ASGN Options History — February 2008 In February 2008, ASGN traded between $4.99 and $6.19. ATM implied volatility averaged 72.0%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 7.0% (HV 20d: 64.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2008-02-26 : Highest Volume — 11 contracts2008-02-29 : Largest IV spike — 29.1% change2008-02-13 : Highest IV Rank — 47.2%2008-02-13 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.39 $4.99 $6.19 $5.48 $6.19 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 72.0% 51.2% 83.3% 68.5% 77.0% Expected Move 20.6% 14.7% 23.9% 19.6% 22.1% HV 20d 64.9% 58.0% 76.4% 76.4% 58.0% HV 60d 64.4% 63.0% 66.2% 63.0% 64.9% IV Rank 37.2% 18.6% 47.2% 34.1% 41.6% IV Percentile 86.6% 61.9% 94.4% 88.1% 89.3% Term Structure -1.0% -18.9% 23.1% 0.7% -18.9% VWIV 72.2% 72.2% 72.2% 72.2% 72.2% Skew 25d 7.9% -50.2% 31.3% 8.3% 25.6% Skew 10d 17.6% -50.5% 49.4% 8.1% 25.5% Call IV 25d 74.5% 53.4% 145.3% 53.4% 53.9% Put IV 25d 82.4% 60.2% 110.9% 61.8% 79.5% Bid-Ask Spread % 99.72 90.03 122.80 105.29 96.49 Gamma HHI 0.46 0.34 0.58 0.46 0.34 Net GEX 399 190 543 417 508 Net DEX -15.1K -28.8K -6.3K -11.5K -26.5K Net VEX -169 -186 -158 -184 -186 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 1.55 0 11 0 0 Total OI 219.65 215 230 215 221
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 2008-02-01 $5.48 $5.00 68.5% 19.6% 76.4% 34.1% 0.0% 8.3% 0.7% 417 -11.5K -184 0.00 105.29 N/A N/A 0 0 175 40 2008-02-04 $5.18 $5.00 72.3% 20.7% 74.2% 37.6% 0.0% 10.9% -3.0% 381 -9.1K -168 0.00 101.36 N/A N/A 0 0 175 40 2008-02-05 $4.99 $5.00 63.7% 18.3% 72.8% 30.0% 0.0% 1.4% 8.9% 376 -6.3K -160 0.00 107.12 N/A N/A 0 0 175 40 2008-02-06 $5.00 $5.00 78.7% 22.6% 72.3% 43.1% 0.0% -5.4% -4.6% 373 -11.2K -167 0.00 93.85 N/A N/A 0 0 175 40 2008-02-07 $5.17 $5.00 76.0% 21.8% 71.9% 40.7% 0.0% -48.5% -4.8% 402 -13.8K -162 0.00 95.75 N/A N/A 0 0 175 40 2008-02-08 $5.01 $5.00 81.4% 23.3% 72.4% 45.5% 0.0% 5.9% -12.4% 367 -8.8K -161 0.00 91.31 N/A N/A 0 0 175 40 2008-02-11 $5.13 $5.00 67.5% 19.3% 62.8% 33.1% 0.0% 13.9% 1.5% 397 -8.2K -161 0.00 122.80 N/A N/A 0 0 175 40 2008-02-12 $5.16 $5.00 70.2% 20.1% 60.3% 35.6% 0.0% 13.4% -3.3% 399 -9.7K -164 0.00 107.23 N/A N/A 0 0 175 40 2008-02-13 $5.50 $5.00 83.3% 23.9% 61.1% 47.2% 0.0% 8.4% -10.2% 427 -12.0K -179 0.00 93.61 N/A N/A 0 0 175 40 2008-02-14 $5.39 $5.00 78.6% 22.5% 61.6% 43.0% 0.0% 15.3% -7.2% 427 -13.8K -175 0.00 94.63 N/A N/A 0 0 175 40 2008-02-15 $5.23 $5.00 65.6% 18.8% 60.5% 31.4% 0.0% 10.5% 4.4% 415 -9.5K -158 0.00 107.31 N/A N/A 10 0 175 40 2008-02-19 $5.13 $5.00 80.9% 23.2% 60.0% 45.1% 0.0% 30.1% -10.4% 446 -12.5K -171 0.00 96.72 N/A N/A 0 0 185 40 2008-02-20 $5.26 $5.00 79.6% 22.8% 59.3% 43.9% 0.0% 18.6% -8.1% 466 -14.8K -179 0.00 95.54 N/A N/A 0 0 185 40 2008-02-21 $5.03 $5.00 70.7% 20.3% 60.8% 36.0% 72.2% 31.3% -3.8% 478 -13.4K -166 0.00 102.44 N/A N/A 10 0 185 40 2008-02-22 $5.21 $5.00 70.9% 20.3% 61.8% 36.1% 0.0% 14.7% -5.0% 543 -16.7K -168 0.00 103.26 N/A N/A 0 0 190 40 2008-02-25 $5.55 $5.00 74.5% 21.3% 65.2% 39.3% 0.0% -50.2% 3.1% 190 -23.8K -158 0.00 95.15 N/A N/A 0 0 190 40 2008-02-26 $5.90 $5.00 69.8% 20.0% 66.8% 35.1% 0.0% 13.1% 13.3% 217 -27.9K -165 0.00 90.03 N/A N/A 11 0 190 40 2008-02-27 $6.05 $5.00 51.2% 14.7% 60.4% 18.6% 0.0% 12.4% 23.1% 363 -24.0K -168 0.00 96.76 N/A N/A 0 0 181 40 2008-02-28 $6.18 $5.00 59.6% 17.1% 60.1% 26.1% 0.0% 28.6% 15.7% 390 -28.8K -180 0.00 97.84 N/A N/A 0 0 181 40 2008-02-29 $6.19 $5.00 77.0% 22.1% 58.0% 41.6% 0.0% 25.6% -18.9% 508 -26.5K -186 0.00 96.49 N/A N/A 0 0 181 40
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