AGYS Options History — May 2009 In May 2009, AGYS traded between $6.43 and $8.12. ATM implied volatility averaged 85.8%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded below realized volatility by 47.3% (HV 20d: 133.1%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2009-05-06 : Highest Volume — 20 contracts2009-05-04 : Largest IV spike — 23.1% change2009-05-13 : Highest IV Rank — 39.2%2009-05-29 : Largest Expected Move — 26.5%Monthly Statistics Metric Avg Min Max Open Close Price $7.01 $6.43 $8.12 $6.81 $6.46 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 85.8% 70.0% 94.5% 70.0% 92.5% Expected Move 25.0% 20.1% 26.5% 20.1% 26.5% HV 20d 133.1% 118.4% 139.7% 139.7% 118.4% HV 60d 123.7% 112.4% 133.5% 131.4% 115.7% IV Rank 33.6% 23.5% 39.2% 23.5% 37.9% IV Percentile 53.5% 40.5% 66.3% 41.3% 64.7% Term Structure 0.1% -5.8% 29.6% 29.6% -4.1% VWIV 87.9% 87.9% 87.9% 87.9% 87.9% Skew 25d 2.5% -26.5% 38.8% -1.8% -26.5% Skew 10d 14.7% -9.6% 43.8% 13.9% -9.6% Call IV 25d 76.8% 53.9% 89.9% 66.9% 89.9% Put IV 25d 79.3% 63.4% 95.0% 65.1% 63.4% Bid-Ask Spread % 84.94 49.66 97.89 82.13 93.89 Gamma HHI 0.65 0.50 0.82 0.61 0.64 Net GEX 429 180 612 322 549 Net DEX -38.7K -53.8K -28.4K -33.0K -36.4K Net VEX -79 -92 -62 -62 -81 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 4.05 0 20 14 0 Total OI 95.55 70 103 70 101
Daily Data (20 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 2009-05-01 $6.81 $0.00 70.0% 20.1% 139.7% 23.5% 0.0% -1.8% 29.6% 322 -33.0K -62 0.00 82.13 N/A N/A 14 0 70 0 2009-05-04 $7.79 $0.00 86.2% 24.2% 138.5% 33.9% 0.0% -5.4% 3.0% 404 -47.4K -71 0.00 49.66 N/A N/A 0 16 80 0 2009-05-05 $7.40 $0.00 88.4% 24.9% 136.1% 35.3% 0.0% 38.8% 2.6% 205 -37.0K -80 0.00 55.12 N/A N/A 0 0 80 13 2009-05-06 $7.65 $0.00 84.3% 25.1% 135.0% 32.7% 0.0% 1.7% -1.5% 180 -40.0K -74 0.00 85.00 N/A N/A 20 0 80 13 2009-05-07 $7.18 $0.00 82.4% 25.2% 131.3% 31.4% 0.0% 8.5% -0.9% 185 -34.2K -72 0.00 79.31 N/A N/A 20 0 80 13 2009-05-08 $8.12 $0.00 72.4% 24.5% 133.9% 25.0% 0.0% -1.8% 1.8% 495 -53.8K -79 0.00 64.74 N/A N/A 0 0 90 13 2009-05-11 $7.54 $0.00 81.1% 25.0% 136.3% 30.6% 0.0% 0.0% -0.8% 184 -43.3K -87 0.00 88.92 N/A N/A 0 0 90 13 2009-05-12 $6.86 $0.00 85.6% 25.8% 137.8% 33.5% 0.0% 0.3% -2.7% 288 -34.4K -82 0.00 94.13 N/A N/A 0 0 90 10 2009-05-13 $6.45 $0.00 94.5% 26.4% 134.9% 39.2% 0.0% 9.7% -5.8% 457 -28.9K -76 0.00 89.24 N/A N/A 0 0 90 10 2009-05-14 $6.43 $0.00 88.8% 25.5% 134.8% 35.5% 0.0% 12.9% -4.1% 463 -28.4K -76 0.00 90.53 N/A N/A 0 0 90 10 2009-05-15 $6.47 $0.00 86.9% 24.9% 133.9% 34.3% 0.0% 12.7% -0.2% 467 -28.5K -74 0.00 91.33 N/A N/A 0 0 90 10 2009-05-18 $6.99 $0.00 91.1% 26.1% 133.5% 37.0% 0.0% 5.3% -3.6% 509 -41.7K -77 0.00 95.63 N/A N/A 0 0 90 0 2009-05-19 $6.72 $0.00 90.2% 25.9% 129.6% 36.4% 0.0% -6.1% -3.7% 501 -37.5K -74 0.00 96.74 N/A N/A 0 0 90 0 2009-05-20 $6.43 $0.00 87.3% 25.0% 130.0% 34.6% 87.9% -16.2% -2.0% 478 -33.9K -70 0.00 95.37 N/A N/A 11 0 90 0 2009-05-21 $6.47 $7.50 83.4% 23.9% 129.9% 32.0% 0.0% -13.2% 1.0% 534 -35.8K -87 0.00 97.89 N/A N/A 0 0 101 0 2009-05-22 $6.83 $7.50 82.7% 23.7% 131.4% 31.6% 0.0% -4.9% 1.0% 569 -40.5K -90 0.00 95.59 N/A N/A 0 0 101 0 2009-05-26 $7.16 $7.50 89.2% 25.6% 132.5% 35.8% 0.0% 11.3% -0.8% 585 -45.9K -92 0.00 94.30 N/A N/A 0 0 101 0 2009-05-27 $7.05 $7.50 88.1% 25.2% 132.6% 35.1% 0.0% 6.6% -1.8% 597 -44.5K -87 0.00 94.75 N/A N/A 0 0 101 0 2009-05-28 $7.32 $7.50 90.9% 26.1% 131.9% 36.9% 0.0% 15.6% -4.7% 612 -48.1K -86 0.00 64.57 N/A N/A 0 0 101 0 2009-05-29 $6.46 $7.50 92.5% 26.5% 118.4% 37.9% 0.0% -26.5% -4.1% 549 -36.4K -81 0.00 93.89 N/A N/A 0 0 101 0
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