ASGN Options History — April 2012

In April 2012, ASGN traded between $16.52 and $18.98. ATM implied volatility averaged 47.1%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 26.3% (HV 20d: 73.4%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.44.

Notable Days

2012-04-27: Highest Volume — 107 contracts
2012-04-27: Largest IV drop — 23.4% change
2012-04-26: Highest IV Rank — 16.5%
2012-04-26: Largest Expected Move — 16.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.75	$16.52	$18.98	$18.18	$18.71
Max Pain	$16.75	$15.00	$17.50	$15.00	$15.00
ATM IV	47.1%	42.6%	57.0%	46.6%	49.7%
Expected Move	13.5%	12.2%	16.3%	13.4%	14.3%
HV 20d	73.4%	40.9%	94.3%	91.3%	52.3%
HV 60d	68.8%	66.9%	69.9%	66.9%	68.5%
IV Rank	10.5%	7.9%	16.5%	10.2%	11.4%
IV Percentile	24.9%	11.9%	55.2%	21.8%	36.5%
Term Structure	1.0%	-3.0%	6.5%	0.7%	-3.0%
VWIV	49.5%	45.5%	66.6%	45.5%	50.2%
Skew 25d	0.3%	-9.4%	12.7%	12.7%	2.7%
Skew 10d	2.6%	-12.0%	72.1%	12.5%	-3.9%
Call IV 25d	42.1%	32.4%	52.0%	32.4%	45.9%
Put IV 25d	42.4%	36.7%	48.6%	45.1%	48.6%
Bid-Ask Spread %	89.92	77.00	97.88	97.44	77.00
Gamma HHI	0.46	0.33	0.73	0.39	0.43
Net GEX	9.0K	4.1K	27.3K	5.7K	5.6K
Net DEX	-277.5K	-433.6K	-161.1K	-289.1K	-350.3K
Net VEX	-1.1K	-1.2K	-999	-1.0K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.00	2.67	0.03	0.03
Total Volume	25.6	1	107	31	80
Total OI	408.75	345	442	354	416

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
2012-04-02	$18.18	$15.00	46.6%	13.4%	91.3%	10.2%	0.0%	12.7%	0.7%	5.7K	-289.1K	-1.0K	0.03	97.44	N/A	N/A	30	1	265	89
2012-04-03	$18.74	$15.00	47.2%	13.5%	88.5%	10.6%	45.5%	-2.3%	-2.5%	6.2K	-353.7K	-1.1K	1.06	91.71	N/A	N/A	16	17	295	90
2012-04-04	$18.13	$17.50	45.7%	13.1%	90.3%	9.7%	45.7%	11.6%	0.6%	5.8K	-293.7K	-1.2K	0.03	95.00	N/A	N/A	35	1	299	106
2012-04-05	$18.50	$17.50	42.6%	12.2%	90.2%	7.9%	0.0%	11.3%	3.2%	7.5K	-348.9K	-1.1K	0.91	97.88	N/A	N/A	11	10	318	106
2012-04-09	$17.88	$17.50	46.3%	12.9%	91.8%	10.1%	0.0%	-4.8%	6.5%	8.1K	-292.8K	-1.2K	0.00	83.47	N/A	N/A	6	0	319	110
2012-04-10	$17.03	$17.50	45.4%	13.3%	94.1%	9.5%	0.0%	0.9%	2.3%	8.3K	-212.7K	-1.2K	2.00	81.16	N/A	N/A	4	8	323	110
2012-04-11	$17.51	$17.50	44.3%	13.4%	94.2%	8.9%	47.0%	4.7%	1.2%	9.0K	-256.2K	-1.2K	0.00	88.23	N/A	N/A	3	0	323	102
2012-04-12	$17.82	$17.50	46.4%	13.3%	94.0%	10.1%	0.0%	-5.8%	1.9%	9.1K	-293.5K	-1.1K	0.00	85.17	N/A	N/A	5	0	325	102
2012-04-13	$17.73	$17.50	47.4%	13.6%	93.9%	10.8%	0.0%	-7.3%	1.5%	9.7K	-278.6K	-1.1K	1.00	88.89	N/A	N/A	3	3	325	102
2012-04-16	$17.42	$17.50	47.7%	13.7%	94.3%	10.9%	0.0%	-7.7%	-0.1%	11.1K	-257.1K	-1.1K	0.00	90.83	N/A	N/A	3	0	328	105
2012-04-17	$17.77	$17.50	47.7%	13.7%	94.3%	10.9%	0.0%	-6.4%	0.6%	11.7K	-299.7K	-1.1K	0.00	87.82	N/A	N/A	25	0	331	105
2012-04-18	$17.84	$17.50	46.4%	13.3%	92.3%	10.1%	0.0%	-4.6%	2.9%	12.6K	-303.6K	-1.1K	0.00	89.52	N/A	N/A	14	0	331	105
2012-04-19	$17.33	$17.50	47.0%	13.5%	41.5%	10.5%	0.0%	-8.9%	3.4%	19.3K	-239.5K	-1.1K	0.00	91.29	N/A	N/A	0	1	335	105
2012-04-20	$17.41	$17.50	47.1%	13.5%	41.1%	10.5%	0.0%	3.2%	1.0%	27.3K	-256.9K	-1.1K	2.67	95.50	N/A	N/A	3	8	335	96
2012-04-23	$16.71	$17.50	46.9%	13.4%	43.7%	10.4%	46.9%	5.2%	1.6%	4.1K	-167.1K	-1.0K	0.00	93.65	N/A	N/A	9	0	263	82
2012-04-24	$16.52	$17.50	47.0%	13.5%	40.9%	10.5%	47.4%	3.2%	1.2%	4.3K	-161.1K	-999	0.00	93.32	N/A	N/A	7	0	270	82
2012-04-25	$17.30	$15.00	48.9%	14.0%	43.5%	11.7%	47.3%	2.3%	-0.9%	4.8K	-218.1K	-1.0K	0.19	95.47	N/A	N/A	27	5	277	82
2012-04-26	$17.53	$15.00	57.0%	16.3%	43.7%	16.5%	66.6%	-9.4%	-2.4%	4.8K	-244.9K	-1.1K	0.30	89.86	N/A	N/A	54	16	289	87
2012-04-27	$18.98	$15.00	43.6%	12.5%	52.0%	8.5%	48.8%	5.0%	1.3%	5.2K	-433.6K	-1.0K	0.14	85.15	N/A	N/A	94	13	339	103
2012-04-30	$18.71	$15.00	49.7%	14.3%	52.3%	11.4%	50.2%	2.7%	-3.0%	5.6K	-350.3K	-1.1K	0.03	77.00	N/A	N/A	78	2	312	104