AGYS Options History — April 2011 In April 2011, AGYS traded between $4.98 and $5.80. ATM implied volatility averaged 92.4%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 58.8% (HV 20d: 33.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2011-04-12 : Highest Volume — 20 contracts2011-04-14 : Largest IV drop — 57.8% change2011-04-13 : Highest IV Rank — 90.5%2011-04-29 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.23 $4.98 $5.80 $5.79 $5.20 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 92.4% 65.1% 173.3% 80.7% 85.3% Expected Move 21.5% 18.7% 24.5% 23.1% 24.5% HV 20d 33.6% 30.2% 39.8% 35.7% 31.9% HV 60d 50.6% 48.5% 52.7% 52.0% 48.5% IV Rank 39.7% 23.3% 90.5% 33.0% 29.6% IV Percentile 63.0% 20.2% 99.2% 56.3% 66.3% Term Structure -10.0% -40.2% -1.3% -40.2% -18.5% VWIV 100.4% 77.0% 146.9% 77.2% 77.0% Bid-Ask Spread % 141.55 118.81 150.15 137.10 150.15 Gamma HHI 0.61 0.48 0.90 0.51 0.65 Net GEX -385 -6.1K 478 289 301 Net DEX -10.9K -26.4K 2.4K -26.4K -10.0K Net VEX -187 -219 -158 -219 -196 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 4.6 0 20 0 0 Total OI 264.1 217 289 269 267
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 2011-04-01 $5.79 $5.00 80.7% 23.1% 35.7% 33.0% 0.0% 0.0% -40.2% 289 -26.4K -219 0.00 137.10 N/A N/A 0 0 179 90 2011-04-04 $5.80 $0.00 93.7% 19.7% 32.0% 41.1% 0.0% 0.0% -11.8% 306 -26.3K -213 0.00 118.81 N/A N/A 0 0 179 90 2011-04-05 $5.70 $0.00 93.8% 19.8% 33.0% 41.1% 0.0% 0.0% -10.3% 204 -22.9K -201 0.00 134.22 N/A N/A 0 0 179 90 2011-04-06 $5.68 $0.00 95.2% 20.1% 30.9% 42.0% 0.0% 0.0% -2.3% 141 -24.7K -210 0.00 134.22 N/A N/A 0 0 179 90 2011-04-07 $5.39 $0.00 89.0% 19.9% 36.8% 38.2% 0.0% 0.0% -1.3% -184 -17.0K -199 0.00 137.14 N/A N/A 0 0 179 90 2011-04-08 $5.18 $0.00 90.9% 19.6% 39.8% 39.3% 0.0% 0.0% -1.5% -321 -10.6K -189 0.00 141.66 N/A N/A 0 0 179 90 2011-04-11 $5.15 $0.00 131.7% 20.4% 37.9% 64.7% 0.0% 0.0% -1.7% -232 -7.1K -179 0.00 146.82 N/A N/A 0 0 179 90 2011-04-12 $5.00 $0.00 144.1% 22.2% 38.0% 72.4% 77.2% 0.0% -7.7% -277 -3.8K -174 0.00 136.67 N/A N/A 0 20 179 90 2011-04-13 $5.00 $5.00 173.3% 19.1% 36.0% 90.5% 0.0% 0.0% -6.2% -417 1.5K -175 0.00 146.67 N/A N/A 0 0 179 110 2011-04-14 $5.04 $5.00 73.1% 21.0% 34.4% 28.3% 146.9% 0.0% -4.8% -6.1K -3.8K -179 0.00 146.14 N/A N/A 2 0 179 110 2011-04-15 $5.10 $5.00 79.3% 22.7% 32.2% 32.1% 0.0% 0.0% -4.3% -3.8K -10.3K -175 0.00 139.88 N/A N/A 0 20 179 110 2011-04-18 $5.04 $5.00 75.3% 21.6% 32.3% 29.7% 77.0% 0.0% -2.7% 478 -13.2K -162 0.00 145.86 N/A N/A 0 20 177 40 2011-04-19 $4.98 $5.00 82.9% 23.8% 31.4% 34.4% 0.0% 0.0% -7.4% 343 -7.2K -165 0.00 139.77 N/A N/A 0 0 177 60 2011-04-20 $5.06 $5.00 75.3% 21.6% 31.8% 29.7% 0.0% 0.0% -9.7% 320 -8.4K -166 0.00 146.14 N/A N/A 0 20 177 60 2011-04-21 $4.99 $5.00 74.9% 21.5% 30.2% 29.4% 0.0% 0.0% -11.5% 225 2.4K -158 0.00 146.40 N/A N/A 0 0 177 80 2011-04-25 $5.12 $5.00 65.1% 18.7% 31.9% 23.3% 0.0% 0.0% -14.1% 154 -4.9K -187 0.00 146.55 N/A N/A 0 0 177 80 2011-04-26 $5.19 $5.00 80.1% 23.0% 31.7% 32.7% 0.0% 0.0% -14.5% 268 -7.5K -189 0.00 143.52 N/A N/A 10 0 177 80 2011-04-27 $5.09 $5.00 82.8% 23.7% 32.1% 34.3% 0.0% 0.0% -14.0% 282 -8.2K -199 0.00 146.55 N/A N/A 0 0 187 80 2011-04-28 $5.19 $5.00 81.0% 23.2% 31.9% 28.8% 0.0% 0.0% -15.8% 282 -9.3K -195 0.00 146.85 N/A N/A 0 0 187 80 2011-04-29 $5.20 $5.00 85.3% 24.5% 31.9% 29.6% 0.0% 0.0% -18.5% 301 -10.0K -196 0.00 150.15 N/A N/A 0 0 187 80
« Mar 2011 | All History | May 2011 » Home AGYS History April 2011