AGYS Options History — June 2013

In June 2013, AGYS traded between $11.29 and $13.95. ATM implied volatility averaged 45.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 8.3% (HV 20d: 53.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.39.

Notable Days

2013-06-12: Highest Volume — 113 contracts
2013-06-13: Largest IV drop — 40.2% change
2013-06-12: Highest IV Rank — 58.4%
2013-06-17: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.78	$11.29	$13.95	$12.65	$11.29
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	45.1%	34.8%	74.3%	42.0%	34.8%
Expected Move	12.2%	10.0%	14.2%	12.0%	10.0%
HV 20d	53.5%	46.5%	58.8%	46.5%	58.8%
HV 60d	42.2%	38.9%	46.5%	38.9%	46.5%
IV Rank	21.1%	7.8%	58.4%	17.0%	7.8%
IV Percentile	53.3%	11.9%	98.0%	43.3%	11.9%
Term Structure	-1.6%	-6.7%	3.1%	-4.8%	3.1%
VWIV	41.0%	35.9%	49.5%	37.4%	35.9%
Skew 25d	3.0%	-6.6%	12.2%	5.8%	1.0%
Skew 10d	8.2%	-11.8%	74.1%	11.1%	-1.5%
Call IV 25d	41.4%	32.0%	46.6%	42.9%	37.7%
Put IV 25d	44.4%	36.1%	51.9%	48.6%	38.6%
Bid-Ask Spread %	103.35	88.73	110.55	108.38	109.77
Gamma HHI	0.44	0.30	0.60	0.46	0.58
Net GEX	2.9K	1.8K	4.2K	2.7K	3.5K
Net DEX	-273.6K	-358.2K	-173.6K	-269.9K	-173.6K
Net VEX	-216	-258	-174	-241	-186
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.00	2.40	0.00	0.46
Total Volume	14.3	0	113	0	60
Total OI	377.2	338	437	339	345

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
2013-06-03	$12.65	$10.00	42.0%	12.0%	46.5%	17.0%	0.0%	5.8%	-4.8%	2.7K	-269.9K	-241	0.00	108.38	N/A	N/A	0	0	262	77
2013-06-04	$12.38	$10.00	36.5%	10.5%	47.3%	10.0%	0.0%	-6.0%	2.1%	3.2K	-254.2K	-244	0.00	108.74	N/A	N/A	2	0	262	77
2013-06-05	$12.32	$10.00	36.2%	10.4%	47.3%	9.6%	0.0%	-6.6%	2.3%	3.0K	-250.5K	-258	0.00	110.42	N/A	N/A	0	0	261	77
2013-06-06	$12.56	$10.00	40.5%	11.6%	47.5%	15.1%	0.0%	-4.8%	-3.9%	2.9K	-268.5K	-174	0.00	110.55	N/A	N/A	0	0	261	77
2013-06-07	$12.67	$10.00	37.8%	10.7%	46.7%	11.7%	37.4%	5.3%	0.4%	2.7K	-270.6K	-223	0.09	104.84	N/A	N/A	11	1	261	77
2013-06-10	$12.49	$10.00	38.7%	10.6%	47.1%	12.8%	37.1%	5.4%	2.0%	2.8K	-262.4K	-213	2.40	104.78	N/A	N/A	5	12	261	77
2013-06-11	$12.78	$10.00	54.0%	10.9%	47.6%	32.4%	38.0%	7.4%	1.0%	2.3K	-271.8K	-226	0.48	103.96	N/A	N/A	29	14	264	89
2013-06-12	$13.95	$10.00	74.3%	12.2%	56.0%	58.4%	42.8%	0.2%	-2.0%	1.8K	-358.2K	-189	0.15	88.73	N/A	N/A	98	15	293	101
2013-06-13	$13.82	$10.00	44.4%	12.7%	56.0%	20.1%	0.0%	1.4%	-4.9%	4.2K	-346.4K	-225	0.00	94.98	N/A	N/A	0	0	336	101
2013-06-14	$13.61	$10.00	45.2%	13.0%	56.6%	21.2%	46.6%	0.1%	0.8%	3.3K	-331.2K	-215	0.00	94.86	N/A	N/A	12	0	336	101
2013-06-17	$13.66	$10.00	49.5%	14.2%	56.6%	26.6%	49.5%	7.6%	-5.7%	3.5K	-322.1K	-206	0.17	100.70	N/A	N/A	6	1	328	101
2013-06-18	$13.65	$10.00	48.3%	13.9%	56.6%	25.2%	0.0%	5.2%	-4.0%	3.5K	-326.9K	-210	0.00	100.65	N/A	N/A	0	0	333	101
2013-06-19	$13.32	$10.00	47.9%	13.7%	57.5%	24.6%	0.0%	12.2%	-5.9%	2.6K	-305.3K	-212	0.00	105.18	N/A	N/A	0	0	333	101
2013-06-20	$12.79	$10.00	49.0%	14.1%	57.5%	26.1%	0.0%	6.7%	-6.7%	2.2K	-272.3K	-236	0.50	103.86	N/A	N/A	2	1	333	101
2013-06-21	$12.72	$10.00	47.0%	13.5%	57.6%	23.5%	0.0%	6.0%	-3.9%	2.2K	-270.0K	-234	0.00	104.20	N/A	N/A	12	0	334	101
2013-06-24	$12.62	$10.00	48.5%	13.9%	57.8%	25.4%	0.0%	7.2%	-3.8%	2.6K	-248.9K	-220	0.00	104.83	N/A	N/A	5	0	258	89
2013-06-25	$12.27	$10.00	43.0%	12.3%	57.0%	18.4%	0.0%	3.5%	1.6%	2.5K	-234.1K	-205	0.00	93.82	N/A	N/A	0	0	256	89
2013-06-26	$12.06	$10.00	43.8%	12.6%	55.9%	19.4%	0.0%	1.2%	-0.9%	2.7K	-221.8K	-207	0.00	105.05	N/A	N/A	0	0	256	89
2013-06-27	$11.94	$10.00	41.4%	11.9%	55.6%	16.3%	0.0%	0.9%	0.7%	2.8K	-213.2K	-196	0.00	108.65	N/A	N/A	0	0	256	89
2013-06-28	$11.29	$10.00	34.8%	10.0%	58.8%	7.8%	35.9%	1.0%	3.1%	3.5K	-173.6K	-186	0.46	109.77	N/A	N/A	41	19	256	89