AGYS Options History — June 2012

In June 2012, AGYS traded between $7.25 and $8.67. ATM implied volatility averaged 52.0%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 3.2% (HV 20d: 48.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 2.00.

Notable Days

2012-06-07: Highest Volume — 5 contracts
2012-06-07: Largest IV spike — 44.8% change
2012-06-07: Highest IV Rank — 59.0%
2012-06-04: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.69	$7.25	$8.67	$7.25	$8.67
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	52.0%	39.5%	79.5%	49.6%	46.3%
Expected Move	13.4%	11.3%	16.1%	14.2%	13.3%
HV 20d	48.8%	39.0%	56.8%	40.3%	55.9%
HV 60d	40.8%	36.9%	45.0%	42.9%	45.0%
IV Rank	25.3%	9.9%	59.0%	22.4%	18.3%
IV Percentile	37.6%	6.0%	96.0%	31.7%	23.0%
Term Structure	7.9%	-7.8%	14.3%	2.9%	-7.8%
Skew 25d	9.9%	-8.3%	43.4%	17.5%	2.7%
Skew 10d	25.3%	3.4%	84.5%	19.2%	3.4%
Call IV 25d	49.7%	43.9%	62.5%	62.5%	43.9%
Put IV 25d	59.6%	40.0%	94.0%	80.0%	46.6%
Bid-Ask Spread %	111.00	106.33	115.63	115.63	111.67
Gamma HHI	0.92	0.86	0.99	0.89	0.99
Net GEX	5.5K	3.5K	12.6K	5.2K	12.6K
Net DEX	-160.2K	-248.8K	-119.8K	-149.3K	-248.8K
Net VEX	-905	-1.2K	-774	-967	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.00	0.00	4.00	4.00	0.00
Total Volume	0.476	0	5	0	0
Total OI	1,229.381	1,228	1,234	1,229	1,228

Daily Data (21 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
2012-06-01	$7.25	$5.00	49.6%	14.2%	40.3%	22.4%	0.0%	17.5%	2.9%	5.2K	-149.3K	-967	0.00	115.63	N/A	N/A	0	0	1,136	93
2012-06-04	$7.32	$5.00	53.2%	16.1%	40.7%	26.8%	0.0%	7.6%	3.4%	5.3K	-156.0K	-1.0K	0.00	106.33	N/A	N/A	0	0	1,136	93
2012-06-05	$7.40	$5.00	53.8%	15.6%	39.0%	27.6%	0.0%	9.7%	4.9%	5.6K	-163.5K	-1.0K	0.00	106.62	N/A	N/A	0	0	1,136	93
2012-06-06	$7.86	$5.00	54.9%	15.3%	45.9%	28.8%	0.0%	14.3%	6.8%	7.7K	-212.5K	-1.2K	0.00	106.89	N/A	N/A	0	0	1,136	93
2012-06-07	$7.53	$5.00	79.5%	15.9%	47.8%	59.0%	0.0%	11.2%	4.1%	6.1K	-173.3K	-1.0K	4.00	106.64	N/A	N/A	1	4	1,136	93
2012-06-08	$7.26	$5.00	56.3%	13.0%	48.7%	30.6%	0.0%	7.8%	9.1%	3.6K	-119.8K	-809	0.00	109.56	N/A	N/A	0	2	1,137	97
2012-06-11	$7.30	$5.00	67.7%	12.9%	48.7%	44.6%	0.0%	8.7%	11.7%	3.5K	-123.2K	-788	0.00	110.78	N/A	N/A	0	2	1,137	97
2012-06-12	$7.46	$5.00	71.9%	14.0%	49.9%	49.7%	0.0%	9.3%	6.4%	4.6K	-138.7K	-843	0.00	109.32	N/A	N/A	0	0	1,137	94
2012-06-13	$7.28	$5.00	77.7%	13.2%	49.8%	56.8%	0.0%	8.9%	9.5%	3.5K	-120.1K	-774	0.00	110.85	N/A	N/A	0	0	1,137	94
2012-06-14	$7.37	$5.00	47.4%	13.6%	50.4%	19.6%	0.0%	9.4%	8.3%	4.0K	-128.5K	-796	0.00	110.32	N/A	N/A	0	0	1,137	94
2012-06-15	$7.87	$5.00	45.8%	13.1%	56.8%	17.7%	0.0%	30.8%	10.8%	6.1K	-175.0K	-958	0.00	110.94	N/A	N/A	1	0	1,137	94
2012-06-18	$7.69	$5.00	45.8%	13.1%	51.9%	17.7%	0.0%	42.5%	9.4%	4.7K	-151.9K	-849	0.00	111.51	N/A	N/A	0	0	1,135	93
2012-06-19	$7.67	$5.00	46.7%	13.4%	51.7%	18.8%	0.0%	43.4%	8.2%	4.7K	-147.0K	-842	0.00	111.51	N/A	N/A	0	0	1,135	93
2012-06-20	$7.80	$5.00	43.2%	12.4%	44.8%	14.5%	0.0%	1.2%	6.2%	5.6K	-163.4K	-872	0.00	113.64	N/A	N/A	0	0	1,135	93
2012-06-21	$7.68	$5.00	44.4%	12.7%	45.2%	16.0%	0.0%	6.7%	9.1%	4.4K	-143.6K	-828	0.00	113.21	N/A	N/A	0	0	1,135	93
2012-06-22	$8.20	$5.00	39.5%	11.3%	50.0%	9.9%	0.0%	-4.2%	14.3%	6.8K	-186.6K	-950	0.00	112.32	N/A	N/A	0	0	1,135	93
2012-06-25	$7.84	$5.00	43.6%	12.5%	52.5%	15.0%	0.0%	-0.1%	9.1%	5.2K	-159.2K	-831	0.00	113.75	N/A	N/A	0	0	1,135	93
2012-06-26	$7.98	$5.00	40.1%	11.5%	51.8%	10.7%	0.0%	-6.3%	12.9%	4.8K	-164.3K	-847	0.00	113.50	N/A	N/A	0	0	1,135	93
2012-06-27	$8.06	$5.00	41.7%	11.9%	51.8%	12.7%	0.0%	-5.3%	14.2%	5.4K	-167.3K	-852	0.00	113.23	N/A	N/A	0	0	1,135	93
2012-06-28	$8.09	$5.00	42.2%	12.1%	51.3%	13.3%	0.0%	-8.3%	11.5%	5.6K	-172.7K	-852	0.00	112.85	N/A	N/A	0	0	1,135	93
2012-06-29	$8.67	$5.00	46.3%	13.3%	55.9%	18.3%	0.0%	2.7%	-7.8%	12.6K	-248.8K	-1.1K	0.00	111.67	N/A	N/A	0	0	1,135	93