AGYS Options History — February 2020

In February 2020, AGYS traded between $31.37 and $36.94. ATM implied volatility averaged 42.2%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 3.2% (HV 20d: 39.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.35.

Notable Days

2020-02-05: Highest Volume — 394 contracts
2020-02-11: Largest IV spike — 130.8% change
2020-02-27: Highest IV Rank — 50.9%
2020-02-27: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.67	$31.37	$36.94	$32.50	$32.12
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	42.2%	25.5%	67.8%	58.2%	64.7%
Expected Move	12.3%	7.4%	19.4%	16.7%	18.6%
HV 20d	39.0%	35.2%	45.7%	35.4%	36.2%
HV 60d	32.5%	30.4%	35.1%	30.4%	34.8%
IV Rank	23.5%	5.6%	50.9%	40.6%	47.6%
IV Percentile	54.9%	4.4%	96.8%	92.5%	94.8%
Term Structure	-12.7%	-44.8%	12.4%	-44.8%	-19.6%
VWIV	48.5%	26.6%	72.0%	26.6%	72.0%
Skew 25d	3.5%	-15.0%	15.4%	4.3%	15.4%
Skew 10d	6.4%	-17.0%	34.3%	7.6%	23.5%
Call IV 25d	36.2%	26.5%	60.0%	27.7%	60.0%
Put IV 25d	39.8%	23.8%	75.4%	32.0%	75.4%
Bid-Ask Spread %	114.77	100.23	124.61	112.63	124.61
Gamma HHI	0.46	0.34	0.56	0.43	0.39
Net GEX	52.5K	24.6K	72.8K	24.6K	37.5K
Net DEX	-1.4M	-2.0M	-620.2K	-812.8K	-799.9K
Net VEX	-3.9K	-4.7K	-2.5K	-2.5K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.35	0.00	10.00	0.10	1.00
Total Volume	40	0	394	11	4
Total OI	1,030.316	681	1,185	681	1,044

Daily Data (19 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
2020-02-03	$32.50	$30.00	58.2%	16.7%	35.4%	40.6%	0.0%	4.3%	-44.8%	24.6K	-812.8K	-2.5K	0.10	112.63	N/A	N/A	10	1	553	128
2020-02-04	$34.06	$30.00	25.9%	7.4%	37.1%	6.0%	26.6%	-6.0%	12.4%	33.1K	-1.1M	-2.5K	0.21	110.36	N/A	N/A	42	9	563	129
2020-02-05	$35.20	$30.00	29.1%	8.3%	37.3%	9.4%	29.1%	-1.3%	7.6%	34.8K	-1.3M	-2.5K	0.00	100.23	N/A	N/A	394	0	586	127
2020-02-06	$36.35	$30.00	27.4%	9.2%	37.5%	7.6%	0.0%	-6.0%	-16.4%	68.5K	-1.8M	-4.2K	0.00	119.73	N/A	N/A	9	0	955	127
2020-02-07	$35.96	$30.00	25.5%	13.2%	38.3%	5.6%	61.9%	6.1%	-20.9%	60.9K	-1.7M	-4.5K	10.00	117.82	N/A	N/A	1	10	954	127
2020-02-10	$36.53	$30.00	28.1%	11.9%	37.9%	8.3%	0.0%	10.3%	-11.6%	65.8K	-1.8M	-4.1K	0.00	115.05	N/A	N/A	2	0	955	137
2020-02-11	$36.58	$30.00	64.7%	10.8%	38.2%	47.6%	0.0%	9.3%	-5.9%	64.2K	-1.9M	-4.7K	0.42	109.07	N/A	N/A	12	5	954	137
2020-02-12	$36.23	$30.00	39.6%	11.4%	38.3%	20.7%	0.0%	10.5%	-8.3%	61.8K	-1.8M	-4.4K	0.22	114.90	N/A	N/A	18	4	952	142
2020-02-13	$36.94	$30.00	34.4%	9.9%	38.3%	15.1%	48.1%	-15.0%	-9.6%	64.0K	-2.0M	-4.7K	0.00	110.70	N/A	N/A	107	0	946	146
2020-02-14	$36.40	$30.00	33.1%	9.5%	37.7%	13.7%	39.5%	2.3%	-0.4%	72.8K	-1.9M	-4.7K	0.00	106.95	N/A	N/A	2	0	1,038	146
2020-02-18	$35.70	$30.00	43.9%	12.6%	39.4%	25.3%	68.3%	12.1%	-11.5%	72.3K	-1.9M	-4.6K	2.00	113.05	N/A	N/A	1	2	1,039	146
2020-02-19	$35.59	$30.00	40.4%	11.6%	39.7%	21.6%	0.0%	-1.1%	-25.6%	66.3K	-1.9M	-4.6K	0.00	118.97	N/A	N/A	19	0	1,037	148
2020-02-20	$34.86	$30.00	40.1%	11.5%	41.2%	21.3%	0.0%	4.6%	0.6%	51.3K	-1.5M	-4.2K	0.00	116.90	N/A	N/A	0	0	1,021	148
2020-02-21	$34.54	$30.00	42.8%	12.3%	41.7%	24.1%	0.0%	0.9%	-17.6%	57.3K	-1.3M	-3.6K	5.00	116.48	N/A	N/A	1	5	1,021	148
2020-02-24	$33.64	$30.00	40.0%	11.5%	42.5%	21.1%	35.6%	0.6%	-10.7%	52.5K	-1.1M	-3.3K	0.00	117.06	N/A	N/A	0	10	946	14
2020-02-25	$32.66	$30.00	42.1%	12.1%	44.3%	23.3%	40.5%	2.8%	-9.5%	41.5K	-1.1M	-4.2K	0.00	116.94	N/A	N/A	0	79	946	24
2020-02-26	$31.52	$30.00	54.4%	15.6%	45.7%	36.5%	44.5%	2.6%	-22.8%	35.6K	-736.1K	-3.6K	0.00	116.94	N/A	N/A	0	11	946	101
2020-02-27	$31.37	$30.00	67.8%	19.4%	35.2%	50.9%	67.8%	15.3%	-25.7%	32.4K	-620.2K	-3.1K	1.00	122.20	N/A	N/A	1	1	946	99
2020-02-28	$32.12	$30.00	64.7%	18.6%	36.2%	47.6%	72.0%	15.4%	-19.6%	37.5K	-799.9K	-3.8K	0.00	124.61	N/A	N/A	0	4	946	98