AGYS Options History — January 2012

In January 2012, AGYS traded between $7.79 and $8.65. ATM implied volatility averaged 51.7%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 3.2% (HV 20d: 48.5%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2012-01-17: Highest Volume — 3 contracts
2012-01-30: Largest IV spike — 22.8% change
2012-01-11: Highest IV Rank — 14.3%
2012-01-09: Largest Expected Move — 17.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.20	$7.79	$8.65	$8.06	$8.14
Max Pain	$11.75	$7.50	$12.50	$7.50	$12.50
ATM IV	51.7%	43.7%	62.9%	50.1%	54.8%
Expected Move	15.0%	12.5%	17.3%	14.4%	15.7%
HV 20d	48.5%	41.2%	57.1%	52.6%	41.3%
HV 60d	59.9%	55.1%	63.3%	63.3%	55.1%
IV Rank	5.7%	0.0%	14.3%	4.3%	8.6%
IV Percentile	14.7%	0.0%	42.5%	9.1%	26.2%
Term Structure	2.2%	-10.7%	13.7%	10.6%	-5.5%
Skew 25d	5.2%	-8.6%	35.6%	-0.9%	17.0%
Skew 10d	24.0%	14.5%	79.8%	35.3%	17.4%
Call IV 25d	49.0%	39.9%	55.8%	51.6%	39.9%
Put IV 25d	54.3%	45.2%	84.3%	50.7%	56.9%
Bid-Ask Spread %	111.25	105.89	116.03	113.57	110.65
Gamma HHI	0.63	0.50	0.92	0.67	0.62
Net GEX	606	-375	4.4K	1.2K	132
Net DEX	-10.0K	-38.0K	-2.8K	-12.0K	-4.2K
Net VEX	-68	-129	-44	-106	-44
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	0.2	0	3	0	1
Total OI	293.2	36	434	431	36

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2012-01-03	$8.06	$7.50	50.1%	14.4%	52.6%	4.3%	0.0%	-0.9%	10.6%	1.2K	-12.0K	-106	113.57	N/A	N/A	0	388	43
2012-01-04	$8.01	$7.50	54.1%	15.5%	51.8%	7.5%	0.0%	-2.4%	3.6%	1.3K	-12.2K	-112	114.33	N/A	N/A	0	388	43
2012-01-05	$8.02	$7.50	49.6%	14.2%	51.6%	3.9%	0.0%	15.6%	13.7%	749	-9.2K	-95	112.96	N/A	N/A	0	388	43
2012-01-06	$7.80	$12.50	49.6%	17.3%	51.0%	4.0%	0.0%	15.4%	-5.3%	138	-2.8K	-83	105.89	N/A	N/A	0	388	43
2012-01-09	$7.79	$12.50	53.4%	17.3%	47.9%	6.9%	0.0%	14.1%	1.7%	62	-4.1K	-75	107.69	N/A	N/A	0	388	43
2012-01-10	$8.07	$12.50	53.9%	16.7%	48.6%	7.3%	0.0%	35.6%	2.6%	327	-8.4K	-73	108.64	N/A	N/A	0	388	43
2012-01-11	$8.15	$12.50	62.9%	16.0%	48.1%	14.3%	0.0%	10.6%	5.2%	937	-12.1K	-83	108.85	N/A	N/A	0	388	43
2012-01-12	$8.65	$12.50	54.2%	15.5%	51.4%	7.5%	0.0%	13.7%	6.5%	4.4K	-38.0K	-129	108.38	N/A	N/A	0	388	43
2012-01-13	$8.28	$12.50	55.4%	15.9%	54.2%	8.5%	0.0%	2.5%	-3.2%	1.3K	-15.6K	-77	110.63	N/A	N/A	0	388	43
2012-01-17	$7.93	$12.50	51.8%	14.9%	56.3%	5.7%	0.0%	-0.9%	0.3%	-375	-6.1K	-55	114.13	N/A	N/A	3	388	43
2012-01-18	$8.32	$12.50	48.6%	13.9%	57.1%	3.1%	0.0%	-2.4%	-3.5%	514	-15.0K	-57	114.41	N/A	N/A	0	391	43
2012-01-19	$8.23	$12.50	53.2%	15.3%	53.8%	6.8%	0.0%	-5.0%	0.0%	371	-13.5K	-57	112.28	N/A	N/A	0	391	43
2012-01-20	$8.31	$12.50	47.3%	13.6%	45.0%	2.2%	0.0%	-2.0%	-2.2%	145	-15.7K	-46	111.91	N/A	N/A	0	391	43
2012-01-23	$8.32	$12.50	53.0%	15.2%	44.7%	6.6%	0.0%	-1.5%	-4.4%	129	-5.1K	-48	116.03	N/A	N/A	0	23	13
2012-01-24	$8.38	$12.50	51.7%	14.8%	43.5%	5.6%	0.0%	-0.7%	2.6%	140	-5.3K	-46	113.98	N/A	N/A	0	23	13
2012-01-25	$8.37	$12.50	47.8%	13.7%	43.2%	2.5%	0.0%	0.9%	12.9%	145	-5.2K	-46	112.21	N/A	N/A	0	23	13
2012-01-26	$8.46	$12.50	43.7%	12.5%	43.2%	0.0%	0.0%	2.9%	9.7%	148	-5.6K	-46	109.09	N/A	N/A	0	23	13
2012-01-27	$8.38	$12.50	44.3%	12.7%	42.4%	0.4%	0.0%	0.2%	9.1%	144	-5.2K	-46	109.06	N/A	N/A	0	23	13
2012-01-30	$8.24	$12.50	54.4%	15.6%	41.2%	8.2%	0.0%	-8.6%	-10.7%	138	-4.6K	-45	110.33	N/A	N/A	0	23	13
2012-01-31	$8.14	$12.50	54.8%	15.7%	41.3%	8.6%	0.0%	17.0%	-5.5%	132	-4.2K	-44	110.65	N/A	N/A	1	23	13