AGYS Options History — April 2010

In April 2010, AGYS traded between $10.85 and $11.86. ATM implied volatility averaged 40.4%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 3.7% (HV 20d: 36.7%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2010-04-06: Highest Volume — 28 contracts
2010-04-28: Largest IV drop — 41.3% change
2010-04-13: Highest IV Rank — 22.4%
2010-04-27: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.49	$10.85	$11.86	$11.10	$10.85
Max Pain	$12.14	$10.00	$12.50	$10.00	$12.50
ATM IV	40.4%	27.5%	54.0%	29.9%	41.9%
Expected Move	12.1%	7.9%	13.4%	8.6%	12.0%
HV 20d	36.7%	29.9%	41.3%	37.5%	37.5%
HV 60d	45.6%	41.4%	50.1%	50.1%	41.4%
IV Rank	10.9%	0.0%	22.4%	1.9%	12.2%
IV Percentile	9.5%	0.0%	16.7%	2.0%	12.3%
Term Structure	7.4%	-8.2%	23.4%	13.7%	-8.2%
VWIV	45.8%	45.6%	45.9%	45.6%	45.9%
Skew 25d	0.1%	-11.2%	9.0%	2.5%	-11.2%
Skew 10d	6.4%	-5.0%	16.1%	9.6%	5.4%
Call IV 25d	40.1%	26.2%	45.2%	43.6%	39.6%
Put IV 25d	40.2%	28.4%	49.5%	46.1%	28.4%
Bid-Ask Spread %	44.72	26.16	82.88	69.14	68.90
Gamma HHI	0.69	0.57	0.90	0.68	0.58
Net GEX	2.2K	1.5K	3.5K	3.3K	1.7K
Net DEX	-124.5K	-205.6K	-44.6K	-153.9K	-44.6K
Net VEX	-950	-990	-863	-928	-863
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	5.381	0	28	2	0
Total OI	530.952	451	621	563	467

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2010-04-01	$11.10	$10.00	29.9%	8.6%	37.5%	1.9%	0.0%	2.5%	13.7%	3.3K	-153.9K	-928	69.14	N/A	N/A	2	0	360	203
2010-04-05	$11.71	$10.00	32.0%	13.4%	41.2%	3.7%	0.0%	9.0%	5.0%	3.5K	-199.3K	-953	26.16	N/A	N/A	10	0	361	203
2010-04-06	$11.66	$10.00	29.2%	13.1%	41.3%	1.3%	45.6%	7.5%	5.2%	3.4K	-205.6K	-956	30.25	N/A	N/A	0	28	362	203
2010-04-07	$11.55	$12.50	36.4%	12.7%	40.2%	7.4%	0.0%	-10.8%	7.3%	2.7K	-169.5K	-990	44.33	N/A	N/A	0	0	360	231
2010-04-08	$11.42	$12.50	33.3%	12.5%	40.5%	4.8%	45.9%	5.6%	8.5%	2.5K	-161.0K	-967	32.85	N/A	N/A	0	10	360	231
2010-04-09	$11.53	$12.50	37.8%	12.6%	40.5%	8.6%	0.0%	6.7%	5.6%	2.5K	-161.9K	-971	34.38	N/A	N/A	0	20	360	241
2010-04-12	$11.39	$12.50	43.5%	12.4%	40.8%	13.5%	0.0%	5.0%	8.6%	2.3K	-153.9K	-951	33.47	N/A	N/A	10	0	360	241
2010-04-13	$11.26	$12.50	54.0%	12.8%	41.0%	22.4%	0.0%	1.5%	5.0%	2.0K	-136.6K	-964	33.89	N/A	N/A	0	0	360	261
2010-04-14	$11.55	$12.50	51.5%	12.2%	40.8%	20.3%	0.0%	6.0%	7.5%	1.7K	-158.9K	-981	41.05	N/A	N/A	1	0	360	261
2010-04-15	$11.56	$12.50	43.0%	12.3%	40.8%	13.1%	0.0%	5.4%	6.9%	1.6K	-160.4K	-976	36.79	N/A	N/A	16	0	360	261
2010-04-16	$11.31	$12.50	45.3%	13.0%	40.6%	15.0%	0.0%	1.2%	6.3%	1.6K	-130.5K	-965	40.38	N/A	N/A	0	0	344	261
2010-04-19	$11.31	$12.50	44.6%	12.8%	34.0%	14.4%	0.0%	5.9%	5.7%	1.5K	-61.4K	-928	36.40	N/A	N/A	0	0	278	173
2010-04-20	$11.52	$12.50	42.9%	12.3%	34.2%	12.9%	0.0%	-10.8%	5.8%	1.5K	-75.6K	-929	54.62	N/A	N/A	0	0	278	173
2010-04-21	$11.60	$12.50	43.0%	12.3%	33.2%	13.1%	0.0%	-7.5%	5.8%	1.6K	-80.2K	-935	49.93	N/A	N/A	0	0	278	173
2010-04-22	$11.86	$12.50	44.3%	12.7%	31.1%	14.1%	0.0%	-3.0%	6.4%	1.8K	-99.3K	-940	82.88	N/A	N/A	16	0	278	173
2010-04-23	$11.83	$12.50	40.9%	11.7%	31.1%	11.2%	0.0%	-6.1%	7.8%	1.9K	-106.8K	-986	27.08	N/A	N/A	0	0	294	173
2010-04-26	$11.82	$12.50	42.8%	12.3%	30.9%	12.9%	0.0%	-6.8%	5.3%	2.0K	-107.2K	-974	28.33	N/A	N/A	0	0	294	173
2010-04-27	$11.51	$12.50	46.9%	13.4%	32.5%	16.4%	0.0%	-8.7%	1.3%	2.0K	-93.4K	-954	56.10	N/A	N/A	0	0	294	173
2010-04-28	$11.34	$12.50	27.5%	7.9%	31.2%	0.0%	0.0%	4.2%	22.9%	2.2K	-71.2K	-900	66.38	N/A	N/A	0	0	294	173
2010-04-29	$11.55	$12.50	37.6%	10.8%	29.9%	8.6%	0.0%	7.0%	23.4%	2.0K	-83.4K	-936	45.89	N/A	N/A	0	0	294	173
2010-04-30	$10.85	$12.50	41.9%	12.0%	37.5%	12.2%	0.0%	-11.2%	-8.2%	1.7K	-44.6K	-863	68.90	N/A	N/A	0	0	294	173