ASGN Options History — August 2009 In August 2009, ASGN traded between $3.89 and $4.56. ATM implied volatility averaged 61.3%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 3.6% (HV 20d: 57.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days.
Notable Days 2009-08-31 : Largest IV spike — 101.3% change2009-08-31 : Highest IV Rank — 53.1%2009-08-31 : Largest Expected Move — 35.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.13 $3.89 $4.56 $4.11 $4.01 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 61.3% 42.9% 122.4% 60.5% 122.4% Expected Move 17.6% 12.3% 35.1% 17.4% 35.1% HV 20d 57.7% 42.2% 73.1% 73.1% 51.6% HV 60d 62.8% 55.7% 69.6% 69.2% 58.8% IV Rank 11.4% 0.0% 53.1% 9.0% 53.1% IV Percentile 24.2% 0.0% 96.0% 25.4% 96.0% Skew 25d 2.9% -12.8% 8.8% 6.1% 6.2% Skew 10d 4.0% -9.1% 12.5% 9.7% 9.0% Call IV 25d 52.7% 44.2% 60.2% 54.7% 54.3% Put IV 25d 55.6% 42.1% 61.0% 60.7% 60.5% Bid-Ask Spread % 113.26 100.87 151.52 105.80 151.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -244 -395 -190 -215 -287 Net DEX 17.5K 14.1K 26.4K 16.3K 26.4K Net VEX -99 -113 -57 -106 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 100 100 100 100 100
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 2009-08-03 $4.11 $5.00 60.5% 17.4% 73.1% 9.0% 0.0% 6.1% 0.0% -215 16.3K -106 0.00 105.80 N/A N/A 0 0 20 80 2009-08-04 $4.25 $5.00 102.7% 29.4% 67.7% 38.1% 0.0% 0.0% 0.0% -395 23.6K -94 0.00 151.52 N/A N/A 0 0 20 80 2009-08-05 $4.18 $5.00 58.1% 16.7% 67.8% 7.3% 0.0% 4.9% 0.0% -231 16.4K -107 0.00 106.76 N/A N/A 0 0 20 80 2009-08-06 $3.98 $5.00 48.4% 13.9% 70.2% 0.7% 0.0% -11.1% 0.0% -225 17.3K -101 0.00 108.26 N/A N/A 0 0 20 80 2009-08-07 $3.89 $5.00 52.1% 14.9% 70.9% 3.2% 0.0% -12.8% 0.0% -202 16.2K -100 0.00 104.70 N/A N/A 0 0 20 80 2009-08-10 $4.03 $5.00 58.6% 16.8% 70.9% 7.7% 0.0% 5.6% 0.0% -217 16.9K -99 0.00 105.01 N/A N/A 0 0 20 80 2009-08-11 $3.95 $5.00 45.4% 13.0% 71.3% 0.0% 0.0% 3.1% 0.0% -238 19.3K -93 0.00 111.11 N/A N/A 0 0 20 80 2009-08-12 $3.94 $5.00 42.9% 12.3% 70.9% 0.0% 0.0% -1.4% 0.0% -250 20.5K -87 0.00 111.34 N/A N/A 0 0 20 80 2009-08-13 $4.02 $5.00 47.9% 13.7% 57.6% 3.3% 0.0% 8.8% 0.0% -229 17.6K -99 0.00 111.64 N/A N/A 0 0 20 80 2009-08-14 $3.96 $5.00 47.5% 13.6% 57.2% 3.0% 0.0% 5.8% 0.0% -229 18.3K -92 0.00 125.14 N/A N/A 0 0 20 80 2009-08-17 $3.91 $5.00 59.8% 17.1% 56.0% 11.3% 0.0% -6.1% 0.0% -190 16.6K -94 0.00 129.04 N/A N/A 0 0 20 80 2009-08-18 $3.97 $5.00 60.4% 17.3% 56.4% 11.6% 0.0% 1.9% 0.0% -208 17.5K -94 0.00 124.18 N/A N/A 0 0 20 80 2009-08-19 $4.00 $5.00 58.9% 16.9% 56.6% 10.7% 0.0% 2.7% 0.0% -217 17.5K -95 0.00 107.34 N/A N/A 0 0 20 80 2009-08-20 $4.06 $5.00 58.5% 16.8% 42.2% 10.4% 0.0% 2.5% 0.0% -227 17.2K -96 0.00 108.56 N/A N/A 0 0 20 80 2009-08-21 $4.31 $5.00 60.8% 17.4% 45.2% 11.9% 0.0% 7.7% 0.0% -246 14.8K -109 0.00 103.93 N/A N/A 0 0 20 80 2009-08-24 $4.37 $5.00 61.0% 17.5% 45.6% 12.1% 0.0% 7.8% 0.0% -250 15.1K -108 0.00 104.11 N/A N/A 0 0 20 80 2009-08-25 $4.47 $5.00 60.1% 17.2% 45.9% 11.5% 0.0% 7.2% 0.0% -262 15.5K -111 0.00 102.67 N/A N/A 0 0 20 80 2009-08-26 $4.54 $5.00 60.2% 17.2% 44.3% 11.5% 0.0% 7.3% 0.0% -272 14.6K -113 0.00 101.65 N/A N/A 0 0 20 80 2009-08-27 $4.56 $5.00 60.6% 17.4% 43.3% 11.8% 0.0% 8.2% 0.0% -274 14.1K -113 0.00 100.87 N/A N/A 0 0 20 80 2009-08-28 $4.29 $5.00 60.8% 17.4% 46.6% 12.0% 0.0% 6.2% 0.0% -250 15.2K -107 0.00 103.44 N/A N/A 0 0 20 80 2009-08-31 $4.01 $5.00 122.4% 35.1% 51.6% 53.1% 0.0% 0.0% 0.0% -287 26.4K -57 0.00 151.34 N/A N/A 0 0 20 80
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