ASGN Options History — January 2010

Name: ASGN Options Analytics - January 2010
Creator: Options Analysis Suite

In January 2010, ASGN traded between $7.04 and $7.41. ATM implied volatility averaged 72.3%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 37.5% (HV 20d: 34.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 10 of 10 trading days. Put/call ratio averaged 0.00.

Notable Days

2010-01-04: Highest Volume — 10 contracts
2010-01-08: Largest IV spike — 176.1% change
2010-01-15: Highest IV Rank — 76.5%
2010-01-15: Largest Expected Move — 42.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.25	$7.04	$7.41	$7.40	$7.14
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	72.3%	32.3%	149.3%	32.3%	149.3%
Expected Move	20.7%	9.2%	42.8%	9.2%	42.8%
HV 20d	34.8%	32.2%	37.8%	33.5%	32.2%
HV 60d	52.7%	52.1%	53.0%	52.6%	52.1%
IV Rank	31.1%	8.0%	76.5%	8.0%	76.5%
IV Percentile	45.7%	2.0%	96.3%	2.0%	96.3%
VWIV	32.2%	32.2%	32.2%	32.2%	32.2%
Bid-Ask Spread %	170.33	159.13	173.14	159.13	170.47
Gamma HHI	0.99	0.89	1.00	1.00	1.00
Net GEX	2.1K	5	5.6K	3.2K	5
Net DEX	-21.8K	-35.7K	-13.6K	-28.6K	-13.6K
Net VEX	-13	-29	0	-26	0
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	0	10	10	0
Total OI	158	149	159	149	159

Daily Data (10 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2010-01-04	$7.40	$5.00	32.3%	9.2%	33.5%	8.0%	32.2%	0.0%	0.0%	3.2K	-28.6K	-26	159.13	N/A	N/A	10	69	80
2010-01-05	$7.19	$5.00	43.0%	12.3%	32.8%	14.2%	0.0%	0.0%	0.0%	2.5K	-20.5K	-18	170.74	N/A	N/A	0	79	80
2010-01-06	$7.04	$5.00	51.7%	14.8%	33.2%	19.2%	0.0%	0.0%	0.0%	1.2K	-15.6K	-7	169.45	N/A	N/A	0	79	80
2010-01-07	$7.40	$5.00	37.2%	10.7%	36.4%	10.9%	0.0%	0.0%	0.0%	4.3K	-30.6K	-26	173.01	N/A	N/A	0	79	80
2010-01-08	$7.41	$5.00	102.8%	29.5%	36.3%	48.5%	0.0%	0.0%	0.0%	1.0K	-35.7K	-29	170.91	N/A	N/A	0	79	80
2010-01-11	$7.41	$5.00	49.3%	14.1%	36.3%	17.8%	0.0%	0.0%	0.0%	5.6K	-29.4K	-19	173.14	N/A	N/A	0	79	80
2010-01-12	$7.20	$5.00	70.6%	20.2%	37.8%	30.0%	0.0%	0.0%	0.0%	1.9K	-15.9K	-5	172.84	N/A	N/A	0	79	80
2010-01-13	$7.18	$5.00	83.2%	23.8%	37.1%	37.2%	0.0%	0.0%	0.0%	1.0K	-14.6K	-2	171.26	N/A	N/A	0	79	80
2010-01-14	$7.16	$5.00	103.8%	29.8%	32.2%	49.1%	0.0%	0.0%	0.0%	297	-13.8K	0	172.35	N/A	N/A	0	79	80
2010-01-15	$7.14	$5.00	149.3%	42.8%	32.2%	76.5%	0.0%	0.0%	0.0%	5	-13.6K	0	170.47	N/A	N/A	0	79	80