ASGN Options History — September 2008

In September 2008, ASGN traded between $7.48 and $9.69. ATM implied volatility averaged 65.8%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 31.8% (HV 20d: 34.0%). 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 14 of 21 days. Put/call ratio averaged 0.20.

Notable Days

2008-09-30: Highest Volume — 12 contracts
2008-09-29: Largest IV spike — 160.4% change
2008-09-29: Highest IV Rank — 100.0%
2008-09-29: Largest Expected Move — 48.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.00	$7.48	$9.69	$9.30	$7.88
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	65.8%	57.7%	167.6%	57.7%	62.8%
Expected Move	18.9%	16.5%	48.0%	16.5%	18.0%
HV 20d	34.0%	27.4%	53.5%	37.0%	53.5%
HV 60d	45.2%	43.3%	50.8%	44.8%	50.8%
IV Rank	24.0%	17.9%	100.0%	17.9%	21.2%
IV Percentile	45.2%	27.8%	100.0%	31.3%	57.1%
Term Structure	0.3%	-82.7%	27.3%	-6.0%	-6.2%
VWIV	59.0%	59.0%	59.0%	59.0%	59.0%
Skew 25d	8.2%	-15.3%	15.5%	6.1%	13.6%
Skew 10d	22.8%	12.3%	41.4%	16.6%	12.3%
Call IV 25d	65.1%	45.4%	102.7%	45.4%	55.2%
Put IV 25d	73.3%	51.2%	92.0%	51.5%	68.8%
Bid-Ask Spread %	75.05	55.93	184.75	66.81	79.38
Gamma HHI	0.43	0.42	0.44	0.43	0.44
Net GEX	742	401	814	755	670
Net DEX	-43.9K	-53.3K	-25.3K	-48.5K	-25.3K
Net VEX	-238	-253	-199	-250	-199
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.20	0.20	0.20	0.20
Total Volume	0.619	0	12	0	12
Total OI	119.714	119	120	119	120

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
2008-09-02	$9.30	$7.50	57.7%	16.5%	37.0%	17.9%	0.0%	6.1%	-6.0%	755	-48.5K	-250	0.00	66.81	N/A	N/A	0	0	99	20
2008-09-03	$9.51	$7.50	57.8%	16.6%	27.4%	18.0%	0.0%	15.5%	3.7%	814	-51.7K	-253	0.00	63.45	N/A	N/A	0	0	99	20
2008-09-04	$9.14	$7.50	58.8%	16.8%	30.9%	18.7%	0.0%	4.5%	-4.9%	757	-46.4K	-251	0.00	62.82	N/A	N/A	0	0	99	20
2008-09-05	$9.27	$7.50	59.0%	16.9%	29.6%	18.9%	0.0%	6.3%	-11.2%	745	-48.4K	-252	0.00	55.93	N/A	N/A	0	0	99	20
2008-09-08	$9.33	$7.50	59.2%	17.0%	28.3%	19.1%	0.0%	7.8%	5.0%	766	-49.7K	-246	0.00	58.41	N/A	N/A	0	0	99	20
2008-09-09	$9.30	$7.50	58.9%	16.9%	28.2%	18.9%	0.0%	7.6%	-5.6%	765	-49.1K	-243	0.00	58.57	N/A	N/A	0	1	99	20
2008-09-10	$9.41	$7.50	61.2%	17.6%	28.0%	20.7%	0.0%	13.9%	-2.7%	759	-50.9K	-250	0.00	56.19	N/A	N/A	0	0	99	21
2008-09-11	$9.31	$7.50	59.8%	17.1%	27.4%	19.5%	0.0%	14.1%	5.0%	761	-49.0K	-248	0.00	63.25	N/A	N/A	0	0	99	21
2008-09-12	$9.43	$7.50	59.3%	17.0%	27.7%	19.2%	0.0%	15.4%	9.5%	790	-50.6K	-247	0.00	60.32	N/A	N/A	0	0	99	21
2008-09-15	$9.41	$7.50	59.5%	17.0%	27.6%	19.3%	0.0%	14.1%	5.1%	795	-50.0K	-246	0.00	72.20	N/A	N/A	0	0	99	21
2008-09-16	$9.69	$7.50	57.8%	16.6%	29.2%	18.0%	0.0%	8.3%	7.7%	803	-53.3K	-247	0.00	57.61	N/A	N/A	0	0	99	21
2008-09-17	$9.17	$7.50	59.4%	17.0%	34.3%	19.2%	0.0%	13.1%	7.2%	780	-46.2K	-242	0.00	64.35	N/A	N/A	0	0	99	21
2008-09-18	$9.10	$7.50	72.9%	20.9%	34.5%	29.7%	0.0%	9.8%	27.3%	660	-44.3K	-248	0.00	184.75	N/A	N/A	0	0	99	21
2008-09-19	$9.26	$7.50	59.3%	17.0%	33.9%	19.1%	0.0%	13.2%	7.2%	778	-47.4K	-243	0.00	65.30	N/A	N/A	0	0	99	21
2008-09-22	$9.18	$7.50	59.2%	17.0%	34.0%	19.1%	0.0%	10.5%	7.9%	792	-45.5K	-239	0.00	64.12	N/A	N/A	0	0	99	21
2008-09-23	$8.80	$7.50	60.3%	17.3%	37.4%	19.9%	0.0%	9.0%	11.7%	792	-39.3K	-232	0.00	72.25	N/A	N/A	0	0	99	21
2008-09-24	$8.42	$7.50	63.9%	18.3%	40.4%	22.7%	0.0%	2.9%	8.5%	752	-33.3K	-218	0.00	73.60	N/A	N/A	0	0	99	21
2008-09-25	$8.28	$7.50	63.2%	18.1%	38.6%	22.2%	0.0%	4.8%	11.3%	721	-31.7K	-219	0.00	70.07	N/A	N/A	0	0	99	21
2008-09-26	$8.23	$7.50	64.3%	18.4%	37.7%	23.1%	0.0%	-3.3%	7.6%	724	-30.7K	-212	0.00	68.38	N/A	N/A	0	0	99	21
2008-09-29	$7.48	$7.50	167.6%	48.0%	48.6%	100.0%	0.0%	-15.3%	-82.7%	401	-29.5K	-205	0.00	158.31	N/A	N/A	0	0	99	21
2008-09-30	$7.88	$7.50	62.8%	18.0%	53.5%	21.2%	59.0%	13.6%	-6.2%	670	-25.3K	-199	0.20	79.38	N/A	N/A	10	2	99	21