ASGN Options History — March 2007

Name: ASGN Options Analytics - March 2007
Creator: Options Analysis Suite

In March 2007, ASGN traded between $11.61 and $13.12. ATM implied volatility averaged 52.3%. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 9.0% (HV 20d: 43.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.06.

Notable Days

2007-03-08: Highest Volume — 85 contracts
2007-03-05: Largest IV spike — 70.9% change
2007-03-02: Largest Expected Move — 16.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.32	$11.61	$13.12	$12.19	$12.41
Max Pain	$12.22	$10.00	$12.50	$10.00	$12.50
ATM IV	52.3%	30.5%	142.5%	142.5%	40.9%
Expected Move	11.7%	8.8%	16.0%	16.0%	11.7%
HV 20d	43.4%	25.0%	48.7%	25.0%	46.7%
HV 60d	34.8%	33.7%	35.8%	35.7%	34.8%
Term Structure	0.8%	-53.6%	14.3%	-53.6%	4.8%
VWIV	49.6%	42.4%	62.0%	62.0%	42.4%
Bid-Ask Spread %	98.08	46.63	181.25	181.25	92.45
Gamma HHI	0.72	0.42	0.97	0.96	0.46
Net GEX	11.7K	897	48.7K	24.5K	1.5K
Net DEX	-103.8K	-280.6K	-18.1K	-101.6K	-38.2K
Net VEX	-324	-454	-231	-387	-283
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.31	0.00	0.00
Total Volume	10.091	0	85	0	0
Total OI	287.591	146	433	338	173

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
2007-03-01	$12.19	$10.00	142.5%	0.0%	25.0%	0.0%	0.0%	0.0%	-53.6%	24.5K	-101.6K	-387	0.00	181.25	N/A	N/A	0	0	284	54
2007-03-02	$11.76	$10.00	55.7%	16.0%	27.6%	0.0%	62.0%	0.0%	-17.0%	9.3K	-124.0K	-374	0.00	109.98	N/A	N/A	60	0	284	54
2007-03-05	$11.61	$0.00	95.2%	13.2%	26.9%	0.0%	0.0%	0.0%	-4.0%	8.1K	-79.4K	-316	0.00	111.10	N/A	N/A	0	0	294	54
2007-03-06	$12.25	$0.00	46.8%	10.1%	34.3%	0.0%	0.0%	0.0%	1.1%	13.1K	-152.8K	-344	0.00	127.19	N/A	N/A	0	0	294	54
2007-03-07	$12.16	$0.00	62.4%	12.1%	34.3%	0.0%	0.0%	0.0%	1.9%	12.6K	-145.1K	-336	0.00	80.22	N/A	N/A	0	0	294	54
2007-03-08	$13.12	$0.00	65.0%	12.8%	44.4%	0.0%	44.3%	0.0%	2.9%	13.6K	-259.3K	-293	0.31	80.24	N/A	N/A	65	20	294	54
2007-03-09	$12.58	$12.50	50.8%	12.1%	46.7%	0.0%	0.0%	0.0%	4.7%	19.1K	-254.1K	-454	0.00	90.53	N/A	N/A	0	0	359	74
2007-03-12	$12.79	$12.50	58.6%	12.3%	47.2%	0.0%	0.0%	0.0%	4.9%	20.3K	-280.6K	-406	0.00	84.45	N/A	N/A	0	0	359	74
2007-03-13	$12.43	$12.50	59.6%	12.1%	48.2%	0.0%	0.0%	0.0%	2.0%	23.2K	-201.7K	-400	0.00	90.66	N/A	N/A	0	0	359	74
2007-03-14	$12.19	$12.50	48.4%	12.2%	48.5%	0.0%	0.0%	0.0%	2.2%	27.7K	-127.9K	-359	0.00	91.41	N/A	N/A	0	0	359	74
2007-03-15	$12.06	$12.50	43.5%	12.5%	48.3%	0.0%	0.0%	0.0%	2.1%	24.0K	-86.7K	-318	0.00	90.44	N/A	N/A	0	0	359	74
2007-03-16	$12.31	$12.50	40.5%	11.6%	48.6%	0.0%	0.0%	0.0%	5.2%	48.7K	-119.0K	-308	0.00	94.27	N/A	N/A	0	0	359	74
2007-03-19	$12.34	$12.50	38.5%	11.0%	48.4%	0.0%	0.0%	0.0%	5.7%	897	-26.0K	-231	0.00	97.23	N/A	N/A	0	0	72	74
2007-03-20	$12.51	$12.50	34.8%	10.0%	48.4%	0.0%	0.0%	0.0%	10.3%	1.1K	-27.8K	-236	0.00	97.34	N/A	N/A	22	0	72	74
2007-03-21	$12.54	$12.50	35.2%	10.1%	48.2%	0.0%	0.0%	0.0%	10.1%	1.4K	-38.8K	-307	0.00	96.64	N/A	N/A	0	0	94	74
2007-03-22	$12.61	$12.50	30.5%	8.8%	48.3%	0.0%	0.0%	0.0%	14.3%	1.7K	-47.5K	-298	0.00	103.73	N/A	N/A	0	0	94	74
2007-03-23	$12.71	$12.50	33.0%	9.5%	48.4%	0.0%	0.0%	0.0%	10.7%	1.6K	-49.4K	-297	0.00	108.12	N/A	N/A	5	0	94	74
2007-03-26	$12.48	$12.50	42.4%	12.2%	48.7%	0.0%	42.4%	0.0%	2.4%	1.4K	-42.9K	-306	0.00	91.43	N/A	N/A	50	0	99	74
2007-03-27	$12.21	$12.50	40.8%	11.7%	45.9%	0.0%	0.0%	0.0%	3.5%	1.4K	-36.4K	-298	0.00	94.05	N/A	N/A	0	0	99	74
2007-03-28	$11.91	$12.50	42.2%	12.1%	45.6%	0.0%	0.0%	0.0%	1.9%	1.2K	-25.3K	-290	0.00	46.63	N/A	N/A	0	0	99	74
2007-03-29	$11.84	$12.50	44.3%	12.7%	45.6%	0.0%	0.0%	0.0%	2.4%	1.0K	-18.1K	-290	0.00	98.41	N/A	N/A	0	0	99	74
2007-03-30	$12.41	$12.50	40.9%	11.7%	46.7%	0.0%	0.0%	0.0%	4.8%	1.5K	-38.2K	-283	0.00	92.45	N/A	N/A	0	0	99	74