AGYS Options History — June 2009

In June 2009, AGYS traded between $4.62 and $7.87. ATM implied volatility averaged 91.2%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded below realized volatility by 17.0% (HV 20d: 108.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 9.57.

Notable Days

2009-06-02: Highest Volume — 51 contracts
2009-06-11: Largest IV spike — 27.4% change
2009-06-04: Highest IV Rank — 45.4%
2009-06-04: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.98	$4.62	$7.87	$7.50	$4.68
Max Pain	$5.45	$5.00	$7.50	$7.50	$5.00
ATM IV	91.2%	69.5%	104.3%	91.7%	98.0%
Expected Move	26.8%	23.7%	29.9%	26.3%	28.1%
HV 20d	108.3%	97.6%	122.4%	122.4%	97.6%
HV 60d	119.5%	116.7%	123.4%	118.8%	118.8%
IV Rank	37.1%	23.2%	45.4%	37.4%	41.4%
IV Percentile	59.2%	32.9%	74.6%	63.1%	69.4%
Term Structure	-4.1%	-17.3%	8.3%	-3.6%	-3.0%
VWIV	94.1%	85.1%	104.3%	97.0%	98.1%
Skew 25d	17.2%	3.5%	72.4%	17.5%	24.8%
Skew 10d	34.2%	-8.8%	104.9%	25.4%	43.6%
Call IV 25d	75.9%	63.3%	82.4%	68.7%	63.6%
Put IV 25d	93.1%	81.1%	150.8%	86.3%	88.4%
Bid-Ask Spread %	66.01	20.23	94.66	20.23	36.59
Gamma HHI	0.52	0.41	0.75	0.71	0.55
Net GEX	351	-226	646	644	336
Net DEX	-25.3K	-56.2K	-14.5K	-50.8K	-19.5K
Net VEX	-70	-117	-41	-87	-54
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	9.57	0.00	50.00	50.00	0.00
Total Volume	9	0	51	0	32
Total OI	129.318	101	157	101	137

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2009-06-01	$7.50	$7.50	91.7%	26.3%	122.4%	37.4%	0.0%	17.5%	-3.6%	644	-50.8K	-87	0.00	20.23	N/A	N/A	0	0	101	0
2009-06-02	$7.87	$7.50	97.0%	27.8%	113.8%	40.8%	97.0%	12.6%	-4.7%	646	-56.2K	-85	50.00	67.48	N/A	N/A	1	50	101	0
2009-06-03	$7.68	$7.50	91.5%	26.2%	112.6%	37.2%	0.0%	14.4%	-5.9%	-97	-37.7K	-117	0.00	46.56	N/A	N/A	0	0	102	50
2009-06-04	$7.41	$7.50	104.3%	29.9%	112.7%	45.4%	104.3%	49.3%	-17.3%	-29	-32.2K	-113	4.00	52.19	N/A	N/A	1	4	102	50
2009-06-05	$7.11	$5.00	81.5%	24.4%	111.4%	30.9%	85.1%	72.4%	-2.4%	-226	-22.4K	-110	1.00	75.79	N/A	N/A	4	4	103	54
2009-06-08	$6.83	$5.00	71.8%	23.8%	102.0%	24.6%	0.0%	0.0%	0.9%	-126	-14.5K	-99	50.00	82.73	N/A	N/A	1	50	103	54
2009-06-09	$6.85	$5.00	69.5%	24.6%	99.1%	23.2%	85.8%	11.6%	-1.4%	427	-33.2K	-78	0.00	90.84	N/A	N/A	3	0	103	15
2009-06-10	$5.95	$5.00	76.0%	27.3%	105.8%	27.4%	0.0%	3.5%	-11.5%	477	-19.3K	-61	0.00	68.33	N/A	N/A	0	0	104	15
2009-06-11	$6.25	$5.00	96.9%	27.8%	105.6%	40.7%	0.0%	0.0%	-5.0%	487	-23.2K	-67	0.00	47.63	N/A	N/A	0	0	104	15
2009-06-12	$6.01	$5.00	82.7%	23.7%	106.4%	31.6%	0.0%	9.2%	8.3%	509	-17.5K	-53	0.00	86.03	N/A	N/A	10	0	104	15
2009-06-15	$5.96	$5.00	97.6%	28.0%	106.4%	41.1%	0.0%	0.0%	-11.0%	507	-16.1K	-41	0.00	80.02	N/A	N/A	6	0	109	15
2009-06-16	$5.58	$5.00	92.0%	26.4%	103.9%	37.6%	0.0%	9.9%	-3.9%	512	-19.3K	-60	0.00	76.93	N/A	N/A	0	0	115	15
2009-06-17	$5.57	$5.00	95.0%	27.2%	103.4%	39.5%	0.0%	10.6%	-8.4%	502	-24.1K	-59	0.00	94.66	N/A	N/A	5	0	115	6
2009-06-18	$5.36	$5.00	96.8%	27.8%	103.2%	40.7%	0.0%	7.4%	-8.9%	469	-22.5K	-59	0.00	93.33	N/A	N/A	0	2	120	6
2009-06-19	$5.08	$5.00	90.6%	26.0%	104.2%	36.7%	0.0%	5.5%	-4.0%	409	-18.0K	-52	0.00	58.89	N/A	N/A	0	0	120	8
2009-06-22	$4.62	$5.00	91.9%	26.4%	105.1%	37.5%	0.0%	8.0%	-1.1%	271	-16.0K	-43	0.00	83.97	N/A	N/A	5	0	117	2
2009-06-23	$5.18	$5.00	93.1%	26.7%	113.1%	38.3%	0.0%	11.1%	-1.4%	392	-21.8K	-50	0.25	34.30	N/A	N/A	16	4	115	2
2009-06-24	$4.86	$5.00	95.8%	27.5%	114.4%	40.0%	0.0%	24.8%	-2.2%	377	-21.5K	-63	0.00	32.91	N/A	N/A	0	0	131	6
2009-06-25	$5.37	$5.00	98.5%	28.2%	120.4%	41.7%	0.0%	11.6%	1.4%	476	-28.1K	-64	0.00	56.74	N/A	N/A	0	0	131	6
2009-06-26	$4.88	$5.00	98.0%	28.1%	117.3%	41.4%	0.0%	11.7%	-4.0%	384	-22.2K	-60	0.00	81.34	N/A	N/A	0	0	131	6
2009-06-29	$4.91	$5.00	96.5%	27.7%	100.7%	40.4%	0.0%	10.2%	-0.6%	373	-21.3K	-58	0.00	84.79	N/A	N/A	0	0	131	6
2009-06-30	$4.68	$5.00	98.0%	28.1%	97.6%	41.4%	98.1%	24.8%	-3.0%	336	-19.5K	-54	0.00	36.59	N/A	N/A	32	0	131	6