ASGN Options History — June 2008

In June 2008, ASGN traded between $7.96 and $8.74. ATM implied volatility averaged 78.2%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 39.6% (HV 20d: 38.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2008-06-11: Highest Volume — 8 contracts
2008-06-23: Largest IV drop — 63.0% change
2008-06-20: Highest IV Rank — 100.0%
2008-06-06: Largest Expected Move — 24.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.28	$7.96	$8.74	$8.15	$8.02
Max Pain	$6.31	$5.00	$7.50	$5.00	$7.50
ATM IV	78.2%	56.8%	163.4%	70.4%	61.2%
Expected Move	18.9%	16.3%	24.7%	20.2%	17.6%
HV 20d	38.6%	31.8%	41.7%	31.9%	40.4%
HV 60d	42.4%	36.7%	51.2%	48.9%	36.7%
IV Rank	38.2%	21.5%	100.0%	32.9%	22.8%
IV Percentile	75.5%	52.0%	100.0%	80.2%	55.6%
Term Structure	-2.1%	-25.5%	43.2%	-23.7%	6.3%
VWIV	62.2%	62.2%	62.2%	62.2%	62.2%
Skew 25d	11.6%	-2.4%	23.0%	8.1%	11.8%
Skew 10d	34.3%	17.2%	95.9%	45.5%	26.0%
Call IV 25d	60.2%	45.1%	85.0%	71.2%	60.2%
Put IV 25d	71.8%	55.9%	102.9%	79.3%	72.0%
Bid-Ask Spread %	81.30	42.40	140.27	128.65	52.41
Gamma HHI	0.72	0.33	0.98	0.94	0.34
Net GEX	5.7K	42	11.8K	8.4K	50
Net DEX	-330.8K	-545.8K	-400	-406.8K	-715
Net VEX	-245	-479	-115	-479	-115
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	0.524	0	8	0	0
Total OI	522.048	45	734	732	45

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
2008-06-02	$8.15	$5.00	70.4%	20.2%	31.9%	32.9%	0.0%	8.1%	-23.7%	8.4K	-406.8K	-479	128.65	N/A	N/A	0	692	40
2008-06-03	$8.21	$5.00	65.2%	18.7%	31.8%	28.6%	0.0%	11.2%	-19.9%	8.5K	-418.8K	-456	99.36	N/A	N/A	0	692	40
2008-06-04	$8.47	$5.00	56.8%	16.3%	32.2%	21.5%	0.0%	12.0%	-0.7%	8.2K	-511.6K	-302	100.74	N/A	N/A	2	692	40
2008-06-05	$8.74	$5.00	59.1%	16.9%	33.5%	23.5%	0.0%	11.7%	7.0%	6.0K	-545.8K	-267	101.11	N/A	N/A	0	694	40
2008-06-06	$8.30	$5.00	86.1%	24.7%	38.0%	45.9%	0.0%	23.0%	-14.9%	8.7K	-443.0K	-419	136.45	N/A	N/A	0	694	40
2008-06-09	$8.47	$5.00	67.8%	19.4%	37.2%	30.7%	0.0%	5.4%	-3.4%	8.4K	-508.5K	-293	140.27	N/A	N/A	0	694	40
2008-06-10	$8.39	$5.00	81.4%	23.3%	36.9%	42.0%	0.0%	12.4%	-13.2%	8.9K	-478.2K	-336	102.19	N/A	N/A	0	694	40
2008-06-11	$7.96	$5.00	76.0%	21.8%	41.7%	37.6%	0.0%	-2.4%	-25.5%	10.8K	-388.8K	-376	130.03	N/A	N/A	8	694	40
2008-06-12	$8.03	$5.00	74.0%	21.2%	40.8%	35.9%	0.0%	13.8%	-22.1%	11.8K	-412.5K	-353	131.91	N/A	N/A	0	694	40
2008-06-13	$8.32	$5.00	72.0%	20.6%	41.5%	34.2%	0.0%	15.0%	-9.7%	9.8K	-494.6K	-260	125.12	N/A	N/A	0	694	40
2008-06-16	$8.41	$7.50	87.7%	17.5%	40.0%	47.3%	0.0%	12.6%	3.9%	8.5K	-512.0K	-220	44.72	N/A	N/A	0	694	40
2008-06-17	$8.24	$7.50	92.0%	17.8%	40.7%	50.9%	0.0%	10.8%	4.5%	10.8K	-486.3K	-229	43.02	N/A	N/A	0	694	40
2008-06-18	$8.20	$7.50	97.9%	17.6%	40.2%	55.8%	0.0%	12.9%	6.1%	11.0K	-406.2K	-204	42.40	N/A	N/A	0	590	40
2008-06-19	$8.41	$7.50	125.7%	17.4%	40.7%	79.0%	0.0%	9.0%	2.0%	65	-467.8K	-125	46.95	N/A	N/A	0	590	40
2008-06-20	$8.23	$7.50	163.4%	17.6%	41.2%	100.0%	0.0%	22.4%	43.2%	75	-458.3K	-120	48.34	N/A	N/A	0	590	40
2008-06-23	$8.33	$7.50	60.5%	17.4%	41.2%	22.3%	62.2%	15.0%	5.2%	73	-1.8K	-123	47.06	N/A	N/A	1	26	20
2008-06-24	$8.30	$7.50	61.5%	17.6%	39.6%	23.0%	0.0%	5.4%	5.1%	56	-1.5K	-121	45.53	N/A	N/A	0	25	20
2008-06-25	$8.40	$7.50	61.7%	17.7%	39.7%	23.2%	0.0%	11.4%	2.6%	56	-1.6K	-121	44.10	N/A	N/A	0	25	20
2008-06-26	$8.18	$7.50	61.1%	17.5%	40.7%	22.8%	0.0%	14.0%	7.8%	54	-1.2K	-119	47.69	N/A	N/A	0	25	20
2008-06-27	$8.17	$7.50	59.9%	17.2%	40.7%	21.9%	0.0%	8.6%	-4.7%	42	-400	-116	49.33	N/A	N/A	0	25	20
2008-06-30	$8.02	$7.50	61.2%	17.6%	40.4%	22.8%	0.0%	11.8%	6.3%	50	-715	-115	52.41	N/A	N/A	0	25	20