AGYS Options History — February 2013

In February 2013, AGYS traded between $8.84 and $9.86. ATM implied volatility averaged 38.6%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 8.8% (HV 20d: 29.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.10.

Notable Days

2013-02-13: Highest Volume — 92 contracts
2013-02-07: Largest IV drop — 34.1% change
2013-02-04: Highest IV Rank — 26.4%
2013-02-11: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.39	$8.84	$9.86	$8.84	$9.21
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	38.6%	31.2%	51.3%	48.3%	38.7%
Expected Move	10.1%	8.8%	11.8%	8.8%	11.1%
HV 20d	29.9%	25.2%	33.5%	25.2%	33.5%
HV 60d	25.7%	24.2%	26.9%	24.5%	26.9%
IV Rank	9.8%	0.0%	26.4%	22.4%	10.0%
IV Percentile	19.4%	0.0%	72.2%	61.9%	12.7%
Term Structure	2.1%	-4.0%	10.9%	-1.1%	-3.0%
VWIV	38.2%	38.2%	38.2%	38.2%	38.2%
Skew 25d	15.4%	-4.0%	88.0%	7.9%	-0.1%
Skew 10d	14.9%	-8.0%	119.9%	4.3%	-1.7%
Call IV 25d	37.3%	29.4%	43.8%	29.4%	39.7%
Put IV 25d	52.7%	37.2%	131.8%	37.2%	39.6%
Bid-Ask Spread %	111.07	99.08	115.08	111.78	112.66
Gamma HHI	0.73	0.50	0.94	0.50	0.73
Net GEX	2.6K	1.0K	3.7K	1.1K	3.3K
Net DEX	-118.5K	-163.1K	-51.4K	-51.4K	-129.2K
Net VEX	-545	-729	-272	-286	-671
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.47	0.00	0.00
Total Volume	20.474	0	92	0	0
Total OI	352.474	200	455	202	455

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
2013-02-01	$8.84	$0.00	48.3%	8.8%	25.2%	22.4%	0.0%	7.9%	-1.1%	1.1K	-51.4K	-286	0.00	111.78	N/A	N/A	0	0	138	64
2013-02-04	$8.94	$0.00	51.3%	9.4%	25.3%	26.4%	0.0%	5.8%	-2.4%	1.1K	-56.2K	-296	0.00	111.51	N/A	N/A	2	0	138	64
2013-02-05	$9.00	$0.00	50.0%	10.1%	25.3%	24.8%	0.0%	8.8%	-4.0%	1.0K	-55.4K	-292	0.00	111.24	N/A	N/A	0	0	136	64
2013-02-06	$9.20	$0.00	48.9%	10.2%	25.8%	23.3%	0.0%	9.6%	10.9%	1.1K	-61.8K	-272	0.42	111.52	N/A	N/A	60	25	136	64
2013-02-07	$9.19	$0.00	32.3%	9.2%	25.8%	1.2%	0.0%	7.0%	6.1%	1.4K	-75.0K	-417	0.00	112.40	N/A	N/A	34	0	180	89
2013-02-08	$9.54	$0.00	38.1%	10.9%	28.2%	8.9%	38.2%	3.0%	-0.9%	1.5K	-91.8K	-409	0.00	106.91	N/A	N/A	33	0	180	89
2013-02-11	$9.41	$10.00	41.3%	11.8%	28.5%	13.2%	0.0%	0.3%	-0.2%	2.2K	-104.2K	-467	0.00	106.86	N/A	N/A	53	0	213	89
2013-02-12	$9.54	$10.00	34.4%	9.9%	28.6%	4.1%	0.0%	9.5%	9.7%	3.0K	-129.8K	-579	0.00	113.75	N/A	N/A	20	0	266	89
2013-02-13	$9.86	$10.00	38.4%	11.0%	30.1%	9.3%	0.0%	79.5%	1.4%	3.2K	-162.2K	-576	0.00	107.03	N/A	N/A	92	0	286	89
2013-02-14	$9.48	$10.00	31.2%	8.9%	31.7%	0.0%	0.0%	8.2%	8.1%	2.9K	-139.1K	-634	0.00	113.72	N/A	N/A	0	0	296	89
2013-02-15	$9.65	$10.00	40.2%	11.5%	32.0%	11.9%	0.0%	88.0%	0.3%	2.9K	-147.0K	-615	0.00	109.87	N/A	N/A	0	0	296	89
2013-02-19	$9.73	$10.00	39.4%	11.3%	31.5%	10.8%	0.0%	-4.0%	-0.9%	3.0K	-151.9K	-598	0.47	99.08	N/A	N/A	36	17	296	89
2013-02-20	$9.60	$10.00	32.7%	9.4%	32.3%	2.0%	0.0%	9.7%	5.2%	3.4K	-153.9K	-692	0.00	115.08	N/A	N/A	17	0	332	106
2013-02-21	$9.43	$10.00	32.6%	9.4%	32.6%	1.9%	0.0%	12.5%	2.5%	3.5K	-149.7K	-729	0.00	112.33	N/A	N/A	0	0	349	106
2013-02-22	$9.62	$10.00	31.5%	9.0%	32.4%	0.5%	0.0%	13.3%	5.5%	3.7K	-163.1K	-723	0.00	114.66	N/A	N/A	0	0	349	106
2013-02-25	$9.49	$10.00	34.8%	10.0%	32.8%	4.7%	0.0%	0.4%	1.4%	3.5K	-154.8K	-719	0.00	114.47	N/A	N/A	0	0	349	106
2013-02-26	$9.30	$10.00	35.8%	10.3%	33.0%	6.1%	0.0%	15.5%	-0.5%	3.4K	-134.7K	-687	0.00	112.80	N/A	N/A	0	0	349	106
2013-02-27	$9.37	$10.00	34.2%	9.8%	32.8%	4.0%	0.0%	17.3%	2.5%	3.5K	-139.9K	-694	0.00	112.72	N/A	N/A	0	0	349	106
2013-02-28	$9.21	$10.00	38.7%	11.1%	33.5%	10.0%	0.0%	-0.1%	-3.0%	3.3K	-129.2K	-671	0.00	112.66	N/A	N/A	0	0	349	106