ASGN Options History — January 2009 In January 2009, ASGN traded between $4.33 and $5.78. ATM implied volatility averaged 104.4%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded below realized volatility by 21.8% (HV 20d: 126.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2009-01-20 : Highest Volume — 80 contracts2009-01-14 : Largest IV drop — 57.6% change2009-01-12 : Highest IV Rank — 100.0%2009-01-09 : Largest Expected Move — 41.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.02 $4.33 $5.78 $5.54 $4.63 Max Pain $9.25 $7.50 $10.00 $7.50 $10.00 ATM IV 104.4% 74.7% 192.6% 90.5% 77.7% Expected Move 26.4% 19.7% 41.2% 26.0% 22.3% HV 20d 126.1% 92.8% 148.0% 116.6% 146.6% HV 60d 118.0% 107.7% 126.0% 113.8% 125.3% IV Rank 46.6% 25.4% 100.0% 40.6% 27.3% IV Percentile 82.7% 68.3% 100.0% 84.1% 72.2% Term Structure 21.8% -63.6% 77.1% 60.0% 42.8% VWIV 77.8% 77.8% 77.8% 77.8% 77.8% Skew 25d 1.1% -87.6% 30.2% -87.6% 11.6% Skew 10d -4.6% -174.2% 31.5% -158.0% 28.7% Call IV 25d 83.3% 45.3% 198.6% 184.2% 65.7% Put IV 25d 84.4% 59.6% 129.7% 96.6% 77.3% Bid-Ask Spread % 108.17 72.22 156.38 116.13 80.64 Gamma HHI 0.92 0.78 1.00 1.00 0.82 Net GEX -99 -237 -7 -13 -218 Net DEX 17.5K 3.6K 23.9K 23.9K 18.4K Net VEX -75 -171 -15 -21 -155 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 4 0 80 0 0 Total OI 144.8 11 207 207 91
Daily Data (20 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 2009-01-02 $5.54 $7.50 90.5% 26.0% 116.6% 40.6% 0.0% -87.6% 60.0% -13 23.9K -21 0.00 116.13 N/A N/A 0 0 156 51 2009-01-05 $5.37 $7.50 118.1% 33.9% 112.0% 60.7% 0.0% 0.0% 57.6% -7 22.6K -16 0.00 119.23 N/A N/A 0 0 156 51 2009-01-06 $5.39 $7.50 117.0% 33.6% 111.9% 59.9% 0.0% -68.9% 77.1% -7 22.5K -15 0.00 130.56 N/A N/A 0 0 156 51 2009-01-07 $5.25 $7.50 129.2% 37.0% 92.8% 68.7% 0.0% 0.0% -63.6% -28 19.4K -22 0.00 146.59 N/A N/A 0 0 156 41 2009-01-08 $5.78 $7.50 96.5% 27.7% 97.7% 45.0% 0.0% -7.9% -43.3% -33 21.7K -22 0.00 117.34 N/A N/A 0 0 156 41 2009-01-09 $5.26 $7.50 143.9% 41.2% 104.6% 79.4% 0.0% 0.0% 42.8% -8 16.9K -16 0.00 152.72 N/A N/A 0 0 156 41 2009-01-12 $5.17 $10.00 187.9% 19.8% 103.8% 100.0% 0.0% 0.9% 0.0% -28 19.7K -20 0.00 115.59 N/A N/A 0 0 156 41 2009-01-13 $5.41 $10.00 192.6% 19.7% 102.3% 100.0% 0.0% -2.9% 0.0% -28 15.2K -20 0.00 132.21 N/A N/A 0 0 156 31 2009-01-14 $4.47 $10.00 81.7% 23.4% 124.7% 29.8% 0.0% -5.5% 0.0% -22 12.0K -18 0.00 107.93 N/A N/A 0 0 156 31 2009-01-15 $5.19 $10.00 115.0% 33.0% 134.9% 50.9% 0.0% 27.7% 0.0% -21 13.4K -22 0.00 156.38 N/A N/A 0 0 156 31 2009-01-16 $5.07 $10.00 127.8% 36.6% 127.0% 59.0% 0.0% 21.1% 0.0% -19 12.9K -23 0.00 147.95 N/A N/A 0 0 156 31 2009-01-20 $4.33 $10.00 77.5% 22.2% 139.0% 27.2% 77.8% 8.3% 0.0% -19 3.6K -16 0.00 81.47 N/A N/A 0 80 0 11 2009-01-21 $4.88 $10.00 76.9% 22.0% 144.5% 26.8% 0.0% 15.8% 0.0% -223 18.3K -164 0.00 76.74 N/A N/A 0 0 0 91 2009-01-22 $4.55 $10.00 76.6% 22.0% 142.8% 26.6% 0.0% 8.3% 0.0% -215 18.4K -155 0.00 81.99 N/A N/A 0 0 0 91 2009-01-23 $4.54 $10.00 75.2% 21.5% 142.5% 25.7% 0.0% 30.2% 0.0% -208 18.5K -154 0.00 85.18 N/A N/A 0 0 0 91 2009-01-26 $4.37 $10.00 74.7% 21.4% 143.1% 25.4% 0.0% 25.1% 0.0% -202 18.5K -149 0.00 86.90 N/A N/A 0 0 0 91 2009-01-27 $4.93 $10.00 76.3% 21.9% 142.9% 26.4% 0.0% 11.1% 0.0% -227 18.3K -162 0.00 76.23 N/A N/A 0 0 0 91 2009-01-28 $5.39 $10.00 76.0% 21.8% 145.3% 26.2% 0.0% 19.3% 0.0% -237 18.0K -171 0.00 72.22 N/A N/A 0 0 0 91 2009-01-29 $4.82 $10.00 76.1% 21.8% 148.0% 26.3% 0.0% 11.7% 0.0% -225 18.7K -160 0.00 79.47 N/A N/A 0 0 0 91 2009-01-30 $4.63 $10.00 77.7% 22.3% 146.6% 27.3% 0.0% 11.6% 0.0% -218 18.4K -155 0.00 80.64 N/A N/A 0 0 0 91
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