ASGN Options History — December 2007

In December 2007, ASGN traded between $6.09 and $7.55. ATM implied volatility averaged 52.8%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 1.4% (HV 20d: 54.2%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2007-12-10: Highest Volume — 40 contracts
2007-12-10: Largest IV spike — 19.4% change
2007-12-03: Highest IV Rank — 35.8%
2007-12-03: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.89	$6.09	$7.55	$6.13	$7.01
Max Pain	$6.00	$5.00	$10.00	$10.00	$5.00
ATM IV	52.8%	44.8%	70.3%	70.3%	49.1%
Expected Move	14.7%	11.6%	20.2%	20.2%	14.1%
HV 20d	54.2%	50.4%	56.9%	53.4%	51.4%
HV 60d	70.0%	68.8%	71.3%	70.0%	70.9%
IV Rank	20.2%	13.1%	35.8%	35.8%	16.9%
IV Percentile	69.9%	41.4%	95.2%	95.2%	66.8%
Term Structure	10.0%	-0.3%	18.7%	0.3%	16.7%
VWIV	86.0%	39.6%	167.2%	39.6%	167.2%
Skew 25d	14.4%	1.3%	39.8%	18.7%	17.8%
Skew 10d	11.1%	-5.9%	32.2%	23.5%	17.3%
Call IV 25d	52.5%	42.2%	70.4%	55.9%	43.4%
Put IV 25d	66.9%	56.9%	95.7%	74.6%	61.2%
Bid-Ask Spread %	119.86	84.77	143.13	85.81	131.13
Gamma HHI	0.47	0.33	0.66	0.34	0.59
Net GEX	779	-2.0K	2.7K	686	2.3K
Net DEX	-24.2K	-81.5K	16.1K	4.2K	-57.0K
Net VEX	-315	-347	-267	-313	-300
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.33	0.00	0.00
Total Volume	5.9	0	40	7	0
Total OI	769.05	313	927	917	313

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
2007-12-03	$6.13	$10.00	70.3%	20.2%	53.4%	35.8%	0.0%	18.7%	0.3%	686	4.2K	-313	0.00	85.81	N/A	N/A	7	0	792	125
2007-12-04	$6.09	$10.00	64.3%	18.4%	51.7%	30.5%	0.0%	4.0%	16.3%	720	16.1K	-269	0.00	98.30	N/A	N/A	0	0	799	125
2007-12-05	$6.09	$10.00	66.2%	19.0%	50.4%	32.1%	0.0%	1.3%	8.0%	751	16.0K	-267	0.00	84.77	N/A	N/A	3	0	799	125
2007-12-06	$6.41	$10.00	60.1%	17.2%	53.1%	26.7%	0.0%	18.6%	13.3%	655	-602	-317	0.00	98.89	N/A	N/A	0	0	802	125
2007-12-07	$6.71	$5.00	49.3%	15.0%	53.6%	17.1%	0.0%	15.3%	9.1%	635	-4.3K	-344	0.00	121.15	N/A	N/A	0	0	802	125
2007-12-10	$7.05	$5.00	58.8%	11.6%	56.0%	25.6%	39.6%	18.3%	18.7%	955	-15.8K	-347	0.00	114.16	N/A	N/A	40	0	802	125
2007-12-11	$6.89	$5.00	60.5%	14.2%	56.2%	27.1%	51.1%	39.8%	5.7%	478	-10.3K	-331	0.00	112.82	N/A	N/A	15	0	797	125
2007-12-12	$7.05	$5.00	54.1%	13.3%	56.0%	21.4%	0.0%	13.2%	10.5%	327	-16.1K	-341	0.00	124.06	N/A	N/A	0	0	797	125
2007-12-13	$6.90	$5.00	47.5%	13.6%	56.0%	15.5%	0.0%	19.4%	8.3%	457	-8.4K	-317	0.00	124.61	N/A	N/A	0	0	797	125
2007-12-14	$6.70	$5.00	52.6%	15.1%	56.8%	20.0%	0.0%	12.8%	5.0%	781	-3.5K	-305	0.00	123.23	N/A	N/A	0	0	797	125
2007-12-17	$6.77	$5.00	45.3%	13.0%	56.9%	13.6%	0.0%	17.5%	10.1%	652	4.9K	-290	0.00	143.13	N/A	N/A	0	0	797	125
2007-12-18	$6.88	$5.00	48.3%	13.9%	54.1%	16.2%	0.0%	18.3%	10.2%	674	-5.6K	-298	0.00	123.15	N/A	N/A	0	0	797	118
2007-12-19	$7.14	$5.00	46.0%	13.2%	55.2%	14.2%	0.0%	18.7%	11.6%	58	-21.0K	-315	0.00	119.53	N/A	N/A	0	0	797	118
2007-12-20	$7.55	$5.00	44.8%	12.8%	55.5%	13.1%	0.0%	3.6%	13.9%	-2.0K	-51.0K	-330	0.00	134.18	N/A	N/A	3	0	797	118
2007-12-21	$7.49	$5.00	47.2%	13.5%	55.6%	15.2%	0.0%	5.3%	10.0%	-2.0K	-48.1K	-323	0.33	131.32	N/A	N/A	15	5	797	118
2007-12-24	$7.51	$5.00	46.7%	13.4%	52.6%	14.8%	0.0%	5.3%	11.0%	2.7K	-81.5K	-339	0.00	117.24	N/A	N/A	0	0	273	40
2007-12-26	$7.50	$5.00	48.7%	14.0%	51.5%	16.6%	0.0%	5.4%	4.0%	2.5K	-81.3K	-336	0.00	132.81	N/A	N/A	0	0	273	40
2007-12-27	$7.07	$5.00	49.6%	14.2%	54.3%	17.4%	0.0%	18.1%	-0.3%	2.1K	-64.7K	-313	0.00	137.22	N/A	N/A	0	0	273	40
2007-12-28	$6.92	$5.00	46.9%	13.4%	53.5%	15.0%	167.2%	17.0%	17.4%	2.2K	-56.5K	-297	0.00	139.69	N/A	N/A	30	0	273	40
2007-12-31	$7.01	$5.00	49.1%	14.1%	51.4%	16.9%	0.0%	17.8%	16.7%	2.3K	-57.0K	-300	0.00	131.13	N/A	N/A	0	0	273	40