AGYS Options History — October 2013

In October 2013, AGYS traded between $11.54 and $12.19. ATM implied volatility averaged 39.0%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 21.7% (HV 20d: 17.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2013-10-21: Highest Volume — 10 contracts
2013-10-03: Largest IV spike — 14.0% change
2013-10-24: Highest IV Rank — 30.9%
2013-10-24: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.87	$11.54	$12.19	$11.90	$11.75
Max Pain	$11.82	$10.00	$12.50	$10.00	$12.50
ATM IV	39.0%	30.9%	43.7%	34.8%	36.6%
Expected Move	11.4%	8.9%	12.5%	10.0%	10.5%
HV 20d	17.4%	14.2%	21.7%	21.6%	15.5%
HV 60d	20.9%	20.1%	21.2%	21.1%	20.4%
IV Rank	21.3%	4.6%	30.9%	12.5%	16.2%
IV Percentile	46.5%	3.6%	73.0%	19.8%	31.7%
Term Structure	2.1%	-3.8%	8.5%	8.0%	3.0%
VWIV	42.6%	42.6%	42.6%	42.6%	42.6%
Skew 25d	0.7%	-4.4%	8.3%	0.2%	7.9%
Skew 10d	-1.5%	-9.8%	2.8%	-9.8%	0.8%
Call IV 25d	40.4%	35.3%	44.8%	36.8%	38.2%
Put IV 25d	41.1%	35.2%	47.5%	37.1%	46.1%
Bid-Ask Spread %	106.28	96.62	111.12	96.94	111.03
Gamma HHI	0.52	0.50	0.72	0.50	0.51
Net GEX	88	-323	545	43	106
Net DEX	-6.8K	-18.4K	3.0K	-9.6K	2.2K
Net VEX	-131	-141	-120	-120	-129
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	1.261	0	10	5	0
Total OI	81.652	49	101	92	59

Daily Data (23 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
2013-10-01	$11.90	$10.00	34.8%	10.0%	21.6%	12.5%	0.0%	0.2%	8.0%	43	-9.6K	-120	96.94	N/A	N/A	5	41	51
2013-10-02	$11.85	$10.00	30.9%	8.9%	21.4%	4.6%	0.0%	-0.1%	8.5%	118	-12.1K	-135	96.62	N/A	N/A	0	46	51
2013-10-03	$11.75	$10.00	35.2%	10.1%	21.7%	13.5%	0.0%	2.0%	7.2%	61	-10.9K	-141	97.07	N/A	N/A	0	46	51
2013-10-04	$11.75	$0.00	33.6%	12.3%	21.5%	10.1%	0.0%	-2.6%	-0.0%	68	-10.9K	-138	104.56	N/A	N/A	0	46	51
2013-10-07	$11.70	$0.00	35.4%	11.7%	18.7%	13.8%	0.0%	-2.4%	2.4%	40	-10.5K	-134	106.50	N/A	N/A	1	46	51
2013-10-08	$11.62	$0.00	39.4%	12.0%	17.2%	22.1%	0.0%	-2.9%	1.5%	6	-9.9K	-134	105.64	N/A	N/A	0	46	51
2013-10-09	$11.54	$0.00	42.1%	11.8%	17.3%	27.6%	0.0%	-4.4%	1.4%	-35	-8.6K	-135	108.01	N/A	N/A	0	46	51
2013-10-10	$11.73	$0.00	41.9%	12.0%	17.8%	27.2%	0.0%	-3.5%	1.2%	43	-10.6K	-129	106.36	N/A	N/A	0	46	51
2013-10-11	$11.83	$0.00	41.3%	11.8%	18.2%	25.8%	0.0%	-2.5%	0.9%	93	-11.3K	-129	106.42	N/A	N/A	0	46	51
2013-10-14	$11.79	$0.00	43.1%	12.4%	17.9%	29.7%	0.0%	-2.6%	-0.8%	71	-10.9K	-127	106.67	N/A	N/A	0	46	51
2013-10-15	$11.78	$0.00	39.9%	11.4%	17.4%	23.0%	0.0%	-1.1%	3.2%	63	-11.0K	-125	108.28	N/A	N/A	0	46	51
2013-10-16	$11.81	$0.00	40.5%	11.6%	14.2%	24.2%	0.0%	-1.1%	2.2%	80	-11.2K	-125	108.26	N/A	N/A	1	46	51
2013-10-17	$11.91	$0.00	42.5%	12.2%	14.6%	28.4%	0.0%	-0.5%	-3.5%	153	-11.9K	-125	106.98	N/A	N/A	4	46	51
2013-10-18	$12.18	$0.00	42.9%	12.3%	16.9%	29.2%	0.0%	0.8%	-1.4%	545	-18.4K	-125	105.57	N/A	N/A	4	50	51
2013-10-21	$12.19	$0.00	42.6%	12.2%	16.9%	28.5%	42.6%	1.4%	0.5%	-323	3.0K	-122	105.50	N/A	N/A	10	9	40
2013-10-22	$12.15	$12.50	43.0%	12.3%	15.4%	29.3%	0.0%	1.0%	-2.2%	95	-2.0K	-134	106.86	N/A	N/A	0	19	40
2013-10-23	$11.94	$12.50	39.5%	11.3%	16.3%	22.2%	0.0%	1.1%	1.9%	108	-388	-137	108.43	N/A	N/A	4	19	40
2013-10-24	$12.09	$12.50	43.7%	12.5%	16.6%	30.9%	0.0%	0.3%	-3.8%	84	-1.0K	-132	106.85	N/A	N/A	0	19	40
2013-10-25	$12.03	$12.50	39.5%	11.3%	16.3%	22.3%	0.0%	1.8%	0.3%	144	-927	-130	109.27	N/A	N/A	0	19	40
2013-10-28	$11.91	$12.50	35.4%	10.2%	15.2%	13.9%	0.0%	7.5%	6.7%	158	392	-132	110.57	N/A	N/A	0	19	40
2013-10-29	$11.96	$12.50	37.6%	10.8%	15.2%	18.5%	0.0%	8.3%	7.4%	135	-293	-133	110.98	N/A	N/A	0	19	40
2013-10-30	$11.87	$12.50	36.2%	10.4%	15.4%	15.4%	0.0%	7.6%	4.4%	157	1.1K	-131	111.12	N/A	N/A	0	19	40
2013-10-31	$11.75	$12.50	36.6%	10.5%	15.5%	16.2%	0.0%	7.9%	3.0%	106	2.2K	-129	111.03	N/A	N/A	0	19	40