AGYS Options History — May 2012 In May 2012, AGYS traded between $7.04 and $8.79. ATM implied volatility averaged 50.5%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 15.8% (HV 20d: 34.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2012-05-21 : Highest Volume — 80 contracts2012-05-10 : Largest IV drop — 36.0% change2012-05-08 : Highest IV Rank — 43.3%2012-05-22 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.15 $7.04 $8.79 $8.79 $7.28 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 50.5% 42.7% 66.7% 45.1% 48.1% Expected Move 13.4% 11.4% 15.5% 12.9% 13.8% HV 20d 34.7% 26.9% 41.2% 36.0% 40.4% HV 60d 44.3% 39.1% 54.1% 53.9% 43.0% IV Rank 23.4% 13.9% 43.3% 16.9% 20.5% IV Percentile 32.6% 9.9% 75.8% 15.1% 25.4% Term Structure 3.0% -12.4% 13.4% -8.2% 5.1% VWIV 79.0% 79.0% 79.0% 79.0% 79.0% Skew 25d 14.1% 0.8% 68.3% 5.0% 17.5% Skew 10d 22.1% 1.3% 99.5% 8.4% 19.6% Call IV 25d 47.8% 37.4% 60.3% 47.3% 60.3% Put IV 25d 61.9% 40.6% 128.2% 52.3% 77.8% Bid-Ask Spread % 112.15 111.25 115.63 111.66 115.63 Gamma HHI 0.93 0.85 0.97 0.95 0.89 Net GEX 9.7K 4.4K 13.6K 12.5K 5.2K Net DEX -262.9K -374.5K -126.6K -374.5K -148.0K Net VEX -1.5K -1.9K -908 -1.9K -961 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 5.091 0 80 0 0 Total OI 1,196.636 1,178 1,229 1,183 1,229
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 2012-05-01 $8.79 $0.00 45.1% 12.9% 36.0% 16.9% 0.0% 5.0% -8.2% 12.5K -374.5K -1.9K 0.00 111.66 N/A N/A 0 0 1,100 83 2012-05-02 $8.72 $0.00 53.6% 15.4% 35.9% 27.3% 0.0% 3.4% -12.4% 12.4K -346.7K -1.8K 0.00 111.75 N/A N/A 0 0 1,100 83 2012-05-03 $8.59 $0.00 51.7% 14.8% 33.7% 24.9% 0.0% 4.3% -9.2% 12.6K -319.4K -1.8K 0.00 111.85 N/A N/A 0 0 1,100 83 2012-05-04 $8.45 $0.00 52.1% 11.4% 33.5% 25.4% 0.0% 1.6% 13.4% 11.1K -298.4K -1.7K 0.00 111.41 N/A N/A 0 0 1,100 83 2012-05-07 $8.70 $0.00 61.8% 12.1% 34.4% 37.3% 0.0% 5.1% 11.9% 12.5K -344.1K -1.8K 0.00 111.25 N/A N/A 0 0 1,100 83 2012-05-08 $8.72 $0.00 66.7% 11.8% 33.8% 43.3% 0.0% 3.1% 10.4% 12.7K -344.9K -1.8K 0.00 111.34 N/A N/A 0 0 1,100 83 2012-05-09 $8.64 $0.00 66.7% 12.3% 33.2% 43.3% 0.0% 3.8% 11.0% 12.1K -337.3K -1.8K 0.00 111.27 N/A N/A 0 0 1,100 83 2012-05-10 $8.69 $0.00 42.7% 12.2% 31.8% 13.9% 0.0% 2.5% 8.8% 12.0K -341.6K -1.7K 0.00 111.25 N/A N/A 0 0 1,100 83 2012-05-11 $8.73 $0.00 42.7% 12.2% 29.5% 13.9% 0.0% 3.6% 8.9% 12.7K -348.4K -1.8K 0.00 111.34 N/A N/A 0 0 1,100 83 2012-05-14 $8.66 $0.00 44.1% 12.6% 29.3% 15.6% 0.0% 1.9% 9.6% 12.2K -339.9K -1.7K 0.00 111.36 N/A N/A 0 0 1,100 83 2012-05-15 $8.75 $0.00 45.0% 12.9% 27.8% 16.7% 0.0% 4.0% -3.0% 13.6K -315.8K -1.7K 0.00 111.44 N/A N/A 20 0 1,100 83 2012-05-16 $8.66 $0.00 45.5% 13.1% 27.4% 17.4% 0.0% 1.9% -5.9% 12.9K -291.4K -1.6K 0.00 111.36 N/A N/A 0 0 1,095 83 2012-05-17 $8.61 $0.00 45.5% 13.0% 26.9% 17.3% 0.0% 2.6% 8.5% 12.0K -323.0K -1.7K 0.00 111.46 N/A N/A 0 0 1,095 83 2012-05-18 $8.03 $0.00 49.0% 14.0% 36.3% 21.6% 0.0% 0.8% 2.6% 8.7K -229.5K -1.4K 0.00 112.54 N/A N/A 0 10 1,095 83 2012-05-21 $7.92 $0.00 49.4% 14.2% 35.6% 22.1% 0.0% 1.1% -0.8% 8.0K -199.3K -1.2K 0.00 112.82 N/A N/A 80 0 1,095 93 2012-05-22 $7.37 $0.00 53.9% 15.5% 41.0% 27.7% 0.0% 64.4% 0.1% 5.9K -161.8K -1.1K 0.00 111.53 N/A N/A 0 0 1,134 93 2012-05-23 $7.44 $0.00 51.9% 14.9% 41.2% 25.1% 0.0% 62.3% 3.4% 6.0K -171.2K -1.2K 0.00 112.36 N/A N/A 0 0 1,134 93 2012-05-24 $7.32 $0.00 52.0% 14.9% 40.6% 25.3% 0.0% 68.3% 1.9% 5.5K -157.0K -1.1K 0.00 113.13 N/A N/A 0 0 1,134 93 2012-05-25 $7.19 $0.00 44.4% 12.7% 38.9% 16.0% 0.0% 15.2% 5.8% 4.7K -136.2K -979 0.00 114.06 N/A N/A 0 0 1,134 93 2012-05-29 $7.04 $0.00 48.4% 13.9% 37.9% 21.0% 0.0% 18.4% 2.8% 4.4K -128.6K -931 0.00 113.85 N/A N/A 0 0 1,134 93 2012-05-30 $7.09 $0.00 50.1% 14.4% 38.1% 23.0% 79.0% 19.7% 1.7% 4.5K -126.6K -908 0.00 112.66 N/A N/A 2 0 1,134 93 2012-05-31 $7.28 $5.00 48.1% 13.8% 40.4% 20.5% 0.0% 17.5% 5.1% 5.2K -148.0K -961 0.00 115.63 N/A N/A 0 0 1,136 93
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