ASGN Options History — November 2011

In November 2011, ASGN traded between $9.35 and $10.99. ATM implied volatility averaged 83.7%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 24.9% (HV 20d: 58.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2011-11-11: Highest Volume — 4 contracts
2011-11-04: Largest IV spike — 115.5% change
2011-11-09: Highest IV Rank — 63.2%
2011-11-02: Largest Expected Move — 32.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.45	$9.35	$10.99	$10.06	$10.42
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	83.7%	50.3%	130.7%	110.5%	64.5%
Expected Move	22.8%	14.4%	32.5%	31.7%	18.5%
HV 20d	58.8%	53.8%	64.2%	64.2%	61.0%
HV 60d	67.3%	60.6%	76.7%	76.4%	63.4%
IV Rank	36.8%	18.0%	63.2%	51.9%	26.0%
IV Percentile	63.0%	34.0%	88.5%	82.0%	55.3%
Term Structure	-11.2%	-45.9%	16.2%	-19.3%	-4.1%
VWIV	59.4%	59.4%	59.4%	59.4%	59.4%
Skew 25d	5.8%	-6.2%	19.7%	5.1%	9.1%
Skew 10d	10.6%	-7.4%	27.7%	10.5%	5.1%
Call IV 25d	64.3%	51.8%	78.6%	76.0%	51.8%
Put IV 25d	70.1%	50.3%	87.4%	81.0%	60.9%
Bid-Ask Spread %	128.48	63.57	170.13	154.14	129.69
Gamma HHI	0.36	0.32	0.40	0.35	0.35
Net GEX	2.0K	1.6K	2.2K	1.7K	2.1K
Net DEX	-138.7K	-158.6K	-103.0K	-127.9K	-137.2K
Net VEX	-249	-305	-205	-305	-205
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	0.714	0	4	0	1
Total OI	225.333	220	229	220	227

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2011-11-01	$10.06	$0.00	110.5%	31.7%	64.2%	51.9%	0.0%	5.1%	-19.3%	1.7K	-127.9K	-305	154.14	N/A	N/A	0	199	21
2011-11-02	$10.31	$0.00	113.5%	32.5%	58.7%	53.6%	0.0%	16.5%	-17.3%	2.0K	-132.2K	-257	157.64	N/A	N/A	2	199	21
2011-11-03	$10.69	$0.00	55.6%	16.0%	57.1%	21.0%	0.0%	4.5%	16.2%	1.9K	-143.7K	-239	124.92	N/A	N/A	0	201	21
2011-11-04	$10.56	$7.50	119.9%	28.2%	57.6%	57.2%	0.0%	12.3%	-36.8%	1.9K	-139.4K	-267	152.52	N/A	N/A	0	201	21
2011-11-07	$10.63	$7.50	123.3%	27.9%	54.6%	59.1%	0.0%	5.3%	-35.2%	1.8K	-148.2K	-222	149.87	N/A	N/A	3	201	21
2011-11-08	$10.97	$7.50	114.7%	28.9%	55.0%	54.2%	0.0%	3.8%	-45.9%	1.9K	-151.8K	-281	151.44	N/A	N/A	0	204	21
2011-11-09	$10.36	$7.50	130.7%	30.1%	60.1%	63.2%	0.0%	19.7%	-38.6%	1.6K	-135.2K	-303	153.20	N/A	N/A	0	204	21
2011-11-10	$10.81	$7.50	60.3%	17.3%	61.3%	23.6%	59.4%	3.0%	2.2%	2.1K	-149.0K	-234	86.41	N/A	N/A	3	204	21
2011-11-11	$10.99	$7.50	53.3%	15.3%	59.9%	19.7%	0.0%	2.3%	2.5%	2.1K	-158.6K	-248	109.23	N/A	N/A	4	204	21
2011-11-14	$10.86	$7.50	52.7%	15.1%	59.5%	19.4%	0.0%	5.6%	5.2%	2.2K	-154.8K	-245	109.15	N/A	N/A	2	208	21
2011-11-15	$10.98	$7.50	66.8%	19.2%	58.6%	27.3%	0.0%	-6.2%	14.4%	2.0K	-155.2K	-248	149.99	N/A	N/A	0	206	21
2011-11-16	$10.56	$7.50	59.1%	17.0%	60.6%	23.0%	0.0%	2.5%	0.8%	2.1K	-143.0K	-244	63.57	N/A	N/A	0	206	21
2011-11-17	$10.39	$7.50	58.2%	16.7%	60.2%	22.5%	0.0%	5.5%	3.7%	2.1K	-135.8K	-244	73.49	N/A	N/A	0	206	21
2011-11-18	$10.75	$7.50	50.3%	14.4%	60.0%	18.0%	0.0%	4.6%	11.6%	2.2K	-148.3K	-233	116.77	N/A	N/A	0	206	21
2011-11-21	$10.37	$7.50	58.3%	16.7%	57.0%	22.5%	0.0%	-5.4%	0.7%	2.1K	-135.4K	-226	67.96	N/A	N/A	0	206	21
2011-11-22	$10.48	$7.50	57.0%	16.3%	53.8%	21.8%	0.0%	-3.0%	1.8%	2.1K	-140.8K	-226	77.17	N/A	N/A	0	206	21
2011-11-23	$9.94	$7.50	96.3%	27.6%	55.9%	43.9%	0.0%	9.4%	-21.1%	1.7K	-125.9K	-261	165.00	N/A	N/A	0	206	21
2011-11-25	$9.35	$7.50	103.0%	29.5%	55.2%	47.7%	0.0%	1.9%	-30.5%	1.7K	-103.0K	-250	168.36	N/A	N/A	0	206	21
2011-11-28	$10.06	$7.50	107.8%	30.9%	62.2%	50.4%	0.0%	15.4%	-27.4%	1.8K	-126.1K	-249	170.13	N/A	N/A	0	206	21
2011-11-29	$9.88	$7.50	101.3%	29.0%	62.4%	46.7%	0.0%	10.7%	-18.3%	1.9K	-121.5K	-236	167.47	N/A	N/A	0	206	21
2011-11-30	$10.42	$7.50	64.5%	18.5%	61.0%	26.0%	0.0%	9.1%	-4.1%	2.1K	-137.2K	-205	129.69	N/A	N/A	1	206	21