ASGN Options History — May 2008

In May 2008, ASGN traded between $7.20 and $8.34. ATM implied volatility averaged 58.1%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 18.7% (HV 20d: 39.4%). 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 14 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2008-05-16: Highest Volume — 1,230 contracts
2008-05-02: Largest IV spike — 71.5% change
2008-05-02: Highest IV Rank — 64.4%
2008-05-02: Largest Expected Move — 31.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.94	$7.20	$8.34	$7.20	$8.34
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	58.1%	34.6%	108.1%	63.1%	48.4%
Expected Move	16.7%	9.9%	31.0%	18.1%	13.9%
HV 20d	39.4%	31.8%	42.8%	31.8%	38.9%
HV 60d	54.1%	48.6%	57.3%	55.7%	48.6%
IV Rank	22.6%	3.0%	64.4%	26.8%	14.5%
IV Percentile	53.8%	2.0%	96.8%	65.9%	37.7%
Term Structure	5.4%	-52.9%	78.5%	3.2%	6.5%
VWIV	58.9%	34.6%	117.0%	63.1%	72.8%
Skew 25d	12.1%	-5.2%	21.0%	15.6%	13.1%
Skew 10d	27.8%	17.0%	40.4%	24.3%	29.0%
Call IV 25d	58.0%	47.7%	84.7%	58.1%	56.0%
Put IV 25d	70.1%	58.3%	80.6%	73.7%	69.1%
Bid-Ask Spread %	121.68	96.55	168.56	96.55	100.84
Gamma HHI	0.96	0.89	1.00	0.93	0.97
Net GEX	14.1K	8.2K	28.8K	12.4K	9.6K
Net DEX	-531.7K	-693.1K	-363.8K	-415.3K	-484.5K
Net VEX	-885	-1.2K	-368	-1.2K	-368
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	68.19	0	1,230	21	0
Total OI	1,018.429	732	1,204	1,182	732

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	Call OI	Put OI
2008-05-01	$7.20	$5.00	63.1%	18.1%	31.8%	26.8%	63.1%	15.6%	3.2%	12.4K	-415.3K	-1.2K	96.55	N/A	N/A	21	1,142	40
2008-05-02	$7.74	$5.00	108.1%	31.0%	38.9%	64.4%	117.0%	12.6%	-52.9%	8.2K	-591.4K	-1.2K	111.58	N/A	N/A	5	1,155	40
2008-05-05	$7.71	$5.00	55.3%	15.9%	38.6%	20.3%	55.4%	21.0%	7.5%	15.2K	-561.0K	-1.2K	119.45	N/A	N/A	5	1,157	40
2008-05-06	$7.93	$5.00	56.1%	16.1%	39.5%	21.0%	56.2%	19.0%	31.7%	14.8K	-622.3K	-1.2K	130.07	N/A	N/A	10	1,155	40
2008-05-07	$7.89	$5.00	53.3%	15.3%	37.7%	18.6%	53.2%	11.6%	9.2%	16.0K	-600.1K	-1.2K	123.04	N/A	N/A	1	1,155	40
2008-05-08	$7.72	$5.00	54.1%	15.5%	38.9%	19.3%	0.0%	14.0%	9.1%	16.2K	-545.0K	-1.2K	123.04	N/A	N/A	0	1,154	40
2008-05-09	$7.96	$5.00	42.9%	12.3%	37.9%	9.9%	38.1%	12.8%	12.5%	19.4K	-612.2K	-1.1K	127.49	N/A	N/A	2	1,154	40
2008-05-12	$8.12	$5.00	48.2%	13.8%	38.1%	14.4%	44.1%	13.7%	15.3%	17.3K	-682.5K	-1.0K	123.83	N/A	N/A	2	1,154	40
2008-05-13	$8.12	$5.00	48.6%	13.9%	38.2%	14.7%	0.0%	10.3%	15.8%	22.9K	-673.0K	-981	125.03	N/A	N/A	0	1,155	40
2008-05-14	$7.92	$5.00	52.3%	15.0%	39.9%	17.8%	52.2%	11.0%	10.7%	17.2K	-626.9K	-1.1K	122.49	N/A	N/A	10	1,155	40
2008-05-15	$8.15	$5.00	50.9%	14.6%	38.8%	16.6%	0.0%	12.5%	10.0%	19.2K	-687.6K	-1.0K	127.19	N/A	N/A	0	1,164	40
2008-05-16	$7.91	$5.00	34.6%	9.9%	40.3%	3.0%	34.6%	-5.2%	78.5%	28.8K	-693.1K	-962	168.56	N/A	N/A	1,230	1,164	40
2008-05-19	$7.99	$5.00	58.1%	16.7%	40.3%	22.6%	58.0%	18.4%	0.7%	11.9K	-450.1K	-712	113.92	N/A	N/A	1	822	40
2008-05-20	$7.85	$5.00	57.5%	16.5%	41.1%	22.1%	57.9%	11.0%	0.8%	11.9K	-433.8K	-709	116.08	N/A	N/A	15	822	40
2008-05-21	$7.77	$5.00	61.7%	17.7%	41.3%	25.6%	62.7%	7.1%	-1.3%	11.0K	-438.3K	-671	124.26	N/A	N/A	65	822	40
2008-05-22	$7.93	$5.00	72.6%	20.8%	41.7%	34.7%	72.8%	16.3%	-12.0%	9.1K	-409.8K	-645	110.99	N/A	N/A	65	757	40
2008-05-23	$7.89	$5.00	69.5%	19.9%	41.5%	32.1%	0.0%	-4.0%	-9.9%	8.6K	-363.8K	-587	130.61	N/A	N/A	0	692	40
2008-05-27	$8.16	$5.00	69.9%	20.0%	42.8%	32.5%	0.0%	15.6%	-5.9%	8.9K	-410.9K	-512	128.61	N/A	N/A	0	692	40
2008-05-28	$8.22	$5.00	56.2%	16.1%	42.3%	21.1%	0.0%	12.6%	-6.8%	8.9K	-426.0K	-506	132.72	N/A	N/A	0	692	40
2008-05-29	$8.32	$5.00	58.4%	16.7%	39.3%	22.8%	0.0%	15.2%	-9.7%	8.3K	-437.7K	-473	98.90	N/A	N/A	0	692	40
2008-05-30	$8.34	$5.00	48.4%	13.9%	38.9%	14.5%	0.0%	13.1%	6.5%	9.6K	-484.5K	-368	100.84	N/A	N/A	0	692	40