AGYS Options History — November 2012 In November 2012, AGYS traded between $7.60 and $8.24. ATM implied volatility averaged 46.6%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 20.1% (HV 20d: 26.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days.
Notable Days 2012-11-15 : Largest IV drop — 33.8% change2012-11-14 : Highest IV Rank — 48.5%2012-11-14 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $7.95 $7.60 $8.24 $8.09 $8.16 ATM IV 46.6% 35.0% 67.9% 42.3% 38.7% Expected Move 12.4% 10.0% 13.9% 12.1% 11.1% HV 20d 26.4% 23.4% 28.6% 28.5% 24.2% HV 60d 23.9% 22.9% 25.2% 23.9% 24.4% IV Rank 20.2% 4.8% 48.5% 14.5% 9.7% IV Percentile 37.6% 2.8% 94.8% 18.3% 7.1% Term Structure 5.7% 0.8% 15.1% 7.9% 10.1% Skew 25d 12.6% -7.3% 43.1% -6.1% -6.9% Skew 10d 38.1% -13.3% 84.6% -11.3% -11.0% Call IV 25d 46.5% 39.6% 55.3% 53.5% 48.7% Put IV 25d 59.0% 41.8% 92.3% 47.4% 41.8% Bid-Ask Spread % 111.27 106.88 114.55 114.55 113.42 Gamma HHI 0.66 0.64 0.68 0.64 0.66 Net GEX 1.6K 1.5K 1.7K 1.5K 1.7K Net DEX -62.7K -70.6K -53.2K -66.2K -68.7K Net VEX -285 -304 -267 -304 -270 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 170 170 170 170 170
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 2012-11-01 $8.09 $0.00 42.3% 12.1% 28.5% 14.5% 0.0% -6.1% 7.9% 1.5K -66.2K -304 0.00 114.55 N/A N/A 0 0 157 13 2012-11-02 $8.05 $0.00 42.1% 12.1% 28.4% 14.3% 0.0% -7.3% 7.6% 1.5K -65.8K -303 0.00 112.79 N/A N/A 0 0 157 13 2012-11-05 $8.06 $0.00 47.0% 13.0% 27.5% 20.7% 0.0% 22.2% 3.5% 1.5K -65.6K -299 0.00 110.18 N/A N/A 0 0 157 13 2012-11-06 $8.15 $0.00 47.0% 12.4% 27.0% 20.8% 0.0% 14.6% 5.6% 1.5K -67.3K -303 0.00 109.04 N/A N/A 0 0 157 13 2012-11-07 $8.00 $0.00 50.0% 13.1% 27.5% 24.8% 0.0% 9.5% 3.9% 1.5K -64.1K -298 0.00 110.90 N/A N/A 0 0 157 13 2012-11-08 $7.89 $0.00 49.2% 13.3% 27.1% 23.7% 0.0% 10.1% 2.5% 1.5K -61.1K -297 0.00 108.14 N/A N/A 0 0 157 13 2012-11-09 $7.93 $0.00 51.4% 12.8% 27.2% 26.6% 0.0% 26.2% 4.8% 1.5K -62.2K -297 0.00 110.53 N/A N/A 0 0 157 13 2012-11-12 $7.88 $0.00 58.9% 13.1% 27.2% 36.5% 0.0% 9.5% 3.3% 1.5K -61.8K -293 0.00 110.13 N/A N/A 0 0 157 13 2012-11-13 $7.85 $0.00 62.5% 12.9% 27.2% 41.2% 0.0% 32.8% 4.4% 1.5K -59.0K -285 0.00 109.08 N/A N/A 0 0 157 13 2012-11-14 $7.62 $0.00 67.9% 13.9% 28.2% 48.5% 0.0% 43.1% 0.8% 1.5K -54.5K -283 0.00 106.88 N/A N/A 0 0 157 13 2012-11-15 $7.67 $0.00 45.0% 12.9% 28.6% 18.0% 0.0% 41.6% 3.8% 1.5K -54.5K -282 0.00 109.00 N/A N/A 0 0 157 13 2012-11-16 $7.60 $0.00 44.7% 12.8% 28.3% 17.7% 0.0% 7.4% 4.8% 1.5K -53.2K -276 0.00 110.31 N/A N/A 0 0 157 13 2012-11-19 $7.82 $0.00 46.8% 13.4% 25.9% 20.5% 0.0% 36.7% 2.7% 1.5K -58.1K -277 0.00 109.50 N/A N/A 0 0 157 13 2012-11-20 $7.80 $0.00 44.0% 12.6% 24.1% 16.8% 0.0% 5.9% 2.5% 1.6K -58.5K -277 0.00 111.60 N/A N/A 0 0 157 13 2012-11-21 $7.77 $0.00 44.3% 12.7% 24.1% 17.1% 0.0% 37.8% 2.3% 1.6K -57.0K -275 0.00 112.47 N/A N/A 0 0 157 13 2012-11-23 $7.89 $0.00 35.0% 10.0% 23.4% 4.8% 0.0% 0.2% 15.1% 1.7K -59.8K -273 0.00 114.16 N/A N/A 0 0 157 13 2012-11-26 $8.20 $0.00 38.3% 11.0% 26.9% 9.3% 0.0% -2.8% 14.4% 1.7K -68.4K -277 0.00 113.47 N/A N/A 0 0 157 13 2012-11-27 $8.24 $0.00 40.2% 11.5% 24.8% 11.7% 0.0% -1.8% 8.3% 1.7K -70.6K -268 0.00 113.18 N/A N/A 0 0 157 13 2012-11-28 $8.20 $0.00 41.6% 11.9% 24.7% 13.6% 0.0% -3.9% 3.9% 1.7K -70.2K -267 0.00 113.84 N/A N/A 0 0 157 13 2012-11-29 $8.16 $0.00 41.3% 11.8% 24.4% 13.2% 0.0% -4.8% 7.0% 1.7K -69.4K -272 0.00 113.56 N/A N/A 0 0 157 13 2012-11-30 $8.16 $0.00 38.7% 11.1% 24.2% 9.7% 0.0% -6.9% 10.1% 1.7K -68.7K -270 0.00 113.42 N/A N/A 0 0 157 13
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