AGYS Options History — September 2013 In September 2013, AGYS traded between $11.36 and $12.52. ATM implied volatility averaged 38.0%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 18.2% (HV 20d: 19.9%). 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 18 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-09-19 : Highest Volume — 10 contracts2013-09-10 : Largest IV spike — 10.8% change2013-09-17 : Highest IV Rank — 25.9%2013-09-09 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $12.04 $11.36 $12.52 $11.36 $11.92 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 38.0% 33.2% 41.3% 36.4% 36.1% Expected Move 11.1% 9.5% 12.2% 10.4% 10.3% HV 20d 19.9% 16.8% 26.0% 26.0% 21.6% HV 60d 24.7% 20.9% 31.1% 31.1% 21.4% IV Rank 19.2% 9.4% 25.9% 16.0% 15.2% IV Percentile 35.8% 12.3% 54.4% 25.8% 26.6% Term Structure 2.7% -7.3% 10.8% -7.3% 10.8% VWIV 35.9% 33.4% 39.7% 33.4% 39.7% Skew 25d -2.9% -14.9% 5.7% 2.7% 0.2% Skew 10d -5.8% -26.3% 8.8% -0.8% -9.5% Call IV 25d 42.1% 35.5% 54.3% 38.2% 37.7% Put IV 25d 39.2% 35.1% 43.1% 40.8% 37.9% Bid-Ask Spread % 96.04 84.98 110.52 110.52 97.04 Gamma HHI 0.53 0.49 0.64 0.64 0.50 Net GEX 125 14 212 212 23 Net DEX -13.0K -17.0K -7.3K -7.3K -9.8K Net VEX -138 -161 -124 -160 -124 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 0.95 0 10 0 0 Total OI 88 83 93 87 92
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 2013-09-03 $11.36 $0.00 36.4% 10.4% 26.0% 16.0% 0.0% 2.7% -7.3% 212 -7.3K -160 0.00 110.52 N/A N/A 0 0 46 41 2013-09-04 $11.49 $0.00 36.0% 10.3% 24.1% 15.1% 0.0% 5.7% 2.9% 203 -8.6K -161 0.00 110.25 N/A N/A 0 0 46 41 2013-09-05 $11.54 $0.00 33.2% 9.5% 24.1% 9.4% 0.0% 5.0% 2.3% 202 -9.4K -154 0.00 110.22 N/A N/A 1 0 46 41 2013-09-06 $11.64 $10.00 34.0% 11.0% 18.3% 10.9% 0.0% -2.7% 3.7% 203 -10.0K -152 0.00 100.88 N/A N/A 0 0 45 41 2013-09-09 $11.98 $10.00 34.7% 12.2% 16.8% 12.5% 0.0% -1.5% -0.8% 165 -13.4K -147 0.00 97.20 N/A N/A 0 0 45 41 2013-09-10 $12.21 $10.00 38.5% 11.7% 17.4% 20.2% 0.0% 1.5% 1.8% 197 -15.4K -143 0.00 97.32 N/A N/A 0 0 45 41 2013-09-11 $12.19 $10.00 34.4% 10.6% 17.4% 11.8% 33.4% 2.2% 4.7% 150 -17.0K -141 0.00 95.13 N/A N/A 3 0 45 41 2013-09-12 $12.00 $10.00 38.0% 10.9% 18.6% 19.2% 38.1% 1.0% 4.7% 165 -14.8K -141 0.00 98.69 N/A N/A 0 1 45 41 2013-09-13 $11.99 $10.00 39.9% 11.4% 17.9% 23.1% 0.0% 0.1% 2.9% 165 -14.1K -141 0.00 98.61 N/A N/A 0 0 45 41 2013-09-16 $11.87 $10.00 40.5% 11.6% 18.4% 24.3% 0.0% -0.5% 2.3% 170 -13.2K -139 0.00 99.94 N/A N/A 0 0 45 41 2013-09-17 $12.00 $10.00 41.3% 11.8% 18.6% 25.9% 34.5% -0.2% 0.7% 157 -15.1K -137 0.00 95.17 N/A N/A 3 0 45 41 2013-09-18 $12.32 $10.00 41.1% 11.8% 20.3% 25.6% 0.0% 2.2% 1.2% 130 -14.1K -130 0.00 97.12 N/A N/A 0 0 42 41 2013-09-19 $12.33 $10.00 40.2% 11.5% 19.9% 23.7% 33.8% -2.4% 1.4% 128 -14.4K -129 0.00 90.82 N/A N/A 0 10 42 41 2013-09-20 $12.29 $10.00 39.8% 11.4% 20.0% 22.7% 39.7% -14.9% 2.2% 57 -13.6K -131 0.00 84.98 N/A N/A 1 0 42 51 2013-09-23 $12.29 $10.00 38.2% 11.0% 20.0% 19.6% 0.0% -13.8% 5.2% 35 -13.3K -126 0.00 87.30 N/A N/A 0 0 41 51 2013-09-24 $12.52 $10.00 40.9% 11.7% 19.7% 25.1% 0.0% -12.2% 2.9% 14 -15.7K -125 0.00 85.93 N/A N/A 0 0 41 51 2013-09-25 $12.44 $10.00 39.1% 11.2% 18.7% 21.5% 0.0% -13.4% 3.8% 45 -15.0K -124 0.00 86.42 N/A N/A 0 0 41 51 2013-09-26 $12.28 $10.00 40.6% 11.6% 19.4% 24.6% 0.0% -14.6% 2.8% 29 -13.2K -124 0.00 85.51 N/A N/A 0 0 41 51 2013-09-27 $12.15 $10.00 37.5% 10.8% 20.1% 18.2% 0.0% -3.2% 5.3% 58 -12.6K -126 0.00 91.75 N/A N/A 0 0 41 51 2013-09-30 $11.92 $10.00 36.1% 10.3% 21.6% 15.2% 0.0% 0.2% 10.8% 23 -9.8K -124 0.00 97.04 N/A N/A 0 0 41 51
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