ASGN Options History — April 2007 In April 2007, ASGN traded between $11.18 and $12.64. ATM implied volatility averaged 41.2%. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 10.1% (HV 20d: 31.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2007-04-03 : Highest Volume — 30 contracts2007-04-12 : Largest IV spike — 40.2% change2007-04-11 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $11.93 $11.18 $12.64 $12.24 $11.18 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 41.2% 30.3% 45.5% 42.9% 34.1% Expected Move 12.1% 8.7% 13.1% 12.3% 9.8% HV 20d 31.1% 20.2% 46.8% 46.8% 20.2% HV 60d 33.7% 33.1% 34.8% 34.8% 33.4% Term Structure 1.3% -3.0% 16.2% 2.7% 16.2% VWIV 43.0% 40.1% 45.9% 43.0% 45.9% Bid-Ask Spread % 93.10 66.66 110.44 96.96 110.44 Gamma HHI 0.52 0.36 0.69 0.45 0.45 Net GEX 1.9K -454 4.2K 1.4K -454 Net DEX -28.4K -61.2K -1.3K -30.7K -3.5K Net VEX -261 -323 -213 -277 -242 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 3.5 0 30 10 0 Total OI 184.2 126 206 173 153
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 2007-04-02 $12.24 $12.50 42.9% 12.3% 46.8% 0.0% 43.0% 0.0% 2.7% 1.4K -30.7K -277 0.00 96.96 N/A N/A 10 0 99 74 2007-04-03 $12.64 $12.50 40.1% 11.5% 44.2% 0.0% 40.1% 0.0% 4.9% 2.3K -56.5K -280 0.00 95.41 N/A N/A 30 0 109 74 2007-04-04 $12.38 $12.50 39.4% 11.3% 44.8% 0.0% 0.0% 0.0% 5.0% 3.0K -61.2K -323 0.00 75.82 N/A N/A 0 0 129 74 2007-04-05 $12.37 $12.50 35.7% 10.2% 35.0% 0.0% 0.0% 0.0% 7.7% 3.2K -60.3K -319 0.00 99.32 N/A N/A 0 0 129 74 2007-04-09 $12.29 $0.00 40.8% 13.1% 31.8% 0.0% 0.0% 0.0% -1.3% 3.2K -53.7K -302 0.00 89.33 N/A N/A 0 0 129 74 2007-04-10 $12.18 $0.00 42.8% 13.0% 31.2% 0.0% 0.0% 0.0% -2.8% 3.1K -48.1K -295 0.00 88.67 N/A N/A 0 0 129 74 2007-04-11 $11.98 $0.00 31.6% 13.1% 30.2% 0.0% 45.9% 0.0% -1.0% 3.1K -25.7K -281 0.00 92.14 N/A N/A 3 0 129 74 2007-04-12 $12.01 $12.50 44.3% 12.7% 29.5% 0.0% 0.0% 0.0% -1.6% 3.6K -24.2K -272 0.00 66.66 N/A N/A 0 0 132 74 2007-04-13 $12.09 $12.50 45.3% 13.0% 29.3% 0.0% 0.0% 0.0% -1.6% 3.9K -35.2K -278 0.00 90.90 N/A N/A 0 0 132 74 2007-04-16 $12.11 $12.50 44.9% 12.9% 28.4% 0.0% 0.0% 0.0% -1.4% 4.2K -35.6K -254 0.00 89.98 N/A N/A 0 0 132 74 2007-04-17 $11.97 $12.50 43.6% 12.5% 28.6% 0.0% 0.0% 0.0% -3.0% 3.4K -24.0K -245 0.00 91.21 N/A N/A 0 0 132 74 2007-04-18 $11.76 $12.50 43.4% 12.5% 28.5% 0.0% 0.0% 0.0% -0.2% 2.3K -14.2K -236 0.00 90.67 N/A N/A 0 0 132 74 2007-04-19 $11.70 $12.50 45.4% 13.0% 28.5% 0.0% 0.0% 0.0% -0.6% 517 -4.1K -218 0.00 75.97 N/A N/A 0 0 132 74 2007-04-20 $11.83 $12.50 43.0% 12.3% 28.8% 0.0% 0.0% 0.0% -1.4% 487 -1.3K -213 0.00 94.22 N/A N/A 0 0 132 74 2007-04-23 $11.65 $12.50 45.4% 13.0% 28.8% 0.0% 0.0% 0.0% -0.8% 472 -25.1K -213 0.00 98.87 N/A N/A 0 17 72 54 2007-04-24 $11.64 $12.50 45.5% 13.0% 28.3% 0.0% 0.0% 0.0% -1.8% 156 -20.3K -231 0.00 99.08 N/A N/A 0 0 72 71 2007-04-25 $11.60 $12.50 44.0% 12.6% 27.5% 0.0% 0.0% 0.0% -1.1% 119 -18.6K -224 0.00 103.68 N/A N/A 0 10 72 71 2007-04-26 $11.51 $12.50 42.2% 12.1% 26.3% 0.0% 0.0% 0.0% -1.5% -72 -11.6K -257 0.00 103.70 N/A N/A 0 0 72 81 2007-04-27 $11.45 $12.50 30.3% 8.7% 26.2% 0.0% 0.0% 0.0% 10.1% -23 -13.2K -253 0.00 108.98 N/A N/A 0 0 72 81 2007-04-30 $11.18 $12.50 34.1% 9.8% 20.2% 0.0% 0.0% 0.0% 16.2% -454 -3.5K -242 0.00 110.44 N/A N/A 0 0 72 81
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