AGYS Options History — October 2010

In October 2010, AGYS traded between $6.00 and $7.39. ATM implied volatility averaged 85.0%, placing in the 50.8% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 41.5% (HV 20d: 43.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2010-10-04: Highest Volume — 24 contracts
2010-10-04: Largest IV spike — 62.4% change
2010-10-13: Highest IV Rank — 97.4%
2010-10-28: Largest Expected Move — 28.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.92	$6.00	$7.39	$6.65	$6.00
Max Pain	$7.63	$7.50	$10.00	$10.00	$7.50
ATM IV	85.0%	58.1%	134.5%	58.1%	96.1%
Expected Move	20.9%	16.6%	28.0%	16.6%	27.5%
HV 20d	43.5%	31.0%	52.1%	52.1%	38.7%
HV 60d	64.4%	62.8%	66.7%	66.2%	62.8%
IV Rank	50.8%	25.9%	97.4%	25.9%	62.4%
IV Percentile	75.2%	32.5%	99.6%	32.5%	95.6%
Term Structure	-2.0%	-25.1%	20.8%	20.8%	-22.2%
VWIV	64.2%	61.5%	65.6%	65.6%	65.6%
Skew 25d	11.7%	4.0%	27.6%	23.8%	7.2%
Skew 10d	18.0%	2.8%	33.3%	8.5%	33.3%
Call IV 25d	57.3%	52.2%	87.4%	52.6%	56.6%
Put IV 25d	69.1%	62.2%	115.0%	76.3%	63.8%
Bid-Ask Spread %	119.78	76.95	131.88	76.95	124.00
Gamma HHI	0.37	0.34	0.38	0.38	0.37
Net GEX	18	-436	471	-436	84
Net DEX	2.7K	-18.7K	30.9K	30.9K	1.3K
Net VEX	-173	-213	-120	-170	-120
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	3.667	0	24	0	0
Total OI	375.143	163	573	546	167

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
2010-10-01	$6.65	$10.00	58.1%	16.6%	52.1%	25.9%	0.0%	23.8%	20.8%	-436	30.9K	-170	76.95	N/A	N/A	0	0	346	200
2010-10-04	$6.58	$0.00	94.3%	19.0%	49.7%	56.7%	65.6%	27.6%	6.4%	-407	28.5K	-173	128.37	N/A	N/A	24	0	346	200
2010-10-05	$6.90	$7.50	89.9%	24.6%	50.4%	53.0%	0.0%	6.7%	-17.3%	-286	19.2K	-191	111.18	N/A	N/A	0	0	361	200
2010-10-06	$7.17	$7.50	89.5%	22.9%	49.8%	52.7%	0.0%	14.2%	-8.9%	-252	11.9K	-197	114.58	N/A	N/A	0	0	361	200
2010-10-07	$7.13	$7.50	91.5%	22.7%	50.1%	54.4%	0.0%	11.9%	-8.6%	-274	13.8K	-193	119.36	N/A	N/A	21	0	361	200
2010-10-08	$7.23	$7.50	91.3%	22.7%	50.1%	54.2%	0.0%	12.5%	-11.2%	-205	9.3K	-213	115.59	N/A	N/A	0	0	373	200
2010-10-11	$7.10	$7.50	119.0%	17.3%	47.8%	77.8%	0.0%	0.0%	9.9%	-148	12.3K	-198	120.09	N/A	N/A	0	0	373	200
2010-10-12	$7.15	$7.50	116.4%	17.9%	47.8%	75.5%	0.0%	12.4%	7.3%	-213	11.9K	-198	117.58	N/A	N/A	0	10	373	200
2010-10-13	$7.18	$7.50	134.5%	17.2%	47.8%	97.4%	0.0%	0.0%	8.4%	-178	10.6K	-196	116.58	N/A	N/A	0	0	373	198
2010-10-14	$7.29	$7.50	60.1%	17.2%	47.7%	29.6%	0.0%	12.2%	9.9%	-210	8.6K	-194	118.92	N/A	N/A	0	0	373	198
2010-10-15	$7.39	$7.50	63.8%	18.3%	45.1%	33.0%	0.0%	9.4%	5.2%	-381	7.9K	-174	111.91	N/A	N/A	9	0	373	198
2010-10-18	$7.30	$7.50	61.8%	17.7%	42.2%	31.2%	61.5%	11.1%	14.3%	438	-16.6K	-174	120.15	N/A	N/A	6	0	96	67
2010-10-19	$7.19	$7.50	65.1%	18.7%	40.6%	34.2%	65.6%	0.0%	9.7%	471	-17.7K	-175	119.36	N/A	N/A	1	0	102	67
2010-10-20	$7.11	$7.50	77.5%	22.2%	41.1%	45.5%	0.0%	12.1%	-1.1%	441	-18.7K	-178	128.02	N/A	N/A	0	3	103	67
2010-10-21	$6.94	$7.50	77.1%	22.1%	39.9%	45.1%	0.0%	0.0%	-8.2%	427	-17.4K	-172	128.29	N/A	N/A	0	0	103	64
2010-10-22	$6.93	$7.50	80.7%	23.1%	33.0%	48.4%	0.0%	8.7%	-12.4%	389	-15.9K	-170	122.15	N/A	N/A	0	0	103	64
2010-10-25	$6.81	$7.50	73.7%	21.1%	31.0%	42.0%	0.0%	7.8%	-10.4%	410	-12.8K	-157	131.88	N/A	N/A	0	0	103	64
2010-10-26	$6.75	$7.50	66.1%	19.0%	31.4%	35.1%	0.0%	4.0%	7.2%	376	-9.0K	-150	131.48	N/A	N/A	0	0	103	64
2010-10-27	$6.34	$7.50	80.7%	23.1%	38.4%	48.4%	0.0%	0.0%	-15.5%	205	-1.7K	-126	131.74	N/A	N/A	3	0	103	64
2010-10-28	$6.16	$7.50	97.6%	28.0%	39.0%	63.8%	0.0%	6.2%	-25.1%	127	-72	-120	127.18	N/A	N/A	0	0	103	64
2010-10-29	$6.00	$7.50	96.1%	27.5%	38.7%	62.4%	0.0%	7.2%	-22.2%	84	1.3K	-120	124.00	N/A	N/A	0	0	103	64