ASGN Options History — December 2011

In December 2011, ASGN traded between $10.01 and $11.74. ATM implied volatility averaged 66.9%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 9.8% (HV 20d: 57.1%). Max pain ranged from $7.50 to $10.00. 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

2011-12-20: Highest Volume — 26 contracts
2011-12-12: Largest IV spike — 167.1% change
2011-12-12: Highest IV Rank — 60.3%
2011-12-02: Largest Expected Move — 32.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.79	$10.01	$11.74	$10.01	$11.18
Max Pain	$9.76	$7.50	$10.00	$7.50	$10.00
ATM IV	66.9%	45.8%	125.5%	105.2%	47.5%
Expected Move	18.8%	13.1%	32.1%	30.1%	13.6%
HV 20d	57.1%	44.0%	62.4%	62.1%	44.0%
HV 60d	61.9%	55.0%	63.4%	63.3%	55.0%
IV Rank	27.3%	15.5%	60.3%	48.9%	16.5%
IV Percentile	50.2%	23.5%	87.4%	79.1%	28.3%
Term Structure	-3.7%	-28.3%	16.6%	-28.2%	-17.8%
VWIV	74.7%	74.7%	74.7%	74.7%	74.7%
Skew 25d	7.9%	-15.9%	28.6%	27.7%	-7.2%
Skew 10d	16.1%	-4.9%	40.5%	36.0%	0.0%
Call IV 25d	52.0%	38.9%	64.9%	61.6%	44.1%
Put IV 25d	59.9%	32.8%	93.6%	89.3%	36.8%
Bid-Ask Spread %	108.18	69.20	166.21	166.21	82.05
Gamma HHI	0.55	0.32	0.82	0.32	0.72
Net GEX	2.1K	842	3.2K	1.9K	2.1K
Net DEX	-122.1K	-154.0K	-66.7K	-124.6K	-100.5K
Net VEX	-186	-237	-134	-231	-233
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	4.619	0	26	0	0
Total OI	195	109	235	228	164

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	Put Vol	Call OI	Put OI
2011-12-01	$10.01	$7.50	105.2%	30.1%	62.1%	48.9%	0.0%	27.7%	-28.2%	1.9K	-124.6K	-231	166.21	N/A	N/A	0	0	207	21
2011-12-02	$10.34	$7.50	111.8%	32.1%	61.8%	52.6%	0.0%	16.7%	-28.3%	1.9K	-137.0K	-236	161.42	N/A	N/A	0	0	207	21
2011-12-05	$10.60	$10.00	63.4%	17.2%	62.4%	25.4%	0.0%	-1.8%	-0.5%	2.2K	-142.9K	-184	82.22	N/A	N/A	20	0	207	21
2011-12-06	$10.66	$10.00	52.4%	17.8%	62.4%	19.2%	0.0%	3.4%	-3.2%	2.2K	-145.3K	-185	81.64	N/A	N/A	0	0	207	21
2011-12-07	$10.46	$10.00	51.6%	17.0%	61.6%	18.8%	0.0%	-4.0%	0.2%	2.4K	-137.3K	-172	85.06	N/A	N/A	12	0	207	21
2011-12-08	$10.13	$10.00	54.8%	16.6%	59.2%	20.6%	0.0%	7.1%	0.3%	2.5K	-132.5K	-172	77.51	N/A	N/A	0	0	213	21
2011-12-09	$10.62	$10.00	47.0%	16.6%	59.7%	16.2%	0.0%	26.1%	-2.3%	2.6K	-149.5K	-148	96.27	N/A	N/A	0	0	213	21
2011-12-12	$10.54	$10.00	125.5%	21.8%	59.4%	60.3%	74.7%	0.0%	-1.9%	2.1K	-154.0K	-171	146.72	N/A	N/A	2	0	213	21
2011-12-13	$10.63	$10.00	59.3%	16.2%	59.4%	23.1%	0.0%	1.3%	2.4%	2.4K	-153.8K	-158	73.62	N/A	N/A	0	0	214	21
2011-12-14	$10.30	$10.00	58.9%	16.7%	60.1%	22.9%	0.0%	7.8%	0.6%	3.2K	-139.8K	-158	81.25	N/A	N/A	0	8	214	21
2011-12-15	$10.37	$10.00	57.9%	16.6%	58.7%	22.3%	0.0%	14.8%	-0.1%	3.1K	-144.3K	-154	77.56	N/A	N/A	0	0	214	21
2011-12-16	$10.35	$10.00	57.8%	16.6%	58.4%	22.2%	0.0%	16.8%	1.6%	3.2K	-144.4K	-150	83.03	N/A	N/A	0	0	214	21
2011-12-19	$10.30	$10.00	82.0%	23.5%	57.0%	35.8%	0.0%	28.6%	0.4%	842	-66.7K	-156	146.10	N/A	N/A	0	0	101	8
2011-12-20	$10.96	$10.00	48.3%	13.8%	59.8%	16.9%	0.0%	3.7%	16.6%	1.0K	-72.4K	-134	87.76	N/A	N/A	26	0	101	8
2011-12-21	$11.42	$10.00	48.1%	13.8%	61.3%	16.8%	0.0%	4.2%	14.5%	1.4K	-89.8K	-155	121.44	N/A	N/A	11	0	127	8
2011-12-22	$11.74	$10.00	77.7%	22.3%	57.9%	33.4%	0.0%	9.6%	5.9%	1.4K	-102.2K	-183	161.71	N/A	N/A	15	0	138	8
2011-12-23	$11.60	$10.00	88.4%	25.3%	52.5%	39.5%	0.0%	25.1%	-10.0%	1.8K	-108.1K	-221	162.86	N/A	N/A	0	0	153	8
2011-12-27	$11.65	$10.00	73.6%	21.1%	47.0%	31.1%	0.0%	6.1%	-7.5%	2.1K	-109.5K	-234	155.65	N/A	N/A	3	0	153	8
2011-12-28	$11.25	$10.00	45.8%	13.1%	48.6%	15.5%	0.0%	-15.9%	-20.2%	2.1K	-104.7K	-237	69.20	N/A	N/A	0	0	156	8
2011-12-29	$11.47	$10.00	47.3%	13.6%	45.7%	16.4%	0.0%	-12.0%	0.1%	2.1K	-105.6K	-233	72.42	N/A	N/A	0	0	156	8
2011-12-30	$11.18	$10.00	47.5%	13.6%	44.0%	16.5%	0.0%	-7.2%	-17.8%	2.1K	-100.5K	-233	82.05	N/A	N/A	0	0	156	8