ASGN Options History — February 2009 In February 2009, ASGN traded between $2.11 and $5.05. ATM implied volatility averaged 73.1%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 60.5% (HV 20d: 133.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 19 trading days.
Notable Days 2009-02-26 : Largest IV spike — 42.7% change2009-02-26 : Highest IV Rank — 32.3%2009-02-26 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.84 $2.11 $5.05 $5.05 $2.36 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 73.1% 58.6% 85.6% 77.0% 58.6% Expected Move 21.0% 16.8% 24.5% 22.1% 16.8% HV 20d 133.6% 96.2% 156.4% 150.5% 130.3% HV 60d 127.4% 122.2% 133.8% 126.6% 133.8% IV Rank 24.4% 15.2% 32.3% 26.8% 15.2% IV Percentile 61.1% 12.7% 80.2% 71.4% 12.7% Skew 25d 12.8% -42.2% 26.4% 10.9% 7.7% Skew 10d 19.8% -7.8% 30.3% 30.3% 5.8% Call IV 25d 59.2% 50.1% 106.6% 65.3% 54.7% Put IV 25d 72.0% 59.3% 76.5% 76.2% 62.4% Bid-Ask Spread % 94.39 76.13 122.55 76.13 119.12 Gamma HHI 0.85 0.80 1.00 0.80 1.00 Net GEX -161 -231 0 -231 -83 Net DEX 17.6K 14.5K 19.2K 18.6K 15.1K Net VEX -121 -162 0 -162 -51 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 90.474 81 91 91 81
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 2009-02-02 $5.05 $10.00 77.0% 22.1% 150.5% 26.8% 0.0% 10.9% 0.0% -231 18.6K -162 0.00 76.13 N/A N/A 0 0 0 91 2009-02-03 $4.46 $10.00 76.1% 21.8% 156.2% 26.3% 0.0% 7.3% 0.0% -209 18.7K -148 0.00 78.94 N/A N/A 0 0 0 91 2009-02-04 $4.29 $10.00 76.2% 21.9% 156.4% 26.4% 0.0% 26.4% 0.0% -183 17.7K -144 0.00 88.36 N/A N/A 0 0 0 91 2009-02-05 $4.21 $10.00 74.2% 21.3% 156.4% 25.1% 0.0% 20.1% 0.0% -182 18.1K -140 0.00 89.34 N/A N/A 0 0 0 91 2009-02-06 $4.24 $10.00 73.5% 21.1% 151.4% 24.6% 0.0% 19.2% 0.0% -188 18.1K -141 0.00 88.49 N/A N/A 0 0 0 91 2009-02-09 $4.19 $10.00 74.7% 21.4% 148.5% 25.4% 0.0% 21.2% 0.0% -180 17.9K -139 0.00 91.07 N/A N/A 0 0 0 91 2009-02-10 $4.19 $10.00 74.8% 21.5% 148.5% 25.5% 0.0% 21.3% 0.0% -179 17.9K -139 0.00 91.07 N/A N/A 0 0 0 91 2009-02-11 $4.31 $10.00 74.5% 21.4% 147.8% 25.3% 0.0% 21.7% 0.0% -188 18.0K -144 0.00 87.73 N/A N/A 0 0 0 91 2009-02-12 $4.37 $10.00 74.4% 21.3% 131.8% 25.2% 0.0% 21.3% 0.0% -190 18.2K -144 0.00 88.37 N/A N/A 0 0 0 91 2009-02-13 $4.42 $10.00 74.6% 21.4% 119.4% 25.3% 0.0% 22.8% 0.0% -195 18.0K -145 0.00 86.56 N/A N/A 0 0 0 91 2009-02-17 $4.32 $10.00 74.6% 21.4% 119.4% 25.3% 0.0% 21.1% 0.0% -191 18.0K -143 0.00 85.92 N/A N/A 0 0 0 91 2009-02-18 $4.40 $10.00 75.1% 21.5% 105.7% 25.6% 0.0% 22.3% 0.0% -194 18.0K -144 0.00 85.64 N/A N/A 0 0 0 91 2009-02-19 $4.30 $10.00 74.2% 21.3% 96.2% 25.1% 0.0% 19.5% 0.0% -191 18.1K -142 0.00 86.56 N/A N/A 0 0 0 91 2009-02-20 $3.62 $10.00 72.6% 20.8% 110.8% 24.1% 0.0% 2.3% 0.0% -156 17.5K -122 0.00 87.86 N/A N/A 0 0 0 91 2009-02-23 $2.93 $10.00 72.0% 20.6% 131.5% 23.7% 0.0% -42.2% 0.0% -114 14.5K -101 0.00 116.58 N/A N/A 0 0 0 91 2009-02-24 $2.70 $10.00 66.5% 19.1% 133.1% 20.2% 0.0% 0.1% 0.0% -108 16.4K -83 0.00 106.50 N/A N/A 0 0 0 91 2009-02-25 $2.42 $10.00 60.0% 17.2% 124.7% 16.1% 0.0% 8.1% 0.0% -90 17.4K -59 0.00 116.64 N/A N/A 0 0 0 91 2009-02-26 $2.11 $10.00 85.6% 24.5% 120.5% 32.3% 0.0% 0.0% 0.0% 0 19.2K 0 0.00 122.55 N/A N/A 0 0 0 91 2009-02-27 $2.36 $10.00 58.6% 16.8% 130.3% 15.2% 0.0% 7.7% 0.0% -83 15.1K -51 0.00 119.12 N/A N/A 0 0 0 81
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