AGYS Options History — September 2008 In September 2008, AGYS traded between $10.09 and $13.34. ATM implied volatility averaged 61.4%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 21.1% (HV 20d: 40.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.17.
Notable Days 2008-09-16 : Highest Volume — 62 contracts2008-09-18 : Largest IV spike — 209.5% change2008-09-18 : Highest IV Rank — 86.8%2008-09-18 : Largest Expected Move — 52.2%Monthly Statistics Metric Avg Min Max Open Close Price $11.74 $10.09 $13.34 $13.34 $10.09 Max Pain $10.36 $10.00 $12.50 $12.50 $10.00 ATM IV 61.4% 44.1% 182.0% 50.2% 63.2% Expected Move 17.6% 12.6% 52.2% 14.4% 18.1% HV 20d 40.3% 28.6% 56.9% 37.7% 55.4% HV 60d 40.9% 38.5% 45.8% 38.5% 45.8% IV Rank 23.0% 13.9% 86.8% 17.1% 24.0% IV Percentile 60.9% 12.7% 99.6% 40.1% 84.9% Term Structure -6.8% -91.1% 1.7% 0.6% -4.8% VWIV 64.6% 62.2% 67.7% 63.9% 62.2% Skew 25d 12.6% -7.0% 94.8% 15.8% 8.0% Skew 10d 22.4% -8.5% 128.6% 17.3% 17.2% Call IV 25d 49.4% 35.1% 67.7% 35.1% 62.0% Put IV 25d 62.0% 46.5% 146.7% 50.9% 70.0% Bid-Ask Spread % 89.56 39.46 173.00 102.46 108.55 Gamma HHI 0.42 0.33 0.53 0.34 0.50 Net GEX 3.7K 1.1K 5.2K 5.1K 2.3K Net DEX -159.4K -294.7K -47.9K -294.7K -47.9K Net VEX -805 -928 -590 -878 -590 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 1.00 0.00 0.00 Total Volume 8.857 0 62 2 10 Total OI 504.429 464 540 464 492
Daily Data (21 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 2008-09-02 $13.34 $12.50 50.2% 14.4% 37.7% 17.1% 0.0% 15.8% 0.6% 5.1K -294.7K -878 0.00 102.46 N/A N/A 2 0 382 82 2008-09-03 $13.00 $12.50 53.4% 15.3% 38.5% 18.8% 0.0% 16.8% -5.0% 5.2K -278.1K -839 0.00 96.10 N/A N/A 0 25 384 82 2008-09-04 $12.51 $12.50 53.7% 15.4% 41.0% 18.9% 0.0% -4.1% -14.9% 4.5K -226.8K -912 0.00 104.34 N/A N/A 0 0 384 107 2008-09-05 $12.28 $10.00 56.7% 14.9% 39.1% 20.6% 0.0% 19.1% 1.7% 4.1K -196.0K -928 0.00 91.46 N/A N/A 0 0 384 107 2008-09-08 $12.43 $10.00 54.6% 14.9% 36.0% 19.4% 0.0% 19.2% 0.6% 4.3K -192.6K -883 0.00 61.76 N/A N/A 0 0 384 107 2008-09-09 $11.95 $10.00 48.1% 14.6% 31.0% 16.0% 0.0% 17.3% 0.6% 4.1K -188.3K -854 0.00 92.02 N/A N/A 0 10 384 107 2008-09-10 $12.10 $10.00 44.5% 14.7% 29.4% 14.1% 0.0% 12.8% -0.1% 4.0K -171.9K -859 1.00 91.93 N/A N/A 10 10 384 117 2008-09-11 $12.11 $10.00 49.2% 14.1% 28.6% 16.6% 0.0% 11.9% 1.4% 3.5K -166.7K -865 0.00 83.38 N/A N/A 0 0 384 127 2008-09-12 $11.87 $10.00 51.2% 14.7% 29.0% 17.6% 0.0% 9.7% 1.6% 3.3K -153.6K -825 0.00 41.04 N/A N/A 0 0 384 127 2008-09-15 $11.38 $10.00 51.3% 14.7% 32.0% 17.7% 0.0% 9.4% -1.6% 3.1K -124.2K -791 0.00 39.46 N/A N/A 0 0 384 127 2008-09-16 $11.27 $10.00 62.5% 17.9% 31.8% 23.6% 63.9% 5.3% -7.7% 2.9K -108.9K -796 0.00 55.46 N/A N/A 62 0 384 127 2008-09-17 $10.75 $10.00 58.8% 16.9% 34.8% 21.7% 67.7% -4.8% -2.1% 3.1K -99.2K -778 0.00 94.65 N/A N/A 2 0 413 127 2008-09-18 $11.16 $10.00 182.0% 52.2% 37.5% 86.8% 0.0% 94.8% -91.1% 1.8K -100.2K -746 0.00 173.00 N/A N/A 0 0 413 127 2008-09-19 $11.98 $10.00 56.0% 16.0% 46.6% 20.2% 0.0% -7.0% -2.5% 4.3K -164.8K -834 0.00 96.91 N/A N/A 0 0 413 127 2008-09-22 $11.90 $10.00 58.3% 16.7% 46.5% 21.4% 0.0% 16.4% 1.4% 4.5K -176.7K -802 0.00 64.60 N/A N/A 0 0 406 107 2008-09-23 $11.97 $10.00 62.2% 17.8% 46.2% 23.5% 0.0% 11.5% -1.4% 4.5K -173.9K -821 0.00 84.48 N/A N/A 0 0 406 107 2008-09-24 $11.34 $10.00 59.4% 17.0% 49.0% 22.0% 0.0% 5.2% -0.1% 3.9K -137.2K -773 0.00 69.89 N/A N/A 5 0 406 107 2008-09-25 $11.50 $10.00 67.0% 19.2% 49.4% 26.0% 0.0% 4.0% -5.1% 4.2K -154.3K -776 0.00 85.85 N/A N/A 50 0 406 107 2008-09-26 $11.28 $10.00 62.9% 18.0% 49.5% 23.8% 0.0% 4.4% -5.4% 3.6K -121.3K -725 0.00 94.41 N/A N/A 0 0 391 107 2008-09-29 $10.34 $10.00 44.1% 12.6% 56.9% 13.9% 0.0% -1.0% -8.2% 1.1K -69.5K -636 0.00 148.98 N/A N/A 0 0 385 107 2008-09-30 $10.09 $10.00 63.2% 18.1% 55.4% 24.0% 62.2% 8.0% -4.8% 2.3K -47.9K -590 0.00 108.55 N/A N/A 0 10 385 107
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