AGYS Options History — December 2009

In December 2009, AGYS traded between $8.67 and $9.86. ATM implied volatility averaged 63.6%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 5.3% (HV 20d: 58.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 3.33.

Notable Days

2009-12-16: Highest Volume — 17 contracts
2009-12-10: Largest IV spike — 25.5% change
2009-12-15: Highest IV Rank — 21.6%
2009-12-15: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.29	$8.67	$9.86	$8.70	$9.11
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	63.6%	47.2%	72.8%	66.7%	56.4%
Expected Move	19.2%	15.1%	20.9%	19.1%	16.2%
HV 20d	58.2%	34.4%	122.0%	122.0%	34.8%
HV 60d	93.6%	90.7%	94.7%	94.4%	90.7%
IV Rank	12.8%	0.0%	21.6%	10.9%	7.7%
IV Percentile	7.9%	0.0%	19.0%	5.2%	3.2%
Term Structure	5.0%	-0.4%	21.8%	21.8%	6.2%
Skew 25d	7.9%	-9.8%	24.6%	16.2%	24.6%
Skew 10d	16.3%	-20.6%	70.5%	65.9%	30.1%
Call IV 25d	64.8%	50.6%	73.6%	62.2%	50.6%
Put IV 25d	72.7%	51.3%	79.2%	78.4%	75.2%
Bid-Ask Spread %	90.02	42.09	111.67	92.13	96.19
Gamma HHI	0.67	0.52	0.85	0.79	0.81
Net GEX	-449	-812	-234	-812	-405
Net DEX	7.9K	-239	14.4K	14.4K	7.2K
Net VEX	-162	-190	-129	-151	-185
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.33	0.00	10.00	0.00	0.00
Total Volume	1.955	0	17	0	0
Total OI	162.409	132	190	175	138

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
2009-12-01	$8.70	$7.50	66.7%	19.1%	122.0%	10.9%	0.0%	16.2%	21.8%	-812	14.4K	-151	0.00	92.13	N/A	N/A	0	0	20	155
2009-12-02	$8.83	$7.50	52.5%	15.1%	121.8%	0.7%	0.0%	-2.8%	18.3%	-648	13.2K	-155	0.00	85.28	N/A	N/A	0	0	20	155
2009-12-03	$8.67	$7.50	56.4%	16.2%	75.9%	3.5%	0.0%	6.9%	9.5%	-683	13.9K	-151	0.00	98.93	N/A	N/A	0	0	20	155
2009-12-04	$8.87	$7.50	54.5%	20.4%	63.6%	2.1%	0.0%	11.4%	2.9%	-636	13.3K	-153	0.00	89.44	N/A	N/A	0	0	20	155
2009-12-07	$8.96	$7.50	47.2%	20.3%	61.8%	0.0%	0.0%	11.7%	2.3%	-671	14.4K	-155	0.00	89.32	N/A	N/A	0	0	20	155
2009-12-08	$8.95	$7.50	50.0%	20.4%	60.1%	2.0%	0.0%	15.6%	1.0%	-383	11.8K	-144	0.00	74.28	N/A	N/A	0	1	20	155
2009-12-09	$9.31	$7.50	57.1%	19.9%	59.0%	7.0%	0.0%	4.9%	3.2%	-498	9.8K	-144	0.00	42.09	N/A	N/A	0	0	20	155
2009-12-10	$9.36	$7.50	71.7%	20.5%	58.4%	18.5%	0.0%	3.1%	0.5%	-507	9.8K	-139	0.00	84.37	N/A	N/A	0	0	20	155
2009-12-11	$9.24	$7.50	68.7%	19.7%	58.7%	18.1%	0.0%	5.7%	3.2%	-405	9.4K	-140	0.00	85.26	N/A	N/A	0	0	20	155
2009-12-14	$9.49	$7.50	67.2%	19.3%	53.8%	16.8%	0.0%	23.6%	5.0%	-400	8.9K	-132	0.00	97.53	N/A	N/A	0	3	20	155
2009-12-15	$9.43	$7.50	72.8%	20.9%	54.1%	21.6%	0.0%	2.8%	0.1%	-375	7.9K	-132	0.00	95.87	N/A	N/A	0	0	20	155
2009-12-16	$9.86	$7.50	71.4%	20.5%	50.9%	20.3%	0.0%	8.6%	1.3%	-361	5.4K	-129	0.00	96.89	N/A	N/A	17	0	20	155
2009-12-17	$9.53	$7.50	71.1%	20.4%	50.8%	20.1%	0.0%	5.0%	1.1%	-238	-239	-166	0.00	96.15	N/A	N/A	0	0	35	155
2009-12-18	$9.35	$7.50	70.7%	20.3%	50.3%	19.8%	0.0%	4.7%	3.9%	-234	1.8K	-168	10.00	100.12	N/A	N/A	1	10	35	155
2009-12-21	$9.64	$7.50	70.4%	20.2%	49.7%	19.5%	0.0%	9.9%	0.4%	-267	1.9K	-188	0.00	74.40	N/A	N/A	0	5	36	96
2009-12-22	$9.67	$7.50	72.3%	20.7%	48.5%	21.1%	0.0%	9.0%	-0.4%	-351	3.9K	-190	0.00	97.96	N/A	N/A	0	0	36	101
2009-12-23	$9.69	$7.50	68.4%	19.6%	47.9%	17.9%	0.0%	8.8%	0.8%	-352	3.4K	-190	0.00	97.92	N/A	N/A	0	0	36	101
2009-12-24	$9.67	$7.50	65.8%	18.9%	46.2%	15.7%	0.0%	-9.8%	2.9%	-360	2.8K	-188	0.00	99.97	N/A	N/A	0	0	36	101
2009-12-28	$9.51	$7.50	59.7%	17.1%	39.3%	10.5%	0.0%	8.4%	8.1%	-426	6.1K	-185	0.00	76.74	N/A	N/A	0	5	36	101
2009-12-29	$9.26	$7.50	67.0%	19.2%	38.7%	16.7%	0.0%	3.4%	0.3%	-426	6.9K	-185	0.00	98.01	N/A	N/A	1	0	36	101
2009-12-30	$9.26	$7.50	60.1%	17.2%	34.4%	10.9%	0.0%	2.6%	18.1%	-430	7.3K	-185	0.00	111.67	N/A	N/A	0	0	37	101
2009-12-31	$9.11	$7.50	56.4%	16.2%	34.8%	7.7%	0.0%	24.6%	6.2%	-405	7.2K	-185	0.00	96.19	N/A	N/A	0	0	37	101