ASGN Options History — May 2011

In May 2011, ASGN traded between $9.55 and $11.17. ATM implied volatility averaged 46.3%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 38.9% (HV 20d: 85.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2011-05-23: Highest Volume — 50 contracts
2011-05-27: Largest IV spike — 100.2% change
2011-05-27: Highest IV Rank — 50.2%
2011-05-27: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.46	$9.55	$11.17	$10.84	$11.17
Max Pain	$12.02	$10.00	$12.50	$10.00	$12.50
ATM IV	46.3%	31.0%	104.2%	33.5%	42.2%
Expected Move	13.3%	8.9%	29.9%	9.6%	12.1%
HV 20d	85.3%	52.8%	95.9%	94.4%	53.0%
HV 60d	80.5%	78.7%	82.6%	79.3%	82.4%
IV Rank	16.4%	7.4%	50.2%	8.9%	14.0%
IV Percentile	21.9%	2.0%	88.9%	3.7%	15.2%
Term Structure	7.0%	-26.2%	61.0%	5.7%	-2.1%
VWIV	42.3%	28.6%	55.9%	28.6%	55.9%
Skew 25d	6.0%	3.1%	8.1%	8.1%	3.1%
Skew 10d	15.8%	7.2%	24.2%	9.3%	22.5%
Call IV 25d	54.0%	38.6%	80.5%	38.6%	49.1%
Put IV 25d	59.9%	46.7%	88.4%	46.7%	52.2%
Bid-Ask Spread %	125.73	96.81	160.77	117.03	96.81
Gamma HHI	0.65	0.49	0.99	0.99	0.52
Net GEX	969	463	2.1K	2.1K	1.3K
Net DEX	-38.0K	-79.3K	-20.6K	-79.3K	-61.0K
Net VEX	-192	-323	-115	-143	-310
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.03	0.00	0.03
Total Volume	6.333	0	50	0	0
Total OI	100.286	57	170	107	170

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
2011-05-02	$10.84	$10.00	33.5%	9.6%	94.4%	8.9%	0.0%	0.0%	5.7%	2.1K	-79.3K	-143	0.00	117.03	N/A	N/A	0	0	95	12
2011-05-03	$10.64	$10.00	31.0%	8.9%	93.1%	7.4%	0.0%	0.0%	10.8%	663	-29.9K	-118	0.00	117.57	N/A	N/A	0	0	45	12
2011-05-04	$10.67	$10.00	33.0%	9.5%	93.0%	8.6%	0.0%	0.0%	61.0%	667	-30.3K	-115	0.00	160.77	N/A	N/A	0	1	45	12
2011-05-05	$10.44	$10.00	33.5%	9.6%	93.0%	8.9%	28.6%	0.0%	57.8%	760	-26.9K	-118	0.00	144.33	N/A	N/A	0	3	45	13
2011-05-06	$10.36	$12.50	37.0%	13.7%	93.0%	11.0%	0.0%	0.0%	-1.3%	539	-23.7K	-122	0.00	110.44	N/A	N/A	2	0	45	16
2011-05-09	$11.02	$12.50	46.9%	11.4%	95.3%	16.7%	0.0%	0.0%	15.6%	463	-33.0K	-117	0.00	130.06	N/A	N/A	10	0	47	16
2011-05-10	$11.10	$12.50	47.3%	11.9%	94.4%	16.9%	0.0%	0.0%	6.4%	579	-39.7K	-140	0.00	120.01	N/A	N/A	20	0	57	16
2011-05-11	$10.54	$12.50	41.2%	13.0%	95.9%	13.4%	0.0%	0.0%	4.0%	983	-40.4K	-207	0.00	118.32	N/A	N/A	0	0	77	16
2011-05-12	$10.93	$12.50	45.3%	13.0%	93.2%	15.8%	0.0%	0.0%	4.9%	817	-46.4K	-203	0.00	119.63	N/A	N/A	10	0	77	16
2011-05-13	$10.62	$12.50	50.4%	14.4%	94.1%	18.8%	0.0%	0.0%	-1.8%	1.1K	-48.0K	-232	0.00	115.70	N/A	N/A	0	0	87	16
2011-05-16	$10.17	$12.50	51.5%	14.8%	95.9%	19.4%	0.0%	0.0%	-8.1%	1.2K	-36.5K	-221	0.00	120.57	N/A	N/A	0	0	87	16
2011-05-17	$10.21	$12.50	47.7%	13.7%	95.9%	17.2%	0.0%	0.0%	4.6%	1.3K	-35.5K	-219	0.00	126.75	N/A	N/A	0	0	87	16
2011-05-18	$10.26	$12.50	44.3%	12.7%	89.4%	15.2%	0.0%	0.0%	6.6%	1.3K	-37.3K	-221	0.00	129.50	N/A	N/A	0	0	87	16
2011-05-19	$10.24	$12.50	44.5%	12.7%	76.4%	15.3%	0.0%	0.0%	6.2%	1.4K	-37.4K	-219	0.00	128.42	N/A	N/A	0	0	87	16
2011-05-20	$10.09	$12.50	45.0%	12.9%	76.3%	15.6%	0.0%	0.0%	4.7%	1.3K	-33.6K	-212	0.00	135.92	N/A	N/A	0	0	87	16
2011-05-23	$9.75	$12.50	47.7%	13.7%	76.6%	17.2%	0.0%	8.1%	1.2%	707	-24.2K	-195	0.00	133.20	N/A	N/A	0	50	74	10
2011-05-24	$9.55	$12.50	50.5%	14.5%	77.0%	18.8%	0.0%	0.0%	-4.9%	677	-20.6K	-188	0.00	126.07	N/A	N/A	0	0	74	60
2011-05-25	$9.74	$12.50	44.3%	12.7%	77.2%	15.2%	0.0%	4.8%	-1.1%	706	-23.7K	-194	0.00	129.90	N/A	N/A	0	0	74	60
2011-05-26	$10.44	$12.50	52.1%	14.9%	80.7%	19.7%	0.0%	0.0%	3.2%	749	-32.1K	-216	0.03	105.44	N/A	N/A	35	1	74	60
2011-05-27	$10.95	$12.50	104.2%	29.9%	52.8%	50.2%	55.9%	7.9%	-26.2%	1.2K	-59.4K	-323	0.00	153.85	N/A	N/A	0	1	109	61
2011-05-31	$11.17	$12.50	42.2%	12.1%	53.0%	14.0%	0.0%	3.1%	-2.1%	1.3K	-61.0K	-310	0.00	96.81	N/A	N/A	0	0	109	61