AGYS Options History — May 2013

In May 2013, AGYS traded between $10.83 and $11.82. ATM implied volatility averaged 40.4%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 0.4% (HV 20d: 40.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2013-05-09: Highest Volume — 67 contracts
2013-05-16: Largest IV drop — 43.7% change
2013-05-15: Highest IV Rank — 48.0%
2013-05-15: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.48	$10.83	$11.82	$10.83	$11.46
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	40.4%	30.4%	66.2%	37.4%	31.3%
Expected Move	10.1%	7.8%	11.3%	10.7%	9.0%
HV 20d	40.0%	31.2%	47.2%	46.6%	31.2%
HV 60d	33.2%	31.6%	34.6%	34.4%	33.5%
IV Rank	15.0%	2.2%	48.0%	11.2%	3.4%
IV Percentile	30.4%	2.0%	96.0%	15.9%	3.6%
Term Structure	4.0%	-7.0%	11.6%	4.4%	-7.0%
VWIV	33.1%	30.2%	35.0%	30.2%	35.0%
Skew 25d	1.1%	-9.0%	12.8%	-4.1%	1.4%
Skew 10d	2.6%	-4.2%	61.2%	7.1%	-2.9%
Call IV 25d	36.3%	28.3%	42.6%	42.6%	35.4%
Put IV 25d	37.4%	31.9%	46.1%	38.6%	36.8%
Bid-Ask Spread %	109.08	106.41	111.88	111.51	110.47
Gamma HHI	0.57	0.52	0.63	0.63	0.56
Net GEX	3.6K	3.0K	4.0K	3.6K	4.0K
Net DEX	-194.1K	-214.7K	-154.8K	-154.8K	-201.7K
Net VEX	-361	-409	-310	-409	-310
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.18	0.00	0.00
Total Volume	4.545	0	67	0	0
Total OI	323.455	296	339	296	339

Daily Data (22 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
2013-05-01	$10.83	$10.00	37.4%	10.7%	46.6%	11.2%	0.0%	-4.1%	4.4%	3.6K	-154.8K	-409	0.00	111.51	N/A	N/A	0	0	228	68
2013-05-02	$11.10	$10.00	39.2%	11.2%	47.2%	13.5%	0.0%	0.4%	2.6%	3.5K	-166.0K	-402	0.00	111.88	N/A	N/A	0	0	228	68
2013-05-03	$11.26	$10.00	38.6%	11.1%	45.7%	12.7%	0.0%	3.2%	-0.7%	3.5K	-176.8K	-380	0.00	111.86	N/A	N/A	0	0	228	68
2013-05-06	$11.17	$0.00	45.7%	8.9%	45.7%	21.8%	0.0%	-9.0%	11.6%	3.6K	-170.6K	-373	0.00	107.43	N/A	N/A	1	0	228	68
2013-05-07	$11.32	$0.00	44.1%	9.8%	44.6%	19.8%	0.0%	5.0%	8.8%	3.9K	-178.3K	-343	0.00	109.54	N/A	N/A	0	0	228	68
2013-05-08	$11.32	$0.00	46.3%	7.8%	42.0%	22.6%	0.0%	12.8%	8.4%	3.7K	-178.0K	-350	0.00	107.73	N/A	N/A	0	0	228	68
2013-05-09	$11.66	$0.00	40.3%	10.8%	42.7%	14.9%	30.2%	-2.6%	4.0%	3.0K	-201.6K	-328	0.18	106.41	N/A	N/A	57	10	228	68
2013-05-10	$11.73	$10.00	41.8%	11.1%	42.2%	16.8%	0.0%	-3.4%	-2.7%	3.2K	-214.7K	-354	0.00	107.11	N/A	N/A	9	0	255	78
2013-05-13	$11.68	$10.00	54.4%	10.7%	39.4%	33.0%	0.0%	-2.4%	1.9%	3.4K	-208.0K	-376	0.00	107.79	N/A	N/A	0	0	260	78
2013-05-14	$11.75	$10.00	59.5%	10.7%	39.3%	39.4%	34.1%	-2.6%	0.9%	3.4K	-210.7K	-373	0.00	108.64	N/A	N/A	1	0	260	78
2013-05-15	$11.65	$10.00	66.2%	11.3%	39.6%	48.0%	0.0%	-3.5%	-0.3%	3.4K	-206.8K	-387	0.00	107.75	N/A	N/A	0	0	261	78
2013-05-16	$11.73	$10.00	37.3%	10.7%	39.4%	11.0%	0.0%	-0.9%	0.4%	3.4K	-213.3K	-364	0.00	107.59	N/A	N/A	0	0	261	78
2013-05-17	$11.72	$10.00	39.1%	11.2%	39.4%	13.3%	35.0%	-1.9%	-0.2%	3.5K	-211.1K	-361	0.00	107.64	N/A	N/A	11	0	261	78
2013-05-20	$11.77	$10.00	37.7%	10.8%	38.7%	11.5%	0.0%	-1.4%	1.1%	3.5K	-209.1K	-360	0.00	108.77	N/A	N/A	0	0	256	77
2013-05-21	$11.66	$10.00	31.8%	9.1%	33.5%	4.0%	0.0%	6.1%	7.0%	3.6K	-205.4K	-352	0.00	110.24	N/A	N/A	0	0	256	77
2013-05-22	$11.20	$10.00	33.1%	9.5%	36.4%	5.6%	0.0%	-0.3%	8.4%	3.8K	-174.4K	-389	0.00	110.47	N/A	N/A	3	0	256	77
2013-05-23	$11.34	$10.00	30.4%	8.7%	36.7%	2.2%	0.0%	11.8%	8.7%	3.9K	-185.1K	-383	0.00	106.97	N/A	N/A	0	0	259	77
2013-05-24	$11.30	$10.00	31.5%	9.0%	36.5%	3.7%	0.0%	1.7%	9.7%	3.8K	-183.7K	-371	0.00	109.99	N/A	N/A	0	0	259	77
2013-05-28	$11.82	$10.00	38.9%	11.1%	39.9%	13.0%	0.0%	6.9%	7.0%	3.8K	-214.7K	-320	0.00	110.22	N/A	N/A	0	0	259	77
2013-05-29	$11.43	$10.00	33.4%	9.6%	41.3%	6.0%	0.0%	2.8%	8.7%	3.7K	-192.8K	-347	0.00	109.18	N/A	N/A	2	0	259	77
2013-05-30	$11.68	$10.00	31.2%	8.9%	31.3%	3.2%	0.0%	5.1%	6.3%	3.5K	-211.7K	-310	0.00	110.63	N/A	N/A	6	0	259	77
2013-05-31	$11.46	$10.00	31.3%	9.0%	31.2%	3.4%	0.0%	1.4%	-7.0%	4.0K	-201.7K	-310	0.00	110.47	N/A	N/A	0	0	262	77