ASGN Options History — April 2008

In April 2008, ASGN traded between $6.58 and $7.39. ATM implied volatility averaged 62.1%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 10.8% (HV 20d: 51.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2008-04-03: Highest Volume — 776 contracts
2008-04-21: Largest IV spike — 12.6% change
2008-04-04: Highest IV Rank — 29.4%
2008-04-04: Largest Expected Move — 18.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.07	$6.58	$7.39	$6.58	$7.03
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	62.1%	56.9%	65.8%	65.3%	64.6%
Expected Move	17.8%	16.3%	18.9%	18.7%	18.5%
HV 20d	51.3%	30.3%	71.8%	67.9%	31.7%
HV 60d	62.4%	56.2%	70.0%	70.0%	56.2%
IV Rank	26.3%	22.1%	29.4%	29.1%	28.1%
IV Percentile	67.7%	60.3%	74.2%	73.8%	71.4%
Term Structure	0.5%	-15.9%	16.5%	-4.4%	-13.3%
VWIV	61.3%	56.5%	64.4%	56.5%	64.3%
Skew 25d	14.4%	7.6%	30.8%	15.5%	14.0%
Skew 10d	21.7%	11.8%	46.5%	21.9%	20.6%
Call IV 25d	55.4%	47.2%	61.9%	61.9%	61.0%
Put IV 25d	69.7%	56.7%	78.8%	77.4%	75.0%
Bid-Ask Spread %	96.17	79.09	111.25	104.54	101.03
Gamma HHI	0.89	0.44	0.98	0.44	0.93
Net GEX	7.9K	338	11.7K	338	11.7K
Net DEX	-268.6K	-395.0K	-17.7K	-17.7K	-394.0K
Net VEX	-980	-1.2K	-168	-174	-1.2K
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	49.727	0	776	0	10
Total OI	835.318	131	1,172	131	1,172

Daily Data (22 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	Call OI	Put OI
2008-04-01	$6.58	$5.00	65.3%	18.7%	67.9%	29.1%	0.0%	15.5%	-4.4%	338	-17.7K	-174	104.54	N/A	N/A	0	91	40
2008-04-02	$6.81	$5.00	57.3%	16.4%	68.6%	22.4%	56.5%	15.1%	11.6%	408	-18.9K	-168	88.58	N/A	N/A	24	91	40
2008-04-03	$6.96	$5.00	64.4%	18.5%	68.5%	28.3%	64.4%	17.6%	1.0%	384	-23.7K	-182	99.54	N/A	N/A	776	91	40
2008-04-04	$7.21	$5.00	65.8%	18.9%	69.1%	29.4%	0.0%	11.2%	-15.9%	7.8K	-310.7K	-1.2K	97.08	N/A	N/A	0	866	40
2008-04-07	$7.12	$5.00	63.1%	18.1%	69.4%	27.2%	63.2%	8.7%	-12.8%	8.0K	-313.8K	-1.2K	95.12	N/A	N/A	10	866	40
2008-04-08	$7.18	$5.00	61.5%	17.6%	69.4%	25.8%	0.0%	15.0%	-0.7%	8.5K	-287.1K	-1.2K	92.85	N/A	N/A	0	876	40
2008-04-09	$6.98	$5.00	61.3%	17.6%	70.6%	25.7%	0.0%	13.5%	0.8%	8.2K	-276.6K	-1.1K	93.53	N/A	N/A	0	876	40
2008-04-10	$7.08	$5.00	59.8%	17.1%	70.6%	24.4%	0.0%	11.7%	1.2%	8.6K	-282.2K	-1.1K	93.30	N/A	N/A	0	876	40
2008-04-11	$6.88	$5.00	63.7%	18.3%	71.8%	27.7%	0.0%	7.6%	-1.3%	8.0K	-261.3K	-1.1K	95.73	N/A	N/A	0	876	40
2008-04-14	$6.96	$5.00	58.9%	16.9%	69.8%	23.7%	0.0%	10.6%	0.5%	8.9K	-260.6K	-1.1K	93.77	N/A	N/A	0	876	40
2008-04-15	$7.02	$5.00	60.8%	17.4%	68.5%	25.3%	0.0%	9.8%	-0.9%	8.8K	-274.9K	-1.1K	94.11	N/A	N/A	0	876	40
2008-04-16	$7.06	$5.00	61.2%	17.5%	44.4%	25.6%	0.0%	15.9%	-0.8%	8.8K	-276.1K	-1.1K	93.92	N/A	N/A	0	876	40
2008-04-17	$6.88	$5.00	60.0%	17.2%	33.0%	24.6%	0.0%	13.8%	1.3%	8.7K	-251.5K	-1.1K	94.24	N/A	N/A	0	876	40
2008-04-18	$7.08	$5.00	56.9%	16.3%	33.7%	22.1%	0.0%	9.9%	4.6%	9.6K	-272.7K	-1.1K	79.09	N/A	N/A	0	876	40
2008-04-21	$7.09	$5.00	64.1%	18.4%	32.5%	28.1%	0.0%	30.8%	13.4%	8.9K	-293.2K	-1.1K	108.97	N/A	N/A	0	876	40
2008-04-22	$7.08	$5.00	61.0%	17.5%	31.9%	25.5%	0.0%	10.8%	-1.5%	9.3K	-275.7K	-1.0K	94.19	N/A	N/A	0	876	40
2008-04-23	$7.18	$5.00	65.0%	18.6%	32.0%	28.8%	57.9%	29.9%	16.5%	9.0K	-295.2K	-1.1K	96.66	N/A	N/A	104	876	40
2008-04-24	$7.25	$5.00	63.4%	18.2%	31.3%	27.5%	0.0%	14.6%	1.0%	9.8K	-360.4K	-1.1K	96.07	N/A	N/A	0	962	40
2008-04-25	$7.39	$5.00	61.9%	17.7%	31.3%	26.2%	0.0%	14.7%	5.1%	10.1K	-395.0K	-1.1K	111.25	N/A	N/A	0	962	40
2008-04-28	$7.37	$5.00	61.4%	17.6%	31.5%	25.8%	0.0%	9.5%	2.1%	10.5K	-392.3K	-1.1K	94.74	N/A	N/A	0	962	40
2008-04-29	$7.29	$5.00	64.3%	18.4%	30.3%	27.8%	64.3%	15.6%	3.7%	10.0K	-375.5K	-1.1K	97.38	N/A	N/A	170	962	40
2008-04-30	$7.03	$5.00	64.6%	18.5%	31.7%	28.1%	0.0%	14.0%	-13.3%	11.7K	-394.0K	-1.2K	101.03	N/A	N/A	10	1,132	40