ASGN Options History — November 2007

In November 2007, ASGN traded between $5.95 and $8.32. ATM implied volatility averaged 68.5%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded below realized volatility by 27.7% (HV 20d: 96.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.55.

Notable Days

2007-11-01: Highest Volume — 179 contracts
2007-11-15: Largest IV drop — 46.8% change
2007-11-14: Highest IV Rank — 72.7%
2007-11-01: Largest Expected Move — 31.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.49	$5.95	$8.32	$8.32	$6.39
Max Pain	$9.76	$7.50	$10.00	$7.50	$10.00
ATM IV	68.5%	46.3%	111.9%	108.9%	48.5%
Expected Move	17.1%	13.3%	31.2%	31.2%	13.9%
HV 20d	96.2%	36.7%	105.8%	36.7%	105.8%
HV 60d	66.4%	43.6%	69.9%	43.6%	69.9%
IV Rank	34.2%	14.5%	72.7%	70.1%	16.4%
IV Percentile	88.9%	55.0%	99.5%	99.5%	67.4%
Term Structure	0.0%	-37.3%	34.1%	-37.3%	5.8%
VWIV	75.4%	54.5%	115.1%	115.1%	90.9%
Skew 25d	-0.6%	-27.7%	19.5%	5.1%	17.0%
Skew 10d	-1.0%	-29.1%	18.9%	5.7%	3.3%
Call IV 25d	56.2%	40.5%	85.7%	46.0%	51.0%
Put IV 25d	55.6%	46.4%	68.0%	51.2%	68.0%
Bid-Ask Spread %	89.29	62.02	112.24	67.48	98.91
Gamma HHI	0.46	0.32	0.75	0.38	0.36
Net GEX	635	-129	4.9K	4.9K	846
Net DEX	40.5K	-108.0K	89.9K	-108.0K	-1.9K
Net VEX	-274	-538	-132	-538	-336
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.55	0.00	16.90	16.90	0.00
Total Volume	24.095	0	179	179	0
Total OI	915.19	755	986	755	917

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
2007-11-01	$8.32	$7.50	108.9%	31.2%	36.7%	70.1%	115.1%	5.1%	-37.3%	4.9K	-108.0K	-538	16.90	67.48	N/A	N/A	10	169	722	33
2007-11-02	$6.41	$7.50	64.8%	18.6%	95.6%	30.9%	0.0%	4.0%	-1.1%	-129	78.2K	-284	0.00	112.24	N/A	N/A	34	0	732	202
2007-11-05	$6.17	$10.00	72.5%	16.9%	95.7%	37.7%	62.2%	-8.3%	-3.2%	373	89.9K	-225	0.00	92.63	N/A	N/A	12	0	761	202
2007-11-06	$6.36	$10.00	67.4%	15.2%	97.5%	33.2%	0.0%	-13.3%	-2.8%	368	87.3K	-229	0.00	62.02	N/A	N/A	11	0	769	201
2007-11-07	$6.21	$10.00	91.1%	14.8%	97.5%	54.3%	0.0%	-12.7%	8.3%	440	83.7K	-233	0.00	92.35	N/A	N/A	0	0	780	201
2007-11-08	$6.47	$10.00	70.8%	17.7%	100.0%	36.2%	0.0%	-10.6%	-1.0%	573	78.4K	-268	0.00	89.16	N/A	N/A	0	0	780	201
2007-11-09	$6.57	$10.00	78.1%	16.7%	96.9%	42.7%	0.0%	-6.7%	2.2%	30	63.7K	-301	0.00	105.53	N/A	N/A	5	0	780	201
2007-11-12	$6.73	$10.00	81.5%	15.8%	98.1%	45.7%	0.0%	-7.4%	-4.5%	291	54.7K	-328	0.00	102.60	N/A	N/A	0	0	785	201
2007-11-13	$6.91	$10.00	77.6%	18.0%	99.3%	42.3%	0.0%	0.2%	-5.6%	179	49.1K	-342	0.00	86.57	N/A	N/A	0	0	785	201
2007-11-14	$6.76	$10.00	111.9%	18.6%	98.9%	72.7%	0.0%	-1.7%	-6.0%	930	67.4K	-310	0.00	87.31	N/A	N/A	0	0	785	201
2007-11-15	$6.67	$10.00	59.5%	17.1%	98.5%	26.1%	0.0%	-2.3%	-2.9%	563	76.2K	-266	0.00	101.53	N/A	N/A	0	0	785	201
2007-11-16	$6.63	$10.00	64.2%	18.4%	98.2%	30.3%	0.0%	-4.7%	-6.4%	649	76.4K	-262	0.00	100.33	N/A	N/A	0	0	785	201
2007-11-19	$6.32	$10.00	46.3%	13.3%	97.7%	14.5%	0.0%	5.8%	15.6%	233	28.1K	-196	0.00	86.58	N/A	N/A	0	0	722	105
2007-11-20	$6.41	$10.00	55.0%	15.8%	98.3%	22.1%	54.5%	19.5%	13.3%	668	18.4K	-229	0.00	86.24	N/A	N/A	7	0	722	105
2007-11-21	$6.17	$10.00	58.5%	16.8%	98.4%	25.3%	59.3%	0.2%	-5.8%	222	23.7K	-204	0.00	70.49	N/A	N/A	51	0	722	105
2007-11-23	$6.32	$10.00	47.4%	13.6%	99.6%	15.4%	0.0%	18.4%	34.1%	187	18.1K	-216	0.00	84.86	N/A	N/A	0	0	715	105
2007-11-26	$6.07	$10.00	61.9%	17.7%	99.9%	28.3%	66.5%	-0.6%	-2.2%	287	21.3K	-192	0.00	87.21	N/A	N/A	16	0	715	105
2007-11-27	$5.95	$10.00	56.1%	16.1%	99.9%	23.2%	70.1%	1.7%	-3.7%	321	37.1K	-132	0.18	70.57	N/A	N/A	112	20	719	105
2007-11-28	$6.30	$10.00	51.7%	14.8%	103.4%	19.2%	84.4%	11.1%	17.5%	624	5.1K	-327	0.00	98.54	N/A	N/A	57	0	820	125
2007-11-29	$6.10	$10.00	65.0%	18.6%	103.5%	31.0%	90.9%	-27.7%	-13.7%	774	3.3K	-329	0.00	91.90	N/A	N/A	2	0	792	125
2007-11-30	$6.39	$10.00	48.5%	13.9%	105.8%	16.4%	0.0%	17.0%	5.8%	846	-1.9K	-336	0.00	98.91	N/A	N/A	0	0	792	125