AGYS Options History — April 2019

In April 2019, AGYS traded between $18.73 and $20.80. ATM implied volatility averaged 28.5%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 5.3% (HV 20d: 23.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.19.

Notable Days

2019-04-30: Highest Volume — 117 contracts
2019-04-22: Largest IV spike — 33.8% change
2019-04-22: Highest IV Rank — 23.5%
2019-04-22: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.55	$18.73	$20.80	$20.80	$19.18
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	28.5%	24.5%	32.8%	27.0%	25.0%
Expected Move	8.3%	7.0%	9.4%	9.1%	7.2%
HV 20d	23.2%	21.8%	24.5%	23.4%	21.8%
HV 60d	35.5%	23.2%	40.4%	39.5%	23.2%
IV Rank	16.2%	9.5%	23.5%	13.7%	10.3%
IV Percentile	35.9%	11.5%	65.5%	26.6%	12.3%
Term Structure	3.6%	-0.1%	10.0%	8.1%	6.9%
VWIV	29.4%	26.1%	31.5%	31.0%	26.1%
Skew 25d	4.7%	-8.7%	11.1%	-7.6%	10.7%
Skew 10d	8.0%	-11.3%	18.8%	-11.3%	8.7%
Call IV 25d	29.2%	23.6%	41.9%	38.2%	26.2%
Put IV 25d	33.9%	28.8%	37.0%	30.6%	36.9%
Bid-Ask Spread %	100.33	89.26	109.06	99.26	109.06
Gamma HHI	0.59	0.27	0.89	0.42	0.85
Net GEX	5.1K	646	14.1K	646	14.1K
Net DEX	-1.0M	-1.6M	-19.6K	-1.6M	-85.6K
Net VEX	-215	-336	-154	-154	-314
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	2.00	0.00	0.00
Total Volume	21.095	0	117	0	117
Total OI	617	95	891	859	207

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
2019-04-01	$20.80	$17.50	27.0%	9.1%	23.4%	13.7%	0.0%	-7.6%	8.1%	646	-1.6M	-154	0.00	99.26	N/A	N/A	0	0	809	50
2019-04-02	$20.45	$17.50	31.6%	9.0%	23.3%	21.4%	0.0%	-8.7%	-0.1%	5.4K	-1.6M	-238	0.00	90.16	N/A	N/A	10	0	809	50
2019-04-03	$20.12	$17.50	30.5%	9.1%	23.9%	19.6%	0.0%	6.3%	2.0%	7.9K	-1.6M	-296	0.00	89.26	N/A	N/A	10	0	814	50
2019-04-04	$19.56	$17.50	28.4%	8.9%	24.4%	16.1%	0.0%	11.1%	3.2%	13.3K	-1.5M	-336	0.00	94.61	N/A	N/A	15	0	814	50
2019-04-05	$19.76	$17.50	30.1%	8.7%	24.5%	19.0%	0.0%	10.9%	2.7%	10.7K	-1.5M	-280	0.53	95.28	N/A	N/A	15	8	809	50
2019-04-08	$19.69	$17.50	30.8%	8.9%	22.1%	20.1%	0.0%	10.9%	2.3%	8.3K	-1.5M	-247	0.00	99.44	N/A	N/A	0	0	809	50
2019-04-09	$19.49	$17.50	28.2%	8.9%	22.3%	15.7%	31.0%	0.2%	1.9%	8.6K	-1.5M	-171	0.00	97.58	N/A	N/A	3	0	809	50
2019-04-10	$19.79	$17.50	30.0%	8.6%	23.1%	18.8%	30.0%	9.8%	2.4%	2.9K	-1.5M	-188	0.00	97.51	N/A	N/A	5	0	812	50
2019-04-11	$19.93	$17.50	31.0%	8.9%	23.3%	20.4%	31.0%	10.4%	2.3%	813	-1.5M	-173	0.00	100.15	N/A	N/A	8	0	812	50
2019-04-12	$20.16	$17.50	31.5%	9.0%	23.4%	21.2%	31.5%	4.2%	1.5%	1.2K	-1.6M	-169	0.00	108.82	N/A	N/A	18	0	811	50
2019-04-15	$19.97	$17.50	30.1%	8.6%	23.2%	19.0%	30.1%	-3.8%	2.5%	1.8K	-1.6M	-179	0.00	104.83	N/A	N/A	23	0	821	50
2019-04-16	$19.61	$17.50	29.1%	8.3%	23.9%	17.2%	29.1%	2.2%	2.9%	3.8K	-1.5M	-223	0.00	105.01	N/A	N/A	24	0	841	50
2019-04-17	$19.38	$17.50	28.6%	8.2%	23.3%	16.3%	28.7%	7.2%	3.2%	6.4K	-1.5M	-220	0.00	97.86	N/A	N/A	24	0	841	50
2019-04-18	$18.88	$17.50	24.5%	7.0%	22.3%	9.5%	28.6%	3.4%	3.0%	2.7K	-1.5M	-193	0.29	99.61	N/A	N/A	24	7	841	50
2019-04-22	$18.73	$17.50	32.8%	9.4%	21.8%	23.5%	0.0%	6.4%	10.0%	2.4K	-21.4K	-182	0.00	95.56	N/A	N/A	0	0	65	30
2019-04-23	$19.11	$17.50	28.3%	8.1%	23.5%	15.9%	0.0%	4.7%	3.7%	3.3K	-29.9K	-187	0.00	102.01	N/A	N/A	0	2	65	30
2019-04-24	$19.06	$17.50	24.6%	7.1%	23.5%	9.7%	0.0%	3.6%	3.9%	3.0K	-27.7K	-188	2.00	104.88	N/A	N/A	1	2	65	32
2019-04-25	$18.86	$17.50	25.7%	7.4%	23.6%	11.4%	0.0%	4.9%	4.3%	2.5K	-19.6K	-177	0.18	104.17	N/A	N/A	11	2	65	32
2019-04-26	$18.99	$17.50	25.6%	7.3%	23.9%	11.3%	0.0%	4.2%	3.6%	3.3K	-38.0K	-200	0.27	104.63	N/A	N/A	11	3	75	32
2019-04-29	$19.11	$17.50	25.1%	7.2%	22.1%	10.4%	28.0%	7.6%	4.6%	3.6K	-39.7K	-192	0.00	107.25	N/A	N/A	100	0	75	32
2019-04-30	$19.18	$17.50	25.0%	7.2%	21.8%	10.3%	26.1%	10.7%	6.9%	14.1K	-85.6K	-314	0.00	109.06	N/A	N/A	117	0	175	32