AGYS Options History — December 2008

In December 2008, AGYS traded between $2.83 and $4.84. ATM implied volatility averaged 122.0%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 32.7%. IV traded below realized volatility by 73.9% (HV 20d: 195.9%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2008-12-26: Highest Volume — 3 contracts
2008-12-09: Largest IV spike — 59.2% change
2008-12-09: Highest IV Rank — 90.0%
2008-12-01: Largest Expected Move — 45.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.98	$2.83	$4.84	$2.83	$4.29
Max Pain	$9.09	$5.00	$10.00	$5.00	$10.00
ATM IV	122.0%	86.6%	189.7%	158.6%	86.6%
Expected Move	32.7%	24.8%	45.5%	45.5%	24.8%
HV 20d	195.9%	87.1%	253.6%	247.8%	87.1%
HV 60d	189.8%	170.4%	195.9%	188.2%	170.4%
IV Rank	51.6%	30.7%	90.0%	74.4%	30.7%
IV Percentile	90.3%	76.6%	99.6%	98.4%	76.6%
Term Structure	-14.8%	-57.8%	22.8%	-57.8%	8.9%
VWIV	107.9%	107.9%	107.9%	107.9%	107.9%
Skew 25d	17.2%	-18.4%	45.7%	35.7%	32.4%
Skew 10d	19.3%	-29.1%	60.3%	22.9%	46.8%
Call IV 25d	105.1%	79.7%	159.9%	109.5%	89.4%
Put IV 25d	122.3%	95.4%	150.2%	145.3%	121.8%
Bid-Ask Spread %	105.72	65.68	118.64	118.64	65.68
Gamma HHI	0.66	0.40	1.00	0.45	0.40
Net GEX	-160	-1.4K	17	-235	-3
Net DEX	35.0K	14.7K	51.7K	39.1K	14.7K
Net VEX	-16	-44	0	-44	-3
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	0.227	0	3	0	0
Total OI	368.955	313	401	401	316

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2008-12-01	$2.83	$5.00	158.6%	45.5%	247.8%	74.4%	0.0%	35.7%	-57.8%	-235	39.1K	-44	118.64	N/A	N/A	0	196	205
2008-12-02	$3.06	$5.00	136.9%	39.3%	250.1%	62.9%	0.0%	-18.2%	-22.1%	-81	37.1K	-5	118.58	N/A	N/A	0	196	205
2008-12-03	$3.15	$5.00	135.8%	38.9%	250.5%	62.3%	0.0%	-18.4%	-24.7%	-91	38.2K	-5	114.34	N/A	N/A	0	196	205
2008-12-04	$3.23	$5.00	147.0%	42.1%	250.6%	68.3%	0.0%	-8.8%	-11.3%	-253	43.7K	-40	114.61	N/A	N/A	0	196	205
2008-12-05	$3.41	$10.00	145.4%	38.6%	251.3%	64.6%	0.0%	-9.7%	-49.3%	1	42.6K	0	108.04	N/A	N/A	0	196	205
2008-12-08	$3.78	$10.00	119.2%	30.6%	253.6%	49.4%	0.0%	33.5%	8.7%	-54	49.2K	-39	109.01	N/A	N/A	0	196	205
2008-12-09	$3.60	$10.00	189.7%	30.2%	253.2%	90.0%	0.0%	8.4%	-23.9%	-156	47.9K	-19	110.90	N/A	N/A	0	196	205
2008-12-10	$3.64	$10.00	179.4%	31.2%	250.8%	84.0%	0.0%	22.9%	-45.5%	-150	48.4K	-18	109.52	N/A	N/A	0	196	205
2008-12-11	$3.60	$10.00	120.1%	34.4%	200.4%	50.0%	0.0%	21.2%	-5.4%	-149	48.3K	-21	110.21	N/A	N/A	0	196	205
2008-12-12	$4.00	$10.00	107.3%	30.8%	198.1%	42.6%	0.0%	23.5%	-2.2%	-68	51.7K	-26	109.16	N/A	N/A	0	196	205
2008-12-15	$4.17	$10.00	95.6%	27.4%	188.9%	35.9%	0.0%	31.2%	22.8%	-43	44.9K	-24	111.37	N/A	N/A	0	196	185
2008-12-16	$4.53	$10.00	106.8%	30.6%	189.7%	42.3%	0.0%	17.0%	-19.8%	-736	39.7K	-16	96.14	N/A	N/A	0	196	185
2008-12-17	$4.84	$10.00	109.6%	31.4%	184.3%	43.9%	0.0%	25.5%	-20.5%	-1.4K	36.9K	-22	103.78	N/A	N/A	0	196	185
2008-12-18	$4.36	$10.00	101.3%	29.0%	180.6%	39.2%	107.9%	6.0%	-23.3%	17	45.5K	-17	104.88	N/A	N/A	2	196	185
2008-12-19	$4.63	$10.00	102.2%	29.3%	174.7%	39.7%	0.0%	17.3%	-12.0%	-12	48.3K	-6	110.22	N/A	N/A	0	198	185
2008-12-22	$4.70	$10.00	105.4%	30.2%	174.2%	41.5%	0.0%	25.6%	-3.9%	9	16.3K	-7	107.72	N/A	N/A	0	198	115
2008-12-23	$4.40	$10.00	104.9%	30.1%	175.1%	41.2%	0.0%	19.7%	-19.7%	11	15.2K	-13	96.24	N/A	N/A	0	198	115
2008-12-24	$4.35	$10.00	113.0%	32.4%	175.1%	45.9%	0.0%	22.4%	-15.0%	-59	15.2K	-4	101.13	N/A	N/A	0	198	115
2008-12-26	$4.41	$10.00	91.4%	26.2%	142.1%	33.5%	0.0%	45.7%	18.1%	-31	15.8K	-4	104.06	N/A	N/A	3	198	115
2008-12-29	$4.43	$10.00	112.3%	32.2%	141.7%	45.5%	0.0%	33.9%	-14.6%	-20	15.4K	-6	94.05	N/A	N/A	0	201	115
2008-12-30	$4.25	$10.00	114.8%	32.9%	89.7%	46.9%	0.0%	11.7%	-13.9%	-57	15.0K	-7	107.65	N/A	N/A	0	201	115
2008-12-31	$4.29	$10.00	86.6%	24.8%	87.1%	30.7%	0.0%	32.4%	8.9%	-3	14.7K	-3	65.68	N/A	N/A	0	201	115