AGYS Options History — March 2019

In March 2019, AGYS traded between $20.08 and $21.22. ATM implied volatility averaged 31.3%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 9.8% (HV 20d: 21.5%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.34.

Notable Days

2019-03-06: Highest Volume — 23 contracts
2019-03-19: Largest IV spike — 27.8% change
2019-03-19: Highest IV Rank — 32.9%
2019-03-04: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.65	$20.08	$21.22	$20.65	$21.18
Max Pain	$17.63	$15.00	$20.00	$20.00	$17.50
ATM IV	31.3%	26.0%	38.4%	29.8%	26.0%
Expected Move	9.4%	8.4%	10.8%	8.6%	9.3%
HV 20d	21.5%	19.8%	22.9%	21.1%	22.9%
HV 60d	41.6%	39.2%	43.3%	43.3%	39.4%
IV Rank	21.0%	12.0%	32.9%	18.5%	12.0%
IV Percentile	50.9%	17.9%	79.8%	42.1%	17.9%
Term Structure	2.6%	-6.5%	10.0%	3.0%	10.0%
VWIV	32.2%	26.7%	40.5%	33.6%	30.4%
Skew 25d	3.7%	-10.4%	12.2%	4.9%	-10.4%
Skew 10d	7.2%	-8.5%	18.7%	11.7%	-8.0%
Call IV 25d	29.9%	19.5%	38.9%	26.8%	38.7%
Put IV 25d	33.7%	28.3%	38.9%	31.7%	28.3%
Bid-Ask Spread %	97.29	73.14	134.49	111.44	93.85
Gamma HHI	0.78	0.43	0.94	0.79	0.43
Net GEX	13.1K	721	25.3K	18.1K	721
Net DEX	-1.6M	-1.7M	-1.4M	-1.5M	-1.7M
Net VEX	-549	-1.1K	-114	-1.0K	-165
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.00	1.00	1.00	0.00
Total Volume	8.619	0	23	2	6
Total OI	858.952	835	871	852	859

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
2019-03-01	$20.65	$20.00	29.8%	8.6%	21.1%	18.5%	0.0%	4.9%	3.0%	18.1K	-1.5M	-1.0K	1.00	111.44	N/A	N/A	1	1	800	52
2019-03-04	$20.41	$20.00	37.5%	10.8%	22.2%	31.5%	0.0%	10.5%	2.4%	19.9K	-1.4M	-1.0K	0.00	103.44	N/A	N/A	0	0	800	52
2019-03-05	$20.80	$20.00	29.4%	8.4%	22.4%	17.7%	0.0%	7.0%	3.5%	15.4K	-1.5M	-783	1.00	112.22	N/A	N/A	6	6	800	52
2019-03-06	$20.81	$20.00	30.8%	8.8%	19.8%	20.0%	0.0%	7.2%	3.6%	16.2K	-1.5M	-769	0.35	109.38	N/A	N/A	17	6	806	52
2019-03-07	$20.31	$20.00	32.6%	9.3%	22.1%	23.1%	0.0%	7.2%	1.7%	21.3K	-1.4M	-1.1K	0.50	111.78	N/A	N/A	12	6	817	52
2019-03-08	$20.08	$20.00	33.6%	9.6%	20.5%	24.8%	33.6%	6.1%	3.1%	22.4K	-1.4M	-1.1K	0.58	111.41	N/A	N/A	12	7	818	52
2019-03-11	$20.64	$15.00	36.5%	10.2%	22.2%	29.7%	32.6%	6.5%	4.4%	13.8K	-1.6M	-628	0.00	74.94	N/A	N/A	1	0	818	53
2019-03-12	$20.55	$15.00	32.1%	9.9%	22.1%	22.3%	0.0%	8.5%	1.8%	14.7K	-1.5M	-640	0.00	73.14	N/A	N/A	0	0	817	53
2019-03-13	$20.58	$15.00	30.7%	9.9%	22.1%	19.9%	0.0%	8.0%	3.7%	14.4K	-1.5M	-622	0.00	74.09	N/A	N/A	0	0	817	53
2019-03-14	$20.44	$15.00	30.5%	9.9%	22.4%	19.6%	0.0%	7.3%	4.1%	13.5K	-1.5M	-539	0.00	81.44	N/A	N/A	0	0	817	53
2019-03-15	$20.64	$15.00	29.4%	9.8%	20.1%	17.7%	33.8%	1.0%	5.3%	11.5K	-1.6M	-370	0.00	96.55	N/A	N/A	0	7	817	53
2019-03-18	$20.38	$0.00	30.0%	10.6%	20.1%	18.8%	0.0%	2.9%	1.5%	14.5K	-1.5M	-468	0.00	134.49	N/A	N/A	2	0	791	44
2019-03-19	$20.41	$0.00	38.4%	9.0%	20.0%	32.9%	26.7%	-5.8%	-6.5%	25.3K	-1.6M	-114	0.00	97.07	N/A	N/A	17	0	792	44
2019-03-20	$20.71	$17.50	29.2%	9.0%	20.6%	17.4%	28.0%	9.8%	2.3%	10.3K	-1.6M	-410	0.35	95.21	N/A	N/A	17	6	808	44
2019-03-21	$21.22	$17.50	26.5%	8.6%	21.2%	12.8%	40.5%	4.3%	6.8%	5.5K	-1.7M	-208	0.35	105.91	N/A	N/A	17	6	808	50
2019-03-22	$20.84	$17.50	30.3%	9.2%	22.2%	19.2%	30.4%	3.1%	1.6%	8.1K	-1.6M	-347	0.60	94.49	N/A	N/A	10	6	808	50
2019-03-25	$20.89	$17.50	31.0%	9.4%	22.2%	20.5%	0.0%	12.2%	2.0%	7.1K	-1.6M	-319	0.00	87.46	N/A	N/A	0	0	809	50
2019-03-26	$20.75	$17.50	30.7%	8.9%	22.3%	20.0%	0.0%	-7.4%	-2.6%	8.1K	-1.6M	-316	0.00	91.17	N/A	N/A	0	0	809	50
2019-03-27	$20.70	$17.50	31.6%	9.3%	22.1%	21.5%	0.0%	0.2%	1.5%	7.9K	-1.6M	-301	0.00	95.74	N/A	N/A	6	0	809	50
2019-03-28	$20.72	$17.50	31.3%	9.1%	22.1%	20.9%	0.0%	-4.4%	0.7%	6.8K	-1.6M	-292	0.00	87.85	N/A	N/A	6	0	809	50
2019-03-29	$21.18	$17.50	26.0%	9.3%	22.9%	12.0%	0.0%	-10.4%	10.0%	721	-1.7M	-165	0.00	93.85	N/A	N/A	6	0	809	50