AGYS Options History — July 2013

In July 2013, AGYS traded between $11.22 and $12.03. ATM implied volatility averaged 38.1%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 6.0% (HV 20d: 32.1%). 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 15 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2013-07-01: Highest Volume — 1 contracts
2013-07-12: Largest IV drop — 16.2% change
2013-07-11: Highest IV Rank — 17.0%
2013-07-09: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.66	$11.22	$12.03	$11.33	$11.59
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	38.1%	32.0%	42.0%	37.9%	34.2%
Expected Move	11.1%	9.2%	12.4%	10.9%	9.8%
HV 20d	32.1%	16.5%	45.7%	45.7%	16.5%
HV 60d	42.9%	38.9%	45.8%	45.8%	38.9%
IV Rank	12.1%	4.3%	17.0%	11.8%	7.0%
IV Percentile	27.1%	6.3%	48.0%	22.2%	11.9%
Term Structure	2.9%	-8.1%	11.2%	4.9%	3.7%
VWIV	42.3%	42.3%	42.3%	42.3%	42.3%
Skew 25d	2.2%	-7.0%	9.5%	-7.0%	4.5%
Skew 10d	11.1%	-3.3%	55.4%	55.4%	0.0%
Call IV 25d	39.1%	32.5%	42.4%	41.6%	38.2%
Put IV 25d	41.3%	34.6%	51.9%	34.6%	42.7%
Bid-Ask Spread %	108.37	103.78	112.15	112.01	110.14
Gamma HHI	0.49	0.38	0.70	0.65	0.41
Net GEX	1.5K	583	3.3K	3.0K	585
Net DEX	-130.9K	-205.4K	-22.6K	-177.5K	-22.8K
Net VEX	-93	-159	-59	-157	-59
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	0.091	0	1	1	0
Total OI	222.864	47	324	324	47

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2013-07-01	$11.33	$10.00	37.9%	10.9%	45.7%	11.8%	42.3%	-7.0%	4.9%	3.0K	-177.5K	-157	112.01	N/A	N/A	1	239	85
2013-07-02	$11.22	$10.00	41.4%	11.9%	45.3%	16.3%	0.0%	-0.4%	6.8%	3.3K	-171.5K	-159	112.15	N/A	N/A	0	239	85
2013-07-03	$11.35	$10.00	38.8%	11.1%	45.7%	13.0%	0.0%	3.0%	-8.1%	2.9K	-179.2K	-143	112.14	N/A	N/A	0	239	85
2013-07-05	$11.45	$0.00	37.9%	12.1%	45.1%	11.8%	0.0%	-6.1%	-1.3%	2.6K	-185.2K	-136	107.32	N/A	N/A	0	239	85
2013-07-08	$11.65	$0.00	39.7%	12.3%	45.6%	14.2%	0.0%	-3.0%	-1.5%	1.9K	-196.0K	-114	106.48	N/A	N/A	1	239	85
2013-07-09	$11.67	$0.00	40.0%	12.4%	45.5%	14.5%	0.0%	-4.1%	-1.8%	1.8K	-195.8K	-110	106.22	N/A	N/A	0	238	85
2013-07-10	$11.69	$0.00	40.4%	12.3%	44.5%	15.0%	0.0%	9.5%	-1.1%	1.7K	-196.7K	-105	103.86	N/A	N/A	0	238	85
2013-07-11	$11.57	$0.00	42.0%	12.0%	28.2%	17.0%	0.0%	-3.6%	0.5%	2.0K	-191.2K	-106	107.30	N/A	N/A	0	238	85
2013-07-12	$11.59	$0.00	35.2%	10.1%	28.4%	8.3%	0.0%	9.5%	0.0%	1.9K	-192.0K	-100	103.78	N/A	N/A	0	238	85
2013-07-15	$11.62	$0.00	37.8%	10.8%	28.6%	11.7%	0.0%	5.6%	9.9%	1.7K	-193.1K	-89	108.65	N/A	N/A	0	238	85
2013-07-16	$11.88	$0.00	41.7%	11.9%	30.3%	16.6%	0.0%	-0.4%	-0.6%	1.5K	-203.8K	-86	106.07	N/A	N/A	0	238	85
2013-07-17	$11.89	$0.00	41.8%	12.0%	30.3%	16.8%	0.0%	-0.5%	0.6%	1.5K	-204.1K	-85	106.84	N/A	N/A	0	238	85
2013-07-18	$11.83	$0.00	39.4%	11.3%	29.6%	13.8%	0.0%	0.4%	2.1%	1.5K	-202.1K	-81	108.03	N/A	N/A	0	238	85
2013-07-19	$11.95	$0.00	41.8%	12.0%	27.1%	16.8%	0.0%	0.4%	-1.5%	1.5K	-205.4K	-73	106.93	N/A	N/A	0	238	85
2013-07-22	$12.03	$0.00	41.2%	11.8%	27.3%	16.0%	0.0%	0.4%	1.5%	592	-25.4K	-66	106.94	N/A	N/A	0	46	1
2013-07-23	$11.71	$0.00	36.1%	10.3%	28.6%	9.5%	0.0%	5.2%	11.2%	583	-23.2K	-64	109.88	N/A	N/A	0	46	1
2013-07-24	$11.74	$0.00	37.3%	10.7%	27.2%	11.0%	0.0%	7.7%	8.2%	589	-23.2K	-64	109.64	N/A	N/A	0	46	1
2013-07-25	$11.70	$0.00	34.4%	9.9%	26.6%	7.4%	0.0%	7.8%	8.8%	590	-22.9K	-62	109.97	N/A	N/A	0	46	1
2013-07-26	$11.69	$0.00	33.1%	9.5%	26.4%	5.7%	0.0%	6.2%	7.6%	598	-22.6K	-62	109.97	N/A	N/A	0	46	1
2013-07-29	$11.71	$0.00	32.0%	9.2%	16.6%	4.3%	0.0%	8.1%	8.1%	593	-22.9K	-61	109.83	N/A	N/A	0	46	1
2013-07-30	$11.64	$0.00	33.7%	9.7%	16.8%	6.4%	0.0%	6.5%	5.4%	592	-22.6K	-59	110.06	N/A	N/A	0	46	1
2013-07-31	$11.59	$0.00	34.2%	9.8%	16.5%	7.0%	0.0%	4.5%	3.7%	585	-22.8K	-59	110.14	N/A	N/A	0	46	1