ASGN Options History — June 2007

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

In June 2007, ASGN traded between $9.70 and $11.09. ATM implied volatility averaged 46.8%. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 8.6% (HV 20d: 38.2%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.27.

Notable Days

2007-06-08: Highest Volume — 43 contracts
2007-06-11: Largest IV spike — 53.5% change
2007-06-15: Largest Expected Move — 14.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.65	$9.70	$11.09	$11.06	$10.72
Max Pain	$10.83	$10.00	$12.50	$10.00	$10.00
ATM IV	46.8%	36.3%	69.0%	39.1%	36.3%
Expected Move	12.6%	10.4%	14.9%	11.2%	10.4%
HV 20d	38.2%	31.2%	44.8%	33.0%	40.5%
HV 60d	31.7%	28.4%	34.4%	33.8%	31.9%
Term Structure	4.1%	-3.3%	14.5%	8.3%	7.0%
VWIV	46.6%	41.4%	54.5%	41.4%	43.9%
Bid-Ask Spread %	83.31	40.62	96.10	91.96	80.03
Gamma HHI	0.54	0.47	0.65	0.47	0.51
Net GEX	1.1K	-6.3K	4.6K	1.3K	4.5K
Net DEX	-141.1K	-228.4K	-15.8K	-87.2K	-218.1K
Net VEX	-993	-1.2K	-779	-779	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	1.50	1.50	0.00
Total Volume	15.714	0	43	25	8
Total OI	500.143	411	582	445	524

Daily Data (21 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
2007-06-01	$11.06	$10.00	39.1%	11.2%	33.0%	0.0%	0.0%	0.0%	8.3%	1.3K	-87.2K	-779	1.50	91.96	N/A	N/A	10	15	297	148
2007-06-04	$10.85	$12.50	42.0%	12.7%	33.4%	0.0%	0.0%	0.0%	3.6%	-403	-75.9K	-792	0.00	86.45	N/A	N/A	3	0	307	163
2007-06-05	$10.75	$12.50	41.7%	13.0%	31.2%	0.0%	0.0%	0.0%	2.3%	-1.2K	-69.2K	-790	0.00	86.58	N/A	N/A	35	0	310	163
2007-06-06	$10.46	$12.50	61.4%	12.6%	32.0%	0.0%	41.4%	0.0%	5.5%	-2.4K	-53.4K	-864	0.00	95.80	N/A	N/A	12	0	345	163
2007-06-07	$10.33	$12.50	55.9%	13.2%	31.6%	0.0%	0.0%	0.0%	1.7%	-1.8K	-60.8K	-874	0.00	88.01	N/A	N/A	8	0	354	163
2007-06-08	$10.37	$12.50	45.0%	13.7%	31.4%	0.0%	0.0%	0.0%	-1.1%	-2.7K	-69.4K	-908	0.00	91.23	N/A	N/A	43	0	362	163
2007-06-11	$9.89	$12.50	69.0%	13.2%	34.7%	0.0%	0.0%	0.0%	1.1%	-2.6K	-41.6K	-940	0.00	94.55	N/A	N/A	10	0	405	163
2007-06-12	$9.70	$12.50	52.7%	12.6%	34.5%	0.0%	0.0%	0.0%	4.7%	-3.8K	-15.8K	-885	0.00	96.10	N/A	N/A	0	0	415	163
2007-06-13	$9.91	$10.00	53.2%	13.2%	34.8%	0.0%	0.0%	0.0%	1.7%	-5.6K	-51.7K	-917	0.00	91.35	N/A	N/A	0	0	415	156
2007-06-14	$10.24	$10.00	44.4%	12.7%	36.8%	0.0%	0.0%	0.0%	6.0%	-6.3K	-101.0K	-934	0.00	40.62	N/A	N/A	28	0	415	156
2007-06-15	$11.01	$10.00	51.9%	14.9%	44.8%	0.0%	54.5%	0.0%	-0.7%	4.2K	-196.1K	-995	0.40	90.38	N/A	N/A	25	10	426	156
2007-06-18	$11.09	$10.00	38.4%	11.0%	44.7%	0.0%	43.9%	0.0%	14.5%	4.0K	-204.5K	-994	0.00	87.44	N/A	N/A	0	10	366	45
2007-06-19	$11.02	$10.00	45.5%	13.0%	44.6%	0.0%	0.0%	0.0%	2.8%	4.1K	-199.9K	-990	0.00	86.07	N/A	N/A	34	0	366	45
2007-06-20	$11.06	$10.00	47.3%	13.6%	44.0%	0.0%	0.0%	0.0%	-1.2%	4.6K	-224.5K	-1.1K	0.00	84.52	N/A	N/A	0	0	400	45
2007-06-21	$11.05	$10.00	46.0%	13.2%	43.9%	0.0%	0.0%	0.0%	5.7%	4.6K	-222.2K	-1.1K	0.00	71.49	N/A	N/A	7	0	400	45
2007-06-22	$10.88	$10.00	42.6%	12.2%	41.7%	0.0%	0.0%	0.0%	4.0%	4.5K	-210.2K	-1.1K	1.45	54.44	N/A	N/A	11	16	407	45
2007-06-25	$10.77	$10.00	41.2%	11.8%	41.7%	0.0%	0.0%	0.0%	4.6%	4.3K	-214.5K	-1.1K	0.40	81.09	N/A	N/A	10	4	418	61
2007-06-26	$10.63	$10.00	40.8%	11.7%	41.6%	0.0%	0.0%	0.0%	5.6%	4.3K	-200.4K	-1.1K	0.91	84.08	N/A	N/A	11	10	428	65
2007-06-27	$10.91	$10.00	39.5%	11.3%	40.6%	0.0%	0.0%	0.0%	12.5%	4.2K	-217.7K	-1.2K	0.00	84.51	N/A	N/A	7	0	439	75
2007-06-28	$10.91	$10.00	49.1%	14.1%	40.4%	0.0%	0.0%	0.0%	-3.3%	4.6K	-228.4K	-1.2K	0.00	82.72	N/A	N/A	3	0	446	75
2007-06-29	$10.72	$10.00	36.3%	10.4%	40.5%	0.0%	0.0%	0.0%	7.0%	4.5K	-218.1K	-1.2K	0.00	80.03	N/A	N/A	8	0	449	75