ASGN Options History — January 2012

In January 2012, ASGN traded between $11.02 and $11.97. ATM implied volatility averaged 55.0%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 20.7% (HV 20d: 34.3%). 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 11 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2012-01-23: Highest Volume — 10 contracts
2012-01-17: Largest IV spike — 102.0% change
2012-01-17: Highest IV Rank — 42.5%
2012-01-17: Largest Expected Move — 26.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.29	$11.02	$11.97	$11.02	$11.21
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	55.0%	38.9%	93.8%	47.4%	47.7%
Expected Move	16.0%	11.2%	26.9%	13.6%	13.7%
HV 20d	34.3%	25.7%	43.4%	43.4%	26.4%
HV 60d	50.9%	46.0%	54.5%	54.5%	46.0%
IV Rank	20.6%	11.6%	42.5%	16.4%	16.6%
IV Percentile	39.0%	10.8%	76.2%	27.9%	32.9%
Term Structure	-2.1%	-60.4%	49.7%	-22.4%	-6.2%
VWIV	71.6%	71.6%	71.6%	71.6%	71.6%
Skew 25d	4.0%	-12.0%	20.8%	5.9%	2.2%
Skew 10d	14.5%	0.2%	37.8%	7.7%	9.2%
Call IV 25d	52.0%	43.4%	62.4%	43.4%	48.5%
Put IV 25d	56.1%	38.7%	82.4%	49.3%	50.6%
Bid-Ask Spread %	106.85	59.72	166.13	73.79	82.69
Gamma HHI	0.79	0.65	0.91	0.71	0.86
Net GEX	2.1K	1.7K	2.8K	2.0K	2.4K
Net DEX	-97.9K	-110.0K	-90.5K	-96.5K	-90.5K
Net VEX	-198	-240	-159	-217	-171
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	0.7	0	10	2	0
Total OI	165.4	162	174	164	174

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
2012-01-03	$11.02	$10.00	47.4%	13.6%	43.4%	16.4%	71.6%	5.9%	-22.4%	2.0K	-96.5K	-217	73.79	N/A	N/A	2	0	156	8
2012-01-04	$11.05	$0.00	38.9%	11.2%	42.6%	11.6%	0.0%	0.5%	9.4%	2.0K	-91.7K	-206	78.12	N/A	N/A	0	0	154	8
2012-01-05	$11.09	$0.00	72.0%	20.6%	42.6%	30.2%	0.0%	11.2%	49.7%	1.7K	-98.6K	-240	151.34	N/A	N/A	0	0	154	8
2012-01-06	$11.08	$0.00	77.9%	26.1%	41.9%	33.6%	0.0%	15.8%	-16.3%	1.7K	-97.4K	-231	166.13	N/A	N/A	0	0	154	8
2012-01-09	$11.02	$0.00	42.9%	13.3%	40.0%	13.9%	0.0%	5.2%	11.8%	2.0K	-91.8K	-202	81.34	N/A	N/A	0	0	154	8
2012-01-10	$11.20	$0.00	44.9%	14.1%	37.0%	15.0%	0.0%	2.9%	7.9%	2.1K	-95.2K	-204	74.92	N/A	N/A	0	0	154	8
2012-01-11	$11.30	$0.00	47.7%	12.5%	36.8%	16.5%	0.0%	4.6%	1.3%	2.2K	-97.4K	-200	75.18	N/A	N/A	0	0	154	8
2012-01-12	$11.30	$0.00	44.2%	12.7%	36.8%	14.6%	0.0%	0.9%	1.1%	2.2K	-96.9K	-197	78.64	N/A	N/A	0	0	154	8
2012-01-13	$11.16	$0.00	46.4%	13.3%	35.0%	15.8%	0.0%	3.5%	12.2%	2.1K	-93.9K	-194	59.72	N/A	N/A	0	0	154	8
2012-01-17	$11.11	$0.00	93.8%	26.9%	35.1%	42.5%	0.0%	20.8%	-60.4%	1.7K	-102.7K	-220	157.02	N/A	N/A	0	0	154	8
2012-01-18	$11.25	$0.00	52.4%	15.0%	35.2%	19.2%	0.0%	5.1%	-3.5%	2.0K	-91.7K	-159	110.63	N/A	N/A	0	0	154	8
2012-01-19	$11.07	$0.00	53.9%	15.5%	35.8%	20.1%	0.0%	6.7%	8.6%	2.1K	-94.4K	-190	107.36	N/A	N/A	0	0	154	8
2012-01-20	$11.32	$0.00	48.1%	13.8%	29.4%	16.8%	0.0%	-6.8%	-1.5%	2.0K	-93.6K	-164	111.40	N/A	N/A	0	0	154	8
2012-01-23	$11.44	$0.00	47.6%	13.6%	25.7%	16.5%	0.0%	-12.0%	-0.8%	2.2K	-97.6K	-166	74.70	N/A	N/A	0	10	154	8
2012-01-24	$11.97	$0.00	64.4%	18.5%	28.8%	26.0%	0.0%	0.9%	-6.6%	2.8K	-105.8K	-190	154.04	N/A	N/A	0	0	154	18
2012-01-25	$11.83	$0.00	47.4%	13.6%	28.8%	16.4%	0.0%	9.4%	4.7%	2.4K	-110.0K	-202	111.21	N/A	N/A	0	0	154	18
2012-01-26	$11.56	$0.00	48.1%	13.8%	30.0%	16.8%	0.0%	0.9%	5.4%	2.3K	-106.8K	-208	119.81	N/A	N/A	2	0	154	18
2012-01-27	$11.60	$0.00	46.1%	13.2%	27.1%	15.7%	0.0%	-1.9%	6.0%	2.2K	-104.5K	-192	111.23	N/A	N/A	0	0	156	18
2012-01-30	$11.31	$0.00	87.5%	25.1%	27.8%	39.0%	0.0%	5.2%	-42.7%	2.0K	-100.3K	-201	157.80	N/A	N/A	0	0	156	18
2012-01-31	$11.21	$0.00	47.7%	13.7%	26.4%	16.6%	0.0%	2.2%	-6.2%	2.4K	-90.5K	-171	82.69	N/A	N/A	0	0	156	18