ASGN Options History — October 2008

In October 2008, ASGN traded between $4.72 and $7.68. ATM implied volatility averaged 84.7%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded below realized volatility by 3.6% (HV 20d: 88.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.25.

Notable Days

2008-10-13: Highest Volume — 20 contracts
2008-10-23: Largest IV spike — 98.4% change
2008-10-24: Highest IV Rank — 100.0%
2008-10-24: Largest Expected Move — 49.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.88	$4.72	$7.68	$7.68	$6.50
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	84.7%	48.7%	172.2%	67.7%	96.4%
Expected Move	24.3%	14.0%	49.4%	19.4%	27.6%
HV 20d	88.3%	52.6%	117.7%	52.6%	117.7%
HV 60d	64.6%	49.3%	77.8%	49.3%	77.8%
IV Rank	37.2%	10.6%	100.0%	24.9%	44.9%
IV Percentile	69.3%	7.9%	100.0%	70.6%	90.9%
Term Structure	38.5%	-24.1%	91.3%	12.2%	4.2%
VWIV	98.3%	63.9%	151.0%	63.9%	95.0%
Skew 25d	-12.4%	-106.9%	23.4%	10.3%	23.4%
Skew 10d	3.5%	-13.7%	25.5%	22.7%	25.5%
Call IV 25d	88.5%	56.4%	184.9%	64.3%	71.0%
Put IV 25d	76.1%	62.9%	94.4%	74.6%	94.4%
Bid-Ask Spread %	109.04	71.24	163.69	84.42	83.17
Gamma HHI	0.55	0.43	1.00	0.45	0.47
Net GEX	275	-21	665	665	456
Net DEX	-1.7K	-27.4K	15.9K	-27.4K	-7.0K
Net VEX	-114	-214	-1	-214	-157
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.00	0.00	0.00
Total Volume	2.174	0	20	0	10
Total OI	142.87	130	152	132	152

Daily Data (23 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
2008-10-01	$7.68	$7.50	67.7%	19.4%	52.6%	24.9%	0.0%	10.3%	12.2%	665	-27.4K	-214	0.00	84.42	N/A	N/A	0	0	109	23
2008-10-02	$7.22	$7.50	63.9%	18.3%	54.8%	22.0%	63.9%	6.6%	-4.1%	583	-18.2K	-198	0.00	89.59	N/A	N/A	3	0	109	23
2008-10-03	$6.65	$7.50	63.9%	18.3%	59.2%	22.0%	0.0%	-36.7%	40.5%	492	-11.4K	-165	0.00	95.41	N/A	N/A	0	0	109	23
2008-10-06	$6.61	$7.50	109.1%	31.3%	58.7%	56.1%	0.0%	17.7%	3.4%	390	-19.9K	-188	0.00	163.69	N/A	N/A	0	0	109	23
2008-10-07	$6.07	$7.50	55.5%	15.9%	63.2%	15.7%	0.0%	9.4%	49.7%	393	-5.5K	-130	0.00	93.98	N/A	N/A	0	0	109	23
2008-10-08	$5.91	$7.50	67.2%	19.3%	62.0%	24.5%	0.0%	-65.0%	55.2%	312	-2.2K	-112	0.00	130.85	N/A	N/A	0	0	109	23
2008-10-09	$5.33	$7.50	124.3%	35.6%	67.9%	67.4%	151.0%	-106.9%	66.7%	195	2.4K	-80	0.00	153.96	N/A	N/A	0	2	109	23
2008-10-10	$5.76	$7.50	116.3%	33.4%	76.4%	61.5%	0.0%	-54.5%	44.8%	290	-16.6K	-158	0.00	152.55	N/A	N/A	0	0	109	21
2008-10-13	$6.67	$7.50	90.0%	25.8%	97.6%	41.7%	89.6%	11.3%	-24.1%	492	-16.8K	-177	1.00	71.24	N/A	N/A	10	10	109	21
2008-10-14	$6.09	$7.50	91.3%	26.2%	99.3%	42.7%	0.0%	-2.5%	27.8%	366	-9.1K	-166	0.00	80.97	N/A	N/A	0	0	119	31
2008-10-15	$5.69	$7.50	91.7%	26.3%	99.9%	42.9%	0.0%	-1.3%	70.4%	272	566	-124	0.00	133.28	N/A	N/A	0	0	119	31
2008-10-16	$5.76	$7.50	75.3%	21.6%	100.6%	30.6%	0.0%	11.9%	57.6%	185	8.9K	-82	0.00	89.45	N/A	N/A	0	0	119	31
2008-10-17	$5.85	$7.50	78.5%	22.5%	100.5%	33.0%	0.0%	3.7%	30.9%	306	-1.8K	-139	0.00	80.30	N/A	N/A	0	0	119	31
2008-10-20	$5.75	$7.50	53.4%	15.3%	100.4%	14.1%	0.0%	6.8%	43.2%	179	8.1K	-84	0.00	97.53	N/A	N/A	0	0	119	31
2008-10-21	$5.45	$7.50	48.7%	14.0%	100.8%	10.6%	0.0%	-6.3%	80.2%	59	12.2K	-50	0.00	97.53	N/A	N/A	0	0	119	31
2008-10-22	$5.37	$7.50	50.9%	14.6%	100.5%	12.2%	0.0%	6.5%	43.3%	48	12.6K	-46	0.00	96.06	N/A	N/A	0	0	119	31
2008-10-23	$5.19	$7.50	101.0%	28.9%	100.6%	49.9%	0.0%	4.0%	7.5%	183	5.6K	-89	0.00	141.96	N/A	N/A	0	0	119	31
2008-10-24	$5.14	$7.50	172.2%	49.4%	100.5%	100.0%	0.0%	0.0%	39.1%	-3	15.9K	-1	0.00	149.57	N/A	N/A	0	0	119	31
2008-10-27	$4.72	$7.50	60.0%	17.2%	99.6%	18.5%	0.0%	-1.4%	55.5%	-20	12.4K	-22	0.00	100.12	N/A	N/A	0	0	119	31
2008-10-28	$4.75	$7.50	63.8%	18.3%	96.3%	21.2%	0.0%	-13.6%	54.5%	-21	12.6K	-23	0.00	102.46	N/A	N/A	0	0	119	31
2008-10-29	$5.26	$7.50	108.5%	31.1%	106.3%	53.7%	0.0%	-98.0%	91.3%	218	3.1K	-98	0.00	147.82	N/A	N/A	0	0	119	31
2008-10-30	$5.90	$7.50	97.4%	27.9%	115.0%	45.6%	92.1%	2.7%	36.9%	296	2.3K	-119	0.00	71.96	N/A	N/A	15	0	119	31
2008-10-31	$6.50	$7.50	96.4%	27.6%	117.7%	44.9%	95.0%	23.4%	4.2%	456	-7.0K	-157	0.00	83.17	N/A	N/A	10	0	121	31