ASGN Options History — March 2011 In March 2011, ASGN traded between $8.81 and $9.46. ATM implied volatility averaged 39.5%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded below realized volatility by 56.0% (HV 20d: 95.5%). Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 6 of 7 days.
Notable Days 2011-03-24 : Largest IV drop — 24.4% change2011-03-23 : Highest IV Rank — 15.9%2011-03-23 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $9.13 $8.81 $9.46 $9.19 $9.46 ATM IV 39.5% 34.4% 45.5% 45.5% 40.6% Expected Move 11.3% 9.9% 13.1% 13.1% 11.6% HV 20d 95.5% 94.5% 96.5% 94.5% 95.8% HV 60d 69.2% 67.5% 71.3% 71.3% 67.5% IV Rank 12.4% 9.4% 15.9% 15.9% 13.1% IV Percentile 7.3% 3.7% 12.3% 12.3% 8.2% Term Structure 15.0% -6.9% 24.1% -6.9% 23.4% Bid-Ask Spread % 131.08 118.18 177.96 177.96 132.12 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (7 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 2011-03-23 $9.19 $0.00 45.5% 13.1% 94.5% 15.9% 0.0% 0.0% -6.9% 0 0 0 0.00 177.96 N/A N/A 0 0 0 0 2011-03-24 $9.14 $0.00 34.4% 9.9% 94.7% 9.4% 0.0% 0.0% 19.5% 0 0 0 0.00 123.56 N/A N/A 0 0 0 0 2011-03-25 $8.92 $0.00 35.9% 10.3% 95.6% 10.3% 0.0% 0.0% 18.6% 0 0 0 0.00 123.54 N/A N/A 0 0 0 0 2011-03-28 $8.81 $0.00 38.7% 11.1% 95.8% 11.9% 0.0% 0.0% 12.2% 0 0 0 0.00 118.88 N/A N/A 0 0 0 0 2011-03-29 $9.00 $0.00 42.4% 12.1% 95.8% 14.1% 0.0% 0.0% 14.1% 0 0 0 0.00 118.18 N/A N/A 0 0 0 0 2011-03-30 $9.40 $0.00 39.0% 11.2% 96.5% 12.1% 0.0% 0.0% 24.1% 0 0 0 0.00 123.30 N/A N/A 0 0 0 0 2011-03-31 $9.46 $0.00 40.6% 11.6% 95.8% 13.1% 0.0% 0.0% 23.4% 0 0 0 0.00 132.12 N/A N/A 0 0 0 0
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