AGYS Options History — March 2013 In March 2013, AGYS traded between $9.28 and $9.94. ATM implied volatility averaged 41.1%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 12.4% (HV 20d: 28.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-03-22 : Highest Volume — 5 contracts2013-03-14 : Largest IV drop — 53.8% change2013-03-13 : Highest IV Rank — 61.2%2013-03-18 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $9.57 $9.28 $9.94 $9.28 $9.94 Max Pain $7.63 $7.50 $10.00 $10.00 $7.50 ATM IV 41.1% 32.2% 77.4% 37.3% 34.9% Expected Move 10.6% 9.2% 11.7% 10.7% 10.0% HV 20d 28.7% 23.0% 34.9% 33.4% 23.0% HV 60d 27.4% 26.5% 28.5% 26.9% 26.5% IV Rank 13.1% 1.4% 61.2% 8.0% 4.9% IV Percentile 23.0% 1.2% 98.4% 8.3% 5.2% Term Structure 4.9% -1.4% 11.7% 1.3% 0.3% VWIV 49.4% 49.4% 49.4% 49.4% 49.4% Skew 25d 9.0% -0.2% 79.0% 19.2% 6.4% Skew 10d 9.2% -1.6% 111.6% 13.1% 10.0% Call IV 25d 38.6% 34.5% 43.4% 40.1% 41.6% Put IV 25d 47.6% 36.7% 122.4% 59.3% 48.0% Bid-Ask Spread % 110.39 104.59 114.42 112.95 113.93 Gamma HHI 0.74 0.64 0.82 0.72 0.67 Net GEX 3.4K 2.7K 4.2K 3.4K 3.2K Net DEX -151.6K -173.8K -131.8K -131.8K -173.8K Net VEX -615 -685 -562 -670 -578 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 0.25 0 5 0 0 Total OI 445 430 455 455 430
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 2013-03-01 $9.28 $10.00 37.3% 10.7% 33.4% 8.0% 0.0% 19.2% 1.3% 3.4K -131.8K -670 0.00 112.95 N/A N/A 0 0 349 106 2013-03-04 $9.33 $7.50 40.3% 10.7% 31.0% 12.0% 0.0% 0.2% 2.5% 3.5K -137.4K -661 0.00 109.66 N/A N/A 0 0 349 106 2013-03-05 $9.75 $7.50 33.9% 11.6% 34.2% 3.6% 0.0% 3.0% 0.4% 4.2K -171.6K -685 0.00 104.59 N/A N/A 0 0 349 106 2013-03-06 $9.60 $7.50 40.7% 10.9% 34.9% 12.5% 0.0% 2.1% 2.9% 3.8K -157.7K -668 0.00 105.44 N/A N/A 0 0 349 106 2013-03-07 $9.64 $7.50 36.8% 11.2% 34.2% 7.4% 0.0% 1.6% 2.4% 4.0K -160.2K -642 0.00 104.72 N/A N/A 0 0 349 106 2013-03-08 $9.61 $7.50 41.0% 11.4% 34.2% 12.9% 0.0% 1.7% 2.1% 3.9K -157.7K -651 0.00 104.72 N/A N/A 0 0 349 106 2013-03-11 $9.50 $7.50 53.2% 11.1% 31.9% 29.1% 0.0% -0.1% 3.3% 3.6K -151.1K -615 0.00 106.33 N/A N/A 0 0 349 106 2013-03-12 $9.39 $7.50 64.0% 9.9% 31.8% 43.5% 0.0% 7.9% 11.5% 3.5K -140.2K -626 0.00 112.78 N/A N/A 0 0 349 106 2013-03-13 $9.37 $7.50 77.4% 9.8% 31.4% 61.2% 0.0% 7.6% 10.5% 3.5K -140.2K -622 0.00 112.89 N/A N/A 0 0 349 106 2013-03-14 $9.49 $7.50 35.7% 10.2% 29.2% 6.0% 0.0% 9.6% 11.7% 3.7K -145.8K -619 0.00 113.09 N/A N/A 0 0 349 106 2013-03-15 $9.59 $7.50 39.2% 11.2% 25.9% 10.6% 0.0% 3.0% 2.8% 4.0K -156.2K -610 0.00 109.81 N/A N/A 0 0 349 106 2013-03-18 $9.68 $7.50 40.9% 11.7% 25.3% 12.9% 0.0% 79.0% -1.4% 2.7K -157.7K -598 0.00 107.40 N/A N/A 0 0 329 106 2013-03-19 $9.51 $7.50 39.3% 11.3% 25.9% 10.7% 0.0% -0.2% 1.3% 2.9K -150.1K -594 0.00 109.57 N/A N/A 0 0 329 106 2013-03-20 $9.55 $7.50 35.3% 10.1% 25.5% 5.4% 0.0% 1.8% 8.7% 2.9K -149.2K -599 0.00 112.64 N/A N/A 0 0 329 106 2013-03-21 $9.44 $7.50 32.2% 9.2% 25.1% 1.4% 0.0% 0.8% 5.4% 2.8K -140.3K -571 0.00 112.95 N/A N/A 0 0 329 106 2013-03-22 $9.61 $7.50 36.9% 10.6% 24.8% 7.5% 49.4% 11.3% 8.8% 2.9K -151.6K -588 0.00 112.90 N/A N/A 5 0 329 106 2013-03-25 $9.64 $7.50 34.1% 9.8% 24.3% 3.9% 0.0% 11.5% 5.7% 2.9K -149.8K -576 0.00 113.81 N/A N/A 0 0 324 106 2013-03-26 $9.63 $7.50 34.9% 10.0% 23.1% 4.9% 0.0% 1.1% 8.6% 2.9K -147.1K -562 0.00 113.27 N/A N/A 0 0 324 106 2013-03-27 $9.84 $7.50 33.4% 9.6% 24.1% 2.9% 0.0% 13.6% 9.1% 3.1K -162.5K -572 0.00 114.42 N/A N/A 0 0 324 106 2013-03-28 $9.94 $7.50 34.9% 10.0% 23.0% 4.9% 0.0% 6.4% 0.3% 3.2K -173.8K -578 0.00 113.93 N/A N/A 0 0 324 106
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