AGYS Options History — September 2012 In September 2012, AGYS traded between $8.27 and $8.70. ATM implied volatility averaged 48.0%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 23.5% (HV 20d: 24.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2012-09-10 : Highest Volume — 17 contracts2012-09-13 : Largest IV drop — 38.4% change2012-09-12 : Highest IV Rank — 41.7%2012-09-06 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.60 $8.27 $8.70 $8.32 $8.60 Max Pain $9.69 $7.50 $10.00 $7.50 $10.00 ATM IV 48.0% 39.1% 65.4% 48.0% 47.7% Expected Move 12.4% 10.2% 15.0% 13.8% 13.7% HV 20d 24.5% 20.4% 27.6% 22.3% 20.4% HV 60d 37.3% 31.6% 41.8% 41.0% 31.6% IV Rank 21.1% 10.3% 41.7% 20.5% 21.7% IV Percentile 37.5% 6.3% 88.1% 37.7% 41.3% Term Structure 5.6% -14.5% 24.7% -10.3% -8.1% VWIV 34.0% 29.5% 38.6% 29.5% 38.6% Skew 25d 4.4% -6.1% 13.4% -4.0% 4.4% Skew 10d 8.0% -8.4% 16.6% -6.2% 14.1% Call IV 25d 46.6% 34.1% 66.9% 53.5% 34.9% Put IV 25d 51.1% 38.3% 76.0% 49.5% 39.4% Bid-Ask Spread % 112.99 111.86 113.83 112.23 113.83 Gamma HHI 0.92 0.85 0.99 0.95 0.87 Net GEX 4.1K 2.8K 4.9K 2.8K 3.2K Net DEX -42.4K -65.1K -27.0K -39.3K -27.0K Net VEX -258 -360 -167 -276 -167 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 1.316 0 17 0 0 Total OI 474 467 492 492 467
Daily Data (19 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 2012-09-04 $8.32 $0.00 48.0% 13.8% 22.3% 20.5% 0.0% -4.0% -10.3% 2.8K -39.3K -276 0.00 112.23 N/A N/A 0 0 422 70 2012-09-05 $8.27 $0.00 48.3% 13.8% 22.4% 20.7% 0.0% -6.1% 2.6% 3.6K -53.0K -360 0.00 112.47 N/A N/A 0 0 422 70 2012-09-06 $8.65 $0.00 52.5% 15.0% 27.6% 25.9% 0.0% 2.0% -14.5% 4.9K -65.1K -333 0.00 111.89 N/A N/A 0 0 422 70 2012-09-07 $8.51 $7.50 53.0% 11.2% 26.5% 26.6% 0.0% -2.2% 12.9% 4.0K -53.2K -313 0.00 113.34 N/A N/A 0 0 422 70 2012-09-10 $8.57 $7.50 57.6% 10.2% 26.6% 32.2% 29.5% 1.0% 24.7% 3.9K -51.1K -270 0.00 111.86 N/A N/A 17 0 422 70 2012-09-11 $8.70 $10.00 64.5% 11.5% 26.7% 40.7% 38.6% 3.8% 15.1% 4.9K -53.5K -308 0.00 112.85 N/A N/A 8 0 405 70 2012-09-12 $8.59 $10.00 65.4% 10.9% 27.2% 41.7% 0.0% 1.3% 17.2% 3.9K -35.9K -251 0.00 112.10 N/A N/A 0 0 397 70 2012-09-13 $8.66 $10.00 40.2% 11.5% 25.6% 10.9% 0.0% 4.3% 14.8% 4.5K -44.1K -297 0.00 112.89 N/A N/A 0 0 397 70 2012-09-14 $8.67 $10.00 39.1% 11.2% 25.3% 10.3% 0.0% 9.1% 18.0% 4.5K -41.5K -266 0.00 112.65 N/A N/A 0 0 397 70 2012-09-17 $8.66 $10.00 42.6% 12.2% 24.5% 14.9% 0.0% 13.4% 13.4% 4.5K -43.1K -257 0.00 112.98 N/A N/A 0 0 397 70 2012-09-18 $8.67 $10.00 40.0% 11.5% 24.5% 11.4% 0.0% 11.1% 15.7% 4.4K -39.6K -254 0.00 112.65 N/A N/A 0 0 397 70 2012-09-19 $8.69 $10.00 41.9% 12.0% 24.4% 14.0% 0.0% 11.3% 13.0% 4.8K -46.7K -269 0.00 113.45 N/A N/A 0 0 397 70 2012-09-20 $8.67 $10.00 42.9% 12.3% 23.8% 15.4% 0.0% 11.3% 11.6% 4.5K -42.8K -247 0.00 113.45 N/A N/A 0 0 397 70 2012-09-21 $8.64 $10.00 42.5% 12.2% 23.7% 14.8% 0.0% 10.7% 10.8% 4.3K -41.1K -244 0.00 113.65 N/A N/A 0 0 397 70 2012-09-24 $8.69 $10.00 45.8% 13.1% 23.7% 19.1% 0.0% 4.7% -8.8% 4.4K -39.4K -232 0.00 113.45 N/A N/A 0 0 397 70 2012-09-25 $8.60 $10.00 46.5% 13.3% 23.9% 20.1% 0.0% 2.3% -7.5% 3.5K -30.5K -192 0.00 113.65 N/A N/A 0 0 397 70 2012-09-26 $8.57 $10.00 46.2% 13.3% 23.1% 19.7% 0.0% 2.0% -7.5% 3.1K -27.0K -174 0.00 113.71 N/A N/A 0 0 397 70 2012-09-27 $8.66 $10.00 47.3% 13.6% 23.3% 21.2% 0.0% 3.9% -7.4% 3.8K -32.2K -185 0.00 113.65 N/A N/A 0 0 397 70 2012-09-28 $8.60 $10.00 47.7% 13.7% 20.4% 21.7% 0.0% 4.4% -8.1% 3.2K -27.0K -167 0.00 113.83 N/A N/A 0 0 397 70
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