.4K	1.67	111.28	N/A	N/A	6	10	784	41
2019-02-20	$20.47	$20.00	32.9%	9.4%	56.2%	23.6%	30.6%	8.4%	0.3%	19.8K	-1.4M	-1.2K	0.77	106.43	N/A	N/A	13	10	789	51
2019-02-21	$20.88	$20.00	25.2%	7.2%	55.3%	10.7%	23.3%	6.0%	11.6%	16.1K	-1.5M	-1.0K	0.56	108.51	N/A	N/A	18	10	791	51
2019-02-22	$20.82	$20.00	28.2%	8.1%	55.2%	15.8%	32.9%	-4.7%	2.4%	16.0K	-1.5M	-997	0.50	105.55	N/A	N/A	20	10	801	51
2019-02-25	$20.77	$20.00	27.6%	7.9%	39.6%	14.6%	0.0%	-5.4%	8.8%	17.8K	-1.5M	-1.1K	1.00	107.94	N/A	N/A	1	1	800	51
2019-02-26	$20.78	$20.00	27.6%	7.9%	22.2%	14.7%	0.0%	7.6%	6.9%	17.5K	-1.5M	-1.0K	1.00	110.39	N/A	N/A	1	1	800	52
2019-02-27	$20.97	$20.00	31.2%	8.9%	20.6%	20.8%	0.0%	13.1%	2.6%	18.1K	-1.5M	-936	1.00	104.13	N/A	N/A	1	1	800	52
2019-02-28	$20.94	$20.00	26.6%	7.6%	20.7%	13.0%	0.0%	-10.3%	9.1%	15.7K	-1.5M	-810	1.00	105.05	N/A	N/A	1	1	800	52