AGYS Options History — December 2012 In December 2012, AGYS traded between $8.10 and $8.50. ATM implied volatility averaged 43.5%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 20.2% (HV 20d: 23.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days.
Notable Days 2012-12-04 : Highest Volume — 31 contracts2012-12-13 : Largest IV drop — 32.2% change2012-12-11 : Highest IV Rank — 35.9%2012-12-27 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.30 $8.10 $8.50 $8.19 $8.37 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 43.5% 35.8% 58.4% 41.1% 43.8% Expected Move 11.8% 10.2% 14.5% 11.8% 12.6% HV 20d 23.3% 19.6% 27.6% 24.1% 24.4% HV 60d 23.7% 22.0% 25.5% 24.4% 25.5% IV Rank 16.1% 5.9% 35.9% 12.9% 16.5% IV Percentile 29.9% 4.0% 84.9% 13.1% 34.9% Term Structure 6.4% -8.1% 15.5% 3.7% 7.6% Skew 25d -1.4% -8.1% 4.1% -6.1% -0.4% Skew 10d 11.0% -10.5% 25.0% -10.5% -3.2% Call IV 25d 43.5% 36.0% 53.6% 51.6% 49.5% Put IV 25d 42.1% 36.9% 49.5% 45.5% 49.0% Bid-Ask Spread % 111.78 110.42 113.81 113.81 111.14 Gamma HHI 0.61 0.57 0.66 0.66 0.58 Net GEX 1.6K 1.4K 1.9K 1.8K 1.6K Net DEX -68.7K -75.0K -61.3K -70.0K -71.9K Net VEX -295 -323 -255 -257 -269 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.55 0 31 0 0 Total OI 197.9 170 201 170 201
Daily Data (20 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 2012-12-03 $8.19 $0.00 41.1% 11.8% 24.1% 12.9% 0.0% -6.1% 3.7% 1.8K -70.0K -257 0.00 113.81 N/A N/A 0 0 157 13 2012-12-04 $8.21 $0.00 43.9% 12.6% 24.1% 16.6% 0.0% -6.2% -8.1% 1.9K -72.7K -255 0.00 113.47 N/A N/A 0 31 157 13 2012-12-05 $8.23 $0.00 42.6% 12.2% 23.8% 15.0% 0.0% -3.8% -1.6% 1.6K -63.7K -320 0.00 113.08 N/A N/A 0 0 157 44 2012-12-06 $8.21 $0.00 44.4% 12.7% 22.8% 17.3% 0.0% 0.8% -5.5% 1.6K -63.6K -319 0.00 113.08 N/A N/A 0 0 157 44 2012-12-07 $8.17 $7.50 46.6% 10.4% 22.2% 20.3% 0.0% -0.7% 12.4% 1.6K -62.2K -323 0.00 112.08 N/A N/A 0 0 157 44 2012-12-10 $8.25 $7.50 47.8% 10.2% 22.3% 21.8% 0.0% -0.2% 14.4% 1.6K -65.6K -312 0.00 111.71 N/A N/A 0 0 157 44 2012-12-11 $8.44 $7.50 58.4% 10.9% 23.3% 35.9% 0.0% 4.1% 13.2% 1.5K -71.4K -308 0.00 111.72 N/A N/A 0 0 157 44 2012-12-12 $8.12 $7.50 52.8% 13.8% 27.6% 28.5% 0.0% 0.1% -7.4% 1.4K -61.7K -318 0.00 110.42 N/A N/A 0 0 157 44 2012-12-13 $8.24 $7.50 35.8% 10.3% 25.3% 5.9% 0.0% 0.4% 15.5% 1.6K -65.2K -307 0.00 111.79 N/A N/A 0 0 157 44 2012-12-14 $8.26 $7.50 37.5% 10.7% 25.3% 8.1% 0.0% -0.1% 13.6% 1.6K -66.0K -306 0.00 111.68 N/A N/A 0 0 157 44 2012-12-17 $8.37 $7.50 39.3% 11.3% 25.0% 10.5% 0.0% -0.3% 12.1% 1.5K -72.0K -305 0.00 111.04 N/A N/A 0 0 157 44 2012-12-18 $8.49 $7.50 39.7% 11.4% 23.7% 11.1% 0.0% 3.7% 11.1% 1.5K -74.7K -296 0.00 110.97 N/A N/A 0 0 157 44 2012-12-19 $8.48 $7.50 38.9% 11.2% 23.7% 10.0% 0.0% 0.3% 9.8% 1.5K -75.0K -293 0.00 111.05 N/A N/A 0 0 157 44 2012-12-20 $8.50 $7.50 40.8% 11.7% 23.5% 12.6% 0.0% 0.4% 8.0% 1.5K -74.8K -293 0.00 111.69 N/A N/A 0 0 157 44 2012-12-21 $8.45 $7.50 39.1% 11.2% 23.4% 10.3% 0.0% -0.3% 12.0% 1.5K -73.4K -290 0.00 110.76 N/A N/A 0 0 157 44 2012-12-24 $8.38 $7.50 40.8% 11.7% 19.7% 12.5% 0.0% -1.8% 8.9% 1.6K -71.7K -280 0.00 111.73 N/A N/A 0 0 157 44 2012-12-26 $8.38 $7.50 42.4% 12.2% 19.6% 14.7% 0.0% -1.8% 8.1% 1.5K -70.9K -289 0.00 110.87 N/A N/A 0 0 157 44 2012-12-27 $8.23 $7.50 50.5% 14.5% 20.7% 25.4% 0.0% -7.5% -5.8% 1.6K -65.7K -282 0.00 110.98 N/A N/A 0 0 157 44 2012-12-28 $8.10 $7.50 43.0% 12.3% 21.4% 15.5% 0.0% -8.1% 6.0% 1.8K -61.3K -285 0.00 112.56 N/A N/A 0 0 157 44 2012-12-31 $8.37 $7.50 43.8% 12.6% 24.4% 16.5% 0.0% -0.4% 7.6% 1.6K -71.9K -269 0.00 111.14 N/A N/A 0 0 157 44
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