ASGN Options History — February 2007 In February 2007, ASGN traded between $12.26 and $13.43. ATM implied volatility averaged 42.9%. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 23.4% (HV 20d: 19.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2007-02-28 : Highest Volume — 261 contracts2007-02-28 : Largest IV spike — 48.8% change2007-02-28 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $13.09 $12.26 $13.43 $12.90 $12.26 Max Pain $10.13 $10.00 $12.50 $12.50 $10.00 ATM IV 42.9% 30.1% 62.8% 35.3% 62.8% Expected Move 12.7% 10.1% 18.0% 10.1% 18.0% HV 20d 19.4% 15.9% 26.8% 26.2% 26.8% Term Structure -0.5% -11.3% 9.5% 9.5% -11.3% VWIV 54.0% 45.2% 62.9% 45.2% 62.9% Bid-Ask Spread % 90.25 39.72 108.16 104.31 92.46 Gamma HHI 0.83 0.72 0.91 0.80 0.79 Net GEX 7.5K 4.3K 11.9K 10.0K 4.3K Net DEX -140.6K -212.6K -81.0K -140.0K -81.0K Net VEX -354 -582 -224 -582 -251 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 19.684 0 261 0 261 Total OI 416.421 198 575 575 198
Daily Data (19 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 2007-02-01 $12.90 $12.50 35.3% 10.1% 26.2% 0.0% 0.0% 0.0% 9.5% 10.0K -140.0K -582 0.00 104.31 N/A N/A 0 0 346 229 2007-02-02 $13.07 $10.00 40.7% 13.6% 26.2% 0.0% 0.0% 0.0% -3.3% 8.4K -156.5K -578 0.00 80.61 N/A N/A 0 0 346 229 2007-02-05 $13.04 $10.00 30.1% 12.6% 19.8% 0.0% 0.0% 0.0% 2.4% 11.9K -171.7K -500 0.00 89.11 N/A N/A 0 0 346 229 2007-02-06 $13.00 $10.00 41.4% 12.5% 19.9% 0.0% 0.0% 0.0% 1.8% 10.3K -152.9K -511 0.00 88.29 N/A N/A 0 0 346 229 2007-02-07 $13.03 $10.00 42.6% 13.0% 18.0% 0.0% 0.0% 0.0% 0.7% 10.9K -147.8K -506 0.00 94.80 N/A N/A 0 0 346 229 2007-02-08 $13.13 $10.00 46.3% 13.3% 17.8% 0.0% 0.0% 0.0% -0.5% 11.0K -200.4K -405 0.00 86.41 N/A N/A 0 0 346 229 2007-02-09 $13.11 $10.00 46.6% 13.4% 16.9% 0.0% 0.0% 0.0% -1.2% 11.4K -202.6K -398 0.00 90.05 N/A N/A 0 0 346 229 2007-02-12 $13.13 $10.00 37.5% 10.8% 16.9% 0.0% 0.0% 0.0% -0.9% 11.3K -212.6K -352 0.00 108.16 N/A N/A 100 0 346 229 2007-02-13 $13.17 $10.00 47.0% 13.5% 16.5% 0.0% 0.0% 0.0% -1.2% 5.1K -100.5K -305 0.00 94.10 N/A N/A 0 0 246 229 2007-02-14 $13.29 $10.00 45.7% 13.1% 15.9% 0.0% 45.2% 0.0% 1.0% 4.7K -115.7K -273 0.00 88.24 N/A N/A 13 0 246 229 2007-02-15 $12.99 $10.00 44.9% 12.9% 17.3% 0.0% 0.0% 0.0% 0.2% 6.4K -101.2K -318 0.00 91.89 N/A N/A 0 0 259 229 2007-02-16 $13.14 $10.00 45.5% 13.0% 17.6% 0.0% 0.0% 0.0% 0.3% 5.9K -112.0K -310 0.00 93.30 N/A N/A 0 0 259 229 2007-02-20 $13.31 $10.00 46.3% 13.3% 17.8% 0.0% 0.0% 0.0% -3.1% 4.5K -129.2K -256 0.00 95.17 N/A N/A 0 0 144 54 2007-02-21 $13.43 $10.00 42.4% 12.2% 17.9% 0.0% 0.0% 0.0% -0.2% 4.8K -139.1K -236 0.00 96.74 N/A N/A 0 0 144 54 2007-02-22 $13.43 $10.00 39.3% 11.3% 17.7% 0.0% 0.0% 0.0% 4.5% 5.2K -142.0K -224 0.00 101.97 N/A N/A 0 0 144 54 2007-02-23 $13.30 $10.00 39.4% 11.3% 17.5% 0.0% 0.0% 0.0% 4.4% 5.2K -138.6K -232 0.00 102.79 N/A N/A 0 0 144 54 2007-02-26 $13.29 $10.00 38.8% 11.1% 17.4% 0.0% 0.0% 0.0% -10.9% 4.8K -132.6K -228 0.00 76.54 N/A N/A 0 0 144 54 2007-02-27 $12.62 $10.00 42.2% 12.1% 25.5% 0.0% 0.0% 0.0% -1.1% 6.6K -95.2K -255 0.00 39.72 N/A N/A 0 0 144 54 2007-02-28 $12.26 $10.00 62.8% 18.0% 26.8% 0.0% 62.9% 0.0% -11.3% 4.3K -81.0K -251 0.00 92.46 N/A N/A 261 0 144 54
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