AGYS Options History — February 2007 In February 2007, AGYS traded between $19.08 and $22.55. ATM implied volatility averaged 35.6%. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 9.3% (HV 20d: 26.3%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.28.
Notable Days 2007-02-05 : Highest Volume — 272 contracts2007-02-28 : Largest IV spike — 13.1% change2007-02-01 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.90 $19.08 $22.55 $19.12 $21.00 Max Pain $19.87 $17.50 $20.00 $17.50 $20.00 ATM IV 35.6% 27.1% 46.6% 42.5% 30.6% Expected Move 9.8% 7.8% 12.2% 12.2% 8.8% HV 20d 26.3% 22.9% 32.2% 32.2% 31.4% Term Structure 1.2% -4.4% 4.9% -2.0% 4.8% VWIV 33.6% 24.9% 41.1% 41.1% 24.9% Skew 25d 4.7% 1.3% 12.2% 8.3% 7.8% Skew 10d 6.8% -4.1% 18.1% 11.4% 17.5% Call IV 25d 34.2% 24.5% 45.3% 39.8% 27.6% Put IV 25d 38.9% 35.3% 50.4% 48.1% 35.4% Bid-Ask Spread % 43.13 25.72 78.58 31.67 54.95 Gamma HHI 0.52 0.37 0.81 0.43 0.40 Net GEX 16.0K 5.5K 23.7K 5.5K 19.1K Net DEX -809.3K -1.1M -224.4K -224.4K -786.0K Net VEX -2.2K -2.6K -1.6K -2.1K -2.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 2.20 0.00 0.03 Total Volume 76.316 0 272 60 33 Total OI 1,052.263 762 1,199 762 1,086
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 2007-02-01 $19.12 $17.50 42.5% 12.2% 32.2% 0.0% 0.0% 8.3% -2.0% 5.5K -224.4K -2.1K 0.00 31.67 N/A N/A 60 0 439 323 2007-02-02 $19.08 $20.00 46.6% 11.9% 27.6% 0.0% 0.0% 1.6% -4.4% 7.4K -247.3K -2.2K 0.29 30.37 N/A N/A 35 10 479 323 2007-02-05 $19.09 $20.00 45.4% 11.5% 23.5% 0.0% 41.1% 5.1% -2.4% 9.7K -263.0K -2.2K 0.79 33.97 N/A N/A 152 120 514 333 2007-02-06 $19.65 $20.00 44.5% 10.3% 25.5% 0.0% 36.0% 5.5% 2.3% 16.3K -436.8K -2.4K 0.74 30.79 N/A N/A 47 35 616 428 2007-02-07 $20.00 $20.00 41.5% 10.2% 25.9% 0.0% 35.4% 6.9% 2.0% 19.9K -574.0K -2.5K 0.00 39.43 N/A N/A 85 0 651 458 2007-02-08 $20.41 $20.00 36.2% 10.4% 26.0% 0.0% 36.3% 6.1% 0.0% 23.7K -737.9K -2.4K 0.00 37.06 N/A N/A 218 0 677 458 2007-02-09 $20.60 $20.00 34.6% 9.9% 24.6% 0.0% 34.7% 2.9% -0.2% 20.9K -803.9K -2.4K 0.00 44.40 N/A N/A 138 0 673 458 2007-02-12 $20.51 $20.00 37.0% 10.6% 24.3% 0.0% 36.9% 2.5% -2.3% 22.5K -735.9K -2.2K 0.00 57.68 N/A N/A 69 0 640 458 2007-02-13 $21.21 $20.00 36.5% 10.5% 26.2% 0.0% 34.4% 3.6% 0.1% 13.4K -990.5K -2.0K 0.12 25.72 N/A N/A 58 7 668 458 2007-02-14 $20.99 $20.00 34.7% 9.9% 23.4% 0.0% 34.6% 4.1% 1.5% 16.5K -994.5K -2.2K 0.76 30.65 N/A N/A 17 13 715 461 2007-02-15 $21.04 $20.00 35.9% 10.3% 23.1% 0.0% 0.0% 4.0% 1.0% 15.3K -1.0M -2.2K 0.00 31.76 N/A N/A 0 0 725 474 2007-02-16 $21.35 $20.00 32.3% 9.3% 22.9% 0.0% 32.9% 3.6% 1.4% 13.7K -1.1M -2.0K 0.00 31.26 N/A N/A 17 0 725 474 2007-02-20 $22.55 $20.00 31.2% 8.9% 26.1% 0.0% 28.3% 1.3% 2.9% 11.3K -1.0M -1.6K 0.03 55.44 N/A N/A 144 5 581 349 2007-02-21 $22.36 $20.00 31.0% 8.9% 26.9% 0.0% 31.0% 3.8% 2.6% 16.4K -1.1M -2.0K 0.00 69.76 N/A N/A 41 0 678 350 2007-02-22 $22.19 $20.00 29.7% 8.5% 27.3% 0.0% 0.0% 3.8% 3.3% 18.2K -1.1M -2.3K 2.20 36.01 N/A N/A 10 22 706 350 2007-02-23 $22.21 $20.00 29.9% 8.6% 26.7% 0.0% 29.9% 3.6% 3.5% 16.9K -1.1M -2.2K 0.00 49.67 N/A N/A 13 0 696 372 2007-02-26 $22.22 $20.00 29.6% 8.5% 26.8% 0.0% 0.0% 3.4% 4.0% 17.4K -1.1M -2.3K 0.00 50.39 N/A N/A 12 0 708 392 2007-02-27 $21.48 $20.00 27.1% 7.8% 29.7% 0.0% 24.9% 12.2% 4.9% 19.3K -949.5K -2.5K 0.05 78.58 N/A N/A 85 4 705 392 2007-02-28 $21.00 $20.00 30.6% 8.8% 31.4% 0.0% 0.0% 7.8% 4.8% 19.1K -786.0K -2.6K 0.03 54.95 N/A N/A 32 1 690 396
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