AGYS Options History — November 2009

In November 2009, AGYS traded between $4.73 and $8.76. ATM implied volatility averaged 74.7%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded below realized volatility by 54.8% (HV 20d: 129.5%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 5.02.

Notable Days

2009-11-11: Highest Volume — 47 contracts
2009-11-04: Largest IV drop — 34.0% change
2009-11-12: Highest IV Rank — 24.3%
2009-11-12: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.54	$4.73	$8.76	$4.73	$8.25
Max Pain	$6.47	$2.50	$7.50	$5.00	$7.50
ATM IV	74.7%	54.1%	85.2%	80.9%	84.3%
Expected Move	21.8%	15.5%	24.4%	23.2%	24.2%
HV 20d	129.5%	79.0%	142.6%	83.2%	122.0%
HV 60d	91.2%	67.1%	95.0%	70.3%	93.8%
IV Rank	16.7%	1.8%	24.3%	21.2%	23.7%
IV Percentile	18.0%	0.4%	40.1%	25.0%	40.1%
Term Structure	2.2%	-6.3%	29.7%	-0.0%	-6.3%
VWIV	76.9%	56.0%	105.0%	66.4%	68.0%
Skew 25d	16.1%	3.2%	32.2%	30.5%	10.1%
Skew 10d	23.2%	4.1%	81.8%	42.1%	17.7%
Call IV 25d	64.2%	48.3%	89.1%	87.5%	68.1%
Put IV 25d	80.3%	61.6%	120.7%	118.0%	78.3%
Bid-Ask Spread %	90.54	46.49	120.00	101.69	88.69
Gamma HHI	0.59	0.32	0.85	0.82	0.78
Net GEX	-431	-789	-181	-181	-789
Net DEX	17.6K	10.5K	24.6K	23.1K	21.6K
Net VEX	-141	-168	-82	-82	-168
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.02	0.00	22.50	0.00	0.00
Total Volume	8.9	0	47	0	0
Total OI	153.85	103	211	103	175

Daily Data (20 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
2009-11-02	$4.73	$5.00	80.9%	23.2%	83.2%	21.2%	0.0%	30.5%	-0.0%	-181	23.1K	-82	0.00	101.69	N/A	N/A	0	0	22	81
2009-11-03	$4.76	$5.00	82.0%	23.5%	79.0%	22.0%	0.0%	31.6%	-1.0%	-186	23.0K	-85	0.00	109.84	N/A	N/A	0	0	22	81
2009-11-04	$6.35	$5.00	54.1%	15.5%	133.4%	1.8%	0.0%	17.7%	29.7%	-311	16.9K	-120	0.00	47.80	N/A	N/A	6	0	22	81
2009-11-05	$7.21	$2.50	67.5%	19.4%	141.4%	11.5%	66.4%	7.0%	7.2%	-324	11.2K	-130	0.00	104.82	N/A	N/A	0	2	25	81
2009-11-06	$7.00	$0.00	72.3%	22.1%	141.2%	15.0%	0.0%	4.4%	-0.6%	-319	11.7K	-129	0.00	46.49	N/A	N/A	0	0	25	81
2009-11-09	$7.38	$0.00	72.3%	23.3%	142.4%	15.0%	0.0%	13.0%	-2.9%	-336	10.5K	-130	6.67	94.02	N/A	N/A	3	20	25	81
2009-11-10	$7.16	$0.00	72.4%	22.5%	142.6%	15.0%	78.4%	5.8%	0.6%	-319	24.6K	-133	0.00	96.53	N/A	N/A	10	0	28	101
2009-11-11	$7.43	$7.50	69.2%	22.3%	140.5%	12.7%	105.0%	32.2%	3.8%	-182	20.0K	-142	22.50	89.51	N/A	N/A	2	45	38	101
2009-11-12	$7.39	$5.00	85.2%	24.4%	140.0%	24.3%	0.0%	7.0%	-2.7%	-388	21.5K	-158	3.00	120.00	N/A	N/A	2	6	38	143
2009-11-13	$7.98	$5.00	80.5%	23.1%	138.8%	20.9%	80.6%	25.7%	-2.9%	-317	17.6K	-154	0.00	93.59	N/A	N/A	0	24	39	149
2009-11-16	$8.06	$7.50	77.8%	22.3%	138.5%	19.0%	0.0%	3.2%	-0.6%	-767	19.8K	-160	0.00	96.54	N/A	N/A	0	0	39	172
2009-11-17	$8.64	$7.50	82.8%	23.7%	138.9%	22.6%	83.6%	18.9%	-6.0%	-658	13.8K	-154	0.00	91.52	N/A	N/A	16	0	39	172
2009-11-18	$8.34	$7.50	73.1%	21.0%	139.2%	15.6%	0.0%	8.5%	2.6%	-693	18.5K	-153	0.00	93.10	N/A	N/A	0	10	35	172
2009-11-19	$8.13	$7.50	79.4%	22.8%	139.7%	20.1%	0.0%	25.9%	1.2%	-728	20.4K	-150	0.00	93.77	N/A	N/A	0	0	35	164
2009-11-20	$8.45	$7.50	76.2%	21.9%	130.0%	17.8%	0.0%	28.2%	4.9%	-380	17.3K	-147	8.00	86.50	N/A	N/A	1	8	35	164
2009-11-23	$8.76	$7.50	67.2%	19.3%	127.1%	11.3%	56.0%	19.1%	2.5%	-421	14.3K	-157	0.00	95.03	N/A	N/A	1	0	19	133
2009-11-24	$8.63	$7.50	72.3%	20.7%	123.4%	15.0%	0.0%	4.8%	7.8%	-426	14.2K	-160	0.00	89.93	N/A	N/A	0	0	20	133
2009-11-25	$8.38	$7.50	73.1%	21.0%	121.9%	15.6%	0.0%	24.5%	2.2%	-447	15.2K	-157	0.00	75.24	N/A	N/A	0	0	20	133
2009-11-27	$7.87	$7.50	71.0%	20.4%	125.8%	14.1%	68.0%	4.2%	5.0%	-453	17.7K	-153	0.00	96.12	N/A	N/A	0	22	20	133
2009-11-30	$8.25	$7.50	84.3%	24.2%	122.0%	23.7%	0.0%	10.1%	-6.3%	-789	21.6K	-168	0.00	88.69	N/A	N/A	0	0	20	155