AGYS Options History — June 2019

In June 2019, AGYS traded between $21.05 and $22.72. ATM implied volatility averaged 37.7%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 8.1% (HV 20d: 29.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.02.

Notable Days

2019-06-07: Highest Volume — 123 contracts
2019-06-14: Largest IV spike — 53.1% change
2019-06-03: Highest IV Rank — 71.0%
2019-06-03: Largest Expected Move — 17.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.99	$21.05	$22.72	$21.05	$21.62
Max Pain	$19.63	$17.50	$20.00	$17.50	$20.00
ATM IV	37.7%	26.8%	61.0%	61.0%	38.2%
Expected Move	11.0%	7.4%	17.5%	17.5%	11.0%
HV 20d	29.6%	27.1%	32.2%	29.7%	28.5%
HV 60d	26.1%	25.1%	27.0%	25.1%	26.4%
IV Rank	31.7%	13.4%	71.0%	71.0%	32.6%
IV Percentile	68.2%	21.8%	98.0%	98.0%	72.6%
Term Structure	-0.6%	-26.1%	55.9%	-26.1%	-5.5%
VWIV	35.4%	31.5%	40.9%	33.7%	31.5%
Skew 25d	1.5%	-16.7%	20.1%	13.9%	-10.1%
Skew 10d	4.1%	-6.3%	52.1%	4.0%	4.8%
Call IV 25d	33.0%	24.2%	45.8%	37.0%	40.3%
Put IV 25d	34.6%	25.3%	50.8%	50.8%	30.2%
Bid-Ask Spread %	113.19	87.45	123.42	96.11	119.97
Gamma HHI	0.71	0.65	0.78	0.78	0.72
Net GEX	29.0K	21.6K	32.1K	21.6K	28.6K
Net DEX	-867.7K	-996.3K	-684.0K	-734.8K	-759.9K
Net VEX	-4.4K	-4.6K	-4.0K	-4.0K	-4.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.17	0.01	0.14
Total Volume	24	0	123	1	2
Total OI	815.1	755	856	755	793

Daily Data (20 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
2019-06-03	$21.05	$17.50	61.0%	17.5%	29.7%	71.0%	0.0%	13.9%	-26.1%	21.6K	-734.8K	-4.0K	0.00	96.11	N/A	N/A	0	1	713	42
2019-06-04	$21.68	$17.50	40.5%	11.6%	30.8%	36.5%	0.0%	2.3%	-12.3%	27.1K	-750.5K	-4.1K	0.01	102.01	N/A	N/A	100	1	713	43
2019-06-05	$21.95	$17.50	30.5%	8.8%	30.3%	19.7%	0.0%	3.6%	16.4%	30.7K	-895.8K	-4.6K	0.01	87.45	N/A	N/A	100	1	813	43
2019-06-06	$22.17	$20.00	31.8%	10.4%	29.0%	21.8%	0.0%	20.1%	1.2%	27.0K	-953.7K	-4.6K	0.01	115.33	N/A	N/A	110	1	813	43
2019-06-07	$22.46	$20.00	31.4%	7.4%	29.0%	21.2%	0.0%	-1.5%	6.3%	32.0K	-979.4K	-4.6K	0.01	104.47	N/A	N/A	122	1	803	43
2019-06-10	$22.72	$20.00	27.8%	11.2%	28.5%	15.0%	0.0%	2.7%	-10.0%	30.3K	-996.3K	-4.6K	0.00	118.21	N/A	N/A	1	0	782	43
2019-06-11	$21.94	$20.00	31.5%	10.2%	32.1%	21.2%	0.0%	17.1%	-4.5%	29.7K	-892.6K	-4.5K	0.00	115.21	N/A	N/A	1	0	782	43
2019-06-12	$22.32	$20.00	37.6%	10.8%	32.2%	31.6%	0.0%	13.6%	-10.7%	30.4K	-900.0K	-4.5K	0.00	121.02	N/A	N/A	1	0	782	43
2019-06-13	$22.35	$20.00	26.8%	7.7%	32.2%	13.4%	0.0%	-4.0%	7.6%	30.4K	-926.8K	-4.5K	0.00	109.91	N/A	N/A	1	0	782	43
2019-06-14	$22.69	$20.00	41.1%	11.8%	31.5%	37.4%	0.0%	5.1%	-9.1%	30.7K	-957.7K	-4.6K	0.00	120.94	N/A	N/A	1	0	782	43
2019-06-17	$22.64	$20.00	35.2%	10.1%	29.6%	27.4%	0.0%	-8.1%	-18.3%	29.7K	-976.9K	-4.5K	0.00	117.72	N/A	N/A	6	0	781	43
2019-06-18	$22.17	$20.00	45.0%	12.9%	29.1%	44.0%	0.0%	-6.8%	-18.5%	30.7K	-903.4K	-4.4K	0.00	115.80	N/A	N/A	6	0	787	43
2019-06-19	$22.24	$20.00	35.6%	10.2%	27.1%	28.3%	0.0%	-1.0%	-8.6%	30.7K	-912.2K	-4.5K	0.00	123.42	N/A	N/A	6	0	787	43
2019-06-20	$22.44	$20.00	39.5%	11.3%	27.3%	34.7%	33.7%	1.0%	-11.7%	32.1K	-978.4K	-4.5K	0.17	121.33	N/A	N/A	6	1	787	43
2019-06-21	$22.09	$20.00	36.9%	10.6%	27.5%	30.3%	40.9%	1.0%	-6.9%	28.7K	-892.9K	-4.4K	0.14	109.91	N/A	N/A	7	1	787	44
2019-06-24	$21.50	$20.00	37.4%	10.7%	29.0%	31.2%	0.0%	5.0%	43.2%	28.5K	-773.3K	-4.2K	0.00	113.60	N/A	N/A	0	0	760	32
2019-06-25	$21.06	$20.00	50.7%	14.5%	29.3%	53.6%	0.0%	-3.9%	5.9%	26.7K	-684.0K	-4.1K	0.00	119.89	N/A	N/A	0	1	760	32
2019-06-26	$21.28	$20.00	36.1%	10.4%	29.0%	29.1%	0.0%	-2.2%	55.9%	26.8K	-735.8K	-4.2K	0.00	111.31	N/A	N/A	0	1	760	33
2019-06-27	$21.45	$20.00	39.5%	11.3%	29.2%	34.8%	0.0%	-16.7%	-6.6%	27.3K	-750.3K	-4.2K	0.00	120.14	N/A	N/A	0	1	760	33
2019-06-28	$21.62	$20.00	38.2%	11.0%	28.5%	32.6%	31.5%	-10.1%	-5.5%	28.6K	-759.9K	-4.2K	0.00	119.97	N/A	N/A	0	2	760	33