AGYS Options History — August 2011 In August 2011, AGYS traded between $6.74 and $9.76. ATM implied volatility averaged 64.8%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 13.6% (HV 20d: 78.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.44.
Notable Days 2011-08-15 : Highest Volume — 290 contracts2011-08-05 : Largest IV spike — 40.4% change2011-08-08 : Highest IV Rank — 31.0%2011-08-22 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $8.38 $6.74 $9.76 $9.76 $9.05 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 64.8% 49.0% 89.4% 59.2% 63.0% Expected Move 18.0% 14.0% 21.6% 17.0% 18.1% HV 20d 78.5% 39.0% 95.8% 39.0% 91.0% HV 60d 87.0% 62.8% 99.2% 88.5% 62.8% IV Rank 13.5% 3.3% 31.0% 10.3% 11.9% IV Percentile 24.3% 2.8% 75.8% 13.1% 21.4% Term Structure 1.5% -18.4% 16.9% -2.5% -18.4% VWIV 53.7% 53.7% 53.7% 53.7% 53.7% Skew 25d 11.2% -8.3% 32.8% 1.0% 11.4% Skew 10d 16.1% -9.7% 41.7% 1.8% -1.0% Call IV 25d 59.2% 45.6% 72.4% 58.2% 65.4% Put IV 25d 70.3% 49.0% 87.2% 59.2% 76.9% Bid-Ask Spread % 109.56 101.03 120.74 105.39 120.74 Gamma HHI 0.78 0.56 1.00 0.99 0.79 Net GEX 7.9K -534 32.0K 32.0K 3.1K Net DEX -149.9K -529.1K 39.8K -529.1K -185.4K Net VEX -814 -1.1K -369 -1.1K -965 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.44 0.00 10.00 0.00 0.00 Total Volume 23.565 0 290 0 20 Total OI 1,158.13 580 1,707 1,289 583
Daily Data (23 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 2011-08-01 $9.76 $10.00 59.2% 17.0% 39.0% 10.3% 0.0% 1.0% -2.5% 32.0K -529.1K -1.1K 0.00 105.39 N/A N/A 0 0 1,194 95 2011-08-02 $9.05 $10.00 54.9% 15.7% 49.0% 7.3% 0.0% -8.3% -4.8% 24.9K -330.2K -931 0.00 106.42 N/A N/A 0 0 1,194 95 2011-08-03 $9.50 $10.00 49.4% 14.2% 51.4% 3.6% 0.0% 17.1% 13.8% 31.3K -435.1K -1.0K 0.00 111.09 N/A N/A 5 0 1,194 95 2011-08-04 $8.87 $10.00 49.0% 14.0% 57.9% 3.3% 0.0% -6.9% 7.1% 21.0K -194.3K -707 0.00 109.71 N/A N/A 0 120 1,199 95 2011-08-05 $8.50 $10.00 68.8% 17.8% 60.0% 17.0% 0.0% -0.0% 6.3% 13.2K -112.9K -754 0.00 103.07 N/A N/A 40 0 1,199 215 2011-08-08 $7.99 $10.00 89.0% 19.2% 62.9% 31.0% 0.0% 17.7% 0.7% 8.7K -87.6K -673 0.00 105.69 N/A N/A 0 0 1,229 215 2011-08-09 $7.10 $10.00 89.4% 20.1% 74.7% 30.4% 0.0% 7.1% 0.4% 2.4K 13.4K -477 0.00 105.91 N/A N/A 0 10 1,229 215 2011-08-10 $6.74 $10.00 72.2% 20.5% 69.4% 18.4% 0.0% 29.3% 0.7% -534 39.8K -369 0.00 101.03 N/A N/A 0 0 1,229 215 2011-08-11 $7.42 $10.00 68.8% 19.7% 78.7% 15.9% 0.0% 26.0% -3.6% 1.7K 6.3K -445 0.00 109.58 N/A N/A 0 7 1,229 205 2011-08-12 $7.50 $10.00 65.4% 18.8% 79.0% 13.6% 0.0% 12.7% -1.6% 905 6.0K -420 0.00 114.25 N/A N/A 0 0 1,229 198 2011-08-15 $8.33 $10.00 65.3% 18.7% 89.2% 13.5% 0.0% 16.2% 9.2% 9.5K -79.3K -531 0.07 107.86 N/A N/A 270 20 1,229 198 2011-08-16 $8.05 $10.00 71.3% 20.4% 87.9% 17.7% 0.0% 32.8% -0.9% 6.6K -141.7K -979 0.00 107.23 N/A N/A 2 0 1,499 178 2011-08-17 $8.14 $10.00 54.8% 15.7% 88.1% 6.1% 0.0% 4.6% 16.9% 4.4K -112.7K -918 0.00 112.14 N/A N/A 30 0 1,500 178 2011-08-18 $7.75 $10.00 72.6% 20.8% 89.2% 18.6% 0.0% 27.0% -3.1% 2.0K -99.2K -901 0.00 105.74 N/A N/A 0 0 1,529 178 2011-08-19 $7.74 $10.00 74.3% 21.3% 89.3% 19.8% 0.0% 16.9% -2.0% 1.7K -95.6K -928 0.00 106.59 N/A N/A 0 0 1,529 178 2011-08-22 $7.95 $10.00 75.3% 21.6% 90.2% 20.5% 0.0% 18.0% -2.0% 2.0K -102.4K -914 0.00 105.90 N/A N/A 0 0 424 165 2011-08-23 $8.42 $10.00 59.3% 17.0% 93.3% 9.3% 0.0% 1.5% 11.3% 2.3K -124.4K -932 0.00 109.71 N/A N/A 0 0 424 165 2011-08-24 $8.56 $10.00 58.6% 16.8% 92.4% 8.8% 0.0% 4.0% 15.2% 2.4K -137.5K -940 10.00 109.19 N/A N/A 1 10 424 165 2011-08-25 $8.58 $10.00 61.3% 17.6% 92.1% 10.7% 0.0% -3.3% 7.3% 2.5K -148.5K -947 0.00 108.47 N/A N/A 0 0 425 155 2011-08-26 $8.87 $10.00 60.3% 17.3% 92.6% 10.0% 0.0% 8.7% -14.1% 2.8K -169.3K -953 0.00 120.70 N/A N/A 0 0 425 155 2011-08-29 $9.50 $10.00 55.6% 15.9% 95.8% 6.7% 53.7% 12.5% 0.5% 3.0K -219.9K -945 0.00 119.66 N/A N/A 7 0 425 155 2011-08-30 $9.36 $10.00 53.4% 15.3% 91.9% 5.2% 0.0% 10.7% -2.9% 3.4K -209.2K -931 0.00 113.83 N/A N/A 0 0 428 155 2011-08-31 $9.05 $10.00 63.0% 18.1% 91.0% 11.9% 0.0% 11.4% -18.4% 3.1K -185.4K -965 0.00 120.74 N/A N/A 0 20 428 155
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