ASGN Options History — September 2009 In September 2009, ASGN traded between $4.00 and $6.18. ATM implied volatility averaged 95.5%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 40.8% (HV 20d: 54.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days.
Notable Days 2009-09-24 : Largest IV drop — 100.0% change2009-09-04 : Highest IV Rank — 72.0%2009-09-04 : Largest Expected Move — 43.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.36 $4.00 $6.18 $4.00 $5.85 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 95.5% 63.4% 150.7% 123.3% 142.4% Expected Move 27.4% 18.2% 43.2% 35.4% 40.8% HV 20d 54.7% 41.1% 58.4% 49.9% 48.7% HV 60d 59.5% 57.0% 61.7% 58.3% 57.0% IV Rank 35.1% 13.7% 72.0% 53.7% 66.5% IV Percentile 72.8% 32.1% 98.0% 96.0% 96.8% Bid-Ask Spread % 159.67 150.79 164.89 150.80 164.43 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -371 -674 -92 -281 -482 Net DEX 6.5K -4.4K 26.6K 26.5K -1.4K Net VEX -92 -116 -56 -57 -81 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 2009-09-01 $4.00 $5.00 123.3% 35.4% 49.9% 53.7% 0.0% 0.0% 0.0% -281 26.5K -57 0.00 150.80 N/A N/A 0 0 20 80 2009-09-02 $4.00 $5.00 123.8% 35.5% 49.7% 54.0% 0.0% 0.0% 0.0% -281 26.6K -56 0.00 150.79 N/A N/A 0 0 20 80 2009-09-03 $4.21 $5.00 115.2% 33.0% 49.9% 48.3% 0.0% 0.0% 0.0% -386 25.2K -71 0.00 151.80 N/A N/A 0 0 20 80 2009-09-04 $4.51 $5.00 150.7% 43.2% 54.1% 72.0% 0.0% 0.0% 0.0% -92 5.9K -99 0.00 155.31 N/A N/A 0 0 20 80 2009-09-08 $4.63 $5.00 100.8% 28.9% 53.5% 38.7% 0.0% 0.0% 0.0% -588 20.0K -103 0.00 155.25 N/A N/A 0 0 20 80 2009-09-09 $5.00 $5.00 88.2% 25.3% 57.9% 30.2% 0.0% 0.0% 0.0% -109 5.6K -105 0.00 159.60 N/A N/A 0 0 20 80 2009-09-10 $5.19 $5.00 82.1% 23.5% 58.4% 26.2% 0.0% 0.0% 0.0% -674 9.4K -116 0.00 157.89 N/A N/A 0 0 20 80 2009-09-11 $5.23 $5.00 81.1% 23.2% 58.3% 25.5% 0.0% 0.0% 0.0% -671 8.6K -116 0.00 157.94 N/A N/A 0 0 20 80 2009-09-14 $5.33 $5.00 63.8% 18.3% 57.4% 14.0% 0.0% 0.0% 0.0% -295 8.4K -116 0.00 161.07 N/A N/A 0 0 20 80 2009-09-15 $5.53 $5.00 72.7% 20.8% 56.9% 19.9% 0.0% 0.0% 0.0% -609 2.8K -104 0.00 161.61 N/A N/A 0 0 20 80 2009-09-16 $5.80 $5.00 64.5% 18.5% 57.9% 14.4% 0.0% 0.0% 0.0% -511 -1.5K -86 0.00 163.06 N/A N/A 0 0 20 80 2009-09-17 $5.79 $5.00 65.0% 18.6% 58.3% 14.8% 0.0% 0.0% 0.0% -516 -1.4K -86 0.00 163.63 N/A N/A 0 0 20 80 2009-09-18 $5.85 $5.00 63.4% 18.2% 58.3% 13.7% 0.0% 0.0% 0.0% -493 -2.3K -78 0.00 162.66 N/A N/A 0 0 20 80 2009-09-21 $5.80 $5.00 110.3% 31.6% 56.9% 45.0% 0.0% 0.0% 0.0% -137 4.3K -110 0.00 157.93 N/A N/A 0 0 20 80 2009-09-22 $5.79 $5.00 106.1% 30.4% 57.2% 42.2% 0.0% 0.0% 0.0% -142 4.5K -110 0.00 160.21 N/A N/A 0 0 20 80 2009-09-23 $5.93 $5.00 70.4% 20.2% 57.2% 18.4% 0.0% 0.0% 0.0% -460 -3.3K -77 0.00 164.61 N/A N/A 0 0 20 80 2009-09-24 $5.91 $5.00 0.0% 0.0% 57.6% 0.0% 0.0% 0.0% 0.0% -458 -1.7K -84 0.00 163.62 N/A N/A 0 0 20 80 2009-09-25 $5.89 $5.00 0.0% 0.0% 57.8% 0.0% 0.0% 0.0% 0.0% -97 2.3K -102 0.00 161.90 N/A N/A 0 0 20 80 2009-09-28 $6.15 $5.00 142.4% 40.8% 51.7% 66.5% 0.0% 0.0% 0.0% -123 2.7K -105 0.00 164.89 N/A N/A 0 0 20 80 2009-09-29 $6.18 $5.00 0.0% 0.0% 41.1% 0.0% 0.0% 0.0% 0.0% -378 -4.4K -70 0.00 164.00 N/A N/A 0 0 20 80 2009-09-30 $5.85 $5.00 0.0% 0.0% 48.7% 0.0% 0.0% 0.0% 0.0% -482 -1.4K -81 0.00 164.43 N/A N/A 0 0 20 80
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