AGYS Options History — October 2012

In October 2012, AGYS traded between $7.83 and $8.72. ATM implied volatility averaged 48.8%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 29.0% (HV 20d: 19.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.80.

Notable Days

2012-10-12: Highest Volume — 82 contracts
2012-10-11: Largest IV drop — 38.3% change
2012-10-10: Highest IV Rank — 48.6%
2012-10-23: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.41	$7.83	$8.72	$8.61	$8.17
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	48.8%	41.5%	68.0%	49.1%	45.9%
Expected Move	12.9%	11.6%	15.9%	14.1%	13.1%
HV 20d	19.9%	14.2%	28.6%	20.3%	28.6%
HV 60d	27.9%	23.5%	31.2%	31.1%	23.8%
IV Rank	23.2%	13.4%	48.6%	23.5%	19.2%
IV Percentile	43.4%	12.7%	94.4%	47.2%	37.3%
Term Structure	5.1%	-13.6%	13.1%	-10.0%	0.9%
Skew 25d	2.4%	-8.2%	33.8%	4.9%	-8.2%
Skew 10d	14.1%	-12.3%	67.0%	14.2%	-12.3%
Call IV 25d	42.3%	35.5%	56.2%	35.8%	56.2%
Put IV 25d	44.8%	39.0%	74.7%	40.7%	48.0%
Bid-Ask Spread %	112.48	106.20	114.28	113.71	114.28
Gamma HHI	0.73	0.50	0.94	0.88	0.63
Net GEX	2.2K	-90	4.8K	3.0K	1.5K
Net DEX	-52.7K	-80.9K	-16.8K	-25.2K	-67.4K
Net VEX	-250	-333	-100	-146	-305
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.00	2.00	0.00	2.00
Total Volume	8.476	0	82	0	0
Total OI	412.429	155	540	467	170

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
2012-10-01	$8.61	$10.00	49.1%	14.1%	20.3%	23.5%	0.0%	4.9%	-10.0%	3.0K	-25.2K	-146	0.00	113.71	N/A	N/A	0	0	397	70
2012-10-02	$8.67	$10.00	51.2%	14.7%	20.4%	26.3%	0.0%	3.8%	-11.0%	3.6K	-29.0K	-152	0.00	113.75	N/A	N/A	0	0	397	70
2012-10-03	$8.58	$10.00	52.6%	15.1%	20.7%	28.2%	0.0%	1.8%	-12.9%	2.6K	-22.3K	-141	0.00	113.83	N/A	N/A	0	0	397	70
2012-10-04	$8.72	$10.00	55.3%	15.9%	14.2%	31.7%	0.0%	5.2%	-13.6%	4.1K	-32.5K	-159	0.00	113.73	N/A	N/A	0	0	397	70
2012-10-05	$8.52	$0.00	52.8%	11.6%	15.5%	28.4%	0.0%	0.1%	12.7%	1.7K	-16.8K	-107	0.00	112.26	N/A	N/A	0	0	397	70
2012-10-08	$8.56	$0.00	57.9%	11.9%	15.3%	35.2%	0.0%	3.6%	13.1%	1.8K	-17.5K	-100	0.00	112.19	N/A	N/A	70	0	397	70
2012-10-09	$8.67	$0.00	65.4%	12.0%	15.1%	45.2%	0.0%	4.4%	11.3%	4.8K	-80.9K	-298	0.00	112.30	N/A	N/A	0	0	467	70
2012-10-10	$8.69	$0.00	68.0%	11.7%	14.3%	48.6%	0.0%	2.9%	12.4%	3.8K	-69.0K	-267	1.20	112.30	N/A	N/A	5	6	467	70
2012-10-11	$8.64	$0.00	42.0%	12.0%	14.2%	14.1%	0.0%	1.0%	11.7%	2.8K	-61.1K	-253	0.00	112.31	N/A	N/A	0	0	467	73
2012-10-12	$8.59	$0.00	41.8%	12.0%	14.3%	13.9%	0.0%	2.1%	9.9%	1.7K	-55.3K	-237	0.00	112.34	N/A	N/A	82	0	467	73
2012-10-15	$8.65	$0.00	44.3%	12.7%	14.6%	17.1%	0.0%	3.6%	10.0%	2.9K	-74.5K	-333	0.00	112.30	N/A	N/A	0	0	467	73
2012-10-16	$8.60	$0.00	42.6%	12.2%	14.7%	15.0%	0.0%	3.2%	12.6%	2.5K	-70.7K	-328	0.00	112.48	N/A	N/A	0	0	467	73
2012-10-17	$8.65	$0.00	44.1%	12.6%	14.8%	16.9%	0.0%	4.3%	10.3%	1.4K	-67.7K	-303	0.00	112.44	N/A	N/A	0	0	467	73
2012-10-18	$8.23	$0.00	42.9%	12.3%	23.0%	15.3%	0.0%	-2.0%	10.2%	539	-54.3K	-300	0.00	113.10	N/A	N/A	0	0	467	73
2012-10-19	$8.00	$0.00	41.5%	11.9%	24.8%	13.5%	0.0%	-4.8%	11.7%	-90	-46.6K	-297	0.00	106.20	N/A	N/A	0	0	467	73
2012-10-22	$8.01	$0.00	43.8%	12.5%	24.6%	16.5%	0.0%	-4.2%	9.8%	1.4K	-63.7K	-284	2.00	114.10	N/A	N/A	5	10	152	3
2012-10-23	$7.83	$0.00	55.6%	15.9%	25.4%	32.1%	0.0%	8.3%	-3.6%	1.3K	-59.5K	-314	0.00	110.61	N/A	N/A	0	0	157	13
2012-10-24	$7.91	$0.00	45.4%	13.0%	25.9%	18.7%	0.0%	33.8%	11.4%	1.3K	-59.5K	-309	0.00	110.62	N/A	N/A	0	0	157	13
2012-10-25	$8.15	$0.00	41.5%	11.9%	28.2%	13.4%	0.0%	-5.1%	5.3%	1.4K	-67.1K	-312	0.00	113.57	N/A	N/A	0	0	157	13
2012-10-26	$8.08	$0.00	41.5%	11.9%	28.2%	13.5%	0.0%	-7.7%	5.1%	1.4K	-66.2K	-311	0.00	113.73	N/A	N/A	0	0	157	13
2012-10-31	$8.17	$0.00	45.9%	13.1%	28.6%	19.2%	0.0%	-8.2%	0.9%	1.5K	-67.4K	-305	0.00	114.28	N/A	N/A	0	0	157	13