ASGN Options History — May 2009 In May 2009, ASGN traded between $2.89 and $3.75. ATM implied volatility averaged 58.9%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded below realized volatility by 35.1% (HV 20d: 94.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-05-11 : Highest Volume — 1 contracts2009-05-26 : Largest IV spike — 44.3% change2009-05-05 : Highest IV Rank — 20.9%2009-05-26 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.36 $2.89 $3.75 $3.54 $3.57 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 58.9% 47.4% 69.2% 65.0% 63.0% Expected Move 16.9% 13.6% 19.8% 18.6% 18.1% HV 20d 94.0% 77.2% 110.8% 110.8% 80.8% HV 60d 155.0% 141.2% 162.1% 159.7% 141.5% IV Rank 12.2% 0.0% 20.9% 19.2% 10.7% IV Percentile 26.5% 0.0% 51.2% 46.0% 39.3% VWIV 67.2% 67.2% 67.2% 67.2% 67.2% Skew 25d 2.4% -38.3% 17.0% 10.5% 6.1% Skew 10d 2.8% -23.0% 14.7% 11.0% 11.1% Call IV 25d 55.2% 47.8% 85.3% 54.6% 57.6% Put IV 25d 57.6% 45.3% 72.0% 65.2% 63.7% Bid-Ask Spread % 106.54 99.81 121.47 103.65 105.55 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -143 -165 -109 -154 -163 Net DEX 16.8K 14.6K 19.3K 15.7K 17.6K Net VEX -88 -112 -51 -104 -91 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 0.05 0 1 0 0 Total OI 90.65 90 91 90 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 2009-05-01 $3.54 $5.00 65.0% 18.6% 110.8% 19.2% 0.0% 10.5% 0.0% -154 15.7K -104 0.00 103.65 N/A N/A 0 0 10 80 2009-05-04 $3.55 $5.00 63.6% 18.2% 110.4% 18.4% 0.0% -9.0% 0.0% -159 15.9K -104 0.00 110.72 N/A N/A 0 0 10 80 2009-05-05 $3.74 $5.00 67.7% 19.4% 109.2% 20.9% 0.0% 16.1% 0.0% -162 14.9K -112 0.00 100.96 N/A N/A 0 0 10 80 2009-05-06 $3.70 $5.00 65.1% 18.7% 108.9% 19.3% 0.0% 11.7% 0.0% -163 16.1K -108 0.00 100.89 N/A N/A 0 0 10 80 2009-05-07 $3.56 $5.00 66.2% 19.0% 108.9% 20.0% 0.0% 11.9% 0.0% -158 15.4K -104 0.00 101.92 N/A N/A 0 0 10 80 2009-05-08 $3.74 $5.00 66.8% 19.2% 106.1% 20.4% 0.0% 13.7% 0.0% -165 15.4K -110 0.00 99.81 N/A N/A 0 0 10 80 2009-05-11 $3.70 $5.00 67.3% 19.3% 105.8% 20.7% 67.2% 13.9% 0.0% -164 15.1K -110 0.00 99.92 N/A N/A 1 0 10 80 2009-05-12 $3.75 $5.00 66.4% 19.0% 86.1% 20.1% 0.0% 13.3% 0.0% -165 15.2K -112 0.00 100.54 N/A N/A 0 0 11 80 2009-05-13 $3.40 $5.00 67.5% 19.3% 94.6% 20.8% 0.0% -38.3% 0.0% -138 14.8K -101 0.00 121.47 N/A N/A 0 0 11 80 2009-05-14 $3.29 $5.00 55.1% 15.8% 94.4% 13.0% 0.0% -12.1% 0.0% -144 16.0K -89 0.00 105.57 N/A N/A 0 0 11 80 2009-05-15 $3.08 $5.00 58.3% 16.7% 96.3% 15.0% 0.0% 17.0% 0.0% -121 15.4K -84 0.00 107.71 N/A N/A 0 0 11 80 2009-05-18 $3.05 $5.00 48.4% 13.9% 88.7% 8.8% 0.0% -1.9% 0.0% -128 18.9K -66 0.00 108.86 N/A N/A 0 0 11 80 2009-05-19 $2.94 $5.00 47.9% 13.7% 81.9% 0.0% 0.0% -2.5% 0.0% -114 19.1K -58 0.00 108.45 N/A N/A 0 0 11 80 2009-05-20 $2.96 $5.00 48.1% 13.8% 81.5% 0.1% 0.0% -1.5% 0.0% -117 19.0K -58 0.00 108.25 N/A N/A 0 0 11 80 2009-05-21 $2.89 $5.00 49.2% 14.1% 79.6% 0.9% 0.0% -2.7% 0.0% -109 18.7K -57 0.00 107.89 N/A N/A 0 0 11 80 2009-05-22 $2.90 $5.00 47.9% 13.7% 79.6% 0.0% 0.0% -4.9% 0.0% -109 19.0K -51 0.00 107.95 N/A N/A 0 0 11 80 2009-05-26 $3.30 $5.00 69.2% 19.8% 92.3% 14.7% 0.0% 11.1% 0.0% -130 14.6K -91 0.00 114.07 N/A N/A 0 0 11 80 2009-05-27 $3.20 $5.00 47.4% 13.6% 87.0% 0.0% 0.0% -4.3% 0.0% -147 19.3K -66 0.00 108.35 N/A N/A 0 0 11 80 2009-05-28 $3.29 $5.00 47.8% 13.7% 77.2% 0.3% 0.0% 0.1% 0.0% -158 19.3K -74 0.00 108.20 N/A N/A 0 0 11 80 2009-05-29 $3.57 $5.00 63.0% 18.1% 80.8% 10.7% 0.0% 6.1% 0.0% -163 17.6K -91 0.00 105.55 N/A N/A 0 0 11 80
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