AGYS Options History — July 2012

In July 2012, AGYS traded between $8.20 and $8.81. ATM implied volatility averaged 47.8%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 1.4% (HV 20d: 49.2%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2012-07-18: Highest Volume — 10 contracts
2012-07-12: Largest IV drop — 30.9% change
2012-07-11: Highest IV Rank — 37.7%
2012-07-05: Largest Expected Move — 15.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.53	$8.20	$8.81	$8.52	$8.69
Max Pain	$8.75	$5.00	$10.00	$5.00	$10.00
ATM IV	47.8%	37.5%	62.1%	46.9%	50.7%
Expected Move	12.9%	10.8%	15.0%	13.4%	14.5%
HV 20d	49.2%	44.4%	57.0%	56.7%	46.5%
HV 60d	45.6%	44.1%	48.7%	45.0%	48.6%
IV Rank	20.1%	7.6%	37.7%	19.1%	23.7%
IV Percentile	31.4%	4.4%	76.2%	25.4%	46.4%
Term Structure	3.5%	-12.4%	16.6%	-6.7%	-10.7%
VWIV	54.5%	54.5%	54.5%	54.5%	54.5%
Skew 25d	8.2%	-4.9%	21.3%	-1.5%	3.8%
Skew 10d	10.4%	-9.6%	20.8%	-2.2%	6.6%
Call IV 25d	43.7%	32.3%	68.2%	49.2%	32.9%
Put IV 25d	51.9%	36.0%	74.9%	47.7%	36.8%
Bid-Ask Spread %	112.96	104.38	114.45	111.93	113.75
Gamma HHI	0.98	0.95	0.99	0.98	0.99
Net GEX	6.3K	3.6K	13.5K	9.8K	4.8K
Net DEX	-169.9K	-258.6K	-91.7K	-216.2K	-107.8K
Net VEX	-799	-1.1K	-672	-945	-688
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	1	0	10	0	0
Total OI	985.762	502	1,233	1,228	502

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2012-07-02	$8.52	$5.00	46.9%	13.4%	56.7%	19.1%	0.0%	-1.5%	-6.7%	9.8K	-216.2K	-945	111.93	N/A	N/A	0	0	1,135	93
2012-07-03	$8.73	$5.00	51.9%	14.9%	57.0%	25.2%	0.0%	4.0%	-11.1%	13.5K	-258.6K	-1.1K	111.75	N/A	N/A	0	0	1,135	93
2012-07-05	$8.57	$5.00	52.2%	15.0%	54.2%	25.6%	0.0%	-0.3%	-12.4%	10.6K	-220.4K	-948	111.85	N/A	N/A	0	0	1,135	93
2012-07-06	$8.35	$0.00	49.8%	11.4%	52.6%	22.5%	0.0%	1.0%	13.6%	6.9K	-187.6K	-868	113.55	N/A	N/A	0	0	1,135	93
2012-07-09	$8.40	$0.00	54.4%	11.6%	50.2%	28.2%	0.0%	2.4%	15.8%	6.9K	-191.9K	-841	113.58	N/A	N/A	0	0	1,135	93
2012-07-10	$8.28	$0.00	54.6%	11.4%	50.8%	28.4%	0.0%	-4.9%	16.6%	5.5K	-176.3K	-806	114.00	N/A	N/A	0	0	1,135	93
2012-07-11	$8.41	$0.00	62.1%	12.3%	50.6%	37.7%	0.0%	-1.8%	10.6%	7.2K	-193.9K	-841	113.38	N/A	N/A	0	0	1,135	93
2012-07-12	$8.57	$0.00	42.9%	12.3%	49.5%	14.2%	0.0%	4.0%	11.4%	10.3K	-218.9K	-868	113.25	N/A	N/A	0	0	1,135	93
2012-07-13	$8.58	$0.00	43.4%	12.4%	49.5%	14.7%	0.0%	6.7%	10.2%	9.9K	-213.0K	-848	113.25	N/A	N/A	5	0	1,135	93
2012-07-16	$8.81	$0.00	37.5%	10.8%	45.2%	7.6%	0.0%	11.0%	5.4%	4.6K	-202.4K	-791	113.27	N/A	N/A	0	0	1,130	93
2012-07-17	$8.69	$0.00	44.3%	12.7%	44.5%	15.9%	0.0%	13.5%	9.8%	4.4K	-190.4K	-785	113.30	N/A	N/A	0	0	1,130	93
2012-07-18	$8.78	$0.00	48.6%	13.9%	44.4%	21.1%	54.5%	19.1%	-1.8%	4.4K	-214.1K	-799	104.38	N/A	N/A	10	0	1,130	93
2012-07-19	$8.55	$10.00	44.9%	12.9%	45.8%	16.5%	0.0%	19.9%	8.5%	4.2K	-183.3K	-752	113.41	N/A	N/A	0	0	1,140	93
2012-07-20	$8.20	$10.00	42.5%	12.2%	48.2%	13.6%	0.0%	21.3%	11.7%	3.6K	-155.9K	-704	114.45	N/A	N/A	0	6	1,140	93
2012-07-23	$8.65	$10.00	46.5%	13.3%	46.3%	18.5%	0.0%	18.8%	9.3%	4.5K	-116.9K	-739	113.48	N/A	N/A	0	0	432	70
2012-07-24	$8.26	$10.00	45.0%	12.9%	46.5%	16.7%	0.0%	16.2%	5.5%	3.8K	-92.8K	-698	114.34	N/A	N/A	0	0	432	70
2012-07-25	$8.46	$10.00	48.1%	13.8%	46.8%	20.6%	0.0%	14.9%	3.6%	4.1K	-101.3K	-689	113.72	N/A	N/A	0	0	432	70
2012-07-26	$8.26	$10.00	46.9%	13.5%	47.6%	19.1%	0.0%	16.4%	4.4%	3.8K	-91.7K	-691	114.17	N/A	N/A	0	0	432	70
2012-07-27	$8.79	$10.00	40.8%	11.7%	52.3%	11.6%	0.0%	3.7%	-9.6%	5.0K	-125.5K	-753	113.56	N/A	N/A	0	0	432	70
2012-07-30	$8.62	$10.00	48.9%	14.0%	46.9%	21.4%	0.0%	4.3%	-10.1%	4.8K	-109.2K	-672	113.83	N/A	N/A	0	0	432	70
2012-07-31	$8.69	$10.00	50.7%	14.5%	46.5%	23.7%	0.0%	3.8%	-10.7%	4.8K	-107.8K	-688	113.75	N/A	N/A	0	0	432	70