AGYS Options History — April 2007 In April 2007, AGYS traded between $21.03 and $23.45. ATM implied volatility averaged 38.3%. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 1.7% (HV 20d: 40.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.49.
Notable Days 2007-04-03 : Highest Volume — 134 contracts2007-04-12 : Largest IV spike — 19.1% change2007-04-09 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.87 $21.03 $23.45 $22.05 $21.03 Max Pain $20.13 $20.00 $22.50 $20.00 $22.50 ATM IV 38.3% 34.3% 43.0% 37.3% 42.8% Expected Move 11.1% 9.8% 12.4% 10.7% 12.3% HV 20d 40.0% 34.2% 50.8% 39.0% 50.8% HV 60d 35.1% 32.2% 41.0% 33.2% 41.0% Term Structure 0.5% -3.6% 4.7% 2.3% -1.0% VWIV 39.1% 34.6% 43.1% 37.2% 39.7% Skew 25d 3.4% -5.8% 11.2% 11.2% 4.8% Skew 10d 13.5% -7.6% 50.0% 19.1% 8.8% Call IV 25d 36.2% 27.2% 39.4% 29.1% 37.7% Put IV 25d 39.5% 28.4% 42.9% 40.2% 42.6% Bid-Ask Spread % 47.76 24.23 79.05 35.02 24.97 Gamma HHI 0.72 0.56 0.91 0.77 0.64 Net GEX 35.3K 17.4K 64.8K 38.4K 17.4K Net DEX -765.8K -1.4M -223.9K -1.2M -223.9K Net VEX -2.5K -2.9K -2.1K -2.9K -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.00 3.70 0.00 0.44 Total Volume 47.3 0 134 3 36 Total OI 1,128.95 610 1,374 1,330 696
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 2007-04-02 $22.05 $20.00 37.3% 10.7% 39.0% 0.0% 37.2% 11.2% 2.3% 38.4K -1.2M -2.9K 0.00 35.02 N/A N/A 0 3 944 386 2007-04-03 $22.51 $20.00 34.3% 9.8% 39.1% 0.0% 0.0% 1.6% 1.6% 41.4K -1.4M -2.8K 0.00 62.48 N/A N/A 134 0 944 386 2007-04-04 $21.29 $20.00 37.1% 10.6% 43.7% 0.0% 37.9% -0.5% 3.5% 33.6K -847.2K -2.7K 0.12 66.30 N/A N/A 107 13 904 386 2007-04-05 $21.32 $20.00 36.8% 10.5% 42.5% 0.0% 0.0% 3.7% 2.4% 37.6K -942.9K -2.9K 0.15 52.13 N/A N/A 13 2 975 399 2007-04-09 $21.15 $20.00 41.1% 12.4% 42.5% 0.0% 39.9% 5.3% -3.6% 36.0K -836.3K -2.7K 1.43 34.92 N/A N/A 7 10 964 401 2007-04-10 $21.42 $20.00 38.4% 11.4% 41.8% 0.0% 39.7% 5.1% -0.6% 38.1K -920.0K -2.6K 0.71 42.28 N/A N/A 28 20 963 401 2007-04-11 $21.26 $20.00 36.1% 11.2% 36.4% 0.0% 43.1% 0.3% -0.3% 35.7K -702.4K -2.6K 0.00 46.79 N/A N/A 0 10 888 421 2007-04-12 $21.21 $20.00 43.0% 12.3% 35.9% 0.0% 43.0% 0.2% -2.7% 34.3K -663.8K -2.5K 0.12 48.03 N/A N/A 42 5 888 431 2007-04-13 $21.87 $20.00 39.2% 11.2% 36.4% 0.0% 39.2% -5.8% -0.8% 45.1K -900.1K -2.5K 0.00 53.47 N/A N/A 67 0 873 431 2007-04-16 $22.45 $20.00 37.2% 10.7% 37.6% 0.0% 37.2% 5.2% 1.6% 60.1K -1.2M -2.5K 0.00 52.76 N/A N/A 97 0 909 431 2007-04-17 $22.45 $20.00 37.3% 10.7% 34.2% 0.0% 39.8% 4.1% 1.1% 64.8K -1.1M -2.4K 0.07 24.23 N/A N/A 75 5 895 431 2007-04-18 $21.28 $20.00 39.7% 11.4% 38.7% 0.0% 39.7% 4.2% -1.5% 36.9K -680.2K -2.4K 0.22 55.03 N/A N/A 45 10 921 431 2007-04-19 $21.63 $20.00 39.1% 11.2% 38.7% 0.0% 0.0% 5.9% -0.8% 34.5K -775.4K -2.2K 0.00 55.84 N/A N/A 0 0 913 441 2007-04-20 $21.74 $20.00 39.7% 11.4% 38.6% 0.0% 0.0% 4.5% -1.4% 40.1K -804.6K -2.2K 0.00 28.06 N/A N/A 0 10 913 441 2007-04-23 $22.38 $20.00 38.1% 10.9% 39.8% 0.0% 40.0% 4.5% 3.5% 19.3K -348.0K -2.2K 0.24 67.49 N/A N/A 42 10 445 165 2007-04-24 $22.15 $20.00 36.0% 10.3% 39.6% 0.0% 34.6% 1.8% 4.7% 22.6K -390.2K -2.2K 0.00 79.05 N/A N/A 9 0 475 160 2007-04-25 $22.14 $20.00 38.5% 11.0% 38.5% 0.0% 0.0% 4.4% 0.3% 20.7K -364.2K -2.2K 0.00 37.02 N/A N/A 0 10 465 160 2007-04-26 $23.45 $20.00 37.4% 10.7% 42.4% 0.0% 37.8% 3.5% 0.3% 23.7K -584.6K -2.1K 0.19 42.99 N/A N/A 75 14 465 150 2007-04-27 $22.56 $20.00 38.0% 10.9% 45.0% 0.0% 38.0% 3.5% 0.5% 25.5K -504.2K -2.3K 3.70 46.30 N/A N/A 10 37 523 164 2007-04-30 $21.03 $22.50 42.8% 12.3% 50.8% 0.0% 39.7% 4.8% -1.0% 17.4K -223.9K -2.1K 0.44 24.97 N/A N/A 25 11 512 184
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