ASGN Options History — July 2012

In July 2012, ASGN traded between $14.72 and $17.03. ATM implied volatility averaged 52.2%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 5.8% (HV 20d: 46.4%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.20.

Notable Days

2012-07-26: Highest Volume — 36 contracts
2012-07-23: Largest IV spike — 22.7% change
2012-07-25: Highest IV Rank — 18.6%
2012-07-25: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.03	$14.72	$17.03	$15.83	$15.59
Max Pain	$17.14	$15.00	$20.00	$20.00	$15.00
ATM IV	52.2%	47.0%	65.7%	48.2%	49.1%
Expected Move	15.1%	13.6%	18.8%	13.8%	14.1%
HV 20d	46.4%	43.0%	50.1%	45.1%	43.1%
HV 60d	45.2%	42.8%	46.6%	46.3%	42.8%
IV Rank	10.1%	6.9%	18.6%	7.7%	8.2%
IV Percentile	41.2%	20.6%	68.7%	29.8%	33.3%
Term Structure	2.3%	-4.6%	14.5%	13.2%	8.2%
VWIV	50.5%	44.4%	59.7%	49.5%	45.8%
Skew 25d	7.0%	-4.0%	28.8%	-4.0%	2.1%
Skew 10d	6.5%	-9.3%	21.8%	-1.1%	2.2%
Call IV 25d	46.6%	39.1%	55.8%	55.8%	51.3%
Put IV 25d	53.6%	42.3%	68.0%	51.7%	53.3%
Bid-Ask Spread %	88.50	37.98	154.23	60.33	98.24
Gamma HHI	0.43	0.41	0.44	0.42	0.44
Net GEX	6.6K	5.2K	7.9K	5.8K	7.9K
Net DEX	-197.3K	-253.3K	-118.7K	-176.2K	-188.5K
Net VEX	-937	-1.1K	-782	-1.0K	-849
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	1.00	0.00	0.00
Total Volume	3.286	0	36	0	5
Total OI	365.048	353	389	365	387

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
2012-07-02	$15.83	$20.00	48.2%	13.8%	45.1%	7.7%	0.0%	-4.0%	13.2%	5.8K	-176.2K	-1.0K	0.00	60.33	N/A	N/A	0	0	301	64
2012-07-03	$16.46	$20.00	48.7%	14.0%	46.9%	8.0%	0.0%	3.4%	0.1%	6.5K	-201.4K	-1.0K	0.00	68.59	N/A	N/A	0	0	301	64
2012-07-05	$17.03	$20.00	48.2%	13.8%	47.0%	7.7%	49.5%	-1.2%	2.8%	6.6K	-253.3K	-1.1K	0.00	117.45	N/A	N/A	2	0	301	64
2012-07-06	$16.69	$15.00	48.9%	14.5%	47.5%	8.1%	59.7%	11.6%	-1.9%	6.9K	-243.8K	-1.0K	0.00	105.95	N/A	N/A	1	0	303	64
2012-07-09	$16.54	$0.00	47.0%	14.6%	47.3%	6.9%	0.0%	7.6%	-2.5%	6.5K	-229.2K	-1.0K	0.00	106.39	N/A	N/A	0	0	302	64
2012-07-10	$16.71	$0.00	51.6%	15.3%	45.6%	9.8%	0.0%	1.6%	0.9%	6.6K	-234.3K	-1.0K	0.00	65.84	N/A	N/A	0	0	302	64
2012-07-11	$16.50	$0.00	47.7%	15.2%	45.5%	7.4%	0.0%	1.9%	0.5%	6.6K	-221.3K	-1.0K	0.00	69.02	N/A	N/A	0	1	302	64
2012-07-12	$16.15	$0.00	53.8%	15.4%	45.8%	11.2%	0.0%	4.7%	1.5%	6.5K	-193.9K	-974	1.00	75.04	N/A	N/A	3	3	302	63
2012-07-13	$16.56	$0.00	53.0%	15.2%	45.9%	10.6%	0.0%	12.3%	-0.1%	6.9K	-225.1K	-990	0.00	80.19	N/A	N/A	1	0	302	60
2012-07-16	$16.14	$0.00	55.1%	15.8%	46.7%	12.0%	0.0%	8.3%	1.0%	6.6K	-209.4K	-952	0.00	114.65	N/A	N/A	0	3	303	60
2012-07-17	$16.20	$0.00	53.5%	15.3%	46.4%	11.0%	0.0%	5.5%	2.9%	6.6K	-204.2K	-945	0.00	85.74	N/A	N/A	0	0	303	57
2012-07-18	$16.61	$0.00	51.3%	14.7%	45.7%	9.6%	0.0%	10.2%	0.6%	7.3K	-224.0K	-949	0.00	70.48	N/A	N/A	0	0	303	57
2012-07-19	$16.50	$0.00	52.3%	15.0%	45.6%	10.2%	0.0%	11.1%	1.8%	7.1K	-230.2K	-950	0.00	59.78	N/A	N/A	0	0	303	57
2012-07-20	$15.60	$0.00	47.3%	13.6%	46.7%	7.1%	0.0%	4.9%	14.5%	6.3K	-189.8K	-890	0.00	92.01	N/A	N/A	0	0	303	57
2012-07-23	$15.19	$0.00	58.0%	16.6%	47.1%	13.8%	0.0%	10.3%	-2.8%	6.1K	-131.2K	-810	0.00	105.97	N/A	N/A	0	0	296	57
2012-07-24	$14.72	$0.00	54.5%	15.6%	48.0%	11.6%	0.0%	2.0%	0.2%	5.5K	-118.7K	-786	0.00	82.71	N/A	N/A	3	0	296	57
2012-07-25	$14.82	$0.00	65.7%	18.8%	47.7%	18.6%	0.0%	28.8%	-4.6%	5.2K	-126.4K	-803	0.00	154.23	N/A	N/A	0	0	296	57
2012-07-26	$15.14	$0.00	57.7%	16.5%	47.7%	13.6%	44.4%	14.8%	-4.3%	6.1K	-132.4K	-782	0.09	102.99	N/A	N/A	33	3	296	57
2012-07-27	$15.93	$15.00	53.6%	15.4%	50.1%	11.0%	52.6%	8.0%	13.3%	7.7K	-222.5K	-913	0.67	104.87	N/A	N/A	6	4	329	60
2012-07-30	$15.79	$15.00	50.3%	14.4%	43.0%	9.0%	51.2%	2.9%	3.8%	7.8K	-188.4K	-859	0.00	37.98	N/A	N/A	1	0	327	61
2012-07-31	$15.59	$15.00	49.1%	14.1%	43.1%	8.2%	45.8%	2.1%	8.2%	7.9K	-188.5K	-849	0.00	98.24	N/A	N/A	5	0	326	61