AGYS Options History — September 2010

In September 2010, AGYS traded between $4.66 and $6.50. ATM implied volatility averaged 72.7%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 8.7% (HV 20d: 64.0%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 3.00.

Notable Days

2010-09-27: Highest Volume — 30 contracts
2010-09-23: Largest IV spike — 31.2% change
2010-09-17: Highest IV Rank — 52.4%
2010-09-17: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.69	$4.66	$6.50	$4.70	$6.50
Max Pain	$9.52	$5.00	$10.00	$5.00	$10.00
ATM IV	72.7%	55.1%	89.2%	75.4%	56.4%
Expected Move	21.4%	15.8%	25.6%	21.6%	16.2%
HV 20d	64.0%	52.9%	83.8%	79.4%	52.9%
HV 60d	65.9%	63.9%	67.8%	66.9%	66.3%
IV Rank	38.4%	23.4%	52.4%	40.7%	24.5%
IV Percentile	62.8%	25.4%	94.4%	70.2%	28.2%
Term Structure	2.9%	-14.8%	24.3%	12.7%	21.5%
VWIV	55.5%	54.8%	56.2%	56.2%	54.8%
Skew 25d	17.2%	-5.8%	45.2%	12.0%	13.7%
Skew 10d	25.8%	-3.7%	63.4%	20.3%	11.2%
Call IV 25d	65.0%	49.2%	91.0%	74.5%	56.8%
Put IV 25d	82.1%	54.3%	121.1%	86.6%	70.5%
Bid-Ask Spread %	57.81	37.36	90.85	37.36	77.63
Gamma HHI	0.34	0.28	0.40	0.28	0.36
Net GEX	-153	-384	256	97	-373
Net DEX	32.7K	13.9K	45.2K	43.8K	33.3K
Net VEX	-161	-196	-140	-149	-166
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.00	0.00	20.00	0.00	0.00
Total Volume	4.333	0	30	3	0
Total OI	580.095	525	625	606	546

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
2010-09-01	$4.70	$5.00	75.4%	21.6%	79.4%	40.7%	0.0%	12.0%	12.7%	97	43.8K	-149	0.00	37.36	N/A	N/A	3	0	398	208
2010-09-02	$4.66	$5.00	72.1%	20.7%	78.0%	37.9%	0.0%	12.2%	11.5%	107	45.2K	-143	0.00	45.84	N/A	N/A	0	0	398	208
2010-09-03	$4.98	$10.00	73.7%	24.7%	83.8%	39.3%	0.0%	17.5%	-12.9%	182	40.6K	-160	0.00	41.59	N/A	N/A	0	0	398	208
2010-09-07	$4.95	$10.00	68.7%	25.5%	81.6%	35.0%	0.0%	22.1%	-14.8%	256	38.6K	-157	0.00	41.27	N/A	N/A	0	0	398	208
2010-09-08	$4.89	$10.00	75.4%	24.9%	80.2%	40.7%	0.0%	19.8%	-11.6%	224	40.1K	-150	20.00	41.75	N/A	N/A	1	20	398	208
2010-09-09	$5.07	$10.00	84.1%	24.1%	63.2%	48.1%	0.0%	22.0%	-8.1%	-91	42.2K	-159	0.00	41.07	N/A	N/A	5	0	397	227
2010-09-10	$5.19	$10.00	85.5%	24.5%	63.1%	49.3%	0.0%	25.3%	-10.2%	-191	39.4K	-163	0.00	42.66	N/A	N/A	10	0	392	227
2010-09-13	$5.55	$10.00	86.6%	24.8%	66.9%	50.2%	0.0%	26.0%	-10.7%	-156	20.4K	-160	0.00	43.44	N/A	N/A	0	0	398	227
2010-09-14	$5.63	$10.00	83.8%	24.0%	59.2%	47.8%	0.0%	23.6%	-7.3%	-181	19.6K	-155	0.00	46.25	N/A	N/A	5	0	398	227
2010-09-15	$5.65	$10.00	84.3%	24.2%	59.1%	48.3%	0.0%	22.0%	-10.7%	-265	18.6K	-151	0.00	90.85	N/A	N/A	0	0	393	227
2010-09-16	$5.69	$10.00	89.0%	25.5%	57.3%	52.3%	0.0%	26.5%	-13.7%	-254	18.4K	-151	0.00	45.98	N/A	N/A	0	3	393	227
2010-09-17	$6.01	$10.00	89.2%	25.6%	56.7%	52.4%	0.0%	6.0%	-7.5%	-271	13.9K	-168	1.00	38.69	N/A	N/A	6	6	393	230
2010-09-20	$6.36	$10.00	65.7%	18.8%	58.7%	32.5%	0.0%	15.2%	24.3%	-290	29.8K	-196	0.00	75.56	N/A	N/A	0	0	344	181
2010-09-21	$6.16	$10.00	60.7%	17.4%	57.4%	28.2%	56.2%	-0.1%	14.0%	-300	34.8K	-168	0.00	76.85	N/A	N/A	2	0	344	181
2010-09-22	$6.20	$10.00	57.8%	16.6%	55.6%	25.7%	0.0%	10.2%	21.5%	-322	34.4K	-173	0.00	76.10	N/A	N/A	0	0	346	181
2010-09-23	$5.99	$10.00	75.9%	21.8%	56.1%	41.1%	0.0%	30.1%	16.0%	-62	37.4K	-140	0.00	69.72	N/A	N/A	0	0	346	181
2010-09-24	$6.41	$10.00	60.2%	17.3%	57.5%	27.8%	0.0%	45.2%	22.2%	-304	30.2K	-187	0.00	67.24	N/A	N/A	0	0	346	181
2010-09-27	$6.20	$10.00	61.5%	17.6%	60.4%	28.9%	54.8%	-5.8%	2.1%	-267	35.4K	-158	0.00	61.23	N/A	N/A	0	30	346	181
2010-09-28	$6.24	$10.00	65.1%	18.7%	59.2%	31.9%	0.0%	8.7%	3.4%	-384	36.8K	-159	0.00	76.63	N/A	N/A	0	0	346	200
2010-09-29	$6.39	$10.00	55.1%	15.8%	57.5%	23.4%	0.0%	7.9%	18.6%	-374	34.6K	-164	0.00	76.24	N/A	N/A	0	0	346	200
2010-09-30	$6.50	$10.00	56.4%	16.2%	52.9%	24.5%	0.0%	13.7%	21.5%	-373	33.3K	-166	0.00	77.63	N/A	N/A	0	0	346	200