ASGN Options History — October 2009 In October 2009, ASGN traded between $5.26 and $6.44. ATM implied volatility averaged 130.7%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 37.5%. IV traded above realized volatility by 70.9% (HV 20d: 59.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days.
Notable Days 2009-10-14 : Largest IV spike — 192.5% change2009-10-21 : Highest IV Rank — 97.9%2009-10-21 : Largest Expected Move — 54.3%Monthly Statistics Metric Avg Min Max Open Close Price $6.00 $5.26 $6.44 $5.48 $6.04 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 130.7% 58.0% 189.5% 145.0% 93.0% Expected Move 37.5% 16.6% 54.3% 41.6% 26.7% HV 20d 59.8% 53.1% 73.3% 56.9% 68.1% HV 60d 57.8% 53.3% 61.1% 58.8% 58.9% IV Rank 58.6% 10.1% 97.9% 68.2% 33.5% IV Percentile 84.5% 10.6% 99.6% 97.6% 79.1% Skew 25d -6.1% -6.1% -6.1% -6.1% -6.1% Skew 10d 4.6% 4.6% 4.6% 4.6% 4.6% Call IV 25d 57.9% 57.9% 57.9% 57.9% 57.9% Put IV 25d 51.8% 51.8% 51.8% 51.8% 51.8% Bid-Ask Spread % 159.56 127.20 166.78 162.34 154.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -280 -641 -146 -641 -160 Net DEX -226 -8.6K 7.8K 3.5K 3.9K Net VEX -78 -98 -40 -97 -92 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 2009-10-01 $5.48 $5.00 0.0% 0.0% 56.9% 0.0% 0.0% 0.0% 0.0% -641 3.5K -97 0.00 162.34 N/A N/A 0 0 20 80 2009-10-02 $5.74 $5.00 0.0% 0.0% 56.5% 0.0% 0.0% 0.0% 0.0% -526 -167 -87 0.00 161.90 N/A N/A 0 0 20 80 2009-10-05 $6.01 $5.00 145.0% 41.6% 54.2% 68.2% 0.0% 0.0% 0.0% -430 -4.3K -67 0.00 160.47 N/A N/A 0 0 20 80 2009-10-06 $6.40 $5.00 162.6% 46.6% 56.7% 80.0% 0.0% 0.0% 0.0% -293 -8.2K -48 0.00 163.39 N/A N/A 0 0 20 80 2009-10-07 $6.19 $5.00 0.0% 0.0% 54.6% 0.0% 0.0% 0.0% 0.0% -375 -4.8K -67 0.00 165.16 N/A N/A 0 0 20 80 2009-10-08 $6.16 $5.00 65.8% 18.9% 53.9% 15.3% 0.0% 0.0% 0.0% -355 -7.1K -53 0.00 151.63 N/A N/A 0 0 20 80 2009-10-09 $6.42 $5.00 165.3% 47.4% 55.1% 81.8% 0.0% 0.0% 0.0% -315 -6.7K -61 0.00 166.42 N/A N/A 0 0 20 80 2009-10-12 $6.31 $5.00 166.6% 47.8% 55.8% 82.7% 0.0% 0.0% 0.0% -305 -8.2K -46 0.00 163.70 N/A N/A 0 0 20 80 2009-10-13 $6.30 $5.00 58.0% 16.6% 54.9% 10.1% 0.0% 0.0% 0.0% -326 1.3K -90 0.00 127.20 N/A N/A 0 0 20 80 2009-10-14 $6.44 $5.00 169.8% 48.7% 53.1% 84.8% 0.0% 0.0% 0.0% -278 -8.6K -40 0.00 162.34 N/A N/A 0 0 20 80 2009-10-15 $6.37 $5.00 169.9% 48.7% 53.3% 84.9% 0.0% 0.0% 0.0% -300 -8.0K -46 0.00 166.78 N/A N/A 0 0 20 80 2009-10-19 $6.37 $5.00 119.6% 34.3% 53.3% 51.2% 0.0% 0.0% 0.0% -170 2.7K -98 0.00 166.42 N/A N/A 0 0 20 80 2009-10-20 $6.10 $5.00 108.5% 31.1% 55.8% 43.8% 0.0% -6.1% 0.0% -297 2.3K -91 0.00 146.23 N/A N/A 0 0 20 80 2009-10-21 $5.69 $5.00 189.5% 54.3% 61.4% 97.9% 0.0% 0.0% 0.0% -150 5.1K -95 0.00 162.72 N/A N/A 0 0 20 80 2009-10-22 $5.78 $5.00 185.1% 53.1% 61.0% 95.0% 0.0% 0.0% 0.0% -152 4.8K -96 0.00 161.38 N/A N/A 0 0 20 80 2009-10-23 $5.30 $5.00 0.0% 0.0% 68.2% 0.0% 0.0% 0.0% 0.0% -146 6.4K -92 0.00 160.79 N/A N/A 0 0 20 80 2009-10-26 $5.26 $5.00 126.9% 36.4% 68.2% 56.1% 0.0% 0.0% 0.0% -189 7.8K -92 0.00 160.92 N/A N/A 0 0 20 80 2009-10-27 $5.56 $5.00 111.2% 31.9% 69.5% 45.6% 0.0% 0.0% 0.0% -152 5.6K -91 0.00 161.60 N/A N/A 0 0 20 80 2009-10-28 $5.91 $5.00 97.2% 27.9% 73.3% 36.3% 0.0% 0.0% 0.0% -154 4.3K -91 0.00 160.89 N/A N/A 0 0 20 80 2009-10-29 $6.16 $5.00 87.5% 25.1% 72.1% 29.8% 0.0% 0.0% 0.0% -161 3.5K -93 0.00 164.15 N/A N/A 0 0 20 80 2009-10-30 $6.04 $5.00 93.0% 26.7% 68.1% 33.5% 0.0% 0.0% 0.0% -160 3.9K -92 0.00 154.41 N/A N/A 0 0 20 80
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