ASGN Options History — June 2009 In June 2009, ASGN traded between $3.64 and $4.17. ATM implied volatility averaged 70.2%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 0.8% (HV 20d: 71.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-06-16 : Highest Volume — 12 contracts2009-06-12 : Largest IV spike — 129.8% change2009-06-12 : Highest IV Rank — 73.7%2009-06-12 : Largest Expected Move — 44.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.86 $3.64 $4.17 $3.81 $3.91 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 70.2% 53.1% 154.4% 67.5% 59.3% Expected Move 20.1% 15.2% 44.3% 19.3% 17.0% HV 20d 71.0% 51.5% 84.8% 84.0% 51.5% HV 60d 101.4% 84.3% 134.4% 134.2% 84.3% IV Rank 15.7% 3.9% 73.7% 13.8% 8.2% IV Percentile 45.1% 3.6% 98.0% 49.2% 15.5% VWIV 67.3% 67.3% 67.3% 67.3% 67.3% Skew 25d 12.5% -10.6% 44.1% 12.6% 5.2% Skew 10d 13.9% -6.2% 44.1% 12.7% 7.7% Call IV 25d 60.1% 48.2% 124.7% 54.9% 53.9% Put IV 25d 72.7% 45.2% 167.0% 67.4% 59.1% Bid-Ask Spread % 105.07 82.89 150.10 101.10 105.67 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -170 -198 -64 -174 -195 Net DEX 14.8K 5.8K 17.7K 15.5K 15.9K Net VEX -108 -121 -96 -108 -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 0.545 0 12 0 0 Total OI 94.182 91 98 91 98
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 2009-06-01 $3.81 $5.00 67.5% 19.3% 84.0% 13.8% 0.0% 12.6% 0.0% -174 15.5K -108 0.00 101.10 N/A N/A 0 0 11 80 2009-06-02 $3.70 $5.00 66.3% 19.0% 84.8% 13.0% 0.0% 10.9% 0.0% -170 15.8K -102 0.00 102.29 N/A N/A 0 0 11 80 2009-06-03 $3.82 $5.00 66.8% 19.1% 83.5% 13.3% 0.0% 12.0% 0.0% -177 15.5K -108 0.00 101.47 N/A N/A 0 0 11 80 2009-06-04 $3.80 $5.00 65.3% 18.7% 83.5% 12.3% 0.0% 11.4% 0.0% -180 15.9K -108 0.00 103.29 N/A N/A 0 0 11 80 2009-06-05 $3.74 $5.00 66.7% 19.1% 82.4% 13.3% 0.0% 11.0% 0.0% -171 16.1K -105 0.00 102.39 N/A N/A 0 0 11 80 2009-06-08 $3.89 $5.00 67.1% 19.2% 81.7% 13.6% 0.0% 13.1% 0.0% -184 15.5K -108 0.00 102.06 N/A N/A 0 0 11 80 2009-06-09 $3.81 $5.00 67.7% 19.4% 82.0% 14.0% 0.0% 12.2% 0.0% -177 15.4K -107 0.00 101.35 N/A N/A 0 0 11 80 2009-06-10 $3.83 $5.00 67.4% 19.3% 81.9% 13.7% 0.0% 12.1% 0.0% -176 16.0K -105 0.00 100.69 N/A N/A 0 0 11 80 2009-06-11 $3.87 $5.00 67.2% 19.3% 73.1% 13.6% 0.0% 13.2% 0.0% -184 15.2K -108 0.00 101.87 N/A N/A 0 0 11 80 2009-06-12 $4.08 $5.00 154.4% 44.3% 73.3% 73.7% 0.0% 44.1% 0.0% -64 5.8K -96 0.00 150.10 N/A N/A 0 0 11 80 2009-06-15 $4.17 $5.00 69.7% 20.0% 67.5% 15.3% 0.0% 21.4% 0.0% -197 14.3K -115 0.00 97.89 N/A N/A 0 0 11 80 2009-06-16 $3.98 $5.00 67.3% 19.3% 70.5% 13.7% 67.3% 14.1% 0.0% -191 15.3K -112 0.00 100.54 N/A N/A 12 0 11 80 2009-06-17 $4.01 $5.00 66.4% 19.0% 68.0% 13.1% 0.0% 13.5% 0.0% -176 14.1K -121 0.00 100.95 N/A N/A 0 0 18 80 2009-06-18 $3.90 $5.00 66.6% 19.1% 69.7% 13.2% 0.0% 12.9% 0.0% -169 14.5K -114 0.00 101.42 N/A N/A 0 0 18 80 2009-06-19 $3.74 $5.00 66.3% 19.0% 71.3% 13.0% 0.0% 9.7% 0.0% -161 14.8K -107 0.00 102.83 N/A N/A 0 0 18 80 2009-06-22 $3.66 $5.00 66.3% 19.0% 72.3% 13.0% 0.0% 12.5% 0.0% -158 14.9K -105 0.00 101.88 N/A N/A 0 0 18 80 2009-06-23 $3.70 $5.00 64.0% 18.4% 57.4% 11.4% 0.0% 10.5% 0.0% -166 15.7K -106 0.00 90.13 N/A N/A 0 0 18 80 2009-06-24 $3.64 $5.00 53.1% 15.2% 56.4% 3.9% 0.0% -10.6% 0.0% -168 16.1K -100 0.00 107.14 N/A N/A 0 0 18 80 2009-06-25 $3.86 $5.00 57.5% 16.5% 59.0% 6.9% 0.0% 7.0% 0.0% -188 17.7K -103 0.00 82.89 N/A N/A 0 0 18 80 2009-06-26 $4.09 $5.00 90.9% 26.0% 55.5% 29.9% 0.0% 18.0% 0.0% -125 10.3K -118 0.00 149.78 N/A N/A 0 0 18 80 2009-06-29 $3.98 $5.00 59.8% 17.2% 52.3% 8.6% 0.0% 8.9% 0.0% -198 15.7K -114 0.00 103.75 N/A N/A 0 0 18 80 2009-06-30 $3.91 $5.00 59.3% 17.0% 51.5% 8.2% 0.0% 5.2% 0.0% -195 15.9K -108 0.00 105.67 N/A N/A 0 0 18 80
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