ASGN Options History — December 2009 In December 2009, ASGN traded between $6.48 and $7.42. ATM implied volatility averaged 45.3%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 1.1% (HV 20d: 44.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 22 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-12-10 : Highest Volume — 40 contracts2009-12-24 : Largest IV spike — 241.3% change2009-12-15 : Highest IV Rank — 53.2%2009-12-15 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $7.08 $6.48 $7.42 $6.48 $7.15 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 45.3% 18.3% 110.9% 41.1% 45.6% Expected Move 13.0% 5.2% 31.8% 11.8% 13.1% HV 20d 44.2% 31.7% 61.2% 61.2% 31.7% HV 60d 57.7% 53.6% 61.1% 61.1% 53.6% IV Rank 12.9% 0.0% 53.2% 0.0% 15.7% IV Percentile 13.7% 0.0% 88.1% 0.0% 11.1% VWIV 40.4% 31.5% 54.0% 35.6% 31.5% Skew 25d 35.3% 0.2% 70.4% 0.2% 70.4% Skew 10d 15.1% 7.7% 22.5% 7.7% 22.5% Call IV 25d 58.1% 39.0% 77.1% 39.0% 77.1% Put IV 25d 93.4% 39.2% 147.5% 39.2% 147.5% Bid-Ask Spread % 165.16 115.30 172.81 162.91 166.42 Gamma HHI 0.86 0.52 1.00 0.52 0.97 Net GEX 955 -91 2.1K -91 1.2K Net DEX -21.5K -31.2K -6.8K -6.8K -25.8K Net VEX -37 -88 -10 -86 -28 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 3.182 0 40 0 0 Total OI 141.136 125 149 125 149
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 2009-12-01 $6.48 $5.00 41.1% 11.8% 61.2% 0.0% 0.0% 0.0% 0.0% -91 -6.8K -86 0.00 162.91 N/A N/A 0 0 45 80 2009-12-02 $6.58 $5.00 39.4% 11.3% 61.2% 0.0% 0.0% 0.0% 0.0% 171 -13.7K -10 0.00 167.19 N/A N/A 0 0 45 80 2009-12-03 $6.64 $5.00 38.6% 11.1% 60.3% 0.0% 0.0% 0.0% 0.0% 227 -14.1K -10 0.00 167.97 N/A N/A 0 0 45 80 2009-12-04 $6.92 $5.00 35.6% 10.2% 47.1% 0.0% 35.6% 0.0% 0.0% 514 -16.7K -18 0.00 168.51 N/A N/A 20 0 45 80 2009-12-07 $7.04 $5.00 34.1% 9.8% 47.1% 0.0% 0.0% 0.0% 0.0% 775 -18.7K -24 0.00 170.73 N/A N/A 0 0 50 80 2009-12-08 $7.24 $5.00 18.3% 5.2% 47.5% 0.0% 54.0% 0.2% 0.0% 516 -23.0K -36 0.00 165.59 N/A N/A 10 0 50 80 2009-12-09 $7.29 $5.00 28.8% 8.3% 46.4% 6.1% 0.0% 0.0% 0.0% 1.0K -22.8K -27 0.00 172.20 N/A N/A 0 0 50 80 2009-12-10 $7.31 $5.00 31.4% 9.0% 46.4% 7.5% 31.5% 0.0% 0.0% 1.1K -22.4K -27 0.00 170.11 N/A N/A 40 0 49 80 2009-12-11 $7.28 $5.00 32.6% 9.3% 39.9% 8.2% 0.0% 0.0% 0.0% 1.7K -27.2K -44 0.00 172.81 N/A N/A 0 0 69 80 2009-12-14 $7.42 $5.00 37.3% 10.7% 39.9% 10.9% 0.0% 0.0% 0.0% 1.3K -31.2K -44 0.00 159.93 N/A N/A 0 0 69 80 2009-12-15 $7.05 $5.00 110.9% 31.8% 43.2% 53.2% 0.0% 0.0% 0.0% 142 -21.5K -88 0.00 170.20 N/A N/A 0 0 69 80 2009-12-16 $7.05 $5.00 41.6% 11.9% 42.6% 13.4% 0.0% 0.0% 0.0% 1.4K -20.5K -30 0.00 170.97 N/A N/A 0 0 69 80 2009-12-17 $6.94 $5.00 45.4% 13.0% 43.2% 15.5% 0.0% 0.0% 0.0% 1.1K -18.0K -22 0.00 169.80 N/A N/A 0 0 69 80 2009-12-18 $7.06 $5.00 43.5% 12.5% 42.4% 14.5% 0.0% 0.0% 0.0% 669 -24.9K -53 0.00 115.30 N/A N/A 0 0 69 80 2009-12-21 $7.18 $5.00 39.1% 11.2% 42.5% 12.0% 0.0% 0.0% 0.0% 1.2K -26.7K -38 0.00 145.41 N/A N/A 0 0 69 80 2009-12-22 $7.12 $5.00 30.5% 8.7% 42.8% 7.0% 0.0% 0.0% 0.0% 1.7K -21.0K -27 0.00 160.15 N/A N/A 0 0 69 80 2009-12-23 $7.22 $5.00 28.2% 8.1% 42.9% 5.7% 0.0% 0.0% 0.0% 2.0K -23.8K -31 0.00 172.35 N/A N/A 0 0 69 80 2009-12-24 $7.32 $5.00 96.4% 27.6% 42.9% 44.8% 0.0% 0.0% 0.0% 362 -27.8K -61 0.00 172.11 N/A N/A 0 0 69 80 2009-12-28 $7.18 $5.00 106.3% 30.5% 36.8% 50.5% 0.0% 70.4% 0.0% 312 -25.4K -57 0.00 170.31 N/A N/A 0 0 69 80 2009-12-29 $7.10 $5.00 36.6% 10.5% 32.1% 10.5% 0.0% 0.0% 0.0% 1.6K -18.9K -19 0.00 170.38 N/A N/A 0 0 69 80 2009-12-30 $7.20 $5.00 34.3% 9.8% 31.7% 9.2% 0.0% 0.0% 0.0% 2.1K -21.7K -24 0.00 172.19 N/A N/A 0 0 69 80 2009-12-31 $7.15 $5.00 45.6% 13.1% 31.7% 15.7% 0.0% 0.0% 0.0% 1.2K -25.8K -28 0.00 166.42 N/A N/A 0 0 69 80
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