ASGN Options History — January 2008

In January 2008, ASGN traded between $4.69 and $6.38. ATM implied volatility averaged 86.2%, placing in the 49.9% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 16.2% (HV 20d: 70.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2008-01-18: Highest Volume — 40 contracts
2008-01-22: Largest IV drop — 45.0% change
2008-01-18: Highest IV Rank — 90.1%
2008-01-10: Largest Expected Move — 28.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.41	$4.69	$6.38	$6.38	$5.56
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	86.2%	60.9%	131.5%	60.9%	78.3%
Expected Move	21.7%	17.4%	28.9%	17.4%	22.5%
HV 20d	70.0%	60.3%	79.5%	60.3%	76.7%
HV 60d	76.6%	63.4%	81.8%	72.9%	63.4%
IV Rank	49.9%	27.4%	90.1%	27.4%	42.9%
IV Percentile	94.7%	85.7%	99.6%	89.2%	92.9%
Term Structure	21.0%	-33.9%	126.6%	-1.5%	-6.1%
VWIV	92.7%	73.2%	112.2%	112.2%	73.2%
Skew 25d	3.6%	-45.3%	27.9%	14.4%	-9.0%
Skew 10d	43.7%	5.4%	70.5%	14.8%	65.3%
Call IV 25d	83.4%	47.4%	118.8%	47.4%	85.9%
Put IV 25d	87.0%	59.8%	107.8%	61.8%	76.9%
Bid-Ask Spread %	111.51	34.11	155.12	105.56	97.87
Gamma HHI	0.48	0.34	0.72	0.38	0.37
Net GEX	524	310	1.3K	1.3K	445
Net DEX	-20.2K	-48.7K	4.6K	-48.7K	-17.4K
Net VEX	-181	-270	-107	-270	-193
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	3.905	0	40	1	0
Total OI	282.905	215	345	313	215

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2008-01-02	$6.38	$5.00	60.9%	17.4%	60.3%	27.4%	0.0%	14.4%	-1.5%	1.3K	-48.7K	-270	105.56	N/A	N/A	1	0	273	40
2008-01-03	$6.22	$5.00	83.5%	23.9%	61.0%	47.5%	0.0%	14.0%	3.3%	1.2K	-36.7K	-255	102.45	N/A	N/A	0	0	274	40
2008-01-04	$5.76	$5.00	72.4%	20.8%	67.0%	37.6%	0.0%	-12.9%	-10.7%	586	-19.2K	-167	131.57	N/A	N/A	1	0	274	40
2008-01-07	$6.01	$5.00	86.4%	24.8%	66.1%	50.1%	0.0%	2.6%	-32.1%	786	-35.4K	-202	127.92	N/A	N/A	0	0	275	40
2008-01-08	$5.81	$5.00	82.7%	23.7%	64.3%	46.8%	0.0%	-45.3%	-12.7%	605	-20.6K	-168	135.18	N/A	N/A	0	0	275	40
2008-01-09	$6.04	$5.00	97.0%	27.8%	63.2%	59.5%	0.0%	22.5%	-25.2%	364	-30.2K	-200	154.08	N/A	N/A	0	0	275	40
2008-01-10	$6.01	$5.00	101.0%	28.9%	62.9%	63.1%	0.0%	1.7%	-33.9%	349	-33.3K	-186	155.12	N/A	N/A	0	0	275	40
2008-01-11	$5.39	$5.00	81.8%	23.4%	71.5%	46.0%	0.0%	11.6%	-7.5%	467	-24.1K	-178	139.70	N/A	N/A	10	0	275	40
2008-01-14	$5.64	$5.00	109.1%	21.0%	74.4%	70.2%	0.0%	14.7%	124.6%	505	-31.2K	-196	117.00	N/A	N/A	0	0	285	40
2008-01-15	$5.31	$5.00	94.3%	20.7%	76.2%	57.1%	0.0%	17.1%	115.5%	483	-26.6K	-181	119.16	N/A	N/A	10	0	285	40
2008-01-16	$5.34	$5.00	114.7%	19.4%	76.0%	75.2%	0.0%	18.9%	126.6%	490	-28.2K	-196	100.59	N/A	N/A	10	0	295	40
2008-01-17	$5.11	$5.00	124.6%	21.1%	76.1%	84.1%	0.0%	-10.6%	93.6%	538	-28.2K	-202	109.69	N/A	N/A	0	0	305	40
2008-01-18	$4.97	$5.00	131.5%	19.9%	73.7%	90.1%	112.2%	-21.6%	122.5%	581	-26.5K	-193	73.82	N/A	N/A	0	40	305	40
2008-01-22	$4.82	$5.00	72.3%	20.7%	68.4%	37.6%	0.0%	0.0%	-4.0%	310	4.6K	-111	110.09	N/A	N/A	0	0	175	50
2008-01-23	$4.69	$5.00	68.5%	19.6%	68.2%	34.2%	0.0%	0.0%	-2.6%	320	-2.5K	-159	104.83	N/A	N/A	0	0	175	50
2008-01-24	$4.74	$5.00	66.7%	19.1%	68.6%	32.6%	0.0%	27.9%	0.5%	320	-337	-158	34.11	N/A	N/A	0	0	175	50
2008-01-25	$4.80	$5.00	67.7%	19.4%	69.4%	33.5%	0.0%	0.0%	-0.9%	319	543	-107	122.99	N/A	N/A	0	0	175	40
2008-01-28	$4.69	$5.00	64.6%	18.5%	68.0%	30.7%	0.0%	0.0%	3.6%	331	-2.1K	-131	107.31	N/A	N/A	0	0	175	40
2008-01-29	$5.13	$5.00	73.2%	21.0%	78.5%	38.4%	73.2%	10.2%	-1.3%	365	-8.0K	-171	100.05	N/A	N/A	10	0	175	40
2008-01-30	$5.29	$5.00	79.1%	22.7%	79.5%	43.6%	0.0%	5.4%	-11.0%	392	-10.5K	-178	92.63	N/A	N/A	0	0	175	40
2008-01-31	$5.56	$5.00	78.3%	22.5%	76.7%	42.9%	0.0%	-9.0%	-6.1%	445	-17.4K	-193	97.87	N/A	N/A	0	0	175	40