ASGN Options History — September 2011

In September 2011, ASGN traded between $6.72 and $7.60. ATM implied volatility averaged 111.5%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 32.0%. IV traded above realized volatility by 41.0% (HV 20d: 70.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2011-09-30: Highest Volume — 10 contracts
2011-09-26: Largest IV spike — 113.2% change
2011-09-01: Highest IV Rank — 100.0%
2011-09-01: Largest Expected Move — 56.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.10	$6.72	$7.60	$7.18	$7.07
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	111.5%	64.3%	196.0%	196.0%	65.4%
Expected Move	32.0%	18.4%	56.2%	56.2%	18.8%
HV 20d	70.6%	52.1%	91.5%	91.1%	55.9%
HV 60d	68.1%	67.1%	69.4%	67.1%	68.6%
IV Rank	52.5%	25.9%	100.0%	100.0%	26.5%
IV Percentile	83.0%	61.9%	100.0%	100.0%	61.9%
Term Structure	-25.5%	-91.7%	1.9%	-77.7%	1.9%
Skew 25d	10.5%	-19.0%	54.3%	18.1%	8.5%
Skew 10d	30.6%	-15.7%	91.3%	91.3%	10.4%
Call IV 25d	76.3%	53.7%	103.4%	89.5%	57.1%
Put IV 25d	86.8%	64.1%	119.4%	107.6%	65.6%
Bid-Ask Spread %	132.48	51.65	174.77	164.87	115.77
Gamma HHI	0.57	0.45	0.67	0.45	0.58
Net GEX	1.0K	655	1.6K	1.6K	993
Net DEX	-43.0K	-59.6K	-32.3K	-59.6K	-39.4K
Net VEX	-225	-266	-200	-249	-218
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	1.25	0	10	0	10
Total OI	211.35	165	257	255	173

Daily Data (20 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	Put Vol	Call OI	Put OI
2011-09-01	$7.18	$10.00	196.0%	56.2%	91.1%	100.0%	0.0%	18.1%	-77.7%	1.6K	-59.6K	-249	164.87	N/A	N/A	0	0	247	8
2011-09-02	$6.88	$10.00	137.0%	0.0%	91.5%	66.8%	0.0%	16.4%	0.0%	655	-51.9K	-266	174.77	N/A	N/A	0	0	247	8
2011-09-06	$6.75	$0.00	142.8%	40.9%	91.5%	70.1%	0.0%	14.9%	-81.7%	885	-32.3K	-214	164.61	N/A	N/A	2	0	247	8
2011-09-08	$6.94	$0.00	73.4%	20.7%	79.8%	31.0%	0.0%	-0.1%	-2.4%	928	-38.7K	-236	105.27	N/A	N/A	5	0	249	8
2011-09-09	$6.72	$0.00	77.8%	20.0%	77.9%	33.5%	0.0%	-0.1%	-1.6%	862	-35.3K	-222	109.76	N/A	N/A	0	0	244	8
2011-09-12	$6.91	$0.00	89.9%	43.6%	75.8%	40.3%	0.0%	22.8%	-91.7%	969	-35.6K	-212	163.56	N/A	N/A	0	0	244	7
2011-09-13	$7.25	$0.00	117.6%	33.7%	76.8%	55.9%	0.0%	22.1%	-55.6%	951	-36.4K	-207	161.86	N/A	N/A	0	0	244	7
2011-09-14	$7.39	$0.00	97.1%	20.7%	77.2%	44.4%	0.0%	5.9%	-3.9%	1.0K	-44.9K	-239	84.72	N/A	N/A	0	0	244	7
2011-09-15	$7.54	$0.00	69.3%	19.9%	77.6%	28.7%	0.0%	44.1%	0.8%	1.0K	-47.9K	-247	79.75	N/A	N/A	0	0	244	7
2011-09-16	$7.60	$0.00	71.3%	20.4%	77.6%	29.9%	0.0%	12.2%	-4.7%	1.1K	-50.6K	-250	51.65	N/A	N/A	0	0	244	7
2011-09-19	$7.43	$0.00	69.5%	19.9%	77.8%	28.8%	0.0%	54.3%	1.5%	1.0K	-49.7K	-239	105.17	N/A	N/A	0	0	162	3
2011-09-20	$7.17	$0.00	124.3%	35.6%	62.0%	59.7%	0.0%	-10.8%	-22.8%	962	-54.3K	-240	162.41	N/A	N/A	0	0	162	3
2011-09-21	$6.79	$0.00	130.0%	37.3%	62.4%	62.9%	0.0%	-19.0%	-26.2%	1.1K	-36.7K	-201	160.35	N/A	N/A	0	0	162	3
2011-09-22	$6.76	$0.00	130.8%	37.5%	58.1%	63.3%	0.0%	-5.2%	-8.0%	995	-35.5K	-200	162.50	N/A	N/A	0	8	162	3
2011-09-23	$7.01	$0.00	64.3%	18.4%	59.0%	25.9%	0.0%	43.9%	1.9%	913	-38.4K	-225	77.91	N/A	N/A	0	0	162	11
2011-09-26	$7.17	$0.00	137.0%	39.3%	53.7%	66.8%	0.0%	-2.6%	-30.5%	1.2K	-40.7K	-207	161.87	N/A	N/A	0	0	162	11
2011-09-27	$7.37	$0.00	148.2%	42.5%	52.1%	73.1%	0.0%	-15.9%	-25.1%	895	-43.1K	-223	121.02	N/A	N/A	0	0	162	11
2011-09-28	$6.94	$0.00	150.0%	43.0%	56.2%	74.1%	0.0%	4.0%	-26.9%	1.2K	-44.0K	-201	161.22	N/A	N/A	0	0	162	11
2011-09-29	$7.20	$0.00	139.3%	39.9%	57.8%	68.1%	0.0%	-4.2%	-31.8%	1.2K	-45.7K	-203	160.53	N/A	N/A	0	0	162	11
2011-09-30	$7.07	$0.00	65.4%	18.8%	55.9%	26.5%	0.0%	8.5%	1.9%	993	-39.4K	-218	115.77	N/A	N/A	0	10	162	11