ASGN Options History — August 2008 In August 2008, ASGN traded between $8.15 and $9.45. ATM implied volatility averaged 60.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 7.9% (HV 20d: 52.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-08-04 : Highest Volume — 30 contracts2008-08-25 : Largest IV drop — 4.8% change2008-08-12 : Highest IV Rank — 22.7%2008-08-12 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.96 $8.15 $9.45 $8.67 $9.45 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 60.7% 56.5% 63.9% 60.0% 58.5% Expected Move 17.4% 16.2% 18.3% 17.2% 16.8% HV 20d 52.8% 43.6% 60.2% 53.3% 43.7% HV 60d 46.4% 43.2% 47.3% 43.2% 46.0% IV Rank 20.2% 17.0% 22.7% 19.7% 18.5% IV Percentile 47.7% 30.6% 61.5% 43.3% 33.3% Term Structure -3.5% -14.7% 9.2% 4.3% 2.2% VWIV 60.5% 56.2% 62.9% 62.9% 56.2% Skew 25d 8.5% -6.8% 31.7% 7.8% 3.8% Skew 10d 22.3% 6.6% 83.2% 23.4% 10.5% Call IV 25d 55.8% 46.1% 80.0% 80.0% 53.6% Put IV 25d 64.3% 50.9% 89.4% 87.8% 57.4% Bid-Ask Spread % 53.20 45.43 64.96 51.91 64.73 Gamma HHI 0.38 0.34 0.43 0.35 0.43 Net GEX 455 87 763 112 763 Net DEX -30.1K -51.1K -2.7K -4.8K -51.1K Net VEX -205 -259 -118 -125 -259 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 3.667 0 30 0 0 Total OI 91.19 50 119 50 119
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2008-08-01 $8.67 $7.50 60.0% 17.2% 53.3% 19.7% 0.0% 7.8% 4.3% 112 -4.8K -125 0.00 51.91 N/A N/A 0 0 30 20 2008-08-04 $8.15 $7.50 62.5% 17.9% 58.7% 21.7% 62.9% 10.1% 9.2% 87 -2.7K -118 0.00 50.68 N/A N/A 30 0 30 20 2008-08-05 $8.79 $7.50 60.9% 17.4% 60.2% 20.4% 0.0% 8.8% 6.9% 332 -23.6K -184 0.00 45.43 N/A N/A 0 0 60 20 2008-08-06 $8.95 $7.50 59.6% 17.1% 58.6% 19.4% 0.0% 9.0% -11.0% 336 -24.3K -184 0.00 46.71 N/A N/A 0 0 60 20 2008-08-07 $8.73 $7.50 61.8% 17.7% 59.6% 21.1% 0.0% -6.8% 7.9% 332 -24.0K -183 0.00 51.81 N/A N/A 0 0 60 20 2008-08-08 $8.97 $7.50 61.7% 17.7% 60.1% 21.0% 61.7% 4.8% -14.1% 327 -25.2K -184 0.00 49.36 N/A N/A 10 0 60 20 2008-08-11 $9.05 $7.50 61.3% 17.6% 59.2% 20.7% 59.3% 11.8% -8.8% 428 -30.8K -209 0.00 47.02 N/A N/A 3 0 70 20 2008-08-12 $8.94 $7.50 63.9% 18.3% 59.4% 22.7% 0.0% 31.7% 2.3% 401 -28.5K -199 0.00 47.58 N/A N/A 0 0 67 20 2008-08-13 $9.14 $7.50 62.7% 18.0% 55.4% 21.8% 0.0% 15.9% -4.6% 411 -29.3K -201 0.00 46.82 N/A N/A 0 0 67 20 2008-08-14 $9.15 $7.50 61.5% 17.6% 54.7% 20.9% 61.0% 5.8% -14.7% 400 -30.1K -199 0.00 53.90 N/A N/A 4 0 67 20 2008-08-15 $9.22 $7.50 62.1% 17.8% 53.9% 21.3% 61.5% 13.3% -7.7% 435 -31.3K -203 0.00 50.75 N/A N/A 5 0 69 20 2008-08-18 $9.16 $7.50 61.6% 17.7% 53.8% 21.0% 61.7% 13.3% -0.1% 494 -33.1K -212 0.00 52.82 N/A N/A 5 0 74 20 2008-08-19 $8.92 $7.50 61.6% 17.7% 50.5% 20.9% 0.0% 5.3% -12.3% 510 -32.2K -224 0.00 54.74 N/A N/A 0 0 79 20 2008-08-20 $8.95 $7.50 61.3% 17.6% 50.5% 20.8% 0.0% 4.7% -4.8% 522 -32.9K -223 0.00 53.79 N/A N/A 0 0 79 20 2008-08-21 $8.76 $7.50 61.3% 17.6% 49.8% 20.7% 0.0% 10.5% -12.3% 507 -30.3K -215 0.00 58.26 N/A N/A 0 0 79 20 2008-08-22 $8.85 $7.50 61.1% 17.5% 48.8% 20.5% 59.8% 5.7% -12.6% 512 -31.3K -218 0.00 58.57 N/A N/A 10 0 79 20 2008-08-25 $8.84 $7.50 58.1% 16.7% 46.6% 18.2% 0.0% 12.9% 5.1% 619 -36.9K -231 0.00 54.44 N/A N/A 0 0 89 20 2008-08-26 $8.90 $7.50 59.0% 16.9% 43.6% 19.0% 0.0% -0.5% 1.3% 611 -37.3K -234 0.00 55.39 N/A N/A 0 0 89 20 2008-08-27 $9.18 $7.50 56.5% 16.2% 44.8% 17.0% 56.2% 2.3% -2.8% 658 -42.3K -235 0.00 57.46 N/A N/A 10 0 89 20 2008-08-28 $9.34 $7.50 57.9% 16.6% 43.8% 18.1% 0.0% 9.0% -7.1% 759 -49.7K -256 0.00 64.96 N/A N/A 0 0 99 20 2008-08-29 $9.45 $7.50 58.5% 16.8% 43.7% 18.5% 0.0% 3.8% 2.2% 763 -51.1K -259 0.00 64.73 N/A N/A 0 0 99 20
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