AGYS Options History — November 2010 In November 2010, AGYS traded between $4.97 and $6.12. ATM implied volatility averaged 93.8%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 37.4% (HV 20d: 56.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2010-11-29 : Highest Volume — 50 contracts2010-11-11 : Largest IV drop — 36.3% change2010-11-10 : Highest IV Rank — 87.6%2010-11-03 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.46 $4.97 $6.12 $5.68 $5.13 Max Pain $6.67 $5.00 $7.50 $7.50 $5.00 ATM IV 93.8% 77.5% 123.7% 97.2% 95.0% Expected Move 24.7% 21.6% 31.1% 27.9% 27.2% HV 20d 56.4% 42.5% 64.6% 42.5% 61.2% HV 60d 57.0% 53.1% 65.0% 63.5% 53.1% IV Rank 60.3% 45.5% 87.6% 63.4% 61.4% IV Percentile 86.4% 69.0% 99.2% 96.0% 92.1% Term Structure -11.7% -34.0% 7.3% -20.9% -21.8% VWIV 97.3% 88.4% 106.3% 106.3% 88.4% Skew 25d 15.4% -6.4% 28.6% 11.1% 24.4% Skew 10d 36.5% 31.7% 50.9% 34.3% 42.7% Call IV 25d 66.1% 43.2% 76.4% 58.9% 75.4% Put IV 25d 81.5% 63.3% 105.0% 70.0% 99.8% Bid-Ask Spread % 138.31 131.48 146.13 138.18 141.46 Gamma HHI 0.59 0.35 0.95 0.40 0.95 Net GEX -152 -831 160 0 -831 Net DEX 11.1K -788 24.8K 7.1K 24.8K Net VEX -81 -132 -53 -101 -113 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 3.333 0 50 2 0 Total OI 149.619 134 187 167 187
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 2010-11-01 $5.68 $7.50 97.2% 27.9% 42.5% 63.4% 106.3% 11.1% -20.9% 0 7.1K -101 0.00 138.18 N/A N/A 2 0 103 64 2010-11-02 $6.12 $7.50 102.8% 29.5% 47.9% 68.5% 0.0% -6.4% -27.3% 160 -788 -132 0.00 133.39 N/A N/A 15 0 101 64 2010-11-03 $6.03 $7.50 108.5% 31.1% 45.0% 73.7% 0.0% 8.1% -34.0% -25 5.6K -96 0.00 133.52 N/A N/A 0 0 86 64 2010-11-04 $6.05 $7.50 108.1% 31.0% 45.2% 73.4% 0.0% 21.1% -32.0% -27 5.6K -96 0.00 133.96 N/A N/A 0 0 86 64 2010-11-05 $5.83 $0.00 108.5% 21.6% 45.5% 73.7% 0.0% 5.3% -8.3% -72 7.9K -91 0.00 131.48 N/A N/A 0 0 86 64 2010-11-08 $5.73 $0.00 117.3% 21.7% 45.5% 81.8% 0.0% 0.1% -9.1% -58 7.8K -91 0.00 132.75 N/A N/A 0 0 86 64 2010-11-09 $5.35 $0.00 114.1% 21.8% 49.3% 78.8% 0.0% 17.1% -0.4% -113 10.9K -85 0.00 137.18 N/A N/A 0 0 86 64 2010-11-10 $5.76 $0.00 123.7% 22.1% 58.2% 87.6% 0.0% 9.9% -9.7% -102 9.0K -81 0.00 132.90 N/A N/A 0 0 86 64 2010-11-11 $5.72 $0.00 78.8% 22.6% 57.4% 46.7% 0.0% 5.3% -13.7% -104 9.2K -82 0.00 132.75 N/A N/A 0 0 86 64 2010-11-12 $5.46 $0.00 77.7% 22.3% 57.8% 45.7% 0.0% 16.5% -10.9% -157 11.7K -76 0.00 136.09 N/A N/A 0 0 86 64 2010-11-15 $5.52 $0.00 78.3% 22.4% 58.5% 46.2% 0.0% 14.6% -11.9% -165 11.5K -74 0.00 136.28 N/A N/A 0 0 86 64 2010-11-16 $5.18 $0.00 81.6% 23.4% 61.1% 49.2% 0.0% 25.4% 0.7% -151 13.1K -71 0.00 142.95 N/A N/A 0 0 86 64 2010-11-17 $5.10 $0.00 81.5% 23.4% 61.1% 49.1% 0.0% 24.1% -1.8% -166 13.7K -68 0.00 145.72 N/A N/A 0 0 86 64 2010-11-18 $5.31 $0.00 82.7% 23.7% 64.3% 50.3% 0.0% 28.4% -8.7% -175 12.9K -73 0.00 140.86 N/A N/A 0 0 86 64 2010-11-19 $5.21 $0.00 83.1% 23.8% 64.1% 50.6% 0.0% 27.9% -2.6% -172 13.1K -71 0.00 143.10 N/A N/A 0 0 86 64 2010-11-22 $5.16 $0.00 85.7% 24.6% 64.1% 52.9% 0.0% 28.6% -5.0% -176 13.1K -67 0.00 146.13 N/A N/A 0 0 70 64 2010-11-23 $4.97 $0.00 88.9% 25.5% 64.6% 55.9% 0.0% 24.4% -17.8% -234 15.9K -53 0.00 141.17 N/A N/A 0 0 70 64 2010-11-24 $5.10 $0.00 89.5% 25.7% 63.7% 56.4% 0.0% 0.0% -14.6% -220 14.6K -60 0.00 141.46 N/A N/A 0 0 70 64 2010-11-26 $5.10 $0.00 88.4% 25.3% 63.4% 55.4% 88.4% 0.0% -2.4% -175 13.3K -63 0.00 141.46 N/A N/A 3 0 70 64 2010-11-29 $5.18 $5.00 77.5% 22.2% 63.7% 45.5% 0.0% 0.0% 7.3% -226 14.1K -55 0.00 141.78 N/A N/A 0 50 73 64 2010-11-30 $5.13 $5.00 95.0% 27.2% 61.2% 61.4% 0.0% 0.0% -21.8% -831 24.8K -113 0.00 141.46 N/A N/A 0 0 73 114
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