AGYS Options History — February 2011

In February 2011, AGYS traded between $5.02 and $6.49. ATM implied volatility averaged 82.1%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 25.4% (HV 20d: 56.8%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.08.

Notable Days

2011-02-28: Highest Volume — 64 contracts
2011-02-15: Largest IV spike — 55.1% change
2011-02-15: Highest IV Rank — 60.1%
2011-02-15: Largest Expected Move — 35.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.75	$5.02	$6.49	$5.72	$5.02
Max Pain	$5.17	$2.50	$7.50	$7.50	$5.00
ATM IV	82.1%	52.1%	124.3%	81.7%	82.0%
Expected Move	21.9%	14.9%	35.6%	23.4%	23.5%
HV 20d	56.8%	47.0%	69.1%	47.0%	69.1%
HV 60d	60.1%	57.2%	63.9%	60.3%	63.9%
IV Rank	33.9%	15.2%	60.1%	33.6%	33.8%
IV Percentile	62.2%	20.2%	97.6%	66.7%	64.7%
Term Structure	-15.9%	-56.8%	5.0%	-24.9%	-35.6%
VWIV	80.8%	60.5%	108.0%	74.8%	108.0%
Bid-Ask Spread %	131.77	122.72	144.59	129.12	134.76
Gamma HHI	0.64	0.50	0.99	0.99	0.50
Net GEX	-150	-670	254	-622	-71
Net DEX	4.4K	-23.4K	34.0K	4.4K	5.4K
Net VEX	-169	-216	-86	-197	-165
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.42	0.00	0.00
Total Volume	8.526	0	64	0	64
Total OI	231.579	202	270	216	222

Daily Data (19 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
2011-02-01	$5.72	$7.50	81.7%	23.4%	47.0%	33.6%	0.0%	0.0%	-24.9%	-622	4.4K	-197	0.00	129.12	N/A	N/A	0	0	80	136
2011-02-02	$5.59	$7.50	75.3%	21.6%	47.2%	29.7%	0.0%	0.0%	-24.3%	-670	34.0K	-86	0.00	132.96	N/A	N/A	0	0	80	136
2011-02-03	$5.91	$7.50	103.0%	29.5%	50.6%	46.9%	0.0%	0.0%	-33.4%	-513	28.6K	-115	0.00	132.43	N/A	N/A	0	0	80	136
2011-02-04	$5.73	$0.00	82.6%	22.6%	50.8%	34.2%	0.0%	0.0%	-13.4%	-602	31.8K	-89	0.00	125.89	N/A	N/A	0	0	80	136
2011-02-07	$5.85	$0.00	91.7%	17.3%	50.5%	39.9%	0.0%	0.0%	-7.1%	-626	3.6K	-191	0.00	130.18	N/A	N/A	0	0	80	136
2011-02-08	$5.93	$0.00	96.7%	15.4%	50.3%	43.0%	0.0%	0.0%	-4.4%	-500	27.6K	-102	0.00	127.22	N/A	N/A	0	0	80	136
2011-02-09	$5.83	$0.00	97.4%	18.4%	50.8%	43.4%	74.8%	0.0%	-12.1%	-530	30.4K	-90	0.00	134.34	N/A	N/A	20	0	80	136
2011-02-10	$6.40	$5.00	62.1%	17.8%	58.2%	21.5%	60.5%	0.0%	-19.7%	-81	-16.9K	-185	0.00	129.60	N/A	N/A	20	0	100	136
2011-02-11	$6.49	$5.00	52.1%	14.9%	55.6%	15.2%	0.0%	0.0%	-0.1%	108	-23.4K	-189	0.00	128.27	N/A	N/A	0	0	120	136
2011-02-14	$6.02	$5.00	80.2%	23.0%	62.9%	32.7%	77.2%	0.0%	-14.3%	211	550	-196	0.42	130.41	N/A	N/A	24	10	120	136
2011-02-15	$5.86	$5.00	124.3%	35.6%	63.1%	60.1%	0.0%	0.0%	-56.8%	210	-1.6K	-216	0.00	122.72	N/A	N/A	0	0	134	136
2011-02-16	$5.82	$5.00	73.5%	21.1%	62.9%	28.6%	0.0%	0.0%	-12.4%	254	-637	-210	0.00	131.08	N/A	N/A	0	0	134	136
2011-02-17	$5.74	$5.00	80.7%	23.1%	62.8%	33.0%	0.0%	0.0%	-13.4%	245	-6.7K	-203	0.00	134.15	N/A	N/A	4	0	134	121
2011-02-18	$5.68	$2.50	65.0%	18.6%	58.8%	23.3%	0.0%	0.0%	5.0%	238	-2.9K	-187	0.00	131.96	N/A	N/A	0	0	134	121
2011-02-22	$5.43	$2.50	76.9%	22.1%	59.6%	30.7%	83.2%	0.0%	3.2%	207	-10.5K	-196	0.00	135.32	N/A	N/A	0	20	132	70
2011-02-23	$5.29	$5.00	77.3%	22.2%	58.6%	30.9%	0.0%	0.0%	-20.9%	-47	-5.0K	-198	0.00	135.09	N/A	N/A	0	0	132	90
2011-02-24	$5.38	$5.00	81.0%	23.2%	59.1%	33.2%	0.0%	0.0%	-11.9%	-48	-6.5K	-202	0.00	144.59	N/A	N/A	0	0	132	90
2011-02-25	$5.56	$5.00	77.1%	22.1%	60.3%	30.8%	0.0%	0.0%	-5.4%	-18	-9.2K	-198	0.00	133.54	N/A	N/A	0	0	132	90
2011-02-28	$5.02	$5.00	82.0%	23.5%	69.1%	33.8%	108.0%	0.0%	-35.6%	-71	5.4K	-165	0.00	134.76	N/A	N/A	64	0	132	90