AGYS Options History — October 2009

In October 2009, AGYS traded between $4.71 and $7.58. ATM implied volatility averaged 74.8%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 6.1% (HV 20d: 68.7%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2009-10-21: Highest Volume — 8 contracts
2009-10-12: Largest IV spike — 123.0% change
2009-10-12: Highest IV Rank — 67.7%
2009-10-16: Largest Expected Move — 24.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.36	$4.71	$7.58	$6.32	$4.71
Max Pain	$6.13	$2.50	$7.50	$2.50	$5.00
ATM IV	74.8%	55.5%	145.2%	57.9%	79.8%
Expected Move	21.8%	16.0%	24.6%	16.6%	22.9%
HV 20d	68.7%	51.5%	86.8%	59.9%	84.6%
HV 60d	76.3%	73.8%	80.6%	79.9%	74.9%
IV Rank	16.8%	2.8%	67.7%	4.5%	20.4%
IV Percentile	16.0%	0.4%	94.0%	0.4%	21.8%
Term Structure	1.8%	-9.5%	18.7%	18.7%	0.7%
VWIV	81.1%	78.8%	84.9%	79.6%	81.0%
Skew 25d	9.0%	-14.9%	35.0%	10.6%	18.1%
Skew 10d	18.6%	-9.0%	65.6%	33.8%	27.5%
Call IV 25d	66.9%	53.8%	79.4%	69.5%	77.6%
Put IV 25d	75.9%	53.4%	106.3%	80.1%	95.6%
Bid-Ask Spread %	86.56	29.35	155.01	57.04	31.33
Gamma HHI	0.78	0.55	0.93	0.61	0.81
Net GEX	306	-311	2.0K	177	-184
Net DEX	1.4K	-29.3K	22.8K	-4.2K	22.6K
Net VEX	-131	-164	-86	-143	-86
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	1	0	8	0	0
Total OI	141.773	88	183	180	103

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2009-10-01	$6.32	$2.50	57.9%	16.6%	59.9%	4.5%	0.0%	10.6%	18.7%	177	-4.2K	-143	57.04	N/A	N/A	0	0	94	86
2009-10-02	$6.29	$2.50	56.0%	16.0%	51.5%	3.1%	0.0%	10.1%	18.2%	130	-3.0K	-140	55.65	N/A	N/A	0	0	94	86
2009-10-05	$6.49	$0.00	55.5%	20.2%	53.1%	2.8%	0.0%	16.6%	7.9%	212	-3.8K	-141	36.72	N/A	N/A	0	0	94	86
2009-10-06	$6.88	$0.00	57.5%	22.8%	57.1%	4.3%	79.6%	-0.9%	-0.9%	690	-10.4K	-154	94.57	N/A	N/A	1	0	94	86
2009-10-07	$7.19	$7.50	66.0%	22.7%	58.1%	10.4%	0.0%	7.4%	1.1%	737	-19.5K	-164	67.03	N/A	N/A	0	0	95	86
2009-10-08	$7.08	$7.50	66.1%	22.9%	58.1%	10.5%	0.0%	11.3%	-1.4%	938	-19.9K	-160	83.83	N/A	N/A	0	0	95	86
2009-10-09	$7.33	$7.50	65.1%	22.6%	58.8%	9.8%	0.0%	12.3%	1.4%	912	-22.3K	-164	91.81	N/A	N/A	0	0	95	86
2009-10-12	$7.18	$7.50	145.2%	23.3%	59.3%	67.7%	0.0%	11.2%	-3.1%	548	-21.0K	-157	155.01	N/A	N/A	0	0	95	86
2009-10-13	$7.02	$7.50	71.4%	22.7%	59.7%	14.3%	0.0%	1.7%	0.7%	1.0K	-11.2K	-147	97.69	N/A	N/A	0	0	95	86
2009-10-14	$7.58	$7.50	73.0%	22.6%	65.4%	15.5%	78.8%	18.8%	1.5%	1.9K	-29.3K	-156	96.84	N/A	N/A	2	0	95	86
2009-10-15	$7.34	$7.50	79.7%	22.8%	65.7%	20.3%	0.0%	15.0%	0.3%	2.0K	-21.2K	-153	98.90	N/A	N/A	0	0	97	86
2009-10-16	$6.75	$7.50	85.7%	24.6%	72.3%	24.7%	0.0%	9.7%	-2.0%	-311	-4.1K	-128	88.89	N/A	N/A	0	0	87	85
2009-10-19	$6.65	$7.50	79.9%	22.9%	70.3%	20.5%	0.0%	1.9%	-0.4%	-275	18.9K	-128	98.63	N/A	N/A	0	0	14	74
2009-10-20	$6.41	$7.50	75.1%	21.5%	71.2%	17.0%	0.0%	-14.9%	2.2%	-283	20.3K	-125	102.73	N/A	N/A	0	0	14	74
2009-10-21	$6.23	$7.50	69.5%	19.9%	71.6%	12.9%	84.9%	-3.5%	-9.5%	-277	20.4K	-120	108.94	N/A	N/A	8	0	14	74
2009-10-22	$6.47	$5.00	72.6%	20.8%	73.3%	15.2%	0.0%	-4.9%	1.3%	-244	15.5K	-127	101.13	N/A	N/A	0	0	22	74
2009-10-23	$5.70	$5.00	70.0%	20.1%	85.0%	13.3%	0.0%	-6.5%	-6.9%	-215	18.4K	-109	109.62	N/A	N/A	0	0	22	74
2009-10-26	$5.40	$5.00	76.3%	21.9%	85.5%	17.9%	0.0%	4.7%	4.9%	-191	19.1K	-99	105.07	N/A	N/A	0	0	22	74
2009-10-27	$5.05	$5.00	81.9%	23.5%	86.8%	22.0%	0.0%	35.0%	0.5%	-177	20.1K	-92	93.69	N/A	N/A	0	8	22	74
2009-10-28	$4.80	$5.00	83.2%	23.9%	80.8%	22.9%	0.0%	17.9%	-2.3%	-194	22.8K	-93	29.35	N/A	N/A	0	0	22	82
2009-10-29	$5.01	$5.00	77.4%	22.2%	82.8%	18.7%	81.0%	26.6%	6.7%	-197	21.9K	-95	99.94	N/A	N/A	3	0	22	81
2009-10-30	$4.71	$5.00	79.8%	22.9%	84.6%	20.4%	0.0%	18.1%	0.7%	-184	22.6K	-86	31.33	N/A	N/A	0	0	22	81