ASGN Options History — April 2009 In April 2009, ASGN traded between $2.81 and $3.72. ATM implied volatility averaged 71.1%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded below realized volatility by 67.1% (HV 20d: 138.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-04-20 : Highest Volume — 10 contracts2009-04-21 : Largest IV spike — 25.0% change2009-04-23 : Highest IV Rank — 29.9%2009-04-23 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.12 $2.81 $3.72 $2.90 $3.52 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 71.1% 56.5% 81.8% 59.6% 73.7% Expected Move 20.4% 16.2% 23.5% 17.1% 21.1% HV 20d 138.2% 106.1% 205.0% 205.0% 112.6% HV 60d 165.4% 159.7% 171.4% 170.6% 159.9% IV Rank 23.1% 13.8% 29.9% 15.8% 24.8% IV Percentile 56.2% 7.1% 80.2% 21.0% 63.1% VWIV 54.5% 54.5% 54.5% 54.5% 54.5% Skew 25d 10.0% -64.0% 34.2% 13.0% 20.4% Skew 10d 11.3% -21.1% 23.2% 12.6% 16.9% Call IV 25d 60.7% 50.1% 120.4% 53.2% 53.3% Put IV 25d 70.7% 56.4% 88.4% 66.1% 73.7% Bid-Ask Spread % 104.81 99.46 117.28 109.70 101.08 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -125 -149 -98 -127 -137 Net DEX 15.0K 12.4K 17.2K 16.4K 13.9K Net VEX -85 -110 -58 -72 -108 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.476 0 10 0 0 Total OI 83.81 80 90 80 90
Daily Data (21 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 2009-04-01 $2.90 $5.00 59.6% 17.1% 205.0% 15.8% 0.0% 13.0% 0.0% -127 16.4K -72 0.00 109.70 N/A N/A 0 0 0 80 2009-04-02 $3.09 $5.00 71.4% 20.5% 185.4% 23.3% 0.0% 11.6% 0.0% -133 15.4K -85 0.00 103.04 N/A N/A 0 0 0 80 2009-04-03 $3.19 $5.00 72.9% 20.9% 185.4% 24.3% 0.0% 15.3% 0.0% -135 15.6K -85 0.00 103.06 N/A N/A 0 0 0 80 2009-04-06 $3.02 $5.00 74.9% 21.5% 187.0% 25.5% 0.0% 14.5% 0.0% -125 15.0K -83 0.00 101.91 N/A N/A 0 0 0 80 2009-04-07 $2.96 $5.00 71.4% 20.5% 135.2% 23.3% 0.0% -2.5% 0.0% -113 15.5K -76 0.00 106.46 N/A N/A 0 0 0 80 2009-04-08 $3.13 $5.00 73.7% 21.1% 126.4% 24.7% 0.0% 16.3% 0.0% -132 15.1K -85 0.00 102.86 N/A N/A 0 0 0 80 2009-04-09 $3.41 $5.00 72.1% 20.7% 127.4% 23.7% 0.0% 16.8% 0.0% -149 15.9K -92 0.00 101.39 N/A N/A 0 0 0 80 2009-04-13 $3.33 $5.00 73.3% 21.0% 127.0% 24.5% 0.0% 19.2% 0.0% -145 15.4K -92 0.00 101.69 N/A N/A 0 0 0 80 2009-04-14 $2.84 $5.00 75.2% 21.6% 140.5% 25.7% 0.0% 4.8% 0.0% -106 13.8K -78 0.00 100.88 N/A N/A 0 0 0 80 2009-04-15 $2.82 $5.00 59.8% 17.2% 131.7% 16.0% 0.0% 12.0% 0.0% -122 16.7K -64 0.00 109.04 N/A N/A 0 0 0 80 2009-04-16 $2.97 $5.00 70.7% 20.3% 129.3% 22.8% 0.0% 34.2% 0.0% -106 13.2K -83 0.00 109.54 N/A N/A 0 0 0 80 2009-04-17 $3.11 $5.00 70.5% 20.2% 127.5% 22.7% 0.0% 8.6% 0.0% -136 16.1K -77 0.00 105.56 N/A N/A 0 0 0 80 2009-04-20 $2.81 $5.00 56.5% 16.2% 132.9% 13.8% 54.5% 4.0% 0.0% -122 17.2K -58 0.00 108.99 N/A N/A 10 0 0 80 2009-04-21 $3.11 $5.00 70.6% 20.2% 131.8% 22.8% 0.0% 9.8% 0.0% -121 14.8K -87 0.00 105.11 N/A N/A 0 0 10 80 2009-04-22 $3.18 $5.00 72.4% 20.8% 130.4% 23.9% 0.0% 11.8% 0.0% -121 14.6K -93 0.00 102.79 N/A N/A 0 0 10 80 2009-04-23 $3.01 $5.00 81.8% 23.5% 131.6% 29.9% 0.0% -64.0% 0.0% -98 12.4K -94 0.00 117.28 N/A N/A 0 0 10 80 2009-04-24 $3.03 $5.00 72.7% 20.8% 131.5% 24.1% 0.0% 11.7% 0.0% -114 14.4K -86 0.00 105.11 N/A N/A 0 0 10 80 2009-04-27 $3.04 $5.00 73.1% 21.0% 106.2% 24.4% 0.0% 11.7% 0.0% -115 14.5K -85 0.00 105.17 N/A N/A 0 0 10 80 2009-04-28 $3.33 $5.00 73.2% 21.0% 106.1% 24.4% 0.0% 16.9% 0.0% -129 14.2K -101 0.00 100.87 N/A N/A 0 0 10 80 2009-04-29 $3.72 $5.00 73.5% 21.1% 111.6% 24.6% 0.0% 23.5% 0.0% -145 14.3K -110 0.00 99.46 N/A N/A 0 0 10 80 2009-04-30 $3.52 $5.00 73.7% 21.1% 112.6% 24.8% 0.0% 20.4% 0.0% -137 13.9K -108 0.00 101.08 N/A N/A 0 0 10 80
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