ASGN Options History — October 2011 In October 2011, ASGN traded between $7.95 and $10.91. ATM implied volatility averaged 98.5%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 28.9% (HV 20d: 69.6%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2011-10-05 : Highest Volume — 13 contracts2011-10-12 : Largest IV spike — 192.4% change2011-10-12 : Highest IV Rank — 82.4%2011-10-04 : Largest Expected Move — 41.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.46 $7.95 $10.91 $7.95 $10.75 ATM IV 98.5% 56.3% 164.6% 143.2% 100.1% Expected Move 27.6% 17.5% 41.0% 41.0% 28.7% HV 20d 69.6% 65.8% 72.4% 67.0% 67.6% HV 60d 74.7% 72.7% 75.8% 72.7% 75.4% IV Rank 45.2% 21.4% 82.4% 70.3% 46.1% IV Percentile 74.6% 45.9% 96.3% 93.0% 76.2% Term Structure -16.8% -84.0% 10.3% -45.3% -16.2% Skew 25d 9.7% -1.9% 23.2% 12.7% -1.9% Skew 10d 16.1% -7.0% 48.1% 8.8% 3.5% Call IV 25d 68.3% 57.4% 76.0% 71.5% 72.8% Put IV 25d 78.0% 62.7% 91.1% 84.2% 70.9% Bid-Ask Spread % 134.49 67.37 164.04 151.64 157.70 Gamma HHI 0.38 0.33 0.71 0.71 0.36 Net GEX 1.5K 1.1K 2.1K 1.5K 2.1K Net DEX -102.1K -155.7K -44.8K -44.8K -150.9K Net VEX -282 -318 -193 -193 -249 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 2.4 0 13 0 0 Total OI 203.7 183 220 183 220
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2011-10-04 $7.95 $0.00 143.2% 41.0% 67.0% 70.3% 0.0% 12.7% -45.3% 1.5K -44.8K -193 0.00 151.64 N/A N/A 0 0 162 21 2011-10-05 $8.64 $0.00 70.1% 20.1% 69.9% 29.2% 0.0% 2.8% -7.9% 1.2K -69.3K -253 0.00 89.33 N/A N/A 13 0 162 21 2011-10-06 $8.34 $0.00 61.1% 17.5% 71.1% 24.1% 0.0% 1.1% 7.0% 1.1K -66.4K -272 0.00 77.89 N/A N/A 0 0 167 21 2011-10-07 $8.34 $0.00 65.0% 21.2% 70.9% 26.3% 0.0% 7.3% 0.1% 1.1K -69.3K -266 0.00 71.17 N/A N/A 10 0 167 21 2011-10-10 $8.86 $0.00 130.3% 32.1% 71.3% 63.1% 0.0% 0.0% -5.0% 1.1K -82.2K -302 0.00 153.24 N/A N/A 0 0 177 21 2011-10-11 $8.84 $0.00 56.3% 20.8% 71.3% 21.4% 0.0% 8.8% -1.5% 1.3K -83.0K -291 0.00 67.37 N/A N/A 0 0 177 21 2011-10-12 $8.88 $0.00 164.6% 31.8% 70.1% 82.4% 0.0% 14.2% -0.3% 1.2K -85.5K -296 0.00 160.91 N/A N/A 0 0 177 21 2011-10-13 $8.93 $0.00 118.8% 34.1% 70.0% 56.6% 0.0% 21.8% -0.0% 1.1K -86.6K -297 0.00 164.04 N/A N/A 0 0 177 21 2011-10-14 $9.35 $0.00 110.8% 31.8% 71.1% 52.1% 0.0% 17.4% -10.5% 1.3K -95.2K -290 0.00 161.40 N/A N/A 10 0 177 21 2011-10-17 $9.17 $0.00 117.5% 33.7% 71.9% 55.8% 0.0% 18.7% -18.1% 1.3K -96.4K -309 0.00 162.97 N/A N/A 0 0 187 21 2011-10-18 $9.51 $0.00 63.9% 18.3% 71.5% 25.7% 0.0% 5.3% -2.6% 1.6K -101.0K -284 0.00 88.79 N/A N/A 0 0 187 21 2011-10-19 $9.69 $0.00 101.0% 29.0% 69.2% 46.6% 0.0% 23.2% -8.4% 1.3K -110.4K -318 0.00 160.25 N/A N/A 0 0 187 21 2011-10-20 $9.47 $0.00 100.4% 28.8% 65.9% 46.2% 0.0% 16.1% -5.5% 1.4K -101.8K -310 0.00 158.82 N/A N/A 0 0 187 21 2011-10-21 $9.83 $0.00 99.8% 28.6% 65.8% 45.9% 0.0% 15.1% -15.6% 1.5K -109.6K -297 0.00 157.58 N/A N/A 0 0 187 21 2011-10-24 $10.50 $0.00 95.2% 27.3% 67.6% 43.3% 0.0% 5.4% -28.6% 1.6K -133.5K -224 0.00 154.09 N/A N/A 10 0 187 21 2011-10-25 $9.97 $0.00 101.1% 29.0% 72.3% 46.6% 0.0% -0.8% -29.3% 2.0K -121.5K -284 0.00 156.96 N/A N/A 0 0 197 21 2011-10-26 $10.31 $0.00 61.2% 17.6% 72.4% 24.2% 0.0% 5.2% 10.3% 2.0K -127.0K -283 0.00 87.68 N/A N/A 0 0 197 21 2011-10-27 $10.91 $0.00 102.5% 29.4% 67.7% 47.4% 0.0% 8.5% -73.7% 1.7K -151.6K -303 0.00 153.62 N/A N/A 2 0 197 21 2011-10-28 $10.88 $0.00 107.5% 30.8% 68.0% 50.2% 0.0% 3.5% -84.0% 1.6K -155.7K -309 0.00 154.34 N/A N/A 3 0 199 21 2011-10-31 $10.75 $0.00 100.1% 28.7% 67.6% 46.1% 0.0% -1.9% -16.2% 2.1K -150.9K -249 0.00 157.70 N/A N/A 0 0 199 21
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