ASGN Options History — November 2009 In November 2009, ASGN traded between $5.97 and $6.70. ATM implied volatility averaged 79.5%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 12.3% (HV 20d: 67.2%). 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 2009-11-18 : Highest Volume — 25 contracts2009-11-19 : Largest IV spike — 126.3% change2009-11-06 : Highest IV Rank — 59.9%2009-11-06 : Largest Expected Move — 38.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.30 $5.97 $6.70 $6.05 $6.34 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 79.5% 41.2% 132.5% 94.5% 43.5% Expected Move 22.8% 11.8% 38.0% 27.1% 12.5% HV 20d 67.2% 55.0% 76.1% 66.3% 60.8% HV 60d 61.3% 57.4% 63.4% 57.8% 61.7% IV Rank 25.0% 0.0% 59.9% 34.4% 1.5% IV Percentile 50.0% 0.0% 93.9% 80.3% 1.6% VWIV 43.3% 43.3% 43.3% 43.3% 43.3% Skew 25d 28.1% 6.2% 50.0% 6.2% 50.0% Skew 10d 17.6% -1.8% 37.0% -1.8% 37.0% Call IV 25d 48.0% 42.0% 53.9% 42.0% 53.9% Put IV 25d 76.1% 48.2% 103.9% 48.2% 103.9% Bid-Ask Spread % 161.28 147.90 166.23 161.04 162.36 Gamma HHI 0.84 0.51 1.00 1.00 0.51 Net GEX -171 -424 -27 -158 -27 Net DEX -6.0K -12.1K 4.2K 3.9K -12.1K Net VEX -44 -90 -11 -90 -11 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 1.25 0 25 0 0 Total OI 108.75 100 125 100 125
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 2009-11-02 $6.05 $5.00 94.5% 27.1% 66.3% 34.4% 0.0% 0.0% 0.0% -158 3.9K -90 0.00 161.04 N/A N/A 0 0 20 80 2009-11-03 $6.13 $5.00 91.7% 26.3% 64.4% 32.6% 0.0% 0.0% 0.0% -158 3.6K -90 0.00 160.12 N/A N/A 0 0 20 80 2009-11-04 $5.98 $5.00 98.8% 28.3% 60.7% 37.3% 0.0% 0.0% 0.0% -159 4.2K -88 0.00 160.60 N/A N/A 0 0 20 80 2009-11-05 $6.70 $5.00 131.2% 37.6% 72.4% 59.0% 0.0% 0.0% 0.0% -170 1.4K -87 0.00 164.64 N/A N/A 0 0 20 80 2009-11-06 $6.62 $5.00 132.5% 38.0% 72.5% 59.9% 0.0% 0.0% 0.0% -294 -5.4K -58 0.00 158.95 N/A N/A 0 0 20 80 2009-11-09 $6.54 $5.00 127.6% 36.6% 71.3% 56.6% 0.0% 0.0% 0.0% -424 -3.0K -58 0.00 149.53 N/A N/A 0 0 20 80 2009-11-10 $6.39 $5.00 50.7% 14.5% 71.5% 5.2% 0.0% 6.2% 0.0% -329 -3.2K -61 0.00 147.90 N/A N/A 0 0 20 80 2009-11-11 $6.41 $5.00 75.1% 21.5% 71.5% 21.5% 0.0% 0.0% 0.0% -179 -11.1K -17 0.00 157.19 N/A N/A 0 0 20 80 2009-11-12 $6.05 $5.00 101.4% 29.1% 74.0% 39.1% 0.0% 0.0% 0.0% -159 3.9K -84 0.00 162.37 N/A N/A 0 0 20 80 2009-11-13 $6.18 $5.00 96.3% 27.6% 74.4% 35.7% 0.0% 0.0% 0.0% -271 -9.6K -24 0.00 162.75 N/A N/A 0 0 20 80 2009-11-16 $6.45 $5.00 41.2% 11.8% 76.1% 0.0% 0.0% 0.0% 0.0% -149 -11.6K -14 0.00 164.43 N/A N/A 0 0 20 80 2009-11-17 $6.35 $5.00 43.5% 12.5% 74.6% 1.5% 0.0% 0.0% 0.0% -180 -11.1K -16 0.00 163.88 N/A N/A 0 0 20 80 2009-11-18 $6.38 $5.00 43.3% 12.4% 69.6% 1.4% 43.3% 0.0% 0.0% -165 -11.3K -14 0.00 164.43 N/A N/A 25 0 20 80 2009-11-19 $6.25 $5.00 97.9% 28.1% 70.1% 37.5% 0.0% 0.0% 0.0% -109 -10.9K -23 0.00 163.35 N/A N/A 0 0 45 80 2009-11-20 $6.24 $5.00 99.3% 28.5% 61.5% 38.4% 0.0% 0.0% 0.0% -116 -10.9K -22 0.00 163.35 N/A N/A 0 0 45 80 2009-11-23 $6.28 $5.00 44.6% 12.8% 61.2% 2.2% 0.0% 0.0% 0.0% -81 -11.4K -17 0.00 163.31 N/A N/A 0 0 45 80 2009-11-24 $6.30 $5.00 44.6% 12.8% 58.7% 2.2% 0.0% 0.0% 0.0% -64 -11.6K -17 0.00 165.06 N/A N/A 0 0 45 80 2009-11-25 $6.33 $5.00 44.4% 12.7% 55.0% 2.1% 0.0% 0.0% 0.0% -37 -11.8K -17 0.00 166.23 N/A N/A 0 0 45 80 2009-11-27 $5.97 $5.00 87.9% 25.2% 57.2% 30.9% 0.0% 50.0% 0.0% -196 -1.8K -80 0.00 164.15 N/A N/A 0 0 45 80 2009-11-30 $6.34 $5.00 43.5% 12.5% 60.8% 1.5% 0.0% 0.0% 0.0% -27 -12.1K -11 0.00 162.36 N/A N/A 0 0 45 80
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