ASGN Options History — September 2007 In September 2007, ASGN traded between $9.15 and $10.69. ATM implied volatility averaged 43.2%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 2.3% (HV 20d: 45.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2007-09-27 : Highest Volume — 1,500 contracts2007-09-06 : Largest IV spike — 11.0% change2007-09-06 : Highest IV Rank — 16.2%2007-09-06 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.83 $9.15 $10.69 $10.69 $9.34 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 43.2% 37.3% 48.3% 45.2% 39.2% Expected Move 12.2% 10.7% 13.8% 13.0% 11.2% HV 20d 45.4% 34.6% 49.9% 43.9% 49.3% HV 60d 47.2% 43.9% 49.4% 46.1% 49.2% IV Rank 11.6% 6.5% 16.2% 13.5% 8.1% IV Percentile 39.8% 14.1% 67.6% 50.0% 19.9% Term Structure 1.5% -4.3% 5.9% 2.2% 2.0% Skew 25d 4.5% 2.0% 11.9% 6.6% 4.9% Skew 10d 6.3% 3.7% 14.2% 3.7% 5.9% Call IV 25d 47.8% 40.1% 50.4% 50.4% 47.4% Put IV 25d 52.3% 49.9% 57.0% 57.0% 52.4% Bid-Ask Spread % 82.33 40.74 108.71 97.75 108.32 Gamma HHI 0.82 0.67 0.88 0.88 0.67 Net GEX 45.2K 21.8K 60.2K 60.2K 21.8K Net DEX -769.0K -1.3M -286.2K -1.3M -286.2K Net VEX -5.3K -8.0K -2.1K -8.0K -2.1K 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 79.526 0 1,500 0 0 Total OI 3,882.053 2,373 4,000 4,000 2,373
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 2007-09-04 $10.69 $10.00 45.2% 13.0% 43.9% 13.5% 0.0% 6.6% 2.2% 60.2K -1.3M -8.0K 0.00 97.75 N/A N/A 0 0 3,931 69 2007-09-05 $10.31 $10.00 43.5% 12.5% 45.5% 11.9% 0.0% 3.5% 1.1% 56.5K -1.1M -7.2K 0.00 95.24 N/A N/A 0 0 3,931 69 2007-09-06 $10.38 $10.00 48.3% 13.8% 44.7% 16.2% 0.0% 3.5% -4.3% 56.1K -1.2M -7.5K 0.00 88.54 N/A N/A 0 0 3,931 68 2007-09-07 $10.01 $10.00 47.9% 12.6% 42.0% 15.8% 0.0% 3.9% 1.3% 50.8K -967.3K -6.5K 0.00 92.39 N/A N/A 0 0 3,931 68 2007-09-10 $9.88 $10.00 46.5% 12.8% 38.7% 14.7% 0.0% 3.8% 0.1% 47.7K -825.3K -5.8K 0.00 101.12 N/A N/A 3 0 3,931 68 2007-09-11 $10.31 $10.00 46.0% 12.5% 41.8% 14.1% 0.0% 3.3% 3.2% 54.9K -1.0M -6.7K 0.00 43.13 N/A N/A 0 0 3,928 68 2007-09-12 $9.77 $10.00 44.4% 12.1% 43.5% 12.7% 0.0% 2.0% 1.2% 46.1K -761.3K -5.8K 0.00 101.62 N/A N/A 0 0 3,928 68 2007-09-13 $9.51 $10.00 42.5% 12.2% 43.7% 11.1% 0.0% 6.7% 0.6% 40.8K -627.8K -4.7K 0.00 48.34 N/A N/A 0 0 3,928 63 2007-09-14 $9.31 $10.00 38.5% 11.0% 43.9% 7.5% 0.0% 2.0% 5.9% 35.5K -498.7K -4.0K 0.00 108.71 N/A N/A 0 0 3,928 63 2007-09-17 $9.15 $10.00 42.3% 12.1% 34.6% 10.9% 0.0% 4.9% 2.5% 32.9K -457.1K -4.0K 0.00 40.74 N/A N/A 8 0 3,928 63 2007-09-18 $9.89 $10.00 43.1% 12.4% 46.3% 11.6% 0.0% 3.6% 3.1% 47.4K -755.5K -5.5K 0.00 87.20 N/A N/A 0 0 3,920 63 2007-09-19 $10.27 $10.00 43.7% 12.5% 48.5% 12.2% 0.0% 2.9% 1.5% 55.0K -981.2K -6.4K 0.00 91.85 N/A N/A 0 0 3,920 63 2007-09-20 $10.17 $10.00 44.0% 12.6% 48.2% 12.4% 0.0% 3.9% 0.2% 53.8K -933.7K -6.0K 0.00 48.13 N/A N/A 0 0 3,920 63 2007-09-21 $9.78 $10.00 41.8% 12.0% 49.7% 10.4% 0.0% 5.1% 1.9% 45.6K -694.5K -4.9K 0.00 55.66 N/A N/A 0 0 3,920 63 2007-09-24 $9.64 $10.00 43.5% 12.5% 49.6% 11.9% 0.0% 3.4% -0.6% 42.6K -628.0K -4.4K 0.00 99.02 N/A N/A 0 0 3,840 33 2007-09-25 $9.56 $10.00 43.2% 12.4% 49.5% 11.7% 0.0% 6.5% 2.3% 41.0K -591.3K -4.4K 0.00 100.95 N/A N/A 0 0 3,840 33 2007-09-26 $9.34 $10.00 39.2% 11.2% 49.9% 8.1% 0.0% 4.0% 1.9% 34.1K -445.6K -3.7K 0.00 107.09 N/A N/A 0 0 3,840 33 2007-09-27 $9.38 $10.00 37.3% 10.7% 49.5% 6.5% 0.0% 11.9% 2.6% 35.8K -470.6K -3.8K 0.00 48.38 N/A N/A 1,500 0 3,840 33 2007-09-28 $9.34 $10.00 39.2% 11.2% 49.3% 8.1% 0.0% 4.9% 2.0% 21.8K -286.2K -2.1K 0.00 108.32 N/A N/A 0 0 2,340 33
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