AGYS Options History — October 2008 In October 2008, AGYS traded between $3.82 and $9.48. ATM implied volatility averaged 92.1%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded below realized volatility by 87.9% (HV 20d: 179.9%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2008-10-14 : Highest Volume — 113 contracts2008-10-15 : Largest IV spike — 91.3% change2008-10-15 : Highest IV Rank — 83.8%2008-10-27 : Largest Expected Move — 32.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.92 $3.82 $9.48 $9.48 $4.02 Max Pain $8.44 $7.50 $12.50 $12.50 $7.50 ATM IV 92.1% 68.0% 176.4% 68.0% 85.8% Expected Move 23.6% 19.5% 32.7% 19.5% 24.6% HV 20d 179.9% 57.9% 209.5% 57.9% 132.4% HV 60d 114.4% 47.3% 129.4% 47.3% 129.2% IV Rank 39.2% 26.5% 83.8% 26.5% 35.9% IV Percentile 94.3% 85.7% 99.2% 90.5% 90.1% Term Structure -6.5% -48.7% 27.9% -5.6% -17.3% VWIV 73.0% 67.5% 82.3% 67.5% 82.3% Skew 25d 15.0% -24.3% 52.1% 0.1% 52.1% Skew 10d 19.3% -25.9% 55.0% -1.1% 39.0% Call IV 25d 82.2% 60.6% 130.0% 71.4% 80.8% Put IV 25d 97.2% 69.1% 138.7% 71.5% 132.9% Bid-Ask Spread % 102.03 78.42 111.72 105.61 111.72 Gamma HHI 0.58 0.34 0.86 0.66 0.51 Net GEX 720 -164 2.1K 1.8K -115 Net DEX 35.1K -6.3K 58.1K -6.3K 35.7K Net VEX -178 -540 -61 -540 -78 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 10 0 113 1 0 Total OI 474.478 373 594 502 434
Daily Data (23 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 2008-10-01 $9.48 $12.50 68.0% 19.5% 57.9% 26.5% 67.5% 0.1% -5.6% 1.8K -6.3K -540 0.00 105.61 N/A N/A 0 1 385 117 2008-10-02 $6.00 $12.50 83.2% 23.8% 167.3% 34.5% 73.1% -20.2% -36.3% 483 54.3K -153 0.00 109.63 N/A N/A 0 15 385 117 2008-10-03 $6.73 $12.50 77.2% 22.1% 175.7% 31.4% 69.1% -19.9% -9.7% 644 55.0K -219 0.00 102.46 N/A N/A 0 1 385 124 2008-10-06 $6.77 $0.00 79.2% 21.4% 175.5% 32.4% 0.0% 18.3% -6.0% 590 58.1K -193 0.00 100.14 N/A N/A 0 0 385 124 2008-10-07 $6.91 $0.00 86.1% 19.7% 176.4% 36.1% 0.0% 24.5% -0.3% 640 54.2K -226 0.00 101.75 N/A N/A 0 0 385 124 2008-10-08 $6.95 $0.00 88.9% 20.6% 176.2% 37.6% 0.0% 29.5% -0.4% 686 49.9K -262 0.00 96.25 N/A N/A 0 0 385 124 2008-10-09 $6.35 $0.00 92.2% 20.9% 177.2% 39.3% 0.0% 13.8% -14.9% 626 56.7K -185 0.00 98.80 N/A N/A 0 0 385 124 2008-10-10 $6.67 $0.00 106.4% 19.9% 179.5% 46.8% 0.0% 16.3% -6.4% 517 47.7K -162 0.00 107.83 N/A N/A 0 0 385 100 2008-10-13 $7.08 $0.00 92.3% 21.1% 182.2% 39.3% 0.0% 27.5% 0.0% 652 35.7K -239 0.00 104.12 N/A N/A 0 0 385 100 2008-10-14 $7.00 $0.00 92.2% 23.5% 182.1% 39.3% 82.3% 34.3% -12.5% 678 36.8K -224 0.00 78.42 N/A N/A 113 0 385 100 2008-10-15 $5.76 $7.50 176.4% 21.0% 191.9% 83.8% 0.0% 1.1% 5.5% 1.2K 28.1K -169 0.00 92.89 N/A N/A 0 0 498 96 2008-10-16 $6.58 $7.50 83.2% 23.9% 199.3% 34.6% 0.0% 17.8% -18.9% 1.6K 18.7K -222 0.00 89.12 N/A N/A 0 0 498 89 2008-10-17 $6.18 $7.50 77.8% 22.3% 196.3% 31.7% 0.0% 10.7% 26.6% 1.5K 13.5K -231 0.00 100.98 N/A N/A 0 0 498 89 2008-10-20 $6.60 $7.50 68.9% 19.8% 199.3% 27.0% 0.0% 22.8% -2.5% 2.1K 18.9K -181 0.00 102.73 N/A N/A 0 0 304 69 2008-10-21 $6.13 $7.50 85.4% 24.5% 199.4% 35.7% 0.0% 23.9% 27.9% 1.5K 4.5K -187 0.00 96.79 N/A N/A 0 0 304 69 2008-10-22 $5.68 $7.50 89.1% 25.5% 199.9% 37.7% 0.0% 17.5% -8.0% 1.1K 18.1K -137 0.00 107.66 N/A N/A 0 0 304 69 2008-10-23 $5.09 $7.50 87.2% 25.0% 200.7% 36.7% 0.0% -3.6% 4.5% 660 22.6K -92 0.00 101.83 N/A N/A 0 70 304 69 2008-10-24 $4.41 $7.50 89.8% 25.7% 203.7% 38.0% 0.0% -24.3% 2.2% 134 35.7K -122 0.00 102.40 N/A N/A 0 20 304 139 2008-10-27 $3.82 $7.50 114.1% 32.7% 206.2% 50.9% 0.0% -9.2% -48.7% -37 42.5K -73 0.00 106.40 N/A N/A 0 0 304 139 2008-10-28 $4.00 $7.50 103.2% 29.6% 208.8% 45.1% 0.0% 42.4% -24.9% -38 40.0K -79 0.00 111.36 N/A N/A 0 0 304 139 2008-10-29 $4.02 $7.50 96.6% 27.7% 209.5% 41.6% 0.0% 48.1% -11.0% -116 43.5K -63 0.00 108.40 N/A N/A 0 0 304 139 2008-10-30 $4.00 $7.50 93.9% 26.9% 141.2% 40.2% 0.0% 22.1% 7.6% -164 43.4K -61 0.00 109.31 N/A N/A 10 0 304 139 2008-10-31 $4.02 $7.50 85.8% 24.6% 132.4% 35.9% 0.0% 52.1% -17.3% -115 35.7K -78 0.00 111.72 N/A N/A 0 0 309 125
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