AGYS Options History — August 2010 In August 2010, AGYS traded between $4.34 and $7.93. ATM implied volatility averaged 69.6%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 3.1% (HV 20d: 66.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 4.67.
Notable Days 2010-08-06 : Highest Volume — 55 contracts2010-08-11 : Largest IV spike — 33.7% change2010-08-16 : Highest IV Rank — 53.4%2010-08-16 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.63 $4.34 $7.93 $7.93 $4.34 Max Pain $6.25 $5.00 $7.50 $7.50 $5.00 ATM IV 69.6% 44.3% 90.4% 57.9% 58.1% Expected Move 21.1% 14.6% 25.9% 16.6% 16.7% HV 20d 66.5% 47.0% 79.0% 48.3% 69.9% HV 60d 66.5% 58.9% 70.3% 67.1% 64.6% IV Rank 35.8% 14.2% 53.4% 25.8% 26.0% IV Percentile 57.6% 15.5% 94.8% 29.0% 32.1% Term Structure 6.0% -43.1% 35.0% -43.1% 25.7% VWIV 76.6% 55.9% 108.1% 57.9% 108.1% Skew 25d 19.9% -7.2% 59.0% 5.0% 13.7% Skew 10d 26.8% -4.8% 84.3% 18.6% 24.3% Call IV 25d 68.0% 53.7% 81.8% 66.0% 76.1% Put IV 25d 87.9% 68.1% 124.3% 71.0% 89.7% Bid-Ask Spread % 57.59 27.28 88.83 44.39 53.23 Gamma HHI 0.34 0.23 0.61 0.32 0.25 Net GEX -179 -833 618 618 16 Net DEX 49.9K -23.7K 84.8K -23.7K 50.4K Net VEX -286 -581 -129 -581 -129 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.67 0.00 31.00 0.67 31.00 Total Volume 15.545 0 55 10 2 Total OI 635.409 578 708 606 607
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 2010-08-02 $7.93 $7.50 57.9% 16.6% 48.3% 25.8% 57.9% 5.0% -43.1% 618 -23.7K -581 0.67 44.39 N/A N/A 6 4 390 216 2010-08-03 $7.84 $7.50 58.3% 16.7% 47.0% 26.2% 0.0% -0.8% 12.0% 245 -16.2K -554 0.00 51.47 N/A N/A 0 0 393 220 2010-08-04 $7.45 $7.50 56.0% 16.1% 49.6% 24.2% 0.0% -2.6% 14.5% -177 14.7K -496 0.00 38.74 N/A N/A 7 0 393 220 2010-08-05 $6.99 $7.50 51.1% 14.6% 53.8% 20.0% 55.9% 30.0% 13.7% -167 32.3K -448 0.18 53.90 N/A N/A 22 4 400 220 2010-08-06 $6.80 $5.00 45.7% 20.3% 54.4% 15.5% 70.8% 27.0% 1.5% -274 47.9K -367 2.67 88.83 N/A N/A 15 40 398 210 2010-08-09 $7.05 $7.50 44.3% 19.9% 55.1% 14.2% 0.0% 12.9% 3.7% -655 41.0K -454 0.00 86.18 N/A N/A 0 0 411 240 2010-08-10 $6.65 $7.50 52.9% 20.9% 53.7% 21.6% 56.9% 23.0% 1.3% -316 60.5K -384 0.00 85.28 N/A N/A 5 0 411 240 2010-08-11 $5.70 $7.50 70.8% 24.6% 74.7% 36.8% 86.2% 13.2% 4.5% -64 78.6K -288 10.00 65.76 N/A N/A 2 20 406 240 2010-08-12 $5.51 $7.50 87.7% 25.1% 75.1% 51.1% 87.5% 39.8% 6.0% -181 82.2K -278 2.00 63.33 N/A N/A 1 2 408 260 2010-08-13 $5.35 $7.50 85.5% 24.5% 73.6% 49.2% 0.0% 37.6% 7.3% -234 84.8K -262 0.00 87.97 N/A N/A 0 4 409 262 2010-08-16 $4.93 $7.50 90.4% 25.9% 74.8% 53.4% 71.6% -7.2% 3.1% -281 75.8K -212 0.00 65.34 N/A N/A 0 21 409 240 2010-08-17 $5.01 $7.50 84.8% 24.3% 75.9% 48.7% 84.8% 59.0% 5.4% -745 81.7K -214 0.09 85.47 N/A N/A 46 4 409 258 2010-08-18 $5.24 $5.00 82.4% 23.6% 79.0% 46.6% 0.0% 30.7% -2.6% -471 64.6K -238 0.00 59.49 N/A N/A 0 0 454 254 2010-08-19 $5.00 $5.00 83.3% 23.9% 78.5% 47.4% 0.0% 27.7% 2.2% -654 68.5K -227 0.00 27.28 N/A N/A 0 0 454 254 2010-08-20 $4.96 $5.00 82.6% 23.7% 73.7% 46.8% 0.0% 30.3% 1.0% -833 72.3K -212 0.00 31.36 N/A N/A 0 49 454 254 2010-08-23 $4.75 $5.00 77.5% 22.2% 72.0% 42.5% 77.5% 19.1% 9.2% 65 44.3K -187 0.10 30.38 N/A N/A 20 2 397 181 2010-08-24 $4.63 $5.00 84.7% 24.3% 71.0% 48.6% 84.7% 21.2% 6.6% 56 44.7K -183 31.00 33.60 N/A N/A 1 31 397 181 2010-08-25 $4.49 $5.00 69.5% 19.9% 70.8% 35.6% 0.0% 12.6% 9.6% 10 51.6K -151 0.00 46.03 N/A N/A 0 32 398 212 2010-08-26 $4.40 $5.00 62.8% 18.0% 70.3% 30.0% 0.0% 20.1% 35.0% 22 47.7K -146 0.00 58.85 N/A N/A 0 0 398 208 2010-08-27 $4.51 $5.00 73.2% 21.0% 70.8% 38.8% 0.0% 17.1% 11.3% 60 48.0K -134 0.00 67.37 N/A N/A 0 1 398 208 2010-08-30 $4.43 $5.00 72.0% 20.6% 70.2% 37.8% 108.1% 8.7% 4.2% 26 45.5K -141 0.00 42.82 N/A N/A 0 1 398 209 2010-08-31 $4.34 $5.00 58.1% 16.7% 69.9% 26.0% 0.0% 13.7% 25.7% 16 50.4K -129 0.00 53.23 N/A N/A 0 2 398 209
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