AGYS Options History — September 2009 In September 2009, AGYS traded between $6.36 and $7.36. ATM implied volatility averaged 73.8%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 15.3% (HV 20d: 58.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days.
Notable Days 2009-09-16 : Highest Volume — 50 contracts2009-09-03 : Largest IV spike — 41.0% change2009-09-11 : Highest IV Rank — 27.3%2009-09-11 : Largest Expected Move — 24.1%Monthly Statistics Metric Avg Min Max Open Close Price $6.97 $6.36 $7.36 $6.58 $6.59 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 73.8% 51.6% 83.9% 67.8% 61.0% Expected Move 21.7% 14.8% 24.1% 19.4% 17.5% HV 20d 58.5% 43.9% 82.9% 82.9% 59.3% HV 60d 88.3% 76.5% 98.0% 97.8% 80.2% IV Rank 20.2% 5.2% 27.3% 16.3% 6.8% IV Percentile 13.3% 0.8% 27.0% 9.1% 0.8% Term Structure 4.2% -6.3% 32.8% 2.7% 13.8% Skew 25d 10.3% -13.4% 27.7% 13.6% 4.5% Skew 10d 17.5% -4.1% 37.4% 31.7% 33.2% Call IV 25d 70.5% 49.0% 78.0% 71.9% 77.7% Put IV 25d 80.8% 62.9% 88.7% 85.5% 82.2% Bid-Ask Spread % 71.89 25.35 107.02 44.75 80.74 Gamma HHI 0.78 0.74 0.82 0.78 0.74 Net GEX 479 363 599 434 363 Net DEX -27.6K -38.3K -7.2K -31.4K -7.2K Net VEX -124 -191 -61 -81 -154 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 3.81 0 50 0 0 Total OI 147.619 120 180 120 180
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 2009-09-01 $6.58 $0.00 67.8% 19.4% 82.9% 16.3% 0.0% 13.6% 2.7% 434 -31.4K -81 0.00 44.75 N/A N/A 0 0 94 26 2009-09-02 $6.36 $0.00 51.6% 14.8% 75.4% 5.2% 0.0% 4.6% 32.8% 399 -28.1K -78 0.00 53.27 N/A N/A 0 0 94 26 2009-09-03 $6.90 $0.00 72.8% 20.9% 78.8% 19.7% 0.0% 19.1% 8.3% 479 -35.0K -82 0.00 33.42 N/A N/A 0 0 94 26 2009-09-04 $6.89 $2.50 75.3% 23.6% 68.3% 21.4% 0.0% 11.5% -0.9% 478 -34.9K -81 0.00 83.57 N/A N/A 0 0 94 26 2009-09-08 $6.78 $2.50 66.9% 23.6% 60.3% 15.7% 0.0% 12.7% 0.3% 489 -33.9K -78 0.00 71.73 N/A N/A 0 0 94 26 2009-09-09 $7.00 $2.50 64.5% 23.4% 60.9% 14.0% 0.0% 13.3% 0.1% 526 -36.4K -76 0.00 67.33 N/A N/A 0 0 94 26 2009-09-10 $7.11 $2.50 81.9% 23.5% 59.0% 26.0% 0.0% 13.1% 1.3% 547 -38.3K -75 0.00 87.48 N/A N/A 0 0 94 26 2009-09-11 $6.95 $2.50 83.9% 24.1% 59.9% 27.3% 0.0% 6.4% -6.3% 522 -36.3K -74 0.00 90.98 N/A N/A 0 0 94 26 2009-09-14 $6.93 $2.50 82.8% 23.7% 55.7% 26.6% 0.0% 10.1% -1.0% 548 -35.7K -71 0.00 94.27 N/A N/A 0 0 94 26 2009-09-15 $6.84 $2.50 82.5% 23.6% 54.8% 26.4% 0.0% 16.6% 0.9% 550 -35.1K -69 0.00 93.15 N/A N/A 0 0 94 26 2009-09-16 $6.81 $2.50 74.2% 21.3% 55.0% 20.7% 0.0% 8.2% 5.6% 584 -32.7K -61 0.00 56.67 N/A N/A 0 50 94 26 2009-09-17 $7.05 $2.50 77.8% 22.3% 53.5% 23.2% 0.0% 11.8% 4.1% 389 -21.2K -165 0.00 93.82 N/A N/A 0 0 94 76 2009-09-18 $6.94 $2.50 76.1% 21.8% 52.4% 22.0% 0.0% 12.6% 0.9% 386 -19.4K -164 0.00 100.94 N/A N/A 0 30 94 76 2009-09-21 $7.26 $2.50 77.5% 22.2% 52.6% 22.9% 0.0% 16.9% 1.8% 415 -23.6K -191 0.00 30.35 N/A N/A 0 0 94 86 2009-09-22 $7.21 $2.50 79.9% 22.9% 52.6% 24.6% 0.0% 15.2% 1.2% 401 -21.7K -189 0.00 93.34 N/A N/A 0 0 94 86 2009-09-23 $7.23 $2.50 80.4% 23.1% 51.9% 24.9% 0.0% -9.6% 0.5% 416 -23.2K -188 0.00 25.35 N/A N/A 0 0 94 86 2009-09-24 $7.14 $2.50 74.0% 21.2% 51.8% 20.5% 0.0% -13.4% 5.3% 463 -19.1K -180 0.00 63.11 N/A N/A 0 0 94 86 2009-09-25 $7.13 $2.50 73.1% 21.0% 51.4% 19.9% 0.0% 27.7% 4.3% 488 -19.8K -181 0.00 40.08 N/A N/A 0 0 94 86 2009-09-28 $7.27 $2.50 71.0% 20.4% 49.1% 18.5% 0.0% 11.5% 7.2% 599 -22.3K -180 0.00 107.02 N/A N/A 0 0 94 86 2009-09-29 $7.36 $2.50 75.4% 21.6% 43.9% 21.5% 0.0% 9.5% 4.4% 590 -24.3K -180 0.00 98.39 N/A N/A 0 0 94 86 2009-09-30 $6.59 $2.50 61.0% 17.5% 59.3% 6.8% 0.0% 4.5% 13.8% 363 -7.2K -154 0.00 80.74 N/A N/A 0 0 94 86
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