AGYS Options History — March 2009

In March 2009, AGYS traded between $3.49 and $4.85. ATM implied volatility averaged 101.7%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded below realized volatility by 28.7% (HV 20d: 130.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2009-03-17: Highest Volume — 10 contracts
2009-03-09: Largest IV spike — 57.6% change
2009-03-10: Highest IV Rank — 71.2%
2009-03-02: Largest Expected Move — 37.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.16	$3.49	$4.85	$3.49	$4.30
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	101.7%	62.3%	157.0%	129.4%	62.3%
Expected Move	26.4%	17.9%	37.1%	37.1%	17.9%
HV 20d	130.5%	88.9%	160.7%	160.7%	88.9%
HV 60d	137.8%	136.5%	138.9%	138.6%	137.9%
IV Rank	40.6%	18.6%	71.2%	55.3%	18.6%
IV Percentile	69.7%	41.7%	97.2%	90.5%	41.7%
Term Structure	-8.0%	-39.9%	24.6%	-22.5%	24.6%
VWIV	85.3%	78.8%	91.7%	91.7%	78.8%
Skew 25d	4.0%	-50.4%	45.7%	12.3%	45.7%
Skew 10d	10.6%	-42.4%	49.3%	33.4%	49.3%
Call IV 25d	94.3%	66.6%	122.0%	122.0%	66.6%
Put IV 25d	98.3%	70.5%	134.3%	134.3%	112.4%
Bid-Ask Spread %	92.46	29.54	111.84	111.84	54.99
Gamma HHI	0.55	0.51	0.59	0.53	0.58
Net GEX	170	73	260	97	210
Net DEX	-6.2K	-10.5K	-2.5K	-4.0K	-6.3K
Net VEX	-34	-46	-21	-27	-34
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	0.818	0	10	0	0
Total OI	58.273	56	61	56	61

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
2009-03-02	$3.49	$0.00	129.4%	37.1%	160.7%	55.3%	0.0%	12.3%	-22.5%	97	-4.0K	-27	111.84	N/A	N/A	0	56
2009-03-03	$3.61	$0.00	117.3%	33.6%	160.3%	48.4%	0.0%	29.2%	-27.8%	73	-2.5K	-21	29.54	N/A	N/A	0	56
2009-03-04	$3.77	$0.00	84.9%	24.3%	159.5%	29.8%	0.0%	-27.5%	18.3%	116	-4.6K	-30	110.25	N/A	N/A	0	56
2009-03-05	$3.65	$0.00	128.0%	36.7%	157.3%	54.5%	0.0%	-29.1%	-39.9%	106	-3.8K	-26	110.86	N/A	N/A	0	56
2009-03-06	$3.97	$5.00	98.6%	22.4%	159.2%	37.6%	0.0%	-7.2%	-5.8%	130	-4.7K	-30	95.36	N/A	N/A	0	56
2009-03-09	$3.65	$5.00	155.4%	27.0%	151.2%	70.3%	0.0%	-50.4%	-37.2%	114	-4.4K	-30	97.79	N/A	N/A	0	56
2009-03-10	$3.70	$5.00	157.0%	25.6%	142.4%	71.2%	0.0%	-28.1%	-14.8%	111	-3.6K	-26	97.05	N/A	N/A	0	56
2009-03-11	$3.58	$5.00	152.8%	25.4%	142.8%	68.8%	0.0%	-22.2%	-1.6%	97	-3.0K	-23	95.60	N/A	N/A	0	56
2009-03-12	$3.90	$5.00	87.1%	25.0%	145.8%	31.0%	0.0%	-14.7%	-14.3%	124	-4.6K	-30	96.67	N/A	N/A	0	56
2009-03-13	$3.87	$5.00	89.2%	25.6%	134.5%	32.2%	0.0%	-10.3%	-18.6%	128	-4.7K	-30	95.64	N/A	N/A	0	56
2009-03-16	$3.96	$5.00	96.7%	27.7%	132.4%	36.5%	0.0%	5.7%	-11.6%	137	-4.9K	-30	96.55	N/A	N/A	0	56
2009-03-17	$4.12	$5.00	82.7%	23.7%	124.8%	28.5%	91.7%	1.8%	-4.9%	143	-4.9K	-31	95.62	N/A	N/A	10	56
2009-03-18	$4.66	$5.00	79.6%	22.8%	130.2%	26.7%	78.8%	21.4%	4.9%	235	-7.9K	-40	98.48	N/A	N/A	8	61
2009-03-19	$4.85	$5.00	93.3%	26.7%	129.9%	34.5%	0.0%	22.4%	-5.2%	244	-10.5K	-46	95.38	N/A	N/A	0	61
2009-03-20	$4.74	$5.00	91.5%	26.2%	128.6%	37.2%	0.0%	21.6%	-7.1%	241	-9.7K	-45	98.11	N/A	N/A	0	61
2009-03-23	$4.85	$5.00	90.3%	25.9%	128.3%	36.5%	0.0%	21.7%	0.5%	258	-10.0K	-45	91.29	N/A	N/A	0	61
2009-03-24	$4.64	$5.00	93.5%	26.8%	117.2%	38.5%	0.0%	19.3%	-4.4%	240	-9.2K	-42	89.93	N/A	N/A	0	61
2009-03-25	$4.82	$5.00	91.1%	26.1%	103.4%	37.0%	0.0%	22.7%	-0.4%	259	-9.9K	-44	92.85	N/A	N/A	0	61
2009-03-26	$4.82	$5.00	91.1%	26.1%	94.5%	37.0%	0.0%	23.7%	-4.7%	260	-10.1K	-44	89.64	N/A	N/A	0	61
2009-03-27	$4.35	$5.00	81.7%	23.4%	89.0%	31.0%	0.0%	12.7%	3.2%	213	-7.1K	-36	96.91	N/A	N/A	0	61
2009-03-30	$4.21	$5.00	84.4%	24.2%	89.2%	32.7%	0.0%	17.9%	-7.4%	196	-5.9K	-32	93.81	N/A	N/A	0	61
2009-03-31	$4.30	$5.00	62.3%	17.9%	88.9%	18.6%	0.0%	45.7%	24.6%	210	-6.3K	-34	54.99	N/A	N/A	0	61