ASGN Options History — May 2007

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

In May 2007, ASGN traded between $10.35 and $11.93. ATM implied volatility averaged 45.5%. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 18.4% (HV 20d: 27.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.47.

Notable Days

2007-05-15: Highest Volume — 220 contracts
2007-05-11: Largest IV spike — 60.3% change
2007-05-15: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.20	$10.35	$11.93	$11.37	$10.90
Max Pain	$10.23	$10.00	$12.50	$12.50	$10.00
ATM IV	45.5%	31.7%	55.4%	34.0%	52.7%
Expected Move	13.2%	9.6%	15.9%	9.7%	15.1%
HV 20d	27.1%	20.7%	34.8%	21.3%	32.4%
HV 60d	35.0%	33.4%	36.1%	33.4%	33.7%
Term Structure	-1.1%	-11.8%	10.9%	10.9%	-6.4%
VWIV	48.9%	39.7%	52.9%	52.9%	52.0%
Bid-Ask Spread %	88.47	67.68	110.56	110.56	79.77
Gamma HHI	0.51	0.39	0.65	0.42	0.47
Net GEX	1.9K	-1.6K	7.1K	-290	399
Net DEX	-46.3K	-85.0K	13.9K	-7.9K	-73.9K
Net VEX	-555	-839	-236	-244	-784
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.00	3.33	0.35	3.33
Total Volume	20.636	0	220	0	13
Total OI	384.727	153	560	153	435

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
2007-05-01	$11.37	$12.50	34.0%	9.7%	21.3%	0.0%	0.0%	0.0%	10.9%	-290	-7.9K	-244	0.00	110.56	N/A	N/A	0	0	72	81
2007-05-02	$11.76	$12.50	52.4%	15.0%	21.7%	0.0%	52.9%	0.0%	-10.8%	99	-18.8K	-236	0.35	87.05	N/A	N/A	143	50	72	81
2007-05-03	$11.73	$10.00	38.0%	10.9%	20.7%	0.0%	39.7%	0.0%	-1.7%	5.4K	-62.3K	-396	0.00	83.60	N/A	N/A	3	0	212	131
2007-05-04	$11.59	$10.00	40.3%	9.6%	21.0%	0.0%	0.0%	0.0%	4.6%	4.9K	-53.3K	-382	0.00	90.54	N/A	N/A	0	0	209	131
2007-05-07	$11.93	$10.00	36.0%	11.5%	23.8%	0.0%	0.0%	0.0%	6.5%	6.5K	-57.2K	-343	0.00	88.22	N/A	N/A	0	0	209	131
2007-05-08	$11.75	$10.00	32.6%	11.6%	24.2%	0.0%	0.0%	0.0%	5.0%	5.8K	-36.5K	-319	0.00	67.68	N/A	N/A	0	0	209	131
2007-05-09	$11.84	$10.00	31.7%	11.7%	23.7%	0.0%	0.0%	0.0%	4.7%	7.1K	-43.2K	-320	0.00	93.66	N/A	N/A	0	0	209	131
2007-05-10	$11.60	$10.00	34.4%	9.9%	24.7%	0.0%	0.0%	0.0%	1.4%	4.5K	-27.8K	-296	0.00	85.04	N/A	N/A	0	0	209	131
2007-05-11	$11.56	$10.00	55.1%	15.8%	24.5%	0.0%	0.0%	0.0%	-11.8%	4.1K	-17.7K	-319	0.00	94.38	N/A	N/A	0	0	209	131
2007-05-14	$11.28	$10.00	35.5%	10.2%	25.7%	0.0%	0.0%	0.0%	2.5%	300	-2.3K	-256	0.00	96.97	N/A	N/A	0	0	209	131
2007-05-15	$10.94	$10.00	55.4%	15.9%	27.3%	0.0%	51.1%	0.0%	-6.0%	-1.6K	13.9K	-250	0.05	93.57	N/A	N/A	210	10	209	131
2007-05-16	$11.08	$10.00	54.8%	15.7%	27.5%	0.0%	0.0%	0.0%	-5.1%	1.5K	-71.4K	-839	0.00	86.37	N/A	N/A	0	0	419	141
2007-05-17	$10.81	$10.00	52.3%	15.0%	28.6%	0.0%	0.0%	0.0%	-5.2%	1.2K	-65.5K	-824	0.00	104.49	N/A	N/A	0	0	419	141
2007-05-18	$10.95	$10.00	50.9%	14.6%	28.7%	0.0%	52.0%	0.0%	-2.5%	1.2K	-71.5K	-835	0.00	89.46	N/A	N/A	5	0	419	141
2007-05-21	$11.07	$10.00	53.3%	15.3%	28.8%	0.0%	0.0%	0.0%	-7.2%	1.4K	-78.6K	-820	0.00	86.23	N/A	N/A	5	0	274	141
2007-05-22	$10.86	$10.00	48.5%	13.9%	29.4%	0.0%	0.0%	0.0%	-2.0%	886	-69.9K	-800	0.00	82.54	N/A	N/A	0	0	279	141
2007-05-23	$10.77	$10.00	47.0%	13.5%	29.5%	0.0%	0.0%	0.0%	-0.1%	570	-65.0K	-788	0.00	86.74	N/A	N/A	10	0	279	141
2007-05-24	$10.35	$10.00	45.0%	12.9%	32.1%	0.0%	0.0%	0.0%	1.1%	-996	-32.0K	-775	0.00	87.59	N/A	N/A	0	0	289	141
2007-05-25	$10.48	$10.00	47.6%	13.6%	32.7%	0.0%	0.0%	0.0%	-2.0%	-525	-41.9K	-774	0.00	82.34	N/A	N/A	0	0	289	141
2007-05-29	$10.65	$10.00	53.0%	15.2%	32.6%	0.0%	0.0%	0.0%	-6.0%	-255	-50.1K	-784	0.00	87.10	N/A	N/A	5	0	289	141
2007-05-30	$11.04	$10.00	50.7%	14.5%	34.8%	0.0%	0.0%	0.0%	6.9%	768	-85.0K	-816	0.00	82.36	N/A	N/A	0	0	294	141
2007-05-31	$10.90	$10.00	52.7%	15.1%	32.4%	0.0%	0.0%	0.0%	-6.4%	399	-73.9K	-784	3.33	79.77	N/A	N/A	3	10	294	141