ASGN Options History — June 2012

In June 2012, ASGN traded between $14.84 and $16.50. ATM implied volatility averaged 54.8%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 9.7% (HV 20d: 45.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.11.

Notable Days

2012-06-22: Highest Volume — 25 contracts
2012-06-11: Largest IV spike — 39.0% change
2012-06-11: Highest IV Rank — 23.9%
2012-06-22: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.54	$14.84	$16.50	$15.24	$15.96
Max Pain	$18.93	$17.50	$20.00	$17.50	$20.00
ATM IV	54.8%	46.9%	74.2%	51.3%	54.9%
Expected Move	15.4%	13.9%	17.6%	14.7%	15.7%
HV 20d	45.2%	41.9%	48.0%	43.1%	45.0%
HV 60d	54.9%	44.1%	66.3%	65.7%	46.5%
IV Rank	11.8%	6.8%	23.9%	9.6%	11.9%
IV Percentile	48.1%	19.0%	75.8%	40.9%	50.8%
Term Structure	-1.0%	-20.8%	21.9%	1.7%	21.9%
VWIV	45.5%	34.2%	53.5%	48.8%	34.2%
Skew 25d	3.2%	-8.2%	28.8%	9.7%	28.8%
Skew 10d	4.2%	-4.3%	18.2%	13.2%	6.2%
Call IV 25d	48.0%	36.9%	56.3%	39.8%	46.6%
Put IV 25d	51.2%	42.4%	75.4%	49.6%	75.4%
Bid-Ask Spread %	99.49	73.35	140.36	97.33	137.32
Gamma HHI	0.43	0.40	0.51	0.44	0.42
Net GEX	6.6K	4.8K	9.8K	7.9K	5.8K
Net DEX	-139.9K	-191.2K	-103.8K	-107.7K	-166.3K
Net VEX	-1.0K	-1.2K	-954	-1.2K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.00	10.00	10.00	0.00
Total Volume	4.476	0	25	22	0
Total OI	469.667	336	593	593	365

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2012-06-01	$15.24	$17.50	51.3%	14.7%	43.1%	9.6%	48.8%	9.7%	1.7%	7.9K	-107.7K	-1.2K	10.00	97.33	N/A	N/A	2	20	469	124
2012-06-04	$15.40	$20.00	54.1%	15.2%	42.0%	11.3%	0.0%	3.7%	1.5%	7.9K	-115.5K	-1.1K	0.00	73.35	N/A	N/A	4	0	467	118
2012-06-05	$15.31	$20.00	58.4%	16.3%	41.9%	14.1%	0.0%	3.3%	-6.9%	7.6K	-121.5K	-1.1K	0.00	140.36	N/A	N/A	0	0	463	112
2012-06-06	$15.82	$20.00	47.1%	15.3%	43.4%	7.0%	0.0%	-4.3%	0.3%	8.6K	-134.5K	-1.1K	0.00	78.74	N/A	N/A	0	0	463	112
2012-06-07	$15.64	$20.00	55.2%	15.7%	43.3%	12.0%	0.0%	1.0%	-1.2%	8.4K	-151.6K	-1.2K	0.00	75.40	N/A	N/A	1	0	463	112
2012-06-08	$15.92	$20.00	53.4%	13.9%	43.8%	10.9%	0.0%	4.7%	4.9%	9.8K	-159.2K	-1.1K	0.00	125.83	N/A	N/A	0	0	464	112
2012-06-11	$15.41	$20.00	74.2%	16.1%	45.1%	23.9%	0.0%	-2.7%	-20.8%	8.5K	-157.6K	-1.1K	0.00	127.68	N/A	N/A	0	5	464	112
2012-06-12	$15.74	$20.00	46.9%	15.5%	44.9%	6.8%	0.0%	3.0%	-0.4%	7.0K	-118.3K	-1.0K	0.00	101.43	N/A	N/A	0	0	464	109
2012-06-13	$15.49	$20.00	58.0%	14.2%	44.7%	13.8%	0.0%	-0.6%	2.4%	6.8K	-121.4K	-1.0K	0.00	114.50	N/A	N/A	0	5	464	109
2012-06-14	$15.21	$20.00	54.9%	15.7%	44.5%	11.8%	0.0%	-8.2%	-1.6%	7.8K	-103.9K	-980	0.00	77.73	N/A	N/A	19	0	464	108
2012-06-15	$15.50	$20.00	55.1%	15.8%	45.2%	12.0%	0.0%	-3.6%	-1.0%	6.0K	-103.8K	-999	0.00	82.19	N/A	N/A	0	0	456	108
2012-06-18	$15.76	$20.00	53.9%	15.4%	45.7%	11.2%	53.5%	-4.2%	0.9%	4.8K	-155.9K	-996	0.00	85.72	N/A	N/A	5	0	272	64
2012-06-19	$16.29	$17.50	49.5%	14.2%	45.4%	8.5%	0.0%	8.8%	3.1%	5.3K	-188.1K	-1.0K	0.00	82.10	N/A	N/A	3	0	277	64
2012-06-20	$16.50	$17.50	49.6%	14.2%	45.6%	8.6%	0.0%	3.7%	-2.3%	5.6K	-191.2K	-1.0K	0.00	110.11	N/A	N/A	0	0	277	64
2012-06-21	$15.72	$17.50	52.7%	15.1%	47.8%	10.5%	0.0%	0.0%	-1.5%	5.1K	-170.2K	-985	0.00	96.93	N/A	N/A	0	2	277	64
2012-06-22	$15.38	$17.50	61.5%	17.6%	48.0%	16.0%	0.0%	4.5%	-13.6%	5.3K	-158.1K	-954	0.00	138.58	N/A	N/A	25	0	277	64
2012-06-25	$15.11	$17.50	54.5%	15.6%	46.8%	11.6%	0.0%	7.5%	-1.2%	5.3K	-135.4K	-1.0K	0.00	77.08	N/A	N/A	1	0	302	64
2012-06-26	$14.87	$17.50	54.9%	15.7%	46.8%	11.9%	0.0%	0.3%	-1.2%	5.0K	-124.9K	-964	0.00	77.98	N/A	N/A	0	0	301	64
2012-06-27	$15.20	$17.50	56.4%	16.2%	47.8%	12.8%	0.0%	7.6%	-3.3%	5.8K	-126.8K	-954	0.00	103.92	N/A	N/A	0	0	301	64
2012-06-28	$14.84	$17.50	55.0%	15.8%	48.0%	11.9%	34.2%	3.1%	-3.1%	5.1K	-125.0K	-960	0.00	85.12	N/A	N/A	2	0	301	64
2012-06-29	$15.96	$20.00	54.9%	15.7%	45.0%	11.9%	0.0%	28.8%	21.9%	5.8K	-166.3K	-1.0K	0.00	137.32	N/A	N/A	0	0	301	64