AGYS Options History — December 2010

In December 2010, AGYS traded between $4.85 and $6.16. ATM implied volatility averaged 100.9%, placing in the 54.3% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 33.1% (HV 20d: 67.8%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.38.

Notable Days

2010-12-13: Highest Volume — 63 contracts
2010-12-15: Largest IV drop — 55.4% change
2010-12-10: Highest IV Rank — 100.0%
2010-12-03: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.58	$4.85	$6.16	$4.89	$5.63
Max Pain	$7.16	$5.00	$7.50	$5.00	$7.50
ATM IV	100.9%	64.4%	188.6%	100.3%	69.6%
Expected Move	23.1%	18.5%	29.9%	28.8%	19.9%
HV 20d	67.8%	43.8%	77.2%	55.2%	74.1%
HV 60d	58.5%	51.8%	62.6%	54.0%	59.7%
IV Rank	54.3%	22.9%	100.0%	66.3%	26.1%
IV Percentile	78.7%	42.5%	100.0%	94.0%	50.0%
Term Structure	-27.2%	-148.3%	15.4%	-25.6%	-15.4%
VWIV	73.6%	67.0%	80.2%	67.0%	80.2%
Skew 25d	30.6%	24.1%	34.0%	32.9%	24.1%
Skew 10d	45.5%	8.2%	61.1%	54.8%	8.2%
Call IV 25d	68.8%	44.5%	79.0%	72.7%	44.5%
Put IV 25d	99.4%	68.6%	108.6%	105.5%	68.6%
Bid-Ask Spread %	128.99	111.05	171.64	141.30	118.91
Gamma HHI	0.78	0.54	0.97	0.97	0.74
Net GEX	-617	-1.1K	-73	-873	-1.1K
Net DEX	7.9K	-19.1K	30.6K	29.0K	30.6K
Net VEX	-147	-228	-57	-107	-139
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.00	1.50	0.00	1.50
Total Volume	6.864	0	63	0	0
Total OI	248.682	187	322	187	321

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
2010-12-01	$4.89	$5.00	100.3%	28.8%	55.2%	66.3%	0.0%	32.9%	-25.6%	-873	29.0K	-107	0.00	141.30	N/A	N/A	0	0	73	114
2010-12-02	$4.89	$5.00	100.4%	28.8%	55.3%	66.4%	0.0%	33.2%	-28.1%	-874	29.0K	-106	0.00	141.30	N/A	N/A	10	0	73	114
2010-12-03	$4.85	$5.00	104.3%	29.9%	55.1%	69.9%	0.0%	28.6%	-10.4%	-793	27.1K	-112	0.00	141.34	N/A	N/A	0	0	83	114
2010-12-06	$5.02	$7.50	97.7%	21.8%	56.4%	63.9%	0.0%	34.0%	-33.1%	-373	21.9K	-120	0.00	132.05	N/A	N/A	0	0	83	114
2010-12-07	$5.08	$7.50	116.9%	21.0%	56.7%	81.4%	0.0%	0.0%	0.0%	-863	25.9K	-106	0.00	133.97	N/A	N/A	0	0	83	114
2010-12-08	$5.02	$7.50	120.1%	21.8%	51.7%	84.3%	0.0%	0.0%	0.0%	-857	26.5K	-107	0.00	133.79	N/A	N/A	0	0	83	114
2010-12-09	$5.10	$7.50	121.8%	21.4%	43.8%	85.8%	0.0%	0.0%	0.0%	-855	25.5K	-106	0.00	134.06	N/A	N/A	0	0	83	114
2010-12-10	$6.00	$7.50	156.4%	22.1%	74.1%	100.0%	0.0%	0.0%	0.0%	-521	7.0K	-120	0.00	126.23	N/A	N/A	3	0	83	114
2010-12-13	$5.65	$7.50	176.8%	20.6%	75.5%	100.0%	0.0%	0.0%	0.0%	-408	13.8K	-57	0.00	156.60	N/A	N/A	63	0	83	114
2010-12-14	$5.40	$7.50	188.6%	23.8%	77.2%	100.0%	0.0%	0.0%	0.0%	-537	18.8K	-133	0.00	114.48	N/A	N/A	0	0	144	114
2010-12-15	$5.46	$7.50	84.1%	24.1%	73.6%	35.1%	0.0%	0.0%	0.0%	-584	18.2K	-131	0.00	114.84	N/A	N/A	0	0	144	114
2010-12-16	$5.80	$7.50	88.4%	25.3%	76.0%	37.8%	0.0%	0.0%	0.0%	-454	-19.1K	-211	0.00	113.15	N/A	N/A	0	0	144	114
2010-12-17	$5.97	$7.50	88.6%	25.4%	75.5%	37.9%	0.0%	0.0%	-148.3%	-276	-18.0K	-148	0.00	154.56	N/A	N/A	0	0	144	114
2010-12-20	$6.02	$7.50	74.9%	21.5%	74.9%	29.4%	0.0%	0.0%	-8.1%	-481	-17.5K	-188	0.00	117.51	N/A	N/A	0	20	141	114
2010-12-21	$6.16	$7.50	64.4%	18.5%	74.8%	22.9%	0.0%	0.0%	-36.6%	-248	-13.7K	-180	0.00	116.37	N/A	N/A	0	0	141	134
2010-12-22	$6.01	$7.50	97.1%	27.8%	73.9%	43.2%	0.0%	0.0%	-26.2%	-73	-9.8K	-190	0.00	111.05	N/A	N/A	0	0	141	134
2010-12-23	$6.07	$7.50	66.1%	18.9%	73.6%	23.9%	67.0%	24.1%	-8.8%	-510	-14.2K	-210	0.00	114.87	N/A	N/A	0	50	141	134
2010-12-27	$6.04	$7.50	69.1%	19.8%	73.7%	25.8%	80.2%	0.0%	-21.0%	-788	-4.1K	-228	1.50	115.69	N/A	N/A	2	3	141	181
2010-12-28	$5.93	$7.50	68.3%	19.6%	74.3%	25.3%	0.0%	0.0%	-16.4%	-924	-11.2K	-203	0.00	115.01	N/A	N/A	0	0	143	178
2010-12-29	$5.95	$7.50	71.8%	20.6%	74.0%	27.5%	0.0%	0.0%	-18.7%	-899	-11.2K	-203	0.00	119.03	N/A	N/A	0	0	143	178
2010-12-30	$5.90	$7.50	93.2%	26.7%	71.4%	40.8%	0.0%	0.0%	15.4%	-274	19.1K	-126	0.00	171.64	N/A	N/A	0	0	143	178
2010-12-31	$5.63	$7.50	69.6%	19.9%	74.1%	26.1%	0.0%	0.0%	-15.4%	-1.1K	30.6K	-139	0.00	118.91	N/A	N/A	0	0	143	178