AGYS Options History — July 2009

In July 2009, AGYS traded between $4.02 and $5.20. ATM implied volatility averaged 93.0%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded below realized volatility by 9.4% (HV 20d: 102.5%). 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 0.06.

Notable Days

2009-07-13: Highest Volume — 14 contracts
2009-07-13: Largest IV spike — 25.5% change
2009-07-14: Highest IV Rank — 63.1%
2009-07-14: Largest Expected Move — 28.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.63	$4.02	$5.20	$5.05	$4.71
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	93.0%	72.4%	132.0%	92.7%	92.2%
Expected Move	26.7%	24.3%	28.3%	26.6%	26.4%
HV 20d	102.5%	89.3%	114.2%	104.2%	96.3%
HV 60d	112.9%	102.0%	120.0%	118.8%	105.2%
IV Rank	38.2%	25.1%	63.1%	38.0%	37.7%
IV Percentile	54.7%	27.0%	90.5%	59.9%	54.4%
Term Structure	-3.7%	-11.2%	6.7%	0.1%	-3.7%
VWIV	95.1%	91.7%	98.4%	91.7%	98.4%
Skew 25d	13.2%	-1.3%	21.8%	12.8%	20.9%
Skew 10d	34.8%	10.7%	48.8%	45.6%	45.0%
Call IV 25d	73.3%	64.6%	82.3%	76.1%	72.4%
Put IV 25d	86.6%	73.3%	93.4%	88.9%	93.4%
Bid-Ask Spread %	78.00	27.50	97.36	80.34	94.27
Gamma HHI	0.64	0.51	0.90	0.54	0.76
Net GEX	186	97	574	330	194
Net DEX	-13.8K	-19.9K	-9.6K	-19.9K	-14.4K
Net VEX	-43	-62	-28	-39	-62
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.17	0.17	0.00
Total Volume	2.091	0	14	0	0
Total OI	109.545	77	139	127	98

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
2009-07-01	$5.05	$5.00	92.7%	26.6%	104.2%	38.0%	0.0%	12.8%	0.1%	330	-19.9K	-39	0.00	80.34	N/A	N/A	0	0	121	6
2009-07-02	$4.62	$5.00	95.5%	27.4%	106.8%	39.8%	0.0%	0.0%	-3.0%	283	-15.7K	-40	0.00	40.11	N/A	N/A	0	0	121	6
2009-07-06	$4.38	$5.00	75.7%	26.6%	107.2%	27.2%	0.0%	16.6%	-5.2%	229	-12.3K	-34	0.00	80.00	N/A	N/A	0	0	121	6
2009-07-07	$4.31	$5.00	72.4%	27.6%	107.1%	25.1%	0.0%	21.8%	-6.5%	206	-11.9K	-33	0.00	58.94	N/A	N/A	0	0	121	6
2009-07-08	$4.09	$5.00	87.4%	27.6%	107.1%	34.6%	0.0%	3.5%	-5.6%	97	-9.8K	-29	0.00	60.20	N/A	N/A	0	0	121	6
2009-07-09	$4.14	$5.00	82.8%	27.5%	98.7%	31.7%	0.0%	0.0%	-10.0%	100	-10.0K	-28	0.00	59.31	N/A	N/A	0	1	121	6
2009-07-10	$4.10	$5.00	91.6%	26.0%	95.5%	37.3%	0.0%	12.3%	-3.2%	100	-9.6K	-29	0.00	62.71	N/A	N/A	0	0	121	6
2009-07-13	$4.20	$5.00	115.0%	27.9%	96.6%	52.2%	0.0%	13.1%	-6.0%	103	-10.2K	-30	0.17	57.94	N/A	N/A	12	2	121	6
2009-07-14	$4.02	$5.00	132.0%	28.3%	96.9%	63.1%	0.0%	7.3%	-11.2%	140	-11.1K	-37	0.00	97.36	N/A	N/A	0	0	133	6
2009-07-15	$4.68	$5.00	99.1%	26.5%	112.7%	42.1%	0.0%	18.4%	-6.7%	406	-16.8K	-40	0.00	58.46	N/A	N/A	0	0	133	6
2009-07-16	$4.82	$5.00	93.6%	26.8%	113.5%	38.6%	0.0%	17.3%	-8.8%	574	-18.5K	-43	0.00	27.50	N/A	N/A	0	0	133	6
2009-07-17	$4.61	$5.00	89.5%	25.7%	113.8%	36.0%	0.0%	11.1%	-5.5%	176	-14.8K	-37	0.00	94.95	N/A	N/A	0	10	133	6
2009-07-20	$4.85	$5.00	89.7%	25.7%	114.2%	36.1%	0.0%	19.8%	2.6%	136	-14.4K	-47	0.00	93.21	N/A	N/A	0	0	61	16
2009-07-21	$4.60	$5.00	91.7%	26.3%	110.6%	37.4%	91.7%	15.3%	-0.2%	124	-12.8K	-48	0.00	94.26	N/A	N/A	1	0	61	16
2009-07-22	$4.74	$5.00	84.8%	24.3%	102.8%	33.0%	0.0%	4.3%	5.8%	145	-13.7K	-48	0.00	93.07	N/A	N/A	0	0	62	16
2009-07-23	$4.98	$5.00	94.2%	27.0%	102.0%	39.0%	0.0%	19.9%	-6.8%	145	-15.7K	-47	0.00	90.69	N/A	N/A	0	0	62	16
2009-07-24	$5.13	$5.00	94.6%	27.1%	95.8%	39.2%	0.0%	10.1%	-3.3%	145	-17.0K	-46	0.00	93.33	N/A	N/A	0	10	62	16
2009-07-27	$5.20	$5.00	93.4%	26.8%	89.3%	38.5%	0.0%	11.7%	6.7%	109	-15.9K	-62	0.00	94.03	N/A	N/A	0	0	62	26
2009-07-28	$4.84	$5.00	90.4%	25.9%	93.2%	36.5%	0.0%	-1.3%	-4.5%	119	-12.3K	-56	0.00	97.20	N/A	N/A	0	0	62	26
2009-07-29	$4.63	$5.00	89.8%	25.8%	93.0%	36.2%	0.0%	18.6%	0.2%	115	-10.9K	-58	0.00	93.21	N/A	N/A	0	0	62	26
2009-07-30	$5.14	$5.00	98.4%	28.2%	96.5%	41.7%	98.4%	10.5%	-7.0%	115	-15.1K	-59	0.00	94.94	N/A	N/A	10	0	62	26
2009-07-31	$4.71	$5.00	92.2%	26.4%	96.3%	37.7%	0.0%	20.9%	-3.7%	194	-14.4K	-62	0.00	94.27	N/A	N/A	0	0	72	26