AGYS Options History — August 2009 In August 2009, AGYS traded between $4.73 and $6.99. ATM implied volatility averaged 79.8%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded below realized volatility by 18.6% (HV 20d: 98.4%). 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 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2009-08-11 : Highest Volume — 57 contracts2009-08-13 : Largest IV spike — 30.4% change2009-08-04 : Highest IV Rank — 38.5%2009-08-04 : Largest Expected Move — 26.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.13 $4.73 $6.99 $5.04 $6.34 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 79.8% 61.0% 93.4% 93.1% 70.2% Expected Move 23.8% 20.1% 26.8% 26.7% 20.1% HV 20d 98.4% 81.0% 113.2% 96.9% 82.6% HV 60d 103.2% 97.4% 106.6% 105.7% 97.8% IV Rank 26.0% 12.0% 38.5% 38.3% 17.9% IV Percentile 25.8% 11.1% 57.5% 56.7% 11.1% Term Structure 3.5% -7.6% 31.3% -2.1% 31.3% VWIV 93.1% 93.1% 93.1% 93.1% 93.1% Skew 25d 10.3% -0.1% 35.8% 22.5% 10.3% Skew 10d 17.3% -6.9% 56.0% 40.9% 29.6% Call IV 25d 72.4% 51.7% 77.7% 66.7% 76.1% Put IV 25d 82.7% 68.4% 89.2% 89.2% 86.5% Bid-Ask Spread % 72.07 28.83 105.03 93.71 76.05 Gamma HHI 0.77 0.59 0.87 0.81 0.77 Net GEX 325 81 460 216 390 Net DEX -31.8K -46.8K -14.7K -16.9K -28.2K Net VEX -78 -96 -45 -60 -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 3.524 0 57 2 0 Total OI 119.524 88 138 98 120
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 2009-08-03 $5.04 $5.00 93.1% 26.7% 96.9% 38.3% 93.1% 22.5% -2.1% 216 -16.9K -60 0.00 93.71 N/A N/A 2 0 72 26 2009-08-04 $5.19 $5.00 93.4% 26.8% 96.8% 38.5% 0.0% 6.6% 0.1% 237 -19.0K -60 0.00 31.51 N/A N/A 0 0 74 26 2009-08-05 $4.73 $5.00 85.0% 24.4% 101.2% 33.1% 0.0% 0.4% 0.9% 253 -14.7K -61 0.00 39.95 N/A N/A 0 0 74 26 2009-08-06 $4.89 $5.00 84.2% 24.1% 101.6% 32.6% 0.0% -0.1% 5.6% 264 -16.3K -61 0.00 35.94 N/A N/A 0 0 74 26 2009-08-07 $5.53 $0.00 72.1% 26.2% 109.1% 24.9% 0.0% 35.8% -1.7% 243 -25.0K -62 0.00 77.13 N/A N/A 0 0 74 26 2009-08-10 $6.11 $0.00 78.1% 25.9% 113.2% 28.7% 0.0% 9.6% -0.4% 154 -31.5K -54 0.00 91.79 N/A N/A 14 0 74 26 2009-08-11 $6.09 $0.00 74.0% 24.4% 111.1% 20.9% 0.0% 6.7% -0.5% 81 -26.1K -45 0.00 91.48 N/A N/A 57 0 62 26 2009-08-12 $6.39 $0.00 61.0% 24.5% 100.4% 12.0% 0.0% 12.5% -1.3% 346 -41.9K -96 0.00 99.14 N/A N/A 0 0 112 26 2009-08-13 $6.44 $0.00 79.5% 22.8% 100.3% 24.3% 0.0% 10.2% 5.1% 336 -41.2K -92 0.00 51.21 N/A N/A 0 0 112 26 2009-08-14 $6.09 $0.00 85.6% 24.5% 101.3% 28.5% 0.0% 7.8% 6.9% 389 -35.5K -87 0.00 92.79 N/A N/A 0 0 112 26 2009-08-17 $5.93 $0.00 90.9% 26.1% 101.3% 32.1% 0.0% 4.4% -7.6% 304 -34.7K -82 0.00 99.73 N/A N/A 0 0 112 26 2009-08-18 $5.96 $0.00 87.4% 25.1% 98.5% 29.8% 0.0% 8.5% 5.7% 290 -34.5K -83 0.00 98.50 N/A N/A 0 0 112 26 2009-08-19 $6.27 $0.00 72.6% 20.8% 99.3% 19.6% 0.0% 14.5% 8.8% 337 -39.0K -86 0.00 60.33 N/A N/A 0 0 112 26 2009-08-20 $6.53 $0.00 74.5% 21.3% 98.9% 20.9% 0.0% 12.0% 7.4% 373 -42.0K -86 0.00 98.02 N/A N/A 0 0 112 26 2009-08-21 $6.82 $0.00 82.5% 23.7% 99.3% 26.4% 0.0% 8.9% 0.1% 404 -46.8K -90 0.00 96.46 N/A N/A 1 0 112 26 2009-08-24 $6.78 $0.00 78.5% 22.5% 99.6% 23.6% 0.0% 5.0% 1.8% 430 -35.0K -91 0.00 105.03 N/A N/A 0 0 94 26 2009-08-25 $6.96 $0.00 80.9% 23.2% 94.4% 25.3% 0.0% 10.0% 1.4% 439 -36.1K -91 0.00 54.32 N/A N/A 0 0 94 26 2009-08-26 $6.86 $0.00 74.2% 21.3% 92.4% 20.7% 0.0% 9.5% 6.8% 442 -34.8K -90 0.00 28.83 N/A N/A 0 0 94 26 2009-08-27 $6.99 $0.00 80.4% 23.0% 86.8% 24.9% 0.0% 13.3% 0.2% 460 -36.2K -87 0.00 54.42 N/A N/A 0 0 94 26 2009-08-28 $6.70 $0.00 76.9% 22.0% 81.0% 22.5% 0.0% 7.3% 4.2% 435 -33.4K -86 0.00 37.15 N/A N/A 0 0 94 26 2009-08-31 $6.34 $0.00 70.2% 20.1% 82.6% 17.9% 0.0% 10.3% 31.3% 390 -28.2K -81 0.00 76.05 N/A N/A 0 0 94 26
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