ASGN Options History — September 2012

In September 2012, ASGN traded between $15.98 and $20.59. ATM implied volatility averaged 45.6%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 5.4% (HV 20d: 40.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.06.

Notable Days

2012-09-14: Highest Volume — 201 contracts
2012-09-05: Largest IV spike — 25.5% change
2012-09-07: Highest IV Rank — 11.4%
2012-09-11: Largest Expected Move — 21.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.60	$15.98	$20.59	$16.28	$19.92
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	45.6%	41.3%	52.8%	42.0%	42.8%
Expected Move	13.4%	11.8%	21.6%	12.0%	12.3%
HV 20d	40.2%	30.9%	47.9%	31.0%	45.2%
HV 60d	42.0%	40.0%	45.4%	40.4%	40.4%
IV Rank	7.3%	3.8%	11.4%	3.8%	5.3%
IV Percentile	22.2%	6.0%	51.2%	7.1%	11.5%
Term Structure	-0.5%	-19.2%	5.2%	3.6%	2.2%
VWIV	52.3%	42.7%	86.7%	45.1%	44.9%
Skew 25d	5.9%	-4.3%	23.8%	2.2%	2.2%
Skew 10d	6.4%	-6.6%	19.4%	-0.8%	3.4%
Call IV 25d	43.9%	29.2%	107.6%	45.3%	31.6%
Put IV 25d	49.8%	33.4%	131.0%	47.5%	33.7%
Bid-Ask Spread %	106.11	67.61	140.22	109.04	67.61
Gamma HHI	0.55	0.43	0.63	0.44	0.60
Net GEX	16.0K	9.0K	21.3K	9.9K	19.3K
Net DEX	-514.8K	-1.0M	-154.3K	-167.9K	-509.0K
Net VEX	-811	-1.1K	-461	-505	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.30	0.00	0.00
Total Volume	23.947	0	201	0	4
Total OI	482.684	351	692	351	436

Daily Data (19 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
2012-09-04	$16.28	$15.00	42.0%	12.0%	31.0%	3.8%	0.0%	2.2%	3.6%	9.9K	-167.9K	-505	0.00	109.04	N/A	N/A	0	0	283	68
2012-09-05	$15.98	$15.00	52.8%	15.1%	30.9%	10.5%	0.0%	23.8%	3.4%	9.0K	-154.3K	-508	0.00	109.84	N/A	N/A	0	0	283	68
2012-09-06	$16.76	$15.00	48.0%	13.8%	35.0%	9.4%	0.0%	-1.2%	5.2%	11.9K	-206.9K	-461	0.00	115.11	N/A	N/A	29	0	283	68
2012-09-07	$16.96	$15.00	50.5%	12.9%	35.2%	11.4%	45.1%	9.7%	4.3%	11.5K	-255.9K	-565	0.00	94.11	N/A	N/A	50	0	312	68
2012-09-10	$16.98	$15.00	45.8%	13.9%	34.9%	7.7%	58.6%	8.8%	-3.5%	14.3K	-290.7K	-616	0.20	116.28	N/A	N/A	5	1	362	68
2012-09-11	$16.71	$15.00	45.5%	21.6%	33.4%	7.4%	86.7%	23.4%	-19.2%	13.1K	-269.1K	-615	0.00	140.22	N/A	N/A	11	0	367	68
2012-09-12	$16.94	$15.00	50.1%	12.9%	31.5%	11.0%	0.0%	8.1%	3.4%	14.7K	-303.7K	-644	0.00	94.00	N/A	N/A	21	0	378	68
2012-09-13	$17.19	$15.00	49.8%	14.3%	31.8%	10.8%	0.0%	10.9%	-6.8%	15.7K	-341.0K	-667	0.30	122.84	N/A	N/A	10	3	389	68
2012-09-14	$19.09	$15.00	48.0%	13.8%	47.9%	9.4%	49.5%	-4.3%	-18.4%	11.6K	-582.5K	-599	0.02	104.75	N/A	N/A	198	3	395	68
2012-09-17	$19.59	$15.00	41.3%	11.8%	47.8%	4.2%	0.0%	1.2%	2.4%	19.4K	-829.2K	-980	0.00	107.08	N/A	N/A	0	0	579	69
2012-09-18	$19.37	$15.00	47.3%	13.6%	45.6%	8.9%	0.0%	-3.1%	1.1%	20.9K	-789.1K	-973	0.10	116.77	N/A	N/A	40	4	579	69
2012-09-19	$19.93	$15.00	46.0%	13.2%	45.1%	7.8%	0.0%	8.0%	-0.5%	21.3K	-891.1K	-1.0K	0.00	104.67	N/A	N/A	11	0	602	72
2012-09-20	$20.35	$15.00	44.0%	12.6%	45.0%	6.3%	45.8%	-2.8%	1.2%	20.1K	-976.8K	-1.1K	0.00	95.08	N/A	N/A	21	0	611	72
2012-09-21	$20.59	$15.00	43.7%	12.5%	43.7%	6.0%	44.8%	9.4%	0.2%	18.1K	-1.0M	-1.0K	0.18	119.94	N/A	N/A	28	5	620	72
2012-09-24	$20.50	$15.00	41.9%	12.0%	44.1%	4.7%	42.7%	0.8%	1.0%	17.3K	-583.7K	-1.0K	0.00	92.78	N/A	N/A	4	0	403	28
2012-09-25	$20.26	$15.00	41.6%	11.9%	44.7%	4.4%	0.0%	2.1%	2.0%	18.1K	-562.0K	-1.0K	0.00	91.72	N/A	N/A	0	0	403	28
2012-09-26	$19.98	$15.00	43.4%	12.4%	45.4%	5.8%	44.9%	3.0%	4.9%	18.7K	-512.2K	-1.0K	0.00	116.93	N/A	N/A	0	2	403	28
2012-09-27	$20.05	$15.00	41.7%	12.0%	45.3%	4.5%	0.0%	10.5%	3.0%	18.9K	-522.2K	-1.0K	0.00	97.33	N/A	N/A	5	0	403	30
2012-09-28	$19.92	$15.00	42.8%	12.3%	45.2%	5.3%	0.0%	2.2%	2.2%	19.3K	-509.0K	-1.0K	0.00	67.61	N/A	N/A	4	0	406	30