ASGN Options History — March 2009 In March 2009, ASGN traded between $1.38 and $3.11. ATM implied volatility averaged 67.8%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 130.0% (HV 20d: 197.8%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 0 of 22 trading days.
Notable Days 2009-03-30 : Largest IV drop — 30.4% change2009-03-27 : Highest IV Rank — 31.0%2009-03-27 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.42 $1.38 $3.11 $2.03 $2.71 Max Pain $5.45 $5.00 $10.00 $10.00 $5.00 ATM IV 67.8% 57.0% 83.5% 65.5% 58.2% Expected Move 19.4% 16.3% 23.9% 18.8% 16.7% HV 20d 197.8% 128.5% 234.7% 136.6% 206.0% HV 60d 158.1% 135.3% 169.9% 135.4% 169.9% IV Rank 21.0% 14.2% 31.0% 19.6% 14.9% IV Percentile 46.3% 7.9% 80.6% 52.4% 12.3% Skew 25d 9.9% -2.0% 16.7% 10.1% 6.7% Skew 10d 9.1% 0.9% 15.2% 7.3% 5.0% Call IV 25d 60.4% 52.0% 74.3% 60.5% 54.8% Put IV 25d 70.3% 61.5% 87.2% 70.6% 61.5% Bid-Ask Spread % 113.40 102.03 124.66 118.15 109.07 Gamma HHI 1.00 0.99 1.00 0.99 1.00 Net GEX -81 -129 0 -61 -112 Net DEX 14.6K 11.0K 16.6K 13.4K 16.5K Net VEX -50 -86 0 -41 -58 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 80.091 80 81 81 80
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 2009-03-02 $2.03 $10.00 65.5% 18.8% 136.6% 19.6% 0.0% 10.1% 0.0% -61 13.4K -41 0.00 118.15 N/A N/A 0 0 0 81 2009-03-03 $1.78 $10.00 70.0% 20.1% 131.3% 22.4% 0.0% 11.6% 0.0% 0 14.4K 0 0.00 123.19 N/A N/A 0 0 0 81 2009-03-04 $1.70 $5.00 73.8% 21.2% 128.5% 24.8% 0.0% 13.8% 0.0% 0 13.6K 0 0.00 124.66 N/A N/A 0 0 0 80 2009-03-05 $1.38 $5.00 79.2% 22.7% 140.4% 28.3% 0.0% 9.9% 0.0% 0 11.0K 0 0.00 123.46 N/A N/A 0 0 0 80 2009-03-06 $1.44 $5.00 79.6% 22.8% 144.2% 28.5% 0.0% 15.2% 0.0% 0 11.5K 0 0.00 120.75 N/A N/A 0 0 0 80 2009-03-09 $1.40 $5.00 79.9% 22.9% 142.8% 28.7% 0.0% 11.9% 0.0% 0 11.2K 0 0.00 121.05 N/A N/A 0 0 0 80 2009-03-10 $2.06 $5.00 66.5% 19.1% 212.0% 20.2% 0.0% 12.1% 0.0% -63 13.4K -41 0.00 118.45 N/A N/A 0 0 0 80 2009-03-11 $2.40 $5.00 59.8% 17.1% 222.1% 16.0% 0.0% 10.0% 0.0% -85 15.3K -51 0.00 119.11 N/A N/A 0 0 0 80 2009-03-12 $2.58 $5.00 58.8% 16.9% 224.1% 15.3% 0.0% 10.8% 0.0% -100 15.8K -59 0.00 119.69 N/A N/A 0 0 0 80 2009-03-13 $2.50 $5.00 58.8% 16.9% 223.7% 15.3% 0.0% 6.7% 0.0% -94 15.7K -52 0.00 119.89 N/A N/A 0 0 0 80 2009-03-16 $2.42 $5.00 60.3% 17.3% 223.2% 16.3% 0.0% 11.0% 0.0% -87 15.3K -50 0.00 118.70 N/A N/A 0 0 0 80 2009-03-17 $2.78 $5.00 57.0% 16.3% 231.1% 14.2% 0.0% 10.0% 0.0% -118 16.5K -67 0.00 114.98 N/A N/A 0 0 0 80 2009-03-18 $3.03 $5.00 69.9% 20.0% 233.9% 22.3% 0.0% 10.5% 0.0% -128 15.6K -80 0.00 104.45 N/A N/A 0 0 0 80 2009-03-19 $2.82 $5.00 68.3% 19.6% 234.7% 21.3% 0.0% -2.0% 0.0% -110 15.0K -76 0.00 106.12 N/A N/A 0 0 0 80 2009-03-20 $2.78 $5.00 57.2% 16.4% 227.8% 14.3% 0.0% 9.9% 0.0% -118 16.6K -66 0.00 109.16 N/A N/A 0 0 0 80 2009-03-23 $3.11 $5.00 73.1% 21.0% 219.2% 24.4% 0.0% 16.7% 0.0% -129 15.0K -86 0.00 102.52 N/A N/A 0 0 0 80 2009-03-24 $2.95 $5.00 70.3% 20.2% 218.0% 22.6% 0.0% -1.6% 0.0% -123 15.5K -78 0.00 103.01 N/A N/A 0 0 0 80 2009-03-25 $3.05 $5.00 70.6% 20.2% 213.9% 22.8% 0.0% 10.4% 0.0% -128 15.8K -79 0.00 104.78 N/A N/A 0 0 0 80 2009-03-26 $3.08 $5.00 73.7% 21.1% 206.6% 24.8% 0.0% 16.4% 0.0% -128 14.9K -86 0.00 102.93 N/A N/A 0 0 0 80 2009-03-27 $2.50 $5.00 83.5% 23.9% 218.5% 31.0% 0.0% 0.0% 0.0% -91 12.6K -67 0.00 102.03 N/A N/A 0 0 0 80 2009-03-30 $2.74 $5.00 58.1% 16.7% 212.8% 14.9% 0.0% 8.1% 0.0% -114 16.5K -65 0.00 108.70 N/A N/A 0 0 0 80 2009-03-31 $2.71 $5.00 58.2% 16.7% 206.0% 14.9% 0.0% 6.7% 0.0% -112 16.5K -58 0.00 109.07 N/A N/A 0 0 0 80
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