AGYS Options History — January 2010 In January 2010, AGYS traded between $8.40 and $9.80. ATM implied volatility averaged 64.4%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 13.6% (HV 20d: 50.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2010-01-27 : Highest Volume — 101 contracts2010-01-14 : Largest IV spike — 39.3% change2010-01-21 : Highest IV Rank — 21.3%2010-01-06 : Largest Expected Move — 20.3%Monthly Statistics Metric Avg Min Max Open Close Price $9.28 $8.40 $9.80 $9.73 $8.40 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 64.4% 46.8% 71.6% 71.6% 59.5% Expected Move 19.1% 13.4% 20.3% 19.6% 17.1% HV 20d 50.8% 40.2% 59.8% 40.7% 59.8% HV 60d 88.1% 82.7% 92.0% 91.2% 83.2% IV Rank 15.2% 0.0% 21.3% 20.5% 11.6% IV Percentile 11.3% 0.0% 20.2% 18.3% 6.7% Term Structure 3.6% -0.9% 16.2% 2.9% 13.6% VWIV 70.6% 70.6% 70.6% 70.6% 70.6% Skew 25d 7.7% -13.8% 30.6% 6.8% 5.3% Skew 10d 16.5% -4.5% 42.0% 8.8% 16.4% Call IV 25d 58.6% 45.2% 70.0% 48.1% 64.6% Put IV 25d 66.3% 50.2% 76.7% 54.9% 70.0% Bid-Ask Spread % 78.84 46.10 99.37 67.38 98.18 Gamma HHI 0.65 0.41 0.91 0.81 0.50 Net GEX -343 -734 403 -444 -734 Net DEX 2.6K -16.2K 9.7K 3.1K 9.7K Net VEX -210 -469 -154 -177 -469 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 11.842 0 101 0 0 Total OI 149.053 106 323 138 323
Daily Data (19 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 2010-01-04 $9.73 $0.00 71.6% 19.6% 40.7% 20.5% 0.0% 6.8% 2.9% -444 3.1K -177 0.00 67.38 N/A N/A 0 0 37 101 2010-01-05 $9.78 $0.00 70.4% 19.6% 40.2% 19.5% 0.0% -11.2% 4.4% -458 2.6K -176 0.00 75.91 N/A N/A 1 0 37 101 2010-01-06 $9.24 $0.00 66.3% 20.3% 45.7% 16.1% 0.0% -6.2% 1.1% -466 6.3K -177 0.00 67.32 N/A N/A 0 0 37 101 2010-01-07 $9.65 $0.00 69.9% 19.5% 48.1% 19.1% 0.0% 22.2% 3.0% -481 3.6K -173 0.00 78.57 N/A N/A 0 0 37 101 2010-01-08 $9.80 $0.00 64.4% 19.7% 46.4% 14.5% 0.0% 30.6% 2.8% -515 2.5K -173 0.00 52.01 N/A N/A 0 0 37 101 2010-01-11 $9.57 $0.00 61.3% 20.0% 47.3% 11.9% 0.0% 9.5% 3.7% -538 3.3K -168 0.00 46.10 N/A N/A 0 0 37 101 2010-01-12 $9.16 $0.00 57.1% 19.7% 49.7% 8.4% 0.0% 15.6% 2.3% -474 7.0K -167 0.00 53.18 N/A N/A 0 0 37 101 2010-01-13 $9.18 $0.00 50.4% 19.9% 48.7% 2.7% 0.0% 18.1% 2.1% -392 7.6K -167 0.00 88.66 N/A N/A 0 0 37 101 2010-01-14 $9.17 $0.00 70.2% 20.1% 48.7% 19.4% 0.0% 6.7% 2.8% -387 7.5K -165 0.00 98.87 N/A N/A 0 4 37 101 2010-01-15 $8.97 $0.00 64.9% 18.6% 46.0% 16.2% 0.0% 11.1% 7.2% -430 7.2K -167 0.00 92.74 N/A N/A 3 0 37 97 2010-01-19 $9.68 $0.00 67.0% 19.2% 52.8% 18.1% 0.0% 6.2% 5.7% -401 4.3K -154 0.00 70.95 N/A N/A 17 0 23 83 2010-01-20 $9.40 $0.00 68.9% 19.7% 53.5% 19.8% 0.0% 17.3% 1.3% -239 489 -198 0.00 66.31 N/A N/A 0 0 40 83 2010-01-21 $9.64 $0.00 70.6% 20.2% 53.1% 21.3% 70.6% 5.8% 1.1% -216 -2.6K -192 0.00 94.13 N/A N/A 13 0 40 83 2010-01-22 $9.22 $10.00 69.8% 20.0% 55.4% 20.6% 0.0% -8.0% -0.4% -160 -906 -222 0.00 99.37 N/A N/A 0 0 53 83 2010-01-25 $9.19 $10.00 69.3% 19.9% 55.3% 20.2% 0.0% -5.2% -0.9% -166 -627 -218 0.00 97.10 N/A N/A 0 0 53 83 2010-01-26 $8.78 $10.00 57.5% 16.5% 57.4% 9.4% 0.0% -13.8% 0.3% -201 2.2K -209 0.00 98.29 N/A N/A 0 0 53 83 2010-01-27 $9.01 $10.00 68.3% 19.6% 58.2% 19.2% 0.0% 21.7% -0.8% -217 1.9K -213 0.00 98.75 N/A N/A 101 0 53 83 2010-01-28 $8.69 $10.00 46.8% 13.4% 58.8% 0.0% 0.0% 13.1% 16.2% 403 -16.2K -402 0.00 54.13 N/A N/A 0 86 154 83 2010-01-29 $8.40 $10.00 59.5% 17.1% 59.8% 11.6% 0.0% 5.3% 13.6% -734 9.7K -469 0.00 98.18 N/A N/A 0 0 154 169
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