ASGN Options History — March 2012

In March 2012, ASGN traded between $13.29 and $17.80. ATM implied volatility averaged 52.3%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 12.1% (HV 20d: 64.3%). Max pain ranged from $5.00 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.74.

Notable Days

2012-03-21: Highest Volume — 145 contracts
2012-03-15: Largest IV drop — 57.6% change
2012-03-14: Highest IV Rank — 42.5%
2012-03-01: Largest Expected Move — 18.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.06	$13.29	$17.80	$14.36	$17.47
Max Pain	$13.54	$5.00	$15.00	$7.50	$15.00
ATM IV	52.3%	37.8%	100.3%	63.2%	40.8%
Expected Move	13.3%	10.8%	18.1%	18.1%	11.7%
HV 20d	64.3%	31.3%	93.1%	62.3%	90.8%
HV 60d	54.9%	46.7%	67.1%	47.9%	66.6%
IV Rank	13.8%	4.9%	42.5%	20.8%	6.8%
IV Percentile	31.8%	5.6%	82.9%	62.3%	9.1%
Term Structure	3.3%	-13.1%	16.1%	-11.1%	4.1%
VWIV	45.2%	40.5%	63.6%	63.6%	41.6%
Skew 25d	2.9%	-13.6%	13.0%	9.8%	4.2%
Skew 10d	11.9%	-18.8%	33.9%	19.5%	7.7%
Call IV 25d	46.6%	38.3%	55.8%	55.7%	38.3%
Put IV 25d	49.5%	32.4%	65.4%	65.4%	42.6%
Bid-Ask Spread %	104.68	74.44	126.89	126.89	106.31
Gamma HHI	0.73	0.45	0.92	0.91	0.45
Net GEX	3.9K	903	6.2K	2.6K	6.0K
Net DEX	-195.5K	-257.1K	-38.7K	-215.2K	-241.7K
Net VEX	-351	-1.1K	-84	-100	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.74	0.00	21.50	1.33	0.00
Total Volume	21.545	0	145	7	50
Total OI	202.591	74	345	192	345

Daily Data (22 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
2012-03-01	$14.36	$7.50	63.2%	18.1%	62.3%	20.8%	63.6%	9.8%	-11.1%	2.6K	-215.2K	-100	1.33	126.89	N/A	N/A	3	4	170	22
2012-03-02	$13.83	$5.00	42.6%	12.2%	59.1%	8.6%	0.0%	10.1%	9.1%	3.5K	-213.2K	-101	0.00	116.07	N/A	N/A	0	0	173	18
2012-03-05	$13.95	$0.00	44.5%	13.0%	54.0%	9.7%	0.0%	11.8%	1.4%	3.0K	-220.1K	-84	0.00	102.81	N/A	N/A	0	0	173	18
2012-03-06	$13.29	$0.00	66.3%	15.0%	57.4%	22.7%	0.0%	2.7%	2.9%	4.5K	-183.4K	-123	0.00	121.37	N/A	N/A	0	0	173	18
2012-03-07	$13.48	$0.00	59.5%	14.2%	57.1%	18.6%	0.0%	0.8%	13.0%	4.5K	-196.8K	-104	0.00	123.08	N/A	N/A	11	0	173	18
2012-03-08	$13.52	$0.00	52.4%	15.5%	56.7%	13.8%	0.0%	7.8%	-0.8%	4.4K	-203.1K	-107	0.00	105.89	N/A	N/A	0	0	174	18
2012-03-09	$13.55	$0.00	53.3%	13.7%	56.7%	14.3%	0.0%	1.8%	2.4%	4.2K	-206.8K	-99	0.00	82.93	N/A	N/A	0	0	174	18
2012-03-12	$13.40	$0.00	81.3%	15.1%	56.9%	31.1%	0.0%	5.7%	1.5%	4.8K	-194.8K	-105	0.00	125.50	N/A	N/A	25	0	174	18
2012-03-13	$13.74	$0.00	75.9%	13.6%	57.3%	27.8%	0.0%	11.1%	16.1%	3.2K	-210.5K	-132	0.00	107.80	N/A	N/A	0	0	177	18
2012-03-14	$13.68	$0.00	100.3%	15.4%	31.4%	42.5%	0.0%	13.0%	-1.2%	3.6K	-206.1K	-137	0.00	124.56	N/A	N/A	42	0	177	18
2012-03-15	$13.58	$0.00	42.5%	12.2%	31.3%	7.8%	0.0%	5.1%	12.7%	2.6K	-199.0K	-205	0.00	79.53	N/A	N/A	0	0	179	18
2012-03-16	$14.00	$0.00	37.8%	10.8%	31.6%	4.9%	42.0%	3.3%	6.1%	903	-211.7K	-202	0.00	74.44	N/A	N/A	14	0	179	18
2012-03-19	$14.26	$15.00	38.9%	11.1%	32.1%	5.6%	0.0%	-2.5%	2.2%	1.4K	-42.0K	-220	0.00	99.81	N/A	N/A	2	0	64	10
2012-03-20	$13.68	$15.00	54.0%	15.5%	35.6%	14.7%	0.0%	10.0%	-13.1%	1.4K	-38.7K	-213	0.00	111.37	N/A	N/A	13	0	64	10
2012-03-21	$17.32	$15.00	42.5%	12.2%	91.1%	7.8%	42.8%	4.9%	6.0%	1.4K	-94.7K	-227	0.05	75.12	N/A	N/A	138	7	72	10
2012-03-22	$17.06	$15.00	41.3%	11.8%	91.6%	7.0%	40.5%	-13.6%	6.8%	4.6K	-217.9K	-617	0.30	96.22	N/A	N/A	33	10	187	17
2012-03-23	$17.09	$15.00	41.8%	12.0%	91.6%	7.3%	0.0%	-9.5%	1.7%	5.4K	-225.8K	-662	0.60	108.22	N/A	N/A	5	3	204	27
2012-03-26	$17.80	$15.00	40.8%	11.7%	92.2%	6.8%	40.8%	-13.0%	4.8%	5.6K	-257.1K	-657	0.11	112.68	N/A	N/A	19	2	205	30
2012-03-27	$17.31	$15.00	42.9%	12.3%	93.1%	8.0%	0.0%	3.4%	2.2%	6.2K	-257.0K	-687	21.50	104.17	N/A	N/A	2	43	221	32
2012-03-28	$17.44	$15.00	43.7%	12.5%	92.7%	8.5%	0.0%	4.2%	2.4%	5.2K	-220.5K	-842	0.41	86.21	N/A	N/A	34	14	223	75
2012-03-29	$17.52	$15.00	43.4%	12.4%	92.3%	8.3%	0.0%	-7.6%	4.6%	5.7K	-244.6K	-1.1K	0.00	112.10	N/A	N/A	0	0	256	89
2012-03-30	$17.47	$15.00	40.8%	11.7%	90.8%	6.8%	41.6%	4.2%	4.1%	6.0K	-241.7K	-1.0K	0.00	106.31	N/A	N/A	50	0	256	89