ASGN Options History — June 2011

In June 2011, ASGN traded between $9.08 and $10.68. ATM implied volatility averaged 53.1%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 2.9% (HV 20d: 56.1%). Max pain ranged from $5.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2011-06-10: Highest Volume — 10 contracts
2011-06-22: Largest IV spike — 65.5% change
2011-06-22: Highest IV Rank — 37.0%
2011-06-22: Largest Expected Move — 23.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.58	$9.08	$10.68	$10.51	$9.83
Max Pain	$5.68	$5.00	$12.50	$12.50	$5.00
ATM IV	53.1%	40.4%	81.5%	58.4%	48.3%
Expected Move	15.1%	11.6%	23.4%	16.7%	13.8%
HV 20d	56.1%	47.4%	62.8%	57.1%	49.4%
HV 60d	78.0%	67.8%	85.8%	83.5%	68.2%
IV Rank	20.4%	13.0%	37.0%	23.4%	17.5%
IV Percentile	36.7%	12.7%	78.7%	40.6%	31.6%
Term Structure	-0.4%	-21.4%	15.3%	-21.4%	15.3%
Skew 25d	5.2%	-8.1%	18.9%	11.5%	5.0%
Skew 10d	5.8%	-4.7%	14.9%	11.1%	6.0%
Call IV 25d	49.2%	37.7%	57.3%	44.1%	43.0%
Put IV 25d	54.4%	43.8%	65.8%	55.6%	48.1%
Bid-Ask Spread %	108.90	84.11	149.43	127.42	93.87
Gamma HHI	0.49	0.49	0.52	0.52	0.49
Net GEX	1.1K	1.0K	1.3K	1.3K	1.2K
Net DEX	-36.0K	-52.9K	-26.5K	-52.2K	-36.0K
Net VEX	-255	-302	-210	-296	-234
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	1.818	0	10	0	0
Total OI	174.136	170	182	170	170

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2011-06-01	$10.51	$12.50	58.4%	16.7%	57.1%	23.4%	0.0%	11.5%	-21.4%	1.3K	-52.2K	-296	127.42	N/A	N/A	0	109	61
2011-06-02	$10.68	$12.50	40.4%	11.6%	57.4%	13.0%	0.0%	14.1%	12.3%	1.2K	-52.9K	-302	116.25	N/A	N/A	0	109	61
2011-06-03	$9.98	$5.00	55.9%	16.5%	61.8%	22.0%	0.0%	2.7%	-12.3%	1.1K	-42.4K	-281	94.54	N/A	N/A	7	109	61
2011-06-06	$9.66	$5.00	52.1%	16.4%	62.8%	19.7%	0.0%	0.0%	-3.8%	1.1K	-41.5K	-286	92.45	N/A	N/A	0	116	61
2011-06-07	$9.66	$5.00	50.4%	12.3%	57.9%	18.8%	0.0%	7.2%	5.3%	1.2K	-38.9K	-275	116.49	N/A	N/A	0	116	61
2011-06-08	$9.48	$5.00	58.0%	14.2%	57.8%	23.2%	0.0%	0.0%	-5.2%	1.1K	-33.4K	-261	121.77	N/A	N/A	0	116	61
2011-06-09	$9.32	$5.00	46.7%	13.4%	55.6%	16.6%	0.0%	7.5%	0.8%	1.0K	-30.6K	-254	124.81	N/A	N/A	5	116	61
2011-06-10	$9.32	$5.00	53.2%	15.3%	53.3%	20.4%	0.0%	-0.3%	-1.8%	1.1K	-34.7K	-277	93.55	N/A	N/A	10	121	61
2011-06-13	$9.22	$5.00	55.2%	15.8%	52.8%	21.6%	0.0%	0.0%	-2.9%	1.0K	-32.6K	-251	93.17	N/A	N/A	2	117	61
2011-06-14	$9.68	$5.00	50.9%	14.6%	54.5%	19.1%	0.0%	5.6%	-6.2%	1.1K	-34.6K	-264	123.37	N/A	N/A	5	117	61
2011-06-15	$9.08	$5.00	46.8%	13.4%	58.6%	16.7%	0.0%	1.8%	-7.8%	1.1K	-30.9K	-243	123.34	N/A	N/A	2	117	61
2011-06-16	$9.17	$5.00	47.5%	13.6%	58.7%	17.0%	0.0%	-8.1%	-1.5%	1.1K	-30.3K	-251	88.35	N/A	N/A	0	119	61
2011-06-17	$9.31	$5.00	49.1%	14.1%	59.2%	18.0%	0.0%	9.9%	-2.8%	1.2K	-30.3K	-248	124.64	N/A	N/A	0	119	61
2011-06-20	$9.45	$5.00	52.3%	15.0%	59.5%	19.9%	0.0%	-0.1%	2.3%	1.2K	-36.5K	-257	84.11	N/A	N/A	9	119	58
2011-06-21	$9.57	$5.00	49.3%	14.1%	58.5%	18.1%	0.0%	8.3%	-3.3%	1.2K	-34.6K	-242	122.09	N/A	N/A	0	112	58
2011-06-22	$9.43	$5.00	81.5%	23.4%	58.3%	37.0%	0.0%	18.9%	6.6%	1.0K	-38.8K	-251	149.43	N/A	N/A	0	112	58
2011-06-23	$9.38	$5.00	48.1%	13.8%	57.8%	17.4%	0.0%	-1.8%	14.9%	1.1K	-31.0K	-232	90.15	N/A	N/A	0	112	58
2011-06-24	$9.25	$5.00	54.9%	15.7%	51.4%	21.4%	0.0%	0.0%	-1.4%	1.1K	-26.5K	-210	124.67	N/A	N/A	0	112	58
2011-06-27	$9.75	$5.00	57.0%	16.3%	52.1%	22.6%	0.0%	4.0%	12.3%	1.2K	-34.3K	-234	97.25	N/A	N/A	0	112	58
2011-06-28	$9.62	$5.00	55.6%	15.9%	51.3%	21.8%	0.0%	2.2%	-0.7%	1.2K	-36.8K	-240	87.14	N/A	N/A	0	112	58
2011-06-29	$9.46	$5.00	56.8%	16.3%	47.4%	22.5%	0.0%	0.0%	-7.6%	1.2K	-31.6K	-224	106.95	N/A	N/A	0	112	58
2011-06-30	$9.83	$5.00	48.3%	13.8%	49.4%	17.5%	0.0%	5.0%	15.3%	1.2K	-36.0K	-234	93.87	N/A	N/A	0	112	58