AGYS Options History — June 2011

In June 2011, AGYS traded between $6.99 and $8.36. ATM implied volatility averaged 62.7%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 66.3% (HV 20d: 129.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 2.07.

Notable Days

2011-06-02: Highest Volume — 47 contracts
2011-06-07: Largest IV spike — 37.6% change
2011-06-01: Highest IV Rank — 30.3%
2011-06-01: Largest Expected Move — 25.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.87	$6.99	$8.36	$6.99	$8.34
Max Pain	$5.23	$5.00	$7.50	$7.50	$5.00
ATM IV	62.7%	46.9%	88.1%	88.1%	50.5%
Expected Move	17.3%	13.5%	25.2%	25.2%	14.5%
HV 20d	129.0%	45.7%	144.7%	135.8%	45.7%
HV 60d	88.3%	83.1%	89.3%	83.1%	89.1%
IV Rank	12.8%	1.8%	30.3%	30.3%	4.3%
IV Percentile	17.6%	0.8%	71.4%	71.4%	2.4%
Term Structure	-4.5%	-44.5%	15.2%	-44.5%	10.2%
VWIV	75.5%	49.6%	123.8%	88.1%	49.6%
Skew 25d	13.2%	-26.3%	102.1%	13.3%	8.9%
Skew 10d	30.1%	-11.5%	125.3%	17.7%	53.0%
Call IV 25d	60.3%	52.5%	79.9%	63.7%	60.5%
Put IV 25d	73.5%	50.0%	159.5%	77.0%	69.4%
Bid-Ask Spread %	112.14	103.88	125.80	112.09	115.24
Gamma HHI	0.79	0.34	0.91	0.74	0.86
Net GEX	1.1K	-463	1.6K	1.5K	1.5K
Net DEX	-114.2K	-151.9K	-78.8K	-81.0K	-145.3K
Net VEX	-231	-272	-126	-263	-169
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.07	0.00	12.00	0.00	0.00
Total Volume	8.318	0	47	22	0
Total OI	308.091	283	358	283	298

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
2011-06-01	$6.99	$7.50	88.1%	25.2%	135.8%	30.3%	88.1%	0.0%	-44.5%	1.5K	-81.0K	-263	0.00	112.09	N/A	N/A	22	0	229	54
2011-06-02	$7.99	$7.50	73.2%	21.0%	141.5%	20.0%	0.0%	0.0%	-2.0%	1.5K	-141.9K	-231	0.38	108.95	N/A	N/A	34	13	243	54
2011-06-03	$7.70	$5.00	80.8%	19.2%	143.1%	25.3%	0.0%	13.3%	-12.8%	1.5K	-109.5K	-264	0.00	113.96	N/A	N/A	0	5	229	67
2011-06-06	$7.40	$5.00	60.2%	15.6%	144.7%	11.1%	0.0%	11.5%	0.5%	1.6K	-90.8K	-272	0.00	125.80	N/A	N/A	4	0	229	72
2011-06-07	$7.85	$5.00	82.9%	17.2%	144.6%	26.7%	0.0%	10.5%	-4.4%	1.4K	-114.5K	-261	3.33	119.96	N/A	N/A	3	10	225	72
2011-06-08	$7.84	$5.00	67.8%	16.6%	142.9%	16.3%	123.8%	-10.9%	-11.2%	1.2K	-111.2K	-269	0.00	114.95	N/A	N/A	5	0	228	82
2011-06-09	$7.57	$5.00	73.0%	20.9%	141.5%	19.9%	73.0%	17.1%	-16.0%	1.2K	-94.6K	-269	0.00	111.22	N/A	N/A	0	2	223	82
2011-06-10	$7.33	$5.00	67.0%	19.2%	142.7%	15.8%	0.0%	12.2%	-13.0%	1.2K	-78.8K	-267	0.00	116.35	N/A	N/A	0	0	223	84
2011-06-13	$7.50	$5.00	66.8%	19.2%	142.4%	15.6%	73.3%	0.6%	-9.9%	1.2K	-90.3K	-256	0.00	115.17	N/A	N/A	0	40	223	84
2011-06-14	$7.70	$5.00	65.8%	18.9%	138.9%	14.9%	0.0%	14.4%	-9.7%	542	-95.5K	-256	6.00	103.88	N/A	N/A	1	6	223	114
2011-06-15	$7.71	$5.00	62.6%	18.0%	138.2%	12.7%	0.0%	13.5%	-7.3%	87	-99.3K	-248	12.00	104.86	N/A	N/A	1	12	223	120
2011-06-16	$7.87	$5.00	62.3%	17.9%	138.1%	12.5%	0.0%	46.2%	-10.4%	64	-101.6K	-236	0.00	105.54	N/A	N/A	2	0	224	132
2011-06-17	$7.69	$5.00	60.4%	17.3%	137.5%	11.2%	60.5%	14.9%	-5.3%	-463	-97.1K	-240	0.00	104.96	N/A	N/A	0	1	226	132
2011-06-20	$7.99	$5.00	61.6%	17.6%	137.5%	12.0%	0.0%	43.6%	1.3%	1.5K	-110.2K	-222	0.00	106.45	N/A	N/A	0	0	212	81
2011-06-21	$8.36	$5.00	46.9%	13.5%	137.0%	1.8%	60.1%	-26.3%	12.7%	1.2K	-124.4K	-216	0.00	110.18	N/A	N/A	14	0	212	81
2011-06-22	$8.08	$5.00	53.7%	15.4%	138.3%	6.5%	0.0%	-7.3%	-2.9%	1.5K	-122.9K	-227	0.00	113.69	N/A	N/A	0	0	220	81
2011-06-23	$8.13	$5.00	54.0%	15.5%	138.3%	6.7%	0.0%	102.1%	6.3%	536	-151.9K	-126	0.00	113.84	N/A	N/A	0	0	220	81
2011-06-24	$8.14	$5.00	49.6%	14.2%	138.7%	3.7%	49.6%	0.3%	-2.2%	1.5K	-127.4K	-219	1.00	114.11	N/A	N/A	3	3	220	81
2011-06-27	$8.27	$5.00	47.6%	13.6%	138.5%	2.3%	0.0%	3.4%	15.2%	1.6K	-140.2K	-189	0.00	115.04	N/A	N/A	2	0	220	78
2011-06-28	$8.29	$5.00	50.5%	14.5%	65.6%	4.3%	0.0%	-5.5%	3.9%	1.6K	-142.2K	-187	0.00	114.12	N/A	N/A	0	0	220	78
2011-06-29	$8.31	$5.00	53.7%	15.4%	65.4%	6.5%	0.0%	0.8%	3.5%	1.6K	-142.2K	-185	0.00	106.75	N/A	N/A	0	0	220	78
2011-06-30	$8.34	$5.00	50.5%	14.5%	45.7%	4.3%	0.0%	8.9%	10.2%	1.5K	-145.3K	-169	0.00	115.24	N/A	N/A	0	0	220	78