ASGN Options History — February 2012 In February 2012, ASGN traded between $11.32 and $14.15. ATM implied volatility averaged 52.2%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 6.8% (HV 20d: 59.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2012-02-14 : Highest Volume — 18 contracts2012-02-22 : Largest IV spike — 53.0% change2012-02-16 : Highest IV Rank — 30.5%2012-02-16 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $12.99 $11.32 $14.15 $12.05 $13.88 Max Pain $5.83 $5.00 $7.50 $5.00 $7.50 ATM IV 52.2% 35.9% 72.5% 55.3% 50.8% Expected Move 15.0% 10.3% 20.8% 15.8% 14.6% HV 20d 59.0% 36.2% 69.2% 36.2% 65.7% HV 60d 51.2% 47.7% 55.6% 47.7% 47.8% IV Rank 17.6% 4.6% 30.5% 20.8% 13.4% IV Percentile 39.6% 6.0% 71.8% 50.8% 38.5% Term Structure 0.2% -18.5% 35.7% -5.6% 9.9% VWIV 49.2% 34.8% 65.9% 50.0% 49.6% Skew 25d 7.3% -9.2% 53.6% 53.6% 10.7% Skew 10d 13.0% -10.4% 75.8% 75.8% 14.1% Call IV 25d 47.5% 36.3% 63.4% 53.2% 43.2% Put IV 25d 54.8% 34.9% 106.8% 106.8% 53.9% Bid-Ask Spread % 102.55 54.58 160.20 87.98 108.97 Gamma HHI 0.91 0.85 0.95 0.85 0.94 Net GEX 3.0K 2.4K 4.0K 2.9K 3.0K Net DEX -162.0K -218.7K -102.6K -111.9K -195.2K Net VEX -156 -191 -80 -175 -129 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 2.8 0 18 0 0 Total OI 183.85 174 192 174 192
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 2012-02-01 $12.05 $0.00 55.3% 15.8% 36.2% 20.8% 0.0% 53.6% -5.6% 2.9K -111.9K -175 0.00 87.98 N/A N/A 0 0 156 18 2012-02-02 $11.32 $0.00 52.6% 15.1% 43.3% 19.3% 0.0% 2.9% -4.6% 2.5K -102.6K -182 0.00 99.27 N/A N/A 0 0 156 18 2012-02-03 $12.19 $5.00 58.6% 14.6% 50.5% 22.7% 0.0% -0.8% 2.1% 2.9K -118.5K -187 0.00 111.17 N/A N/A 0 0 156 18 2012-02-06 $12.19 $5.00 50.8% 15.0% 50.4% 18.3% 0.0% 0.4% -1.8% 2.8K -122.8K -185 0.00 76.75 N/A N/A 0 0 156 18 2012-02-07 $12.01 $5.00 51.4% 14.8% 50.8% 18.7% 0.0% -2.4% -2.0% 2.8K -117.6K -183 0.00 85.03 N/A N/A 3 0 156 18 2012-02-08 $11.86 $5.00 45.4% 16.4% 50.9% 15.3% 0.0% 2.5% -7.3% 2.6K -118.0K -191 0.00 104.06 N/A N/A 1 0 159 18 2012-02-09 $11.92 $5.00 50.9% 14.6% 50.9% 18.4% 0.0% -3.3% -0.6% 3.0K -116.0K -187 0.00 80.63 N/A N/A 1 0 160 18 2012-02-10 $11.85 $5.00 69.8% 20.0% 51.0% 29.0% 0.0% 5.3% -9.2% 2.8K -109.0K -173 0.00 160.20 N/A N/A 0 0 161 18 2012-02-13 $11.94 $5.00 52.7% 15.1% 50.7% 19.4% 50.0% 4.4% -4.1% 3.1K -120.6K -180 0.00 107.79 N/A N/A 11 0 161 18 2012-02-14 $13.67 $5.00 63.2% 18.1% 68.9% 25.3% 65.9% 17.8% -18.5% 3.9K -187.2K -148 0.00 118.72 N/A N/A 18 0 169 18 2012-02-15 $13.53 $5.00 48.4% 13.9% 69.2% 16.9% 48.6% 2.4% 1.3% 3.7K -186.9K -173 0.00 54.58 N/A N/A 10 0 171 18 2012-02-16 $13.91 $5.00 72.5% 20.8% 68.9% 30.5% 0.0% 7.7% -11.3% 2.5K -195.5K -164 0.00 130.31 N/A N/A 0 0 171 18 2012-02-17 $13.80 $5.00 41.3% 11.9% 69.1% 13.0% 0.0% 5.3% 4.2% 3.2K -198.5K -161 0.00 104.26 N/A N/A 0 0 171 18 2012-02-21 $13.77 $5.00 40.5% 11.6% 69.2% 12.5% 34.8% 13.4% 1.9% 2.7K -210.1K -112 0.00 108.94 N/A N/A 0 4 170 18 2012-02-22 $13.75 $7.50 62.0% 17.8% 67.9% 20.1% 0.0% 24.6% 35.7% 4.0K -192.2K -142 0.00 120.34 N/A N/A 0 0 170 22 2012-02-23 $13.93 $7.50 44.0% 12.6% 67.6% 9.4% 0.0% 11.2% 10.9% 3.0K -199.8K -138 0.00 112.43 N/A N/A 0 0 170 22 2012-02-24 $14.00 $7.50 44.1% 12.7% 66.6% 9.5% 46.2% -9.2% 2.6% 3.0K -208.4K -115 0.00 65.92 N/A N/A 5 0 170 22 2012-02-27 $14.15 $7.50 53.3% 15.3% 66.6% 15.0% 49.6% -7.0% -10.2% 2.7K -210.0K -112 0.00 102.29 N/A N/A 3 0 170 22 2012-02-28 $14.06 $7.50 35.9% 10.3% 65.6% 4.6% 0.0% 6.6% 10.6% 2.4K -218.7K -80 0.00 111.30 N/A N/A 0 0 170 22 2012-02-29 $13.88 $7.50 50.8% 14.6% 65.7% 13.4% 0.0% 10.7% 9.9% 3.0K -195.2K -129 0.00 108.97 N/A N/A 0 0 170 22
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