AGYS Options History — November 2008 In November 2008, AGYS traded between $2.09 and $4.02. ATM implied volatility averaged 119.6%, placing in the 53.8% IV rank vs the trailing year. The 30-day expected move averaged 31.9%. IV traded below realized volatility by 48.6% (HV 20d: 168.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days.
Notable Days 2008-11-12 : Highest Volume — 50 contracts2008-11-06 : Largest IV spike — 75.2% change2008-11-06 : Highest IV Rank — 68.7%2008-11-06 : Largest Expected Move — 42.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.00 $2.09 $4.02 $4.02 $3.79 Max Pain $5.53 $5.00 $7.50 $7.50 $5.00 ATM IV 119.6% 81.0% 147.9% 85.1% 103.3% Expected Move 31.9% 20.3% 42.4% 24.4% 29.6% HV 20d 168.2% 124.3% 225.6% 132.2% 225.6% HV 60d 149.8% 126.9% 179.8% 128.6% 179.8% IV Rank 53.8% 33.4% 68.7% 35.6% 45.2% IV Percentile 94.9% 86.9% 98.4% 89.3% 90.5% Term Structure -13.1% -56.8% 17.2% 11.7% -24.8% Skew 25d 2.6% -89.5% 49.4% 41.8% 49.4% Skew 10d 0.4% -93.0% 46.2% 39.0% 46.2% Call IV 25d 99.7% 60.1% 186.0% 89.3% 89.5% Put IV 25d 102.3% 67.1% 138.9% 131.1% 138.9% Bid-Ask Spread % 101.58 41.45 116.62 108.20 114.43 Gamma HHI 0.68 0.38 0.99 0.74 0.48 Net GEX -186 -260 -17 -241 -17 Net DEX 39.5K 28.6K 48.7K 40.9K 48.1K Net VEX -36 -57 -19 -45 -55 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 4.211 0 50 0 0 Total OI 460.737 401 534 434 401
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 2008-11-03 $4.02 $7.50 85.1% 24.4% 132.2% 35.6% 0.0% 41.8% 11.7% -241 40.9K -45 0.00 108.20 N/A N/A 0 0 309 125 2008-11-04 $3.92 $7.50 81.0% 23.2% 131.1% 33.4% 0.0% -89.5% -16.8% -260 42.9K -37 0.00 44.15 N/A N/A 0 0 309 125 2008-11-05 $3.78 $7.50 84.4% 24.2% 130.5% 35.2% 0.0% -7.2% -11.9% -231 41.6K -32 0.00 92.62 N/A N/A 0 0 309 125 2008-11-06 $3.64 $7.50 147.9% 42.4% 128.6% 68.7% 0.0% -3.2% -56.8% -121 37.3K -57 0.00 111.16 N/A N/A 0 0 309 125 2008-11-07 $3.80 $5.00 107.1% 20.3% 128.1% 47.2% 0.0% 13.5% 7.4% -258 42.5K -26 0.00 114.98 N/A N/A 0 0 309 125 2008-11-10 $3.57 $5.00 138.6% 25.5% 124.3% 63.8% 0.0% 6.9% -21.8% -198 41.0K -19 0.00 99.12 N/A N/A 0 30 309 125 2008-11-11 $3.25 $5.00 145.9% 26.7% 125.7% 67.7% 0.0% -1.1% 13.6% -124 39.3K -40 0.00 111.55 N/A N/A 0 0 309 155 2008-11-12 $2.18 $5.00 142.9% 35.0% 171.9% 66.1% 0.0% -16.1% -25.9% -101 28.6K -21 0.00 107.59 N/A N/A 0 50 309 155 2008-11-13 $2.51 $5.00 126.4% 36.2% 173.0% 57.4% 0.0% 0.8% -17.4% -239 40.6K -36 0.00 105.75 N/A N/A 0 0 309 205 2008-11-14 $2.19 $5.00 108.5% 31.1% 175.8% 47.9% 0.0% -23.0% -6.1% -223 35.9K -41 0.00 113.69 N/A N/A 0 0 309 225 2008-11-17 $2.24 $5.00 117.3% 33.6% 172.6% 52.6% 0.0% -5.2% -15.2% -189 37.1K -32 0.00 102.98 N/A N/A 0 0 309 205 2008-11-18 $2.63 $5.00 112.5% 32.3% 188.4% 50.0% 0.0% -3.5% 17.2% -239 42.4K -31 0.00 110.45 N/A N/A 0 0 309 205 2008-11-19 $2.29 $5.00 134.5% 38.6% 191.1% 61.6% 0.0% -22.2% -24.3% -197 34.8K -35 0.00 104.34 N/A N/A 0 0 309 205 2008-11-20 $2.09 $5.00 114.2% 32.7% 190.4% 50.9% 0.0% -6.3% -11.1% -153 34.1K -31 0.00 105.47 N/A N/A 0 0 309 205 2008-11-21 $2.27 $5.00 127.8% 36.6% 191.8% 58.1% 0.0% 36.0% -16.1% -165 35.1K -39 0.00 113.65 N/A N/A 0 0 309 205 2008-11-24 $2.55 $5.00 136.0% 39.0% 194.1% 62.4% 0.0% 25.1% -25.1% -226 39.6K -35 0.00 41.45 N/A N/A 0 0 196 205 2008-11-25 $2.71 $5.00 113.4% 32.5% 194.8% 50.5% 0.0% 33.6% 10.6% -254 40.4K -38 0.00 111.88 N/A N/A 0 0 196 205 2008-11-26 $3.65 $5.00 145.3% 41.7% 225.1% 67.4% 0.0% 20.1% -35.8% -94 48.7K -37 0.00 116.62 N/A N/A 0 0 196 205 2008-11-28 $3.79 $5.00 103.3% 29.6% 225.6% 45.2% 0.0% 49.4% -24.8% -17 48.1K -55 0.00 114.43 N/A N/A 0 0 196 205
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