AGYS Options History — January 2011 In January 2011, AGYS traded between $5.26 and $5.79. ATM implied volatility averaged 79.2%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 27.1% (HV 20d: 52.1%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2011-01-04 : Highest Volume — 60 contracts2011-01-05 : Largest IV spike — 86.5% change2011-01-05 : Highest IV Rank — 64.6%2011-01-05 : Largest Expected Move — 37.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.56 $5.26 $5.79 $5.79 $5.73 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 79.2% 59.0% 131.6% 68.4% 76.5% Expected Move 21.9% 16.9% 37.7% 19.6% 21.9% HV 20d 52.1% 39.4% 75.8% 74.2% 48.1% HV 60d 61.2% 60.0% 63.1% 60.1% 60.3% IV Rank 32.1% 19.5% 64.6% 25.4% 30.4% IV Percentile 59.5% 29.4% 98.0% 47.6% 56.0% Term Structure -14.1% -30.0% 3.7% -23.1% -24.3% Bid-Ask Spread % 128.02 105.33 150.68 105.33 129.55 Gamma HHI 0.82 0.51 1.00 0.68 0.79 Net GEX -1.0K -2.3K -80 -874 -543 Net DEX 42.6K 19.5K 62.4K 25.6K 32.5K Net VEX -139 -248 -93 -142 -102 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 4.8 0 60 6 0 Total OI 329.9 216 391 321 216
Daily Data (20 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 2011-01-03 $5.79 $7.50 68.4% 19.6% 74.2% 25.4% 0.0% 0.0% -23.1% -874 25.6K -142 0.00 105.33 N/A N/A 0 6 143 178 2011-01-04 $5.67 $7.50 70.6% 20.2% 74.3% 26.7% 0.0% 0.0% -30.0% -1.1K 29.9K -133 0.00 109.98 N/A N/A 0 60 143 184 2011-01-05 $5.56 $7.50 131.6% 37.7% 74.8% 64.6% 0.0% 0.0% -21.5% -1.3K 52.8K -181 0.00 123.45 N/A N/A 0 0 143 244 2011-01-06 $5.40 $7.50 96.8% 27.7% 75.6% 43.0% 0.0% 0.0% -24.0% -1.7K 58.5K -163 0.00 122.41 N/A N/A 0 0 143 244 2011-01-07 $5.30 $7.50 92.3% 22.3% 75.8% 40.2% 0.0% 0.0% 0.0% -1.8K 61.9K -150 0.00 126.35 N/A N/A 0 0 143 244 2011-01-10 $5.26 $7.50 69.4% 16.9% 46.4% 26.0% 0.0% 0.0% 0.0% -2.3K 62.4K -133 0.00 137.19 N/A N/A 0 0 143 244 2011-01-11 $5.34 $7.50 89.0% 27.1% 42.4% 38.2% 0.0% 0.0% 0.0% -1.9K 59.2K -142 0.00 120.97 N/A N/A 0 0 143 244 2011-01-12 $5.59 $7.50 106.0% 20.6% 42.6% 48.7% 0.0% 0.0% 3.7% -1.4K 54.8K -153 0.00 132.80 N/A N/A 20 0 143 244 2011-01-13 $5.37 $7.50 79.3% 22.7% 44.9% 32.1% 0.0% 0.0% -13.4% -1.6K 33.0K -248 0.00 132.03 N/A N/A 1 0 143 244 2011-01-14 $5.48 $7.50 63.5% 18.2% 39.6% 22.3% 0.0% 0.0% -3.1% -1.5K 58.6K -141 0.00 136.31 N/A N/A 0 0 142 244 2011-01-18 $5.65 $7.50 77.4% 22.2% 39.8% 31.0% 0.0% 0.0% -5.1% -1.3K 54.1K -146 0.00 118.47 N/A N/A 5 0 142 244 2011-01-19 $5.75 $7.50 76.1% 21.8% 40.3% 30.2% 0.0% 0.0% -14.7% -80 37.9K -104 0.00 114.54 N/A N/A 0 0 147 244 2011-01-20 $5.66 $7.50 82.0% 23.5% 39.4% 33.8% 0.0% 0.0% -9.1% -508 41.8K -128 0.00 135.12 N/A N/A 4 0 147 244 2011-01-21 $5.33 $7.50 61.6% 17.7% 43.6% 21.2% 0.0% 0.0% -9.1% -630 44.7K -93 0.00 134.58 N/A N/A 0 0 147 244 2011-01-24 $5.54 $7.50 74.2% 21.3% 46.1% 29.0% 0.0% 0.0% -10.2% -563 19.5K -195 0.00 129.63 N/A N/A 0 0 80 136 2011-01-25 $5.74 $7.50 64.0% 18.4% 48.2% 22.7% 0.0% 0.0% -11.8% -547 30.7K -111 0.00 133.07 N/A N/A 0 0 80 136 2011-01-26 $5.71 $7.50 59.0% 16.9% 47.9% 19.5% 0.0% 0.0% 0.0% -340 29.5K -99 0.00 150.68 N/A N/A 0 0 80 136 2011-01-27 $5.77 $7.50 73.7% 21.1% 48.1% 28.7% 0.0% 0.0% -14.6% -486 31.0K -114 0.00 131.20 N/A N/A 0 0 80 136 2011-01-28 $5.56 $7.50 72.0% 20.6% 49.7% 27.6% 0.0% 0.0% -15.6% -578 34.1K -100 0.00 136.81 N/A N/A 0 0 80 136 2011-01-31 $5.73 $7.50 76.5% 21.9% 48.1% 30.4% 0.0% 0.0% -24.3% -543 32.5K -102 0.00 129.55 N/A N/A 0 0 80 136
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