AGYS Options History — June 2010 In June 2010, AGYS traded between $6.20 and $7.97. ATM implied volatility averaged 85.9%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 12.3% (HV 20d: 73.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2010-06-04 : Highest Volume — 74 contracts2010-06-07 : Largest IV spike — 23.9% change2010-06-08 : Highest IV Rank — 75.5%2010-06-02 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $7.10 $6.20 $7.97 $6.70 $6.69 Max Pain $8.18 $7.50 $10.00 $7.50 $10.00 ATM IV 85.9% 76.0% 116.4% 87.0% 80.1% Expected Move 23.7% 21.8% 29.0% 24.9% 23.0% HV 20d 73.6% 63.8% 80.0% 73.3% 73.9% HV 60d 71.3% 64.4% 74.0% 64.4% 73.0% IV Rank 49.6% 41.2% 75.5% 50.6% 44.7% IV Percentile 77.6% 63.1% 98.8% 81.0% 71.8% Term Structure 1.6% -23.3% 20.0% -7.1% 3.7% VWIV 77.9% 63.8% 91.6% 80.3% 76.0% Skew 25d 4.6% -34.3% 17.8% -10.2% -0.4% Skew 10d 20.2% -4.0% 42.4% -4.0% 11.5% Call IV 25d 77.7% 57.4% 103.9% 97.3% 78.2% Put IV 25d 82.3% 55.3% 109.7% 87.1% 77.8% Bid-Ask Spread % 82.04 24.43 115.88 112.69 54.35 Gamma HHI 0.36 0.29 0.50 0.34 0.29 Net GEX 1.2K 323 3.2K 973 323 Net DEX 17.9K -25.4K 46.7K 27.8K 45.1K Net VEX -547 -665 -395 -474 -508 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.00 4.33 0.00 0.10 Total Volume 13.864 0 74 13 0 Total OI 749.182 681 800 681 757
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 2010-06-01 $6.70 $7.50 87.0% 24.9% 73.3% 50.6% 0.0% -10.2% -7.1% 973 27.8K -474 0.00 112.69 N/A N/A 13 0 496 185 2010-06-02 $6.86 $7.50 101.0% 29.0% 74.5% 62.5% 0.0% 5.8% -6.5% 1.1K 22.2K -496 0.00 114.06 N/A N/A 10 0 509 185 2010-06-03 $7.30 $7.50 84.9% 24.3% 78.9% 48.8% 0.0% 10.5% 4.3% 1.5K 14.1K -531 0.00 109.18 N/A N/A 10 0 519 185 2010-06-04 $6.86 $7.50 84.5% 24.4% 80.0% 48.5% 0.0% -1.9% -0.6% 1.3K 18.3K -503 0.00 104.80 N/A N/A 74 0 529 185 2010-06-07 $6.20 $7.50 104.8% 23.0% 72.4% 65.7% 0.0% -34.3% -23.3% 813 31.9K -471 0.00 108.25 N/A N/A 0 0 595 185 2010-06-08 $6.22 $7.50 116.4% 22.3% 63.8% 75.5% 0.0% 7.8% 20.0% 498 46.7K -395 0.00 115.88 N/A N/A 0 0 595 185 2010-06-09 $6.55 $7.50 91.0% 24.9% 67.2% 54.0% 0.0% 7.1% -1.7% 916 32.2K -477 0.00 110.88 N/A N/A 0 0 595 185 2010-06-10 $6.96 $7.50 77.8% 22.3% 71.1% 42.7% 0.0% 2.6% 7.8% 1.1K 24.1K -514 0.00 96.79 N/A N/A 0 0 595 185 2010-06-11 $7.23 $7.50 85.6% 24.5% 72.5% 49.4% 0.0% -8.1% -1.1% 1.6K 7.1K -574 0.00 108.22 N/A N/A 0 0 595 185 2010-06-14 $7.47 $7.50 83.8% 24.0% 72.9% 47.9% 0.0% 8.7% 4.2% 1.9K -7.7K -592 1.00 105.55 N/A N/A 10 10 595 185 2010-06-15 $7.97 $7.50 83.7% 24.0% 75.2% 47.7% 0.0% 5.9% -2.6% 2.2K -19.7K -658 0.00 104.52 N/A N/A 15 0 605 195 2010-06-16 $7.83 $7.50 86.8% 24.9% 73.0% 50.4% 0.0% 6.4% -1.0% 2.3K -25.4K -665 0.00 108.69 N/A N/A 10 0 590 195 2010-06-17 $7.45 $7.50 86.5% 24.8% 75.0% 50.1% 0.0% 15.7% -1.6% 2.2K 3.5K -592 3.00 65.18 N/A N/A 3 9 590 195 2010-06-18 $7.57 $7.50 81.3% 23.3% 74.4% 45.7% 0.0% 14.8% 3.5% 3.2K 1.2K -562 0.80 64.09 N/A N/A 25 20 593 198 2010-06-21 $7.19 $7.50 80.3% 23.0% 76.9% 44.9% 80.3% 17.8% 6.3% 791 14.5K -581 0.05 48.81 N/A N/A 19 1 503 192 2010-06-22 $7.12 $7.50 81.2% 23.3% 75.9% 45.6% 63.8% 14.2% 4.3% 786 14.9K -585 4.33 49.86 N/A N/A 6 26 517 193 2010-06-23 $7.33 $10.00 85.2% 24.4% 75.0% 49.0% 0.0% 2.4% 2.5% 846 19.5K -607 0.00 48.88 N/A N/A 0 0 517 212 2010-06-24 $7.27 $10.00 77.3% 22.1% 74.6% 42.3% 91.6% 10.6% 3.5% 730 24.0K -576 3.25 67.34 N/A N/A 4 13 517 212 2010-06-25 $7.37 $10.00 76.7% 22.0% 73.4% 41.8% 0.0% 9.1% 6.8% 682 26.0K -600 0.00 24.43 N/A N/A 6 0 521 216 2010-06-28 $7.19 $10.00 76.9% 22.1% 71.9% 42.0% 0.0% 7.2% 4.4% 563 29.9K -572 0.00 25.05 N/A N/A 10 0 527 216 2010-06-29 $6.92 $10.00 76.0% 21.8% 73.3% 41.2% 76.0% 8.3% 8.4% 324 43.0K -506 0.10 57.27 N/A N/A 10 1 532 216 2010-06-30 $6.69 $10.00 80.1% 23.0% 73.9% 44.7% 0.0% -0.4% 3.7% 323 45.1K -508 0.00 54.35 N/A N/A 0 0 542 215
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