ASGN Options History — November 2008

In November 2008, ASGN traded between $4.78 and $6.76. ATM implied volatility averaged 76.9%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded below realized volatility by 29.3% (HV 20d: 106.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.50.

Notable Days

2008-11-03: Highest Volume — 40 contracts
2008-11-26: Largest IV spike — 91.1% change
2008-11-28: Highest IV Rank — 81.0%
2008-11-28: Largest Expected Move — 41.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.79	$4.78	$6.76	$6.60	$5.75
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	76.9%	54.4%	146.1%	65.9%	146.1%
Expected Move	22.1%	15.6%	41.9%	18.9%	41.9%
HV 20d	106.3%	87.0%	118.8%	117.8%	110.1%
HV 60d	84.9%	77.6%	96.0%	77.6%	95.8%
IV Rank	30.7%	14.4%	81.0%	22.7%	81.0%
IV Percentile	67.1%	12.3%	98.4%	63.1%	98.4%
Term Structure	35.1%	-15.0%	105.4%	15.8%	-0.0%
VWIV	65.9%	65.9%	65.9%	65.9%	65.9%
Skew 25d	-3.3%	-104.8%	20.8%	13.4%	2.4%
Skew 10d	2.5%	-24.5%	18.4%	15.8%	2.4%
Call IV 25d	81.0%	59.6%	191.3%	71.1%	71.3%
Put IV 25d	77.7%	64.0%	114.9%	84.5%	73.7%
Bid-Ask Spread %	105.41	78.40	161.66	81.88	160.08
Gamma HHI	0.68	0.45	1.00	0.49	0.45
Net GEX	269	-23	591	588	377
Net DEX	10.5K	-11.9K	25.5K	-4.8K	721
Net VEX	-109	-228	-21	-150	-144
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	1.00	1.00	0.00
Total Volume	2.368	0	40	40	0
Total OI	201.211	162	207	162	207

Daily Data (19 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
2008-11-03	$6.60	$7.50	65.9%	18.9%	117.8%	22.7%	65.9%	13.4%	15.8%	588	-4.8K	-150	1.00	81.88	N/A	N/A	20	20	131	31
2008-11-04	$6.76	$7.50	81.6%	23.4%	113.6%	34.1%	0.0%	6.0%	7.0%	591	-11.9K	-228	0.00	82.44	N/A	N/A	0	0	151	51
2008-11-05	$6.50	$7.50	77.8%	22.3%	114.2%	31.4%	0.0%	16.1%	13.9%	538	-4.9K	-206	0.00	82.07	N/A	N/A	0	0	151	51
2008-11-06	$6.29	$7.50	78.9%	22.6%	107.9%	32.2%	0.0%	7.7%	-11.4%	476	-1.0K	-186	0.00	78.40	N/A	N/A	0	0	151	51
2008-11-07	$6.33	$7.50	78.8%	22.6%	104.8%	32.1%	0.0%	4.3%	-15.0%	480	2.6K	-176	0.00	80.36	N/A	N/A	0	0	151	51
2008-11-10	$5.91	$7.50	63.5%	18.2%	93.3%	21.0%	0.0%	-1.0%	75.5%	300	13.0K	-123	0.00	105.61	N/A	N/A	0	0	151	51
2008-11-11	$5.75	$7.50	72.5%	20.8%	88.2%	27.5%	0.0%	7.5%	11.0%	292	12.9K	-113	0.00	95.55	N/A	N/A	0	0	151	51
2008-11-12	$5.45	$7.50	54.4%	15.6%	87.0%	14.4%	0.0%	16.3%	48.9%	98	21.0K	-58	0.00	100.36	N/A	N/A	0	0	151	51
2008-11-13	$6.23	$7.50	78.9%	22.6%	99.4%	32.2%	0.0%	20.8%	11.9%	436	6.1K	-152	0.00	83.87	N/A	N/A	0	0	151	51
2008-11-14	$5.90	$7.50	78.7%	22.6%	101.4%	32.0%	0.0%	-2.4%	59.2%	358	6.2K	-134	0.00	96.77	N/A	N/A	0	0	151	51
2008-11-17	$5.63	$7.50	72.1%	20.7%	102.6%	27.3%	0.0%	2.3%	17.8%	-23	25.5K	-26	0.00	87.98	N/A	N/A	0	0	151	51
2008-11-18	$5.40	$7.50	59.8%	17.1%	101.9%	18.3%	0.0%	3.7%	66.4%	67	22.8K	-46	0.00	98.33	N/A	N/A	0	0	151	51
2008-11-19	$4.87	$7.50	68.3%	19.6%	108.2%	24.5%	0.0%	-7.1%	41.3%	-23	22.9K	-21	0.00	111.21	N/A	N/A	0	0	151	51
2008-11-20	$4.78	$7.50	67.1%	19.2%	107.8%	23.6%	0.0%	-24.5%	78.0%	-17	21.8K	-22	0.00	129.57	N/A	N/A	5	0	151	51
2008-11-21	$4.90	$7.50	74.0%	21.2%	108.3%	28.6%	0.0%	0.0%	45.6%	-17	22.1K	-23	0.00	131.70	N/A	N/A	0	0	156	51
2008-11-24	$5.69	$7.50	59.6%	17.1%	116.2%	18.1%	0.0%	-9.4%	81.7%	141	20.7K	-68	0.00	118.03	N/A	N/A	0	0	156	51
2008-11-25	$5.36	$7.50	63.1%	18.1%	118.8%	20.7%	0.0%	-104.8%	105.4%	75	21.3K	-46	0.00	116.94	N/A	N/A	0	0	156	51
2008-11-26	$5.85	$7.50	120.6%	34.6%	117.3%	62.5%	0.0%	-10.6%	14.4%	380	2.8K	-140	0.00	161.66	N/A	N/A	0	0	156	51
2008-11-28	$5.75	$7.50	146.1%	41.9%	110.1%	81.0%	0.0%	2.4%	-0.0%	377	721	-144	0.00	160.08	N/A	N/A	0	0	156	51