AGYS Options History — July 2010

In July 2010, AGYS traded between $6.87 and $7.93. ATM implied volatility averaged 67.3%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 10.1% (HV 20d: 57.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.37.

Notable Days

2010-07-12: Highest Volume — 135 contracts
2010-07-14: Largest IV spike — 37.9% change
2010-07-15: Highest IV Rank — 48.5%
2010-07-06: Largest Expected Move — 24.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.44	$6.87	$7.93	$6.87	$7.93
Max Pain	$8.81	$7.50	$10.00	$10.00	$7.50
ATM IV	67.3%	49.5%	84.6%	77.5%	57.3%
Expected Move	20.8%	16.4%	24.7%	22.2%	16.4%
HV 20d	57.2%	52.0%	70.8%	70.8%	52.0%
HV 60d	75.3%	67.8%	78.8%	73.4%	67.8%
IV Rank	33.8%	18.7%	48.5%	42.4%	25.3%
IV Percentile	46.4%	19.4%	84.1%	67.5%	27.4%
Term Structure	-0.6%	-50.5%	13.6%	8.1%	-50.5%
VWIV	72.5%	59.9%	86.7%	86.7%	59.9%
Skew 25d	5.8%	-3.1%	15.7%	8.8%	2.0%
Skew 10d	18.3%	0.5%	37.4%	0.5%	12.5%
Call IV 25d	76.1%	65.9%	85.4%	80.1%	67.7%
Put IV 25d	81.8%	67.2%	91.0%	88.9%	69.7%
Bid-Ask Spread %	60.59	32.57	90.18	32.57	48.71
Gamma HHI	0.32	0.29	0.42	0.29	0.31
Net GEX	142	-820	611	313	597
Net DEX	22.3K	-22.0K	79.6K	45.3K	-22.0K
Net VEX	-563	-666	-490	-490	-597
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	1.70	1.20	0.00
Total Volume	16.667	0	135	0	1
Total OI	706.571	559	903	757	605

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2010-07-01	$6.87	$10.00	77.5%	22.2%	70.8%	42.4%	0.0%	8.8%	8.1%	313	45.3K	-490	0.00	32.57	N/A	N/A	0	0	542	215
2010-07-02	$7.29	$10.00	82.4%	23.6%	70.5%	46.7%	0.0%	6.3%	5.0%	611	30.2K	-552	0.00	83.71	N/A	N/A	0	12	542	215
2010-07-06	$7.08	$10.00	78.5%	24.7%	60.3%	43.3%	86.7%	5.0%	-3.6%	336	36.3K	-540	1.20	60.90	N/A	N/A	10	12	542	223
2010-07-07	$7.33	$10.00	79.7%	24.5%	61.1%	44.4%	0.0%	6.1%	-2.6%	437	29.1K	-552	0.00	55.77	N/A	N/A	0	0	552	225
2010-07-08	$7.51	$10.00	74.0%	24.3%	59.2%	39.5%	65.4%	4.5%	-2.1%	390	26.0K	-572	0.00	65.84	N/A	N/A	5	0	552	225
2010-07-09	$7.52	$10.00	64.7%	23.8%	55.7%	31.6%	0.0%	2.7%	-1.5%	334	19.7K	-562	0.00	66.80	N/A	N/A	0	1	557	225
2010-07-12	$7.26	$10.00	61.9%	23.8%	55.8%	29.2%	83.1%	12.8%	-1.3%	139	35.3K	-514	1.70	73.87	N/A	N/A	50	85	557	226
2010-07-13	$7.70	$10.00	49.5%	23.9%	58.5%	18.7%	0.0%	2.6%	-1.8%	-84	23.4K	-666	0.00	66.96	N/A	N/A	0	0	597	301
2010-07-14	$7.49	$10.00	68.3%	23.9%	54.3%	34.7%	0.0%	1.8%	-2.1%	-154	39.7K	-634	0.00	74.39	N/A	N/A	10	0	597	301
2010-07-15	$7.40	$10.00	84.6%	24.3%	54.2%	48.5%	0.0%	4.2%	-3.3%	-820	54.2K	-598	0.67	74.78	N/A	N/A	15	10	587	301
2010-07-16	$6.99	$10.00	77.4%	22.2%	55.1%	42.4%	76.3%	10.1%	0.8%	-214	79.6K	-557	0.95	84.56	N/A	N/A	21	20	602	301
2010-07-19	$7.26	$7.50	64.0%	18.3%	56.6%	31.0%	64.0%	8.7%	12.8%	-524	38.7K	-509	0.26	90.18	N/A	N/A	38	10	333	226
2010-07-20	$7.15	$7.50	66.2%	19.0%	53.8%	32.9%	0.0%	15.7%	11.0%	-137	32.4K	-493	0.00	66.45	N/A	N/A	0	0	354	216
2010-07-21	$7.10	$7.50	63.7%	18.3%	53.7%	30.8%	0.0%	11.5%	13.6%	-95	28.8K	-501	0.00	68.14	N/A	N/A	10	0	354	216
2010-07-22	$7.26	$7.50	62.3%	17.9%	53.3%	29.5%	0.0%	9.2%	10.4%	-68	25.0K	-528	0.00	68.79	N/A	N/A	20	0	364	216
2010-07-23	$7.67	$7.50	61.2%	17.5%	56.7%	28.6%	0.0%	-3.1%	0.0%	341	1.9K	-576	0.00	37.13	N/A	N/A	1	0	374	216
2010-07-26	$7.86	$7.50	62.2%	17.8%	57.1%	29.5%	0.0%	4.4%	-14.9%	331	-16.1K	-604	0.00	32.75	N/A	N/A	5	0	375	216
2010-07-27	$7.91	$7.50	58.8%	16.9%	56.1%	26.6%	0.0%	3.7%	11.5%	402	-19.1K	-615	0.00	36.05	N/A	N/A	0	0	380	216
2010-07-28	$7.81	$7.50	59.8%	17.1%	54.2%	27.4%	0.0%	2.8%	0.0%	429	-11.4K	-592	0.00	39.13	N/A	N/A	0	0	380	216
2010-07-29	$7.78	$7.50	59.8%	17.1%	52.3%	27.5%	59.9%	1.5%	-50.5%	409	-8.6K	-574	0.00	44.94	N/A	N/A	14	0	380	216
2010-07-30	$7.93	$7.50	57.3%	16.4%	52.0%	25.3%	0.0%	2.0%	0.0%	597	-22.0K	-597	0.00	48.71	N/A	N/A	1	0	389	216