ASGN Options History — July 2011 In July 2011, ASGN traded between $9.61 and $10.91. ATM implied volatility averaged 53.3%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 3.0% (HV 20d: 50.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2011-07-05 : Highest Volume — 6 contracts2011-07-08 : Largest IV spike — 29.9% change2011-07-08 : Highest IV Rank — 27.2%2011-07-20 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.25 $9.61 $10.91 $10.28 $10.20 Max Pain $7.34 $5.00 $7.50 $5.00 $7.50 ATM IV 53.3% 46.8% 64.8% 48.3% 52.7% Expected Move 15.1% 13.4% 18.1% 13.9% 15.1% HV 20d 50.3% 43.1% 57.4% 46.2% 56.9% HV 60d 64.3% 53.4% 69.4% 68.7% 53.4% IV Rank 20.4% 16.7% 27.2% 17.6% 20.1% IV Percentile 42.2% 25.8% 65.6% 32.0% 43.4% Term Structure -2.4% -28.6% 8.9% -1.0% -0.0% VWIV 43.9% 40.7% 47.1% 47.1% 40.7% Skew 25d 8.9% 2.0% 26.6% 12.6% 11.1% Skew 10d 17.2% 0.2% 50.3% 24.3% 17.7% Call IV 25d 46.2% 36.9% 62.4% 60.2% 44.9% Put IV 25d 55.1% 49.1% 72.8% 72.8% 56.0% Bid-Ask Spread % 97.70 81.31 140.41 123.95 86.79 Gamma HHI 0.49 0.47 0.51 0.49 0.50 Net GEX 1.5K 1.1K 1.7K 1.5K 1.5K Net DEX -51.4K -65.4K -40.4K -45.0K -51.7K Net VEX -243 -275 -220 -252 -226 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 0.632 0 6 0 0 Total OI 151 129 179 170 129
Daily Data (19 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 2011-07-01 $10.28 $5.00 48.3% 13.9% 46.2% 17.6% 0.0% 12.6% -1.0% 1.5K -45.0K -252 0.00 123.95 N/A N/A 0 0 112 58 2011-07-05 $10.61 $0.00 47.8% 15.6% 45.5% 17.2% 0.0% 13.8% -3.9% 1.5K -52.1K -264 0.00 89.47 N/A N/A 6 0 112 58 2011-07-07 $10.79 $0.00 49.9% 15.8% 45.7% 18.5% 0.0% 2.7% -2.9% 1.5K -58.6K -275 0.00 85.20 N/A N/A 0 0 115 58 2011-07-08 $10.42 $0.00 64.8% 16.3% 47.2% 27.2% 47.1% 0.0% -1.7% 1.5K -50.7K -265 0.00 94.47 N/A N/A 4 0 115 58 2011-07-11 $9.98 $7.50 61.6% 17.1% 49.6% 25.3% 40.7% 0.0% -6.4% 1.4K -46.8K -249 0.00 90.91 N/A N/A 2 0 119 58 2011-07-12 $10.05 $7.50 59.6% 15.3% 49.6% 24.1% 0.0% 6.8% -2.4% 1.4K -49.6K -246 0.00 89.69 N/A N/A 0 0 121 58 2011-07-13 $10.09 $7.50 58.2% 15.5% 49.3% 23.3% 0.0% 7.6% -3.5% 1.4K -48.9K -243 0.00 89.84 N/A N/A 0 0 121 58 2011-07-14 $9.65 $7.50 53.1% 15.2% 49.4% 20.4% 0.0% 2.5% 0.1% 1.3K -44.1K -233 0.00 92.53 N/A N/A 0 0 121 58 2011-07-15 $9.69 $7.50 54.1% 15.5% 43.2% 20.9% 0.0% 4.2% -3.4% 1.4K -42.7K -229 0.00 92.36 N/A N/A 0 0 121 58 2011-07-18 $9.71 $7.50 51.4% 14.7% 43.1% 19.3% 0.0% 3.0% 0.2% 1.3K -40.4K -220 0.00 89.46 N/A N/A 0 0 121 8 2011-07-19 $9.85 $7.50 53.7% 15.4% 43.1% 20.7% 0.0% 3.7% -1.8% 1.4K -42.7K -222 0.00 92.35 N/A N/A 0 0 121 8 2011-07-20 $9.61 $7.50 63.2% 18.1% 43.9% 26.2% 0.0% 2.0% -28.6% 1.1K -50.0K -244 0.00 140.41 N/A N/A 0 0 121 8 2011-07-21 $10.66 $7.50 47.0% 13.5% 57.1% 16.8% 0.0% 8.9% -7.7% 1.6K -55.9K -241 0.00 99.19 N/A N/A 0 0 121 8 2011-07-22 $10.91 $7.50 49.9% 14.3% 56.9% 18.5% 0.0% 14.4% 3.2% 1.7K -65.4K -255 0.00 107.25 N/A N/A 0 0 121 8 2011-07-25 $10.87 $7.50 50.3% 14.4% 56.8% 18.7% 0.0% 16.3% 2.7% 1.7K -63.7K -247 0.00 106.84 N/A N/A 0 0 121 8 2011-07-26 $10.75 $7.50 46.8% 13.4% 56.7% 16.7% 0.0% 5.6% 8.9% 1.7K -62.9K -248 0.00 100.98 N/A N/A 0 0 121 8 2011-07-27 $10.24 $7.50 49.4% 14.2% 57.4% 18.2% 0.0% 8.7% 2.5% 1.5K -53.3K -229 0.00 103.25 N/A N/A 0 0 121 8 2011-07-28 $10.32 $7.50 50.1% 14.4% 57.1% 18.6% 0.0% 26.6% 0.7% 1.6K -51.3K -228 0.00 81.31 N/A N/A 0 0 121 8 2011-07-29 $10.20 $7.50 52.7% 15.1% 56.9% 20.1% 0.0% 11.1% -0.0% 1.5K -51.7K -226 0.00 86.79 N/A N/A 0 0 121 8
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