ASGN Options History — January 2007 In January 2007, ASGN traded between $11.75 and $12.95. ATM implied volatility averaged 48.1%. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 21.3% (HV 20d: 26.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2007-01-08 : Highest Volume — 200 contracts2007-01-26 : Largest IV drop — 15.9% change2007-01-04 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $12.54 $11.75 $12.95 $11.75 $12.90 Max Pain $12.25 $10.00 $12.50 $10.00 $12.50 ATM IV 48.1% 35.6% 59.0% 52.3% 35.6% Expected Move 13.9% 10.2% 16.9% 15.0% 10.2% HV 20d 26.8% 26.5% 27.5% 27.5% 26.8% Term Structure 2.4% -28.1% 51.5% -4.6% 6.8% VWIV 49.6% 37.6% 62.7% 50.8% 37.6% Bid-Ask Spread % 92.23 74.64 180.24 97.01 97.78 Gamma HHI 0.81 0.72 0.94 0.85 0.81 Net GEX 10.3K 2.0K 20.4K 2.1K 10.3K Net DEX -162.6K -362.3K -40.4K -81.0K -124.2K Net VEX -618 -849 -264 -281 -611 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 35.65 0 200 0 0 Total OI 474 182 605 182 575
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 2007-01-03 $11.75 $10.00 52.3% 15.0% 0.0% 0.0% 0.0% 0.0% -4.6% 2.1K -81.0K -281 0.00 97.01 N/A N/A 0 0 128 54 2007-01-04 $11.90 $10.00 59.0% 16.9% 0.0% 0.0% 0.0% 0.0% 51.5% 2.0K -84.1K -280 0.00 180.24 N/A N/A 0 0 128 54 2007-01-05 $12.52 $12.50 50.7% 12.8% 0.0% 0.0% 0.0% 0.0% 3.4% 2.0K -104.7K -264 0.00 84.76 N/A N/A 50 0 128 54 2007-01-08 $12.54 $12.50 49.6% 14.6% 0.0% 0.0% 50.8% 0.0% -3.2% 3.2K -142.1K -355 0.00 84.04 N/A N/A 200 0 178 54 2007-01-09 $12.85 $12.50 43.0% 14.4% 0.0% 0.0% 0.0% 0.0% -2.2% 9.5K -312.5K -680 0.00 87.51 N/A N/A 78 0 378 54 2007-01-10 $12.74 $12.50 49.3% 14.6% 0.0% 0.0% 62.7% 0.0% 0.1% 13.6K -362.3K -740 0.00 78.47 N/A N/A 0 95 456 54 2007-01-11 $12.95 $12.50 52.3% 15.0% 0.0% 0.0% 0.0% 0.0% -1.5% 11.6K -291.1K -849 0.00 82.40 N/A N/A 0 0 456 149 2007-01-12 $12.91 $12.50 52.3% 15.0% 0.0% 0.0% 0.0% 0.0% -1.6% 12.1K -287.8K -843 0.00 82.33 N/A N/A 0 0 456 149 2007-01-16 $12.80 $12.50 51.5% 14.8% 0.0% 0.0% 0.0% 0.0% -0.5% 16.5K -273.6K -759 0.00 80.32 N/A N/A 0 0 456 149 2007-01-17 $12.65 $12.50 54.0% 15.5% 0.0% 0.0% 0.0% 0.0% -4.0% 19.0K -261.5K -769 0.00 86.83 N/A N/A 0 0 456 149 2007-01-18 $12.47 $12.50 55.4% 15.9% 0.0% 0.0% 0.0% 0.0% -5.2% 18.9K -214.2K -732 0.00 88.13 N/A N/A 0 0 456 149 2007-01-19 $12.45 $12.50 51.8% 14.8% 0.0% 0.0% 0.0% 0.0% -28.1% 20.4K -203.8K -699 0.00 94.75 N/A N/A 70 0 456 149 2007-01-22 $12.41 $12.50 50.9% 14.6% 0.0% 0.0% 0.0% 0.0% -0.5% 8.3K -83.4K -639 0.00 78.91 N/A N/A 0 0 316 149 2007-01-23 $12.45 $12.50 49.8% 14.3% 0.0% 0.0% 0.0% 0.0% 0.8% 8.5K -92.4K -626 0.00 92.39 N/A N/A 0 0 316 149 2007-01-24 $12.60 $12.50 48.6% 13.9% 0.0% 0.0% 0.0% 0.0% 2.7% 8.9K -104.1K -627 0.00 81.61 N/A N/A 10 0 316 149 2007-01-25 $12.45 $12.50 44.8% 12.9% 27.5% 0.0% 47.3% 0.0% 3.9% 10.3K -90.5K -604 0.00 74.64 N/A N/A 0 80 316 149 2007-01-26 $12.55 $12.50 37.7% 10.8% 26.6% 0.0% 37.6% 0.0% 12.5% 8.3K -40.4K -672 0.00 98.64 N/A N/A 130 0 316 229 2007-01-29 $12.37 $12.50 38.3% 11.0% 26.7% 0.0% 0.0% 0.0% 9.2% 9.8K -42.8K -661 0.00 95.20 N/A N/A 0 0 346 229 2007-01-30 $12.59 $12.50 35.9% 10.3% 26.5% 0.0% 0.0% 0.0% 9.5% 10.9K -55.5K -659 0.00 98.62 N/A N/A 0 0 346 229 2007-01-31 $12.90 $12.50 35.6% 10.2% 26.8% 0.0% 0.0% 0.0% 6.8% 10.3K -124.2K -611 0.00 97.78 N/A N/A 0 0 346 229
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