ASGN Options History — August 2012

In August 2012, ASGN traded between $14.94 and $17.20. ATM implied volatility averaged 45.9%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 6.0% (HV 20d: 39.9%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.19.

Notable Days

2012-08-08: Highest Volume — 25 contracts
2012-08-07: Largest IV drop — 36.7% change
2012-08-06: Highest IV Rank — 13.0%
2012-08-01: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.19	$14.94	$17.20	$15.11	$16.51
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	45.9%	35.9%	56.7%	54.6%	37.4%
Expected Move	14.0%	10.7%	15.7%	15.7%	10.7%
HV 20d	39.9%	32.6%	44.4%	41.7%	32.6%
HV 60d	43.4%	40.3%	45.1%	43.2%	40.4%
IV Rank	6.3%	0.0%	13.0%	11.7%	0.9%
IV Percentile	23.6%	0.0%	55.6%	50.8%	1.6%
Term Structure	1.1%	-3.9%	8.0%	-3.9%	5.7%
VWIV	49.1%	44.3%	52.5%	52.5%	49.9%
Skew 25d	7.3%	-0.8%	15.1%	12.6%	7.1%
Skew 10d	12.5%	-9.6%	59.3%	15.1%	48.2%
Call IV 25d	43.2%	33.9%	52.0%	40.3%	42.1%
Put IV 25d	50.5%	46.8%	54.9%	52.9%	49.2%
Bid-Ask Spread %	77.30	31.29	121.16	102.18	108.66
Gamma HHI	0.43	0.41	0.46	0.44	0.44
Net GEX	8.5K	6.4K	11.7K	7.2K	11.7K
Net DEX	-184.9K	-256.3K	-113.6K	-156.1K	-183.0K
Net VEX	-678	-794	-491	-792	-491
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	1.25	0.00	0.00
Total Volume	4.435	0	25	1	2
Total OI	359.087	341	386	385	349

Daily Data (23 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
2012-08-01	$15.11	$15.00	54.6%	15.7%	41.7%	11.7%	0.0%	12.6%	-3.9%	7.2K	-156.1K	-792	0.00	102.18	N/A	N/A	0	1	324	61
2012-08-02	$14.94	$15.00	53.8%	15.4%	39.2%	11.2%	0.0%	7.1%	1.8%	6.4K	-113.6K	-743	0.00	87.43	N/A	N/A	0	0	324	62
2012-08-03	$15.36	$15.00	51.6%	14.8%	40.7%	9.8%	0.0%	14.6%	1.4%	7.4K	-148.3K	-789	0.00	33.67	N/A	N/A	0	0	324	62
2012-08-06	$15.90	$15.00	56.7%	14.7%	42.9%	13.0%	0.0%	7.0%	1.3%	8.6K	-171.5K	-772	0.00	101.04	N/A	N/A	0	0	324	62
2012-08-07	$16.22	$15.00	35.9%	14.1%	43.4%	0.0%	52.5%	2.7%	0.5%	8.8K	-206.1K	-794	0.00	90.49	N/A	N/A	23	0	324	62
2012-08-08	$16.49	$15.00	40.3%	15.0%	43.6%	2.7%	0.0%	8.7%	-3.5%	9.0K	-205.7K	-752	0.00	92.60	N/A	N/A	25	0	306	62
2012-08-09	$16.51	$15.00	36.4%	14.1%	42.9%	0.3%	0.0%	2.6%	-0.1%	7.9K	-212.1K	-745	0.00	57.55	N/A	N/A	10	0	288	62
2012-08-10	$16.34	$15.00	36.2%	13.8%	42.1%	0.2%	0.0%	9.3%	-0.3%	8.0K	-195.9K	-731	0.00	92.79	N/A	N/A	0	0	294	62
2012-08-13	$15.84	$15.00	40.2%	13.5%	42.5%	2.7%	47.3%	2.2%	8.0%	7.9K	-175.9K	-691	0.00	97.78	N/A	N/A	10	0	294	62
2012-08-14	$16.40	$15.00	41.4%	14.1%	44.4%	3.4%	50.3%	12.9%	-1.5%	8.1K	-197.6K	-710	0.00	61.28	N/A	N/A	5	0	294	62
2012-08-15	$16.34	$15.00	46.3%	14.8%	43.5%	6.5%	0.0%	9.3%	-1.2%	7.9K	-200.6K	-697	0.00	57.61	N/A	N/A	0	0	293	62
2012-08-16	$16.73	$15.00	49.8%	14.3%	44.2%	8.7%	0.0%	15.1%	0.5%	8.6K	-228.9K	-707	0.00	64.57	N/A	N/A	0	0	293	62
2012-08-17	$17.20	$15.00	50.9%	14.6%	39.7%	9.3%	50.2%	13.5%	-0.7%	9.8K	-256.3K	-673	0.00	100.99	N/A	N/A	2	0	293	62
2012-08-20	$16.59	$15.00	42.4%	12.2%	40.9%	4.1%	44.3%	7.3%	4.9%	8.9K	-214.9K	-637	0.50	98.58	N/A	N/A	10	5	283	58
2012-08-21	$16.29	$15.00	53.5%	15.3%	39.6%	11.0%	49.9%	-0.8%	2.1%	8.5K	-191.7K	-657	1.25	121.16	N/A	N/A	4	5	283	63
2012-08-22	$16.24	$15.00	50.0%	14.3%	39.7%	8.8%	0.0%	6.3%	1.0%	8.2K	-174.5K	-652	0.00	46.23	N/A	N/A	0	0	281	68
2012-08-23	$15.97	$15.00	53.1%	15.2%	39.8%	10.8%	0.0%	9.7%	0.1%	7.9K	-168.4K	-643	0.00	97.45	N/A	N/A	0	0	281	68
2012-08-24	$16.29	$15.00	42.9%	12.3%	36.2%	4.4%	0.0%	2.9%	-1.3%	8.6K	-166.6K	-624	0.00	107.35	N/A	N/A	0	0	281	68
2012-08-27	$16.30	$15.00	43.5%	12.5%	36.0%	4.7%	0.0%	5.8%	3.2%	9.0K	-178.8K	-592	0.00	53.00	N/A	N/A	0	0	281	68
2012-08-28	$16.29	$15.00	46.7%	13.4%	35.6%	6.7%	0.0%	4.8%	2.1%	8.9K	-172.1K	-588	0.00	31.29	N/A	N/A	0	0	281	68
2012-08-29	$16.31	$15.00	44.0%	12.6%	33.4%	5.0%	0.0%	5.0%	4.6%	9.1K	-171.7K	-570	0.00	38.81	N/A	N/A	0	0	281	68
2012-08-30	$16.18	$15.00	48.9%	14.0%	33.2%	8.1%	0.0%	2.8%	1.4%	9.1K	-161.6K	-555	0.00	35.50	N/A	N/A	0	0	281	68
2012-08-31	$16.51	$15.00	37.4%	10.7%	32.6%	0.9%	0.0%	7.1%	5.7%	11.7K	-183.0K	-491	0.00	108.66	N/A	N/A	2	0	281	68