ASGN Options History — July 2008 In July 2008, ASGN traded between $7.45 and $8.75. ATM implied volatility averaged 61.0%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 15.8% (HV 20d: 45.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2008-07-03 : Highest Volume — 3 contracts2008-07-11 : Largest IV spike — 5.7% change2008-07-07 : Highest IV Rank — 22.6%2008-07-11 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.03 $7.45 $8.75 $7.74 $8.53 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 61.0% 59.4% 62.8% 60.6% 61.4% Expected Move 17.5% 17.0% 18.0% 17.4% 17.6% HV 20d 45.2% 34.7% 55.5% 42.1% 53.5% HV 60d 41.1% 37.3% 44.5% 37.4% 43.1% IV Rank 21.0% 19.9% 22.6% 22.4% 20.8% IV Percentile 52.7% 46.8% 59.1% 53.2% 53.6% Term Structure 5.2% -10.7% 17.4% 12.0% -7.6% VWIV 61.3% 60.4% 63.1% 60.5% 60.4% Skew 25d 8.1% -7.6% 22.2% -3.8% -3.9% Skew 10d 19.7% -20.7% 42.0% 3.2% 5.0% Call IV 25d 61.5% 48.5% 91.0% 61.3% 57.6% Put IV 25d 69.6% 52.5% 95.3% 57.5% 53.7% Bid-Ask Spread % 57.50 46.28 69.76 50.59 51.66 Gamma HHI 0.34 0.33 0.35 0.34 0.34 Net GEX 69 31 105 36 88 Net DEX -1.8K -4.9K 1.4K 716 -3.2K Net VEX -116 -127 -101 -108 -123 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 0.364 0 3 0 0 Total OI 48.409 45 50 45 50
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2008-07-01 $7.74 $7.50 60.6% 17.4% 42.1% 22.4% 0.0% -3.8% 12.0% 36 716 -108 0.00 50.59 N/A N/A 0 0 25 20 2008-07-02 $7.54 $7.50 60.0% 17.2% 40.8% 21.9% 0.0% 10.0% 13.7% 31 1.4K -103 0.00 67.42 N/A N/A 0 0 25 20 2008-07-03 $7.48 $7.50 60.4% 17.3% 38.3% 22.2% 60.5% 17.6% 16.9% 36 1.1K -101 0.00 66.69 N/A N/A 3 0 25 20 2008-07-07 $7.45 $7.50 62.3% 17.9% 34.7% 22.6% 0.0% 17.0% 7.0% 52 -50 -108 0.00 63.94 N/A N/A 0 0 28 20 2008-07-08 $7.95 $7.50 61.8% 17.7% 41.9% 22.2% 0.0% 16.6% 3.5% 62 -1.5K -118 0.00 54.36 N/A N/A 0 0 28 20 2008-07-09 $7.69 $7.50 60.8% 17.4% 43.2% 21.5% 0.0% 19.0% -5.8% 54 -491 -114 0.00 54.05 N/A N/A 0 0 28 20 2008-07-10 $7.65 $7.50 59.4% 17.0% 39.3% 20.4% 0.0% 8.8% 9.2% 54 -337 -111 0.00 63.17 N/A N/A 0 0 28 20 2008-07-11 $7.71 $7.50 62.8% 18.0% 39.3% 21.9% 0.0% -7.6% 13.7% 62 -1.2K -112 0.00 66.17 N/A N/A 0 0 28 20 2008-07-14 $7.56 $7.50 61.1% 17.5% 37.1% 20.6% 0.0% 10.1% 15.5% 53 -129 -107 0.00 69.21 N/A N/A 0 0 28 20 2008-07-15 $7.51 $7.50 60.3% 17.3% 36.7% 20.0% 0.0% 22.2% 17.4% 56 -143 -106 0.00 69.76 N/A N/A 0 0 28 20 2008-07-16 $8.04 $7.50 62.1% 17.8% 44.6% 21.3% 0.0% -3.1% 3.6% 61 -1.3K -116 0.00 46.28 N/A N/A 0 0 28 20 2008-07-17 $7.89 $7.50 61.6% 17.7% 45.0% 21.0% 0.0% -4.5% 8.8% 68 -1.3K -112 0.00 60.20 N/A N/A 0 0 28 20 2008-07-18 $8.14 $7.50 60.3% 17.3% 45.5% 19.9% 63.1% 21.3% 8.5% 74 -2.3K -118 0.00 58.89 N/A N/A 2 0 28 20 2008-07-21 $8.05 $7.50 61.9% 17.7% 45.0% 21.2% 0.0% 9.0% -8.0% 71 -1.9K -120 0.00 54.26 N/A N/A 0 0 30 20 2008-07-22 $8.58 $7.50 61.4% 17.6% 50.5% 20.8% 0.0% 7.9% -10.7% 93 -3.8K -127 0.00 50.89 N/A N/A 0 0 30 20 2008-07-23 $8.59 $7.50 60.6% 17.4% 50.4% 20.2% 0.0% 15.9% 5.6% 98 -4.4K -126 0.00 53.05 N/A N/A 0 0 30 20 2008-07-24 $8.33 $7.50 60.9% 17.5% 51.5% 20.4% 0.0% 18.4% 6.5% 95 -3.5K -122 0.00 52.82 N/A N/A 0 0 30 20 2008-07-25 $8.58 $7.50 61.1% 17.5% 51.6% 20.5% 0.0% 4.3% -6.9% 91 -4.1K -126 0.00 52.62 N/A N/A 0 0 30 20 2008-07-28 $8.26 $7.50 60.4% 17.3% 53.6% 20.0% 0.0% -6.0% -0.3% 87 -3.0K -121 0.00 57.92 N/A N/A 0 0 30 20 2008-07-29 $8.66 $7.50 60.4% 17.3% 55.5% 20.0% 60.4% 5.9% 1.7% 96 -4.3K -126 0.00 49.78 N/A N/A 3 0 30 20 2008-07-30 $8.75 $7.50 60.7% 17.4% 53.6% 20.2% 0.0% 2.7% 11.1% 105 -4.9K -127 0.00 51.36 N/A N/A 0 0 30 20 2008-07-31 $8.53 $7.50 61.4% 17.6% 53.5% 20.8% 0.0% -3.9% -7.6% 88 -3.2K -123 0.00 51.66 N/A N/A 0 0 30 20
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