AGYS Options History — August 2013 In August 2013, AGYS traded between $11.11 and $11.91. ATM implied volatility averaged 40.0%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 16.5% (HV 20d: 23.5%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days.
Notable Days 2013-08-26 : Highest Volume — 20 contracts2013-08-15 : Largest IV drop — 60.1% change2013-08-14 : Highest IV Rank — 61.7%2013-08-06 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $11.42 $11.11 $11.91 $11.69 $11.29 ATM IV 40.0% 28.6% 76.8% 34.7% 34.8% Expected Move 9.8% 8.2% 11.7% 10.0% 10.0% HV 20d 23.5% 15.0% 27.2% 16.3% 25.8% HV 60d 37.8% 31.1% 40.5% 38.8% 31.1% IV Rank 16.0% 0.0% 61.7% 7.8% 12.7% IV Percentile 31.8% 0.0% 98.4% 13.9% 19.0% Term Structure 5.3% -2.9% 12.0% 5.6% 8.4% Skew 25d 3.1% -6.8% 14.4% 7.9% 3.7% Skew 10d 10.7% -4.7% 73.0% 1.6% 0.5% Call IV 25d 35.9% 31.0% 43.2% 37.1% 35.5% Put IV 25d 39.0% 32.6% 48.1% 45.1% 39.2% Bid-Ask Spread % 109.04 104.04 111.02 109.88 110.41 Gamma HHI 0.49 0.42 0.71 0.42 0.59 Net GEX 559 189 666 593 189 Net DEX -19.2K -24.3K -6.6K -22.8K -6.6K Net VEX -66 -165 -41 -60 -165 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.818 0 20 0 0 Total OI 52.455 47 87 47 87
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 2013-08-01 $11.69 $0.00 34.7% 10.0% 16.3% 7.8% 0.0% 7.9% 5.6% 593 -22.8K -60 0.00 109.88 N/A N/A 0 0 46 1 2013-08-02 $11.74 $0.00 33.5% 9.6% 16.1% 6.1% 0.0% 8.3% 4.4% 597 -23.2K -59 0.00 110.12 N/A N/A 0 0 46 1 2013-08-05 $11.70 $0.00 38.6% 11.7% 15.0% 12.8% 0.0% -2.6% 1.2% 597 -23.0K -57 0.00 108.73 N/A N/A 0 0 46 1 2013-08-06 $11.36 $0.00 42.9% 11.7% 18.3% 18.3% 0.0% 0.8% 0.7% 595 -20.8K -54 0.00 104.04 N/A N/A 0 0 46 1 2013-08-07 $11.40 $0.00 45.7% 8.9% 18.3% 21.8% 0.0% 14.4% 10.3% 594 -21.0K -55 0.00 108.71 N/A N/A 0 0 46 1 2013-08-08 $11.91 $0.00 37.8% 11.0% 24.0% 11.6% 0.0% -1.0% 1.8% 626 -24.3K -52 0.00 106.94 N/A N/A 0 0 46 1 2013-08-09 $11.51 $0.00 46.6% 9.5% 27.1% 22.9% 0.0% 2.0% 12.0% 591 -22.3K -53 0.00 111.02 N/A N/A 0 0 46 1 2013-08-12 $11.41 $0.00 62.1% 10.5% 27.2% 42.8% 0.0% 4.3% -0.9% 610 -20.6K -52 0.00 106.97 N/A N/A 0 0 46 1 2013-08-13 $11.39 $0.00 68.9% 10.7% 25.8% 51.5% 0.0% 5.2% -2.9% 610 -20.6K -50 0.00 107.12 N/A N/A 0 0 46 1 2013-08-14 $11.42 $0.00 76.8% 10.3% 25.9% 61.7% 0.0% -5.2% -0.3% 602 -21.1K -50 0.00 108.86 N/A N/A 0 0 46 1 2013-08-15 $11.28 $0.00 30.7% 8.8% 26.1% 2.5% 0.0% 0.8% 7.6% 603 -20.6K -50 0.00 111.02 N/A N/A 0 0 46 1 2013-08-16 $11.31 $0.00 29.4% 8.4% 25.8% 0.9% 0.0% 14.3% 7.7% 615 -20.3K -48 0.00 108.72 N/A N/A 0 0 46 1 2013-08-19 $11.30 $0.00 31.6% 9.1% 25.5% 3.7% 0.0% -0.3% 7.6% 608 -20.7K -48 0.00 110.19 N/A N/A 0 0 46 1 2013-08-20 $11.40 $0.00 28.6% 8.2% 24.2% 0.0% 0.0% 0.5% 6.6% 632 -21.1K -44 0.00 109.05 N/A N/A 0 0 46 1 2013-08-21 $11.31 $0.00 31.6% 9.1% 24.3% 6.1% 0.0% 4.3% 7.0% 665 -19.8K -43 0.00 109.85 N/A N/A 0 0 46 1 2013-08-22 $11.42 $0.00 37.5% 10.8% 24.6% 18.2% 0.0% -6.8% -1.9% 625 -21.1K -45 0.00 107.48 N/A N/A 0 0 46 1 2013-08-23 $11.42 $0.00 31.4% 9.0% 24.6% 5.5% 0.0% 4.2% 8.3% 666 -20.8K -41 0.00 110.04 N/A N/A 0 0 46 1 2013-08-26 $11.28 $0.00 32.0% 9.2% 24.9% 6.8% 0.0% 3.0% 7.2% 644 -19.8K -42 0.00 109.92 N/A N/A 0 20 46 1 2013-08-27 $11.11 $0.00 36.6% 10.5% 25.3% 16.4% 0.0% 2.0% 8.1% 434 -11.5K -106 0.00 109.90 N/A N/A 0 10 46 21 2013-08-28 $11.28 $0.00 34.5% 9.9% 26.1% 11.9% 0.0% 4.1% 9.0% 300 -10.0K -135 0.00 109.68 N/A N/A 0 0 46 31 2013-08-29 $11.33 $0.00 33.2% 9.5% 25.9% 9.3% 0.0% 4.1% 8.3% 299 -10.4K -135 0.00 110.16 N/A N/A 0 10 46 31 2013-08-30 $11.29 $0.00 34.8% 10.0% 25.8% 12.7% 0.0% 3.7% 8.4% 189 -6.6K -165 0.00 110.41 N/A N/A 0 0 46 41
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