AGYS Options History — August 2012

Name: AGYS Options Analytics - August 2012
Creator: Options Analysis Suite

In August 2012, AGYS traded between $8.27 and $8.65. ATM implied volatility averaged 54.3%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 17.1% (HV 20d: 37.2%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days.

Notable Days

2012-08-16: Largest IV drop — 62.2% change
2012-08-15: Highest IV Rank — 92.4%
2012-08-03: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.47	$8.27	$8.65	$8.42	$8.29
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	54.3%	40.4%	106.8%	47.4%	43.9%
Expected Move	12.1%	10.8%	14.6%	13.6%	12.6%
HV 20d	37.2%	19.4%	47.0%	47.0%	22.3%
HV 60d	46.0%	41.7%	48.9%	48.6%	41.7%
IV Rank	28.1%	11.0%	92.4%	19.7%	15.4%
IV Percentile	43.9%	8.3%	99.6%	31.0%	21.8%
Term Structure	2.0%	-12.1%	12.9%	-10.5%	0.2%
Skew 25d	1.9%	-5.3%	4.5%	2.3%	-5.3%
Skew 10d	11.4%	-6.9%	19.3%	17.7%	-6.9%
Call IV 25d	39.1%	34.0%	49.2%	34.3%	49.2%
Put IV 25d	40.9%	36.6%	46.2%	36.6%	43.9%
Bid-Ask Spread %	112.01	111.27	114.39	114.39	112.23
Gamma HHI	0.99	0.97	1.00	0.98	0.97
Net GEX	4.4K	3.5K	5.0K	4.1K	3.5K
Net DEX	-77.7K	-104.8K	-49.2K	-90.2K	-49.2K
Net VEX	-506	-650	-345	-618	-345
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	497.652	492	502	502	492

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	Spread %	Call Wall	Put Wall	Call OI	Put OI
2012-08-01	$8.42	$10.00	47.4%	13.6%	47.0%	19.7%	0.0%	2.3%	-10.5%	4.1K	-90.2K	-618	114.39	N/A	N/A	432	70
2012-08-02	$8.47	$10.00	50.0%	14.3%	46.7%	22.9%	0.0%	3.2%	-12.0%	4.3K	-94.9K	-650	114.29	N/A	N/A	432	70
2012-08-03	$8.50	$10.00	50.9%	14.6%	45.7%	24.0%	0.0%	4.2%	-12.1%	4.5K	-92.6K	-616	114.29	N/A	N/A	432	70
2012-08-06	$8.51	$0.00	59.3%	10.8%	45.7%	34.2%	0.0%	2.5%	11.8%	4.5K	-93.2K	-603	111.35	N/A	N/A	432	70
2012-08-07	$8.50	$0.00	59.4%	10.9%	45.3%	34.4%	0.0%	2.2%	11.5%	4.5K	-93.6K	-601	111.35	N/A	N/A	432	70
2012-08-08	$8.59	$0.00	65.4%	11.5%	45.2%	41.7%	0.0%	3.8%	12.3%	4.6K	-104.8K	-631	111.27	N/A	N/A	432	70
2012-08-09	$8.37	$0.00	63.6%	11.2%	45.6%	39.6%	0.0%	1.3%	9.9%	4.2K	-83.2K	-558	111.56	N/A	N/A	432	70
2012-08-10	$8.35	$0.00	65.0%	11.0%	45.6%	41.2%	0.0%	1.4%	11.8%	4.2K	-82.7K	-557	111.77	N/A	N/A	432	70
2012-08-13	$8.27	$0.00	77.3%	11.3%	44.5%	56.3%	0.0%	1.4%	12.4%	3.8K	-74.8K	-536	111.90	N/A	N/A	432	70
2012-08-14	$8.30	$0.00	89.6%	11.3%	44.4%	71.4%	0.0%	2.5%	12.9%	3.8K	-74.0K	-527	111.78	N/A	N/A	432	70
2012-08-15	$8.53	$0.00	106.8%	11.5%	45.4%	92.4%	0.0%	3.6%	11.1%	4.6K	-90.0K	-566	111.55	N/A	N/A	432	70
2012-08-16	$8.44	$0.00	40.4%	11.6%	44.6%	11.1%	0.0%	3.7%	10.3%	4.2K	-81.2K	-552	111.56	N/A	N/A	432	70
2012-08-17	$8.59	$0.00	40.4%	11.6%	42.2%	11.0%	0.0%	2.6%	-1.3%	4.9K	-75.8K	-480	111.50	N/A	N/A	432	70
2012-08-20	$8.61	$0.00	41.9%	12.0%	37.7%	12.9%	0.0%	3.1%	-4.0%	4.9K	-71.0K	-428	111.58	N/A	N/A	422	70
2012-08-21	$8.56	$0.00	41.7%	12.0%	33.7%	12.7%	0.0%	4.4%	-4.1%	4.6K	-65.6K	-427	111.63	N/A	N/A	422	70
2012-08-22	$8.44	$0.00	41.1%	11.8%	33.1%	11.9%	0.0%	1.6%	4.0%	4.3K	-69.2K	-469	111.79	N/A	N/A	422	70
2012-08-23	$8.52	$0.00	42.1%	12.1%	32.0%	13.2%	0.0%	0.1%	6.2%	4.6K	-84.2K	-500	111.63	N/A	N/A	422	70
2012-08-24	$8.57	$0.00	42.0%	12.1%	22.7%	13.1%	0.0%	2.4%	-5.1%	4.7K	-66.4K	-417	111.57	N/A	N/A	422	70
2012-08-27	$8.51	$0.00	43.7%	12.5%	21.8%	15.1%	0.0%	0.4%	-6.3%	4.3K	-60.3K	-375	111.77	N/A	N/A	422	70
2012-08-28	$8.65	$0.00	45.6%	13.1%	22.4%	17.5%	0.0%	4.5%	-6.5%	5.0K	-70.1K	-397	111.67	N/A	N/A	422	70
2012-08-29	$8.58	$0.00	46.0%	13.2%	19.4%	18.0%	0.0%	2.4%	-9.6%	4.6K	-62.3K	-368	111.71	N/A	N/A	422	70
2012-08-30	$8.32	$0.00	44.3%	12.7%	22.3%	15.8%	0.0%	-5.0%	2.8%	3.8K	-58.1K	-406	112.16	N/A	N/A	422	70
2012-08-31	$8.29	$0.00	43.9%	12.6%	22.3%	15.4%	0.0%	-5.3%	0.2%	3.5K	-49.2K	-345	112.23	N/A	N/A	422	70