AGYS Options History — February 2009 In February 2009, AGYS traded between $3.26 and $4.34. ATM implied volatility averaged 112.2%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded below realized volatility by 41.4% (HV 20d: 153.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2009-02-24 : Highest Volume — 15 contracts2009-02-27 : Largest IV spike — 64.7% change2009-02-10 : Highest IV Rank — 68.7%2009-02-27 : Largest Expected Move — 37.1%Monthly Statistics Metric Avg Min Max Open Close Price $3.66 $3.26 $4.34 $3.41 $3.59 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 112.2% 78.6% 152.7% 112.1% 129.4% Expected Move 29.1% 19.7% 37.1% 32.1% 37.1% HV 20d 153.6% 127.6% 177.4% 157.1% 160.6% HV 60d 162.2% 139.3% 181.6% 176.8% 139.3% IV Rank 45.4% 26.1% 68.7% 45.4% 55.3% IV Percentile 81.9% 60.3% 97.2% 84.9% 90.9% Term Structure -15.4% -44.5% 28.2% -15.4% -37.7% Skew 25d 5.9% -45.2% 32.4% 1.1% -45.2% Skew 10d 22.4% -23.9% 51.8% 23.7% -23.9% Call IV 25d 93.5% 78.4% 117.7% 103.7% 117.7% Put IV 25d 99.4% 69.2% 114.9% 104.8% 72.5% Bid-Ask Spread % 104.99 21.24 115.71 109.96 114.70 Gamma HHI 0.76 0.50 0.88 0.61 0.50 Net GEX 56 31 104 45 87 Net DEX -2.0K -4.7K -831 -1.2K -4.3K Net VEX -17 -32 -9 -13 -29 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 1.211 0 15 0 8 Total OI 39.053 33 48 38 48
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 2009-02-02 $3.41 $5.00 112.1% 32.1% 157.1% 45.4% 0.0% 1.1% -15.4% 45 -1.2K -13 0.00 109.96 N/A N/A 0 0 38 0 2009-02-03 $3.63 $5.00 109.6% 31.4% 156.1% 44.0% 0.0% 16.6% -34.2% 45 -1.6K -15 0.00 98.17 N/A N/A 0 0 38 0 2009-02-04 $3.36 $5.00 115.3% 33.1% 142.3% 47.2% 0.0% 2.5% -44.5% 46 -1.4K -14 0.00 21.24 N/A N/A 0 0 38 0 2009-02-05 $3.26 $5.00 126.7% 36.3% 142.4% 53.8% 0.0% 5.8% -29.1% 42 -1.3K -13 0.00 114.35 N/A N/A 0 0 38 0 2009-02-06 $3.85 $0.00 99.5% 19.7% 156.5% 38.1% 0.0% 25.8% 24.7% 47 -1.4K -15 0.00 100.18 N/A N/A 0 0 38 0 2009-02-09 $3.35 $0.00 139.0% 24.1% 162.5% 60.8% 0.0% -4.3% -8.2% 31 -831 -9 0.00 114.61 N/A N/A 0 0 38 0 2009-02-10 $3.43 $0.00 152.7% 27.8% 163.1% 68.7% 0.0% 23.1% -17.0% 40 -1.4K -14 0.00 114.50 N/A N/A 0 0 38 0 2009-02-11 $3.47 $0.00 147.8% 25.3% 163.2% 65.9% 0.0% 17.3% -26.2% 45 -1.6K -16 0.00 111.69 N/A N/A 0 0 38 0 2009-02-12 $4.06 $0.00 96.4% 27.6% 173.9% 36.3% 0.0% 32.4% -9.1% 59 -2.1K -19 0.00 106.26 N/A N/A 0 0 38 0 2009-02-13 $4.34 $0.00 96.1% 27.6% 175.7% 36.2% 0.0% 32.0% -6.7% 104 -2.7K -21 0.00 106.32 N/A N/A 0 0 38 0 2009-02-17 $3.82 $0.00 88.2% 25.3% 177.4% 31.7% 0.0% -17.4% -5.8% 56 -2.1K -18 0.00 104.90 N/A N/A 0 0 38 0 2009-02-18 $3.65 $0.00 110.1% 31.6% 147.9% 44.2% 0.0% -14.2% -29.3% 47 -1.7K -15 0.00 107.14 N/A N/A 0 0 38 0 2009-02-19 $3.57 $0.00 102.7% 29.4% 136.5% 40.0% 0.0% -12.9% -22.6% 45 -1.7K -15 0.00 109.24 N/A N/A 0 0 38 0 2009-02-20 $3.40 $0.00 95.9% 27.5% 127.8% 36.1% 0.0% 1.6% -16.5% 37 -1.2K -12 0.00 110.23 N/A N/A 0 0 38 0 2009-02-23 $3.54 $0.00 112.4% 32.2% 127.6% 45.6% 0.0% 20.4% -31.7% 39 -1.2K -11 0.00 109.82 N/A N/A 0 0 33 0 2009-02-24 $4.17 $0.00 96.9% 27.8% 140.7% 36.6% 0.0% 25.9% 20.7% 58 -2.0K -17 0.00 112.26 N/A N/A 15 0 33 0 2009-02-25 $3.61 $0.00 122.6% 35.2% 150.2% 51.4% 0.0% 4.0% -32.4% 80 -3.2K -25 0.00 113.46 N/A N/A 0 0 48 0 2009-02-26 $4.10 $0.00 78.6% 22.5% 156.7% 26.1% 0.0% -3.1% 28.2% 102 -4.7K -32 0.00 115.71 N/A N/A 0 0 48 0 2009-02-27 $3.59 $0.00 129.4% 37.1% 160.6% 55.3% 0.0% -45.2% -37.7% 87 -4.3K -29 0.00 114.70 N/A N/A 8 0 48 0
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