AGYS Options History — January 2013

In January 2013, AGYS traded between $8.25 and $8.69. ATM implied volatility averaged 47.2%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 23.4% (HV 20d: 23.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2013-01-03: Highest Volume — 20 contracts
2013-01-10: Largest IV drop — 35.0% change
2013-01-09: Highest IV Rank — 42.5%
2013-01-31: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.50	$8.25	$8.69	$8.55	$8.51
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	47.2%	39.7%	63.4%	51.1%	51.3%
Expected Move	12.5%	11.1%	14.7%	14.7%	14.7%
HV 20d	23.8%	20.5%	25.9%	25.4%	21.4%
HV 60d	24.5%	22.6%	26.2%	25.9%	23.3%
IV Rank	21.1%	11.0%	42.5%	26.2%	26.5%
IV Percentile	46.9%	10.7%	92.1%	69.4%	72.2%
Term Structure	1.7%	-14.9%	12.1%	-14.5%	-12.4%
VWIV	50.9%	50.9%	50.9%	50.9%	50.9%
Skew 25d	0.1%	-6.0%	4.0%	-1.5%	-2.2%
Skew 10d	4.6%	-8.3%	27.7%	-1.2%	-2.8%
Call IV 25d	44.2%	36.6%	53.9%	52.0%	53.9%
Put IV 25d	44.3%	37.3%	52.0%	50.5%	51.7%
Bid-Ask Spread %	112.02	111.02	112.81	111.85	112.51
Gamma HHI	0.57	0.50	0.66	0.55	0.50
Net GEX	1.0K	738	1.5K	1.4K	1.0K
Net DEX	-56.2K	-78.0K	-31.2K	-78.0K	-40.9K
Net VEX	-290	-308	-265	-265	-301
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	2.286	0	20	0	2
Total OI	209.238	180	224	201	200

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-01-02	$8.55	$7.50	51.1%	14.7%	25.4%	26.2%	0.0%	-1.5%	-14.5%	1.4K	-78.0K	-265	111.85	N/A	N/A	0	0	157	44
2013-01-03	$8.51	$7.50	51.3%	14.7%	25.5%	26.5%	0.0%	-2.1%	-14.9%	1.5K	-76.2K	-265	111.93	N/A	N/A	0	20	157	44
2013-01-04	$8.59	$0.00	53.4%	12.6%	25.7%	29.2%	0.0%	-1.1%	-0.6%	1.2K	-70.5K	-308	111.02	N/A	N/A	0	0	157	64
2013-01-07	$8.57	$0.00	60.3%	11.1%	25.7%	38.3%	0.0%	1.8%	11.0%	1.2K	-67.4K	-304	111.44	N/A	N/A	0	0	157	64
2013-01-08	$8.49	$0.00	59.7%	11.5%	25.9%	37.6%	0.0%	2.4%	7.4%	1.2K	-66.2K	-294	112.47	N/A	N/A	0	0	157	64
2013-01-09	$8.56	$0.00	63.4%	11.4%	25.8%	42.5%	0.0%	1.9%	7.9%	1.2K	-67.7K	-301	112.33	N/A	N/A	0	6	157	64
2013-01-10	$8.69	$0.00	41.2%	11.8%	25.1%	13.1%	0.0%	4.0%	8.4%	1.1K	-69.1K	-302	111.43	N/A	N/A	0	0	157	67
2013-01-11	$8.60	$0.00	40.2%	11.5%	20.8%	11.7%	0.0%	3.0%	8.6%	1.1K	-67.1K	-298	112.16	N/A	N/A	0	0	157	67
2013-01-14	$8.69	$0.00	40.6%	11.6%	20.5%	12.3%	0.0%	2.8%	8.3%	1.1K	-69.1K	-287	111.80	N/A	N/A	0	0	157	67
2013-01-15	$8.66	$0.00	40.1%	11.5%	20.6%	11.6%	0.0%	1.6%	8.1%	763	-71.3K	-283	111.27	N/A	N/A	0	0	157	67
2013-01-16	$8.40	$0.00	41.6%	11.9%	23.3%	13.6%	0.0%	-2.0%	7.7%	1.2K	-63.8K	-288	111.82	N/A	N/A	0	0	157	67
2013-01-17	$8.47	$0.00	41.3%	11.8%	22.9%	13.2%	0.0%	0.7%	8.7%	746	-66.7K	-279	111.44	N/A	N/A	0	0	157	67
2013-01-18	$8.41	$0.00	39.7%	11.4%	23.0%	11.0%	0.0%	2.4%	12.1%	748	-61.6K	-281	112.12	N/A	N/A	0	0	157	67
2013-01-22	$8.52	$0.00	44.4%	12.7%	23.5%	17.3%	0.0%	0.8%	-6.7%	772	-35.4K	-274	112.81	N/A	N/A	0	0	116	64
2013-01-23	$8.40	$0.00	43.9%	12.6%	23.9%	16.6%	0.0%	-2.3%	-7.1%	738	-31.5K	-278	112.53	N/A	N/A	0	0	116	64
2013-01-24	$8.31	$0.00	42.7%	12.2%	24.1%	15.0%	0.0%	-4.2%	11.3%	745	-31.2K	-269	111.81	N/A	N/A	20	0	116	64
2013-01-25	$8.25	$0.00	42.7%	12.2%	24.2%	15.1%	0.0%	-6.0%	7.9%	936	-33.9K	-302	112.46	N/A	N/A	0	0	136	64
2013-01-28	$8.50	$0.00	45.1%	12.9%	25.6%	18.2%	0.0%	3.5%	-6.2%	998	-38.1K	-305	112.26	N/A	N/A	0	0	136	64
2013-01-29	$8.44	$0.00	47.8%	13.7%	25.0%	21.7%	0.0%	0.7%	0.9%	962	-37.7K	-305	112.20	N/A	N/A	0	0	136	64
2013-01-30	$8.40	$0.00	50.0%	14.3%	22.2%	24.7%	0.0%	-1.7%	-10.8%	985	-37.6K	-300	112.71	N/A	N/A	0	0	136	64
2013-01-31	$8.51	$0.00	51.3%	14.7%	21.4%	26.5%	50.9%	-2.2%	-12.4%	1.0K	-40.9K	-301	112.51	N/A	N/A	2	0	136	64