AGYS Options History — April 2009 In April 2009, AGYS traded between $4.75 and $7.38. ATM implied volatility averaged 88.7%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded below realized volatility by 25.1% (HV 20d: 113.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2009-04-13 : Highest Volume — 20 contracts2009-04-03 : Largest IV spike — 42.6% change2009-04-03 : Highest IV Rank — 64.2%2009-04-08 : Largest Expected Move — 27.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.46 $4.75 $7.38 $4.75 $6.03 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 88.7% 67.4% 133.6% 91.4% 67.4% Expected Move 24.8% 19.3% 27.0% 26.2% 19.3% HV 20d 113.8% 93.9% 136.3% 93.9% 136.3% HV 60d 132.4% 123.5% 142.8% 137.9% 130.7% IV Rank 35.5% 21.9% 64.2% 37.2% 21.9% IV Percentile 57.8% 40.5% 90.9% 63.1% 40.5% Term Structure -0.1% -4.5% 18.6% -0.5% 18.6% Skew 25d 15.5% -11.5% 39.1% 30.4% 2.2% Skew 10d 29.7% -15.5% 58.1% 43.8% 28.6% Call IV 25d 86.0% 54.2% 153.3% 95.9% 78.3% Put IV 25d 101.5% 60.3% 192.5% 126.3% 80.5% Bid-Ask Spread % 75.02 40.31 93.36 91.79 77.02 Gamma HHI 0.61 0.53 0.71 0.59 0.56 Net GEX 303 176 389 275 305 Net DEX -30.2K -46.3K -9.8K -9.8K -26.0K Net VEX -60 -71 -41 -42 -57 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 1.429 0 20 0 0 Total OI 71.857 61 91 61 70
Daily Data (21 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 2009-04-01 $4.75 $5.00 91.4% 26.2% 93.9% 37.2% 0.0% 30.4% -0.5% 275 -9.8K -42 0.00 91.79 N/A N/A 0 0 61 0 2009-04-02 $5.16 $5.00 93.7% 26.9% 95.6% 38.7% 0.0% 31.2% -4.5% 311 -12.3K -45 0.00 89.48 N/A N/A 0 0 61 0 2009-04-03 $5.96 $0.00 133.6% 26.0% 103.2% 64.2% 0.0% 39.1% -1.1% 199 -20.3K -46 0.00 82.19 N/A N/A 0 0 61 0 2009-04-06 $5.49 $0.00 85.7% 26.0% 103.0% 33.6% 0.0% 0.0% -0.9% 176 -17.5K -41 0.00 40.31 N/A N/A 0 0 61 0 2009-04-07 $5.31 $0.00 84.6% 25.1% 104.7% 32.8% 0.0% -11.5% -2.3% 356 -14.2K -43 0.00 91.33 N/A N/A 10 0 61 0 2009-04-08 $6.04 $0.00 101.8% 27.0% 109.9% 43.8% 0.0% 0.0% -4.4% 259 -23.0K -58 0.00 79.67 N/A N/A 0 0 71 0 2009-04-09 $6.66 $0.00 86.7% 24.8% 110.8% 34.2% 0.0% -7.0% -2.0% 306 -28.5K -63 0.00 64.82 N/A N/A 0 0 71 0 2009-04-13 $6.98 $0.00 83.5% 23.9% 110.3% 32.2% 0.0% 0.0% 1.6% 331 -31.4K -63 0.00 59.20 N/A N/A 20 0 71 0 2009-04-14 $6.46 $0.00 84.3% 24.2% 116.7% 32.6% 0.0% 0.0% -1.6% 297 -39.0K -68 0.00 60.84 N/A N/A 0 0 91 0 2009-04-15 $7.12 $0.00 86.4% 24.8% 119.4% 34.0% 0.0% 0.0% -1.2% 371 -46.2K -70 0.00 73.78 N/A N/A 0 0 91 0 2009-04-16 $7.20 $0.00 88.2% 25.3% 114.0% 35.2% 0.0% 0.0% -1.9% 389 -46.3K -70 0.00 74.63 N/A N/A 0 0 90 0 2009-04-17 $6.86 $0.00 83.6% 24.0% 116.4% 32.2% 0.0% 0.0% 1.5% 300 -42.1K -68 0.00 76.52 N/A N/A 0 0 89 0 2009-04-20 $6.33 $0.00 88.2% 25.3% 120.7% 35.1% 0.0% 21.1% -1.5% 289 -29.1K -64 0.00 68.20 N/A N/A 0 0 70 0 2009-04-21 $6.98 $0.00 80.9% 23.2% 124.3% 30.5% 0.0% 37.2% 4.0% 313 -34.5K -71 0.00 93.25 N/A N/A 0 0 70 0 2009-04-22 $7.18 $0.00 87.6% 25.1% 122.1% 34.8% 0.0% 12.3% 0.1% 312 -36.5K -67 0.00 92.73 N/A N/A 0 0 70 0 2009-04-23 $7.02 $0.00 84.9% 24.3% 122.9% 33.0% 0.0% 6.1% -0.2% 315 -35.1K -67 0.00 77.63 N/A N/A 0 0 70 0 2009-04-24 $6.93 $0.00 88.7% 25.4% 123.3% 35.5% 0.0% 0.0% -2.9% 308 -34.4K -66 0.00 77.64 N/A N/A 0 0 70 0 2009-04-27 $6.92 $0.00 87.5% 25.1% 115.1% 34.7% 0.0% 11.8% -3.5% 314 -34.2K -65 0.00 56.71 N/A N/A 0 0 70 0 2009-04-28 $7.00 $0.00 85.0% 24.4% 113.3% 33.1% 0.0% 0.0% 3.0% 323 -34.7K -65 0.00 93.36 N/A N/A 0 0 70 0 2009-04-29 $7.38 $0.00 88.9% 25.5% 113.7% 35.6% 0.0% 12.8% -2.7% 324 -38.5K -66 0.00 54.33 N/A N/A 0 0 70 0 2009-04-30 $6.03 $0.00 67.4% 19.3% 136.3% 21.9% 0.0% 2.2% 18.6% 305 -26.0K -57 0.00 77.02 N/A N/A 0 0 70 0
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