AGYS Options History — September 2019

In September 2019, AGYS traded between $25.12 and $28.14. ATM implied volatility averaged 35.6%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 3.6% (HV 20d: 39.2%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.69.

Notable Days

2019-09-20: Highest Volume — 44 contracts
2019-09-24: Largest IV spike — 61.7% change
2019-09-25: Highest IV Rank — 58.0%
2019-09-25: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.50	$25.12	$28.14	$25.64	$25.68
Max Pain	$21.38	$20.00	$25.00	$25.00	$22.50
ATM IV	35.6%	27.0%	53.3%	31.4%	38.1%
Expected Move	10.8%	7.8%	15.3%	9.0%	10.9%
HV 20d	39.2%	34.4%	44.1%	38.0%	43.4%
HV 60d	32.4%	30.7%	34.4%	30.7%	34.4%
IV Rank	28.2%	13.6%	58.0%	21.1%	32.4%
IV Percentile	48.8%	14.3%	94.4%	39.7%	62.3%
Term Structure	-1.4%	-28.5%	46.9%	21.2%	7.8%
VWIV	47.6%	26.9%	87.7%	87.7%	40.6%
Skew 25d	5.5%	-8.8%	28.8%	-8.8%	-6.5%
Skew 10d	7.4%	-6.3%	26.2%	-2.9%	-6.3%
Call IV 25d	32.6%	20.0%	47.8%	46.1%	47.8%
Put IV 25d	38.1%	23.4%	50.6%	37.4%	41.3%
Bid-Ask Spread %	115.31	106.49	121.25	113.67	113.54
Gamma HHI	0.57	0.48	0.68	0.48	0.62
Net GEX	31.0K	17.1K	48.1K	41.9K	31.5K
Net DEX	-1.7M	-2.0M	-1.4M	-1.6M	-1.5M
Net VEX	-2.3K	-3.1K	-1.4K	-3.1K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.69	0.00	10.00	9.00	0.00
Total Volume	12.7	0	44	10	33
Total OI	801	722	858	846	761

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
2019-09-03	$25.64	$25.00	31.4%	9.0%	38.0%	21.1%	0.0%	-8.8%	21.2%	41.9K	-1.6M	-3.1K	9.00	113.67	N/A	N/A	1	9	825	21
2019-09-04	$25.19	$25.00	31.2%	8.9%	37.9%	20.8%	87.7%	-5.8%	9.4%	47.4K	-1.5M	-3.1K	0.30	114.39	N/A	N/A	10	3	825	24
2019-09-05	$26.10	$20.00	29.1%	11.5%	37.5%	17.2%	0.0%	8.3%	-14.2%	39.9K	-1.7M	-2.7K	0.00	121.25	N/A	N/A	0	7	835	23
2019-09-06	$25.50	$20.00	27.0%	10.9%	34.4%	13.6%	52.7%	-5.5%	-24.7%	44.5K	-1.6M	-2.8K	0.00	120.19	N/A	N/A	2	0	835	19
2019-09-09	$25.78	$20.00	27.0%	11.3%	34.5%	13.7%	38.5%	14.1%	-9.6%	47.2K	-1.7M	-2.8K	0.00	111.46	N/A	N/A	0	1	837	19
2019-09-10	$25.12	$20.00	35.1%	10.9%	35.4%	27.3%	0.0%	8.3%	-7.1%	48.1K	-1.5M	-2.8K	0.00	120.10	N/A	N/A	35	0	837	19
2019-09-11	$26.34	$20.00	44.4%	12.7%	39.7%	43.0%	0.0%	3.3%	-20.8%	34.1K	-1.8M	-2.4K	0.00	117.86	N/A	N/A	38	0	804	19
2019-09-12	$26.43	$20.00	42.8%	12.3%	38.4%	40.4%	0.0%	6.2%	-19.0%	33.7K	-1.7M	-2.3K	0.00	119.58	N/A	N/A	9	0	797	19
2019-09-13	$27.20	$20.00	50.2%	14.4%	39.4%	52.9%	49.9%	27.6%	-28.5%	23.4K	-1.9M	-2.2K	0.00	115.46	N/A	N/A	2	0	795	19
2019-09-16	$27.51	$20.00	27.2%	7.8%	39.0%	14.1%	0.0%	0.6%	-7.0%	20.6K	-1.9M	-2.0K	0.00	117.86	N/A	N/A	1	0	793	17
2019-09-17	$27.68	$20.00	28.6%	8.2%	38.6%	16.3%	0.0%	2.7%	-2.5%	21.5K	-2.0M	-1.7K	0.00	117.52	N/A	N/A	2	0	792	17
2019-09-18	$28.14	$20.00	29.6%	8.5%	39.0%	18.0%	0.0%	-0.7%	-5.6%	20.3K	-2.0M	-1.4K	0.00	118.22	N/A	N/A	5	0	792	17
2019-09-19	$27.93	$20.00	30.5%	8.7%	38.6%	19.6%	26.9%	-0.9%	-2.8%	19.3K	-2.0M	-1.8K	0.10	118.83	N/A	N/A	10	1	792	17
2019-09-20	$28.10	$22.50	30.9%	8.9%	38.6%	20.3%	37.1%	-1.5%	-1.8%	17.1K	-2.0M	-1.9K	10.00	111.36	N/A	N/A	4	40	802	18
2019-09-23	$27.51	$22.50	29.9%	8.6%	39.0%	18.6%	40.6%	25.7%	46.9%	20.0K	-1.7M	-2.0K	6.00	112.99	N/A	N/A	1	6	712	10
2019-09-24	$26.24	$22.50	48.4%	13.9%	42.5%	49.7%	0.0%	12.4%	3.7%	25.0K	-1.5M	-2.1K	0.00	114.23	N/A	N/A	0	0	712	15
2019-09-25	$26.61	$22.50	53.3%	15.3%	42.8%	58.0%	0.0%	28.8%	-20.3%	22.8K	-1.6M	-2.1K	0.00	106.49	N/A	N/A	0	0	712	15
2019-09-26	$25.82	$22.50	37.8%	10.8%	44.1%	32.0%	0.0%	2.8%	22.1%	29.4K	-1.5M	-2.1K	0.00	110.92	N/A	N/A	0	0	712	15
2019-09-27	$25.40	$22.50	39.6%	11.4%	43.1%	35.0%	0.0%	-1.3%	24.3%	32.2K	-1.4M	-2.2K	0.00	110.31	N/A	N/A	34	0	712	15
2019-09-30	$25.68	$22.50	38.1%	10.9%	43.4%	32.4%	0.0%	-6.5%	7.8%	31.5K	-1.5M	-2.2K	0.00	113.54	N/A	N/A	33	0	746	15