AGYS Options History — May 2019

In May 2019, AGYS traded between $18.94 and $22.61. ATM implied volatility averaged 38.2%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 14.8% (HV 20d: 23.3%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.19.

Notable Days

2019-05-20: Highest Volume — 622 contracts
2019-05-02: Largest IV spike — 58.2% change
2019-05-14: Highest IV Rank — 89.8%
2019-05-30: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.72	$18.94	$22.61	$18.94	$21.65
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	38.2%	20.9%	72.2%	20.9%	38.3%
Expected Move	9.4%	6.0%	11.5%	6.0%	11.0%
HV 20d	23.3%	20.6%	27.7%	21.5%	27.7%
HV 60d	23.2%	21.7%	24.9%	23.4%	24.9%
IV Rank	32.5%	3.4%	89.8%	3.4%	32.7%
IV Percentile	62.6%	1.6%	99.2%	1.6%	75.8%
Term Structure	1.9%	-9.7%	16.9%	12.0%	-9.7%
VWIV	32.9%	19.5%	42.4%	19.5%	27.4%
Skew 25d	6.3%	-17.6%	26.3%	16.6%	6.1%
Skew 10d	10.2%	-7.4%	32.2%	12.1%	32.2%
Call IV 25d	30.7%	20.6%	41.7%	20.6%	36.7%
Put IV 25d	37.0%	24.1%	50.3%	37.3%	42.8%
Bid-Ask Spread %	99.94	82.47	127.57	108.70	119.96
Gamma HHI	0.79	0.44	0.88	0.82	0.79
Net GEX	16.4K	4.4K	26.7K	11.7K	23.4K
Net DEX	-436.3K	-985.9K	-96.1K	-104.6K	-827.5K
Net VEX	-1.8K	-4.4K	-289	-404	-4.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	1.48	0.00	0.00
Total Volume	148.773	0	622	117	0
Total OI	408.545	153	770	224	755

Daily Data (22 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
2019-05-01	$18.94	$17.50	20.9%	6.0%	21.5%	3.4%	19.5%	16.6%	12.0%	11.7K	-104.6K	-404	0.00	108.70	N/A	N/A	117	0	192	32
2019-05-02	$18.94	$17.50	33.0%	9.5%	21.0%	23.8%	37.6%	6.8%	-5.1%	11.5K	-105.2K	-399	0.00	104.70	N/A	N/A	117	0	192	32
2019-05-03	$19.36	$17.50	28.0%	8.0%	20.6%	15.4%	19.9%	26.3%	16.9%	15.6K	-134.6K	-396	0.00	127.57	N/A	N/A	72	0	192	32
2019-05-06	$19.67	$17.50	39.1%	9.4%	21.1%	34.1%	0.0%	4.4%	-1.9%	17.7K	-156.3K	-400	0.00	100.32	N/A	N/A	0	0	203	32
2019-05-07	$19.45	$17.50	49.6%	10.3%	21.4%	51.9%	41.8%	6.7%	-3.6%	14.3K	-152.3K	-396	0.03	96.49	N/A	N/A	77	2	203	32
2019-05-08	$19.11	$17.50	43.1%	10.3%	22.0%	40.8%	41.8%	12.6%	-3.4%	9.0K	-96.1K	-318	0.03	95.14	N/A	N/A	77	2	148	32
2019-05-09	$19.27	$17.50	49.4%	10.2%	21.5%	51.4%	35.8%	12.4%	-2.8%	9.6K	-96.3K	-312	0.02	96.54	N/A	N/A	99	2	148	32
2019-05-10	$19.72	$17.50	54.3%	10.1%	23.0%	59.7%	0.0%	6.3%	-1.8%	11.9K	-142.0K	-371	0.00	95.27	N/A	N/A	11	0	169	30
2019-05-13	$19.68	$17.50	64.3%	11.0%	22.6%	76.6%	34.4%	8.5%	-1.7%	12.8K	-146.8K	-344	0.00	100.86	N/A	N/A	1	0	169	30
2019-05-14	$19.95	$17.50	72.2%	10.5%	22.9%	89.8%	35.8%	6.0%	-2.3%	13.7K	-159.1K	-330	0.15	93.80	N/A	N/A	65	10	170	30
2019-05-15	$19.98	$17.50	35.3%	10.1%	21.9%	27.7%	32.5%	5.5%	-1.6%	13.2K	-172.8K	-310	0.00	99.02	N/A	N/A	1	0	170	30
2019-05-16	$20.52	$17.50	31.5%	9.0%	23.1%	21.2%	33.8%	-4.0%	8.8%	12.9K	-209.8K	-289	1.45	101.86	N/A	N/A	29	42	171	32
2019-05-17	$21.23	$17.50	33.6%	9.6%	23.0%	24.8%	31.6%	3.9%	-0.9%	4.4K	-311.8K	-291	1.48	92.19	N/A	N/A	25	37	198	65
2019-05-20	$21.86	$17.50	26.5%	7.6%	23.8%	12.8%	25.3%	16.3%	13.7%	5.3K	-158.3K	-303	0.00	86.88	N/A	N/A	622	0	111	42
2019-05-21	$22.51	$17.50	27.4%	7.9%	24.7%	14.4%	42.4%	-17.6%	-2.4%	24.5K	-985.9K	-4.4K	0.00	103.49	N/A	N/A	455	0	725	42
2019-05-22	$22.57	$17.50	30.1%	8.6%	24.4%	18.9%	30.1%	-1.4%	13.5%	25.3K	-980.5K	-4.4K	0.00	82.47	N/A	N/A	470	0	728	42
2019-05-23	$22.28	$17.50	37.0%	10.6%	24.7%	30.6%	36.2%	-4.1%	6.2%	22.0K	-927.3K	-4.3K	0.00	100.70	N/A	N/A	470	0	714	42
2019-05-24	$22.36	$17.50	27.1%	7.8%	24.7%	13.9%	27.4%	6.3%	10.6%	26.7K	-924.6K	-4.3K	0.00	94.92	N/A	N/A	470	0	714	42
2019-05-28	$22.61	$17.50	29.5%	8.5%	24.7%	17.9%	0.0%	6.9%	5.9%	25.2K	-981.4K	-4.3K	0.00	91.21	N/A	N/A	0	0	713	42
2019-05-29	$22.15	$17.50	29.2%	8.4%	26.8%	17.3%	0.0%	4.6%	-0.4%	24.8K	-918.6K	-4.2K	0.00	111.07	N/A	N/A	0	0	713	42
2019-05-30	$22.09	$17.50	40.3%	11.5%	26.0%	36.0%	0.0%	8.8%	-9.1%	25.8K	-907.3K	-4.2K	0.00	95.45	N/A	N/A	0	0	713	42
2019-05-31	$21.65	$17.50	38.3%	11.0%	27.7%	32.7%	0.0%	6.1%	-9.7%	23.4K	-827.5K	-4.2K	0.00	119.96	N/A	N/A	0	0	713	42