ASGN Options History — October 2012

In October 2012, ASGN traded between $19.08 and $20.27. ATM implied volatility averaged 42.8%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 11.2% (HV 20d: 31.6%). 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 9 of 21 days. Put/call ratio averaged 0.31.

Notable Days

2012-10-18: Highest Volume — 312 contracts
2012-10-19: Largest IV spike — 20.5% change
2012-10-22: Highest IV Rank — 16.5%
2012-10-22: Largest Expected Move — 14.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.65	$19.08	$20.27	$19.94	$19.08
Max Pain	$19.05	$15.00	$20.00	$15.00	$20.00
ATM IV	42.8%	38.6%	51.6%	41.9%	44.1%
Expected Move	12.5%	11.2%	14.8%	12.0%	12.6%
HV 20d	31.6%	21.5%	45.2%	45.2%	24.9%
HV 60d	38.1%	35.5%	40.2%	40.2%	35.5%
IV Rank	6.7%	2.1%	16.5%	4.6%	8.6%
IV Percentile	16.7%	2.4%	59.5%	8.3%	23.4%
Term Structure	-0.8%	-7.8%	12.3%	-1.4%	0.5%
VWIV	43.2%	38.0%	48.7%	41.9%	45.8%
Skew 25d	9.5%	-4.0%	23.7%	17.9%	7.9%
Skew 10d	13.6%	4.6%	28.4%	28.4%	14.6%
Call IV 25d	37.8%	30.7%	48.4%	31.8%	40.9%
Put IV 25d	47.3%	39.3%	65.4%	49.7%	48.8%
Bid-Ask Spread %	91.58	51.07	146.99	116.73	72.21
Gamma HHI	0.70	0.62	0.90	0.63	0.69
Net GEX	26.2K	13.7K	62.3K	20.6K	17.8K
Net DEX	-435.4K	-580.3K	-239.4K	-523.1K	-249.6K
Net VEX	-988	-1.6K	-721	-976	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.00	2.25	0.00	0.00
Total Volume	26.762	0	312	6	0
Total OI	464.857	360	625	440	528

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
2012-10-01	$19.94	$15.00	41.9%	12.0%	45.2%	4.6%	41.9%	17.9%	-1.4%	20.6K	-523.1K	-976	0.00	116.73	N/A	N/A	6	0	410	30
2012-10-02	$19.95	$15.00	42.1%	12.1%	44.5%	4.8%	0.0%	4.9%	-1.9%	22.2K	-527.3K	-968	0.00	96.94	N/A	N/A	0	0	416	30
2012-10-03	$19.99	$15.00	41.3%	11.8%	43.3%	4.2%	0.0%	5.8%	1.5%	22.3K	-531.4K	-962	0.00	97.44	N/A	N/A	0	0	416	30
2012-10-04	$20.15	$15.00	41.5%	11.9%	41.1%	4.4%	0.0%	9.6%	2.9%	23.2K	-554.7K	-932	0.00	92.78	N/A	N/A	0	0	416	30
2012-10-05	$20.27	$20.00	39.3%	12.2%	41.1%	2.7%	41.1%	6.6%	0.2%	22.9K	-579.1K	-911	0.00	82.97	N/A	N/A	28	0	416	30
2012-10-08	$20.10	$20.00	41.2%	12.7%	41.5%	4.1%	0.0%	4.0%	-2.7%	25.7K	-562.7K	-916	0.00	85.02	N/A	N/A	0	10	439	30
2012-10-09	$19.67	$20.00	38.8%	12.4%	42.0%	2.3%	0.0%	2.0%	-3.3%	26.5K	-504.0K	-944	0.00	92.11	N/A	N/A	0	0	439	40
2012-10-10	$19.54	$20.00	38.6%	12.3%	42.3%	2.1%	0.0%	3.5%	-3.3%	27.2K	-466.5K	-917	0.00	91.48	N/A	N/A	0	0	439	40
2012-10-11	$19.68	$20.00	40.7%	11.7%	42.2%	3.7%	0.0%	-4.0%	12.3%	27.6K	-504.3K	-920	0.00	146.99	N/A	N/A	0	2	439	40
2012-10-12	$19.13	$20.00	42.1%	12.1%	23.4%	6.5%	0.0%	9.8%	2.1%	25.0K	-383.6K	-826	0.00	88.77	N/A	N/A	4	0	439	42
2012-10-15	$19.55	$20.00	40.8%	11.7%	22.8%	5.2%	0.0%	11.9%	0.9%	33.5K	-437.5K	-794	0.00	66.19	N/A	N/A	0	0	437	42
2012-10-16	$19.98	$20.00	41.9%	12.0%	23.7%	6.3%	0.0%	18.1%	-0.6%	38.7K	-525.3K	-787	0.00	94.53	N/A	N/A	0	0	437	42
2012-10-17	$20.17	$20.00	44.8%	12.8%	21.7%	9.4%	44.8%	16.3%	-5.9%	54.7K	-580.3K	-753	2.25	97.73	N/A	N/A	4	9	437	42
2012-10-18	$19.77	$20.00	39.1%	11.2%	21.5%	3.3%	38.0%	4.4%	3.0%	62.3K	-443.1K	-721	0.00	95.30	N/A	N/A	312	0	437	49
2012-10-19	$19.19	$20.00	47.1%	13.5%	23.1%	11.8%	0.0%	15.7%	-4.3%	25.6K	-445.5K	-965	0.00	140.20	N/A	N/A	1	0	576	49
2012-10-22	$19.28	$20.00	51.6%	14.8%	23.3%	16.5%	0.0%	23.7%	-7.8%	13.7K	-257.5K	-930	0.00	126.80	N/A	N/A	10	0	324	38
2012-10-23	$19.17	$20.00	43.6%	12.5%	23.1%	8.1%	0.0%	9.0%	-1.4%	14.9K	-252.2K	-903	0.00	81.09	N/A	N/A	0	0	322	38
2012-10-24	$19.57	$20.00	45.4%	13.0%	24.1%	10.1%	41.9%	13.1%	-2.3%	15.5K	-287.4K	-927	0.84	54.56	N/A	N/A	75	63	322	38
2012-10-25	$19.48	$20.00	48.2%	13.8%	24.1%	12.9%	48.7%	11.5%	-5.4%	15.7K	-289.3K	-1.6K	0.00	52.18	N/A	N/A	6	0	395	101
2012-10-26	$19.09	$20.00	44.4%	12.7%	24.9%	8.9%	45.8%	7.8%	0.6%	15.5K	-239.4K	-1.5K	0.00	51.07	N/A	N/A	32	0	396	101
2012-10-31	$19.08	$20.00	44.1%	12.6%	24.9%	8.6%	0.0%	7.9%	0.5%	17.8K	-249.6K	-1.6K	0.00	72.21	N/A	N/A	0	0	427	101