ASGN Options History — December 2008 In December 2008, ASGN traded between $4.11 and $6.04. ATM implied volatility averaged 89.1%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded below realized volatility by 33.7% (HV 20d: 122.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 12 of 22 days.
Notable Days 2008-12-08 : Largest IV spike — 37.1% change2008-12-22 : Highest IV Rank — 53.6%2008-12-22 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.94 $4.11 $6.04 $5.20 $5.67 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 89.1% 58.5% 108.3% 74.0% 84.4% Expected Move 25.5% 16.8% 31.1% 21.2% 24.2% HV 20d 122.8% 109.1% 133.5% 109.1% 119.5% HV 60d 108.2% 97.6% 115.0% 97.6% 115.0% IV Rank 39.6% 17.4% 53.6% 28.6% 36.2% IV Percentile 81.3% 18.3% 93.7% 76.2% 81.0% Term Structure 19.0% -96.0% 94.6% -62.5% 31.4% Skew 25d 1.2% -59.7% 52.4% 23.7% 52.4% Skew 10d -9.3% -164.3% 63.8% 22.6% 63.8% Call IV 25d 87.5% 54.0% 195.4% 71.1% 85.2% Put IV 25d 88.7% 65.3% 137.7% 94.8% 137.7% Bid-Ask Spread % 120.90 93.98 143.86 118.00 116.56 Gamma HHI 0.96 0.73 1.00 1.00 1.00 Net GEX 10 -39 203 -27 -26 Net DEX 22.3K 17.3K 25.7K 24.7K 25.7K Net VEX -25 -76 0 -22 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 207 207 207 207 207
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 2008-12-01 $5.20 $7.50 74.0% 21.2% 109.1% 28.6% 0.0% 0.0% -62.5% -27 24.7K -22 0.00 118.00 N/A N/A 0 0 156 51 2008-12-02 $5.61 $7.50 72.6% 20.8% 113.1% 27.6% 0.0% 23.7% 37.2% 193 17.3K -76 0.00 108.27 N/A N/A 0 0 156 51 2008-12-03 $6.04 $7.50 58.5% 16.8% 116.3% 17.4% 0.0% 6.9% 58.3% 203 21.1K -71 0.00 117.81 N/A N/A 0 0 156 51 2008-12-04 $5.49 $7.50 63.6% 18.2% 120.1% 21.1% 0.0% -6.6% 94.6% 78 22.5K -47 0.00 118.56 N/A N/A 0 0 156 51 2008-12-05 $5.56 $7.50 63.4% 18.2% 120.0% 20.9% 0.0% 6.8% 89.8% 105 21.7K -52 0.00 118.06 N/A N/A 0 0 156 51 2008-12-08 $4.68 $7.50 87.0% 24.9% 133.5% 38.1% 0.0% -5.1% 54.3% -19 21.6K -21 0.00 127.53 N/A N/A 0 0 156 51 2008-12-09 $4.61 $7.50 86.9% 24.9% 132.0% 38.0% 0.0% -13.9% 43.2% -20 21.5K -21 0.00 110.26 N/A N/A 0 0 156 51 2008-12-10 $4.60 $7.50 92.5% 26.5% 131.9% 42.0% 0.0% -11.5% 42.5% -20 21.5K -21 0.00 127.09 N/A N/A 0 0 156 51 2008-12-11 $4.44 $7.50 95.6% 27.4% 131.3% 44.3% 0.0% -2.7% -3.0% -20 21.2K -18 0.00 117.62 N/A N/A 0 0 156 51 2008-12-12 $4.22 $7.50 96.0% 27.5% 120.3% 44.6% 0.0% 16.7% 39.1% -14 19.1K -19 0.00 132.63 N/A N/A 0 0 156 51 2008-12-15 $4.11 $7.50 103.7% 29.7% 119.7% 50.2% 0.0% 2.6% -21.5% -18 19.8K -16 0.00 143.79 N/A N/A 0 0 156 51 2008-12-16 $4.20 $7.50 102.4% 29.4% 119.9% 49.3% 0.0% 0.0% 0.0% 0 21.4K 0 0.00 143.86 N/A N/A 0 0 156 51 2008-12-17 $4.81 $7.50 96.3% 27.6% 130.7% 44.8% 0.0% 4.7% -10.1% -23 22.9K -19 0.00 124.89 N/A N/A 0 0 156 51 2008-12-18 $4.88 $7.50 94.2% 27.0% 125.6% 43.3% 0.0% -3.3% 33.4% -22 22.8K -22 0.00 130.16 N/A N/A 0 0 156 51 2008-12-19 $5.16 $7.50 83.9% 24.0% 126.9% 35.8% 0.0% -4.2% 42.7% -25 24.2K -23 0.00 128.90 N/A N/A 0 0 156 51 2008-12-22 $4.70 $7.50 108.3% 31.1% 131.2% 53.6% 0.0% 0.0% 0.0% -1 24.0K 0 0.00 113.88 N/A N/A 0 0 156 51 2008-12-23 $4.58 $7.50 102.7% 29.4% 118.5% 49.5% 0.0% 0.0% -24.0% -21 21.9K -18 0.00 122.93 N/A N/A 0 0 156 51 2008-12-24 $4.60 $7.50 104.2% 29.9% 117.1% 50.5% 0.0% 0.0% -96.0% -39 22.8K -12 0.00 113.89 N/A N/A 0 0 156 51 2008-12-26 $5.20 $7.50 88.7% 25.4% 121.5% 39.3% 0.0% 0.4% -23.3% -24 25.4K -16 0.00 117.41 N/A N/A 0 0 156 51 2008-12-29 $4.95 $7.50 107.2% 30.7% 122.4% 52.7% 0.0% 13.5% -25.0% -26 23.8K -18 0.00 93.98 N/A N/A 0 0 156 51 2008-12-30 $5.36 $7.50 93.2% 26.7% 120.9% 42.6% 0.0% -59.7% 79.6% -8 22.7K -17 0.00 113.76 N/A N/A 0 0 156 51 2008-12-31 $5.67 $7.50 84.4% 24.2% 119.5% 36.2% 0.0% 52.4% 31.4% -26 25.7K -26 0.00 116.56 N/A N/A 0 0 156 51
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