ASGN Options History — December 2012

In December 2012, ASGN traded between $18.85 and $20.28. ATM implied volatility averaged 28.2%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 4.7% (HV 20d: 23.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 1.99.

Notable Days

2012-12-31: Highest Volume — 95 contracts
2012-12-13: Largest IV spike — 64.0% change
2012-12-19: Highest IV Rank — 17.5%
2012-12-11: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.61	$18.85	$20.28	$19.71	$20.28
Max Pain	$18.25	$17.50	$20.00	$20.00	$20.00
ATM IV	28.2%	20.2%	34.3%	29.6%	29.4%
Expected Move	8.7%	6.4%	10.0%	8.5%	8.4%
HV 20d	23.5%	20.2%	33.4%	33.4%	24.1%
HV 60d	29.9%	27.0%	35.9%	35.9%	28.2%
IV Rank	8.3%	0.0%	17.5%	4.0%	11.5%
IV Percentile	3.7%	0.0%	9.1%	2.4%	6.7%
Term Structure	6.3%	3.2%	16.0%	3.4%	7.0%
VWIV	27.2%	23.0%	30.4%	30.2%	28.2%
Skew 25d	1.3%	-4.9%	9.4%	-1.9%	4.8%
Skew 10d	3.5%	-1.6%	12.8%	-1.6%	6.0%
Call IV 25d	25.5%	22.8%	29.9%	26.6%	22.8%
Put IV 25d	26.9%	22.0%	34.7%	24.6%	27.6%
Bid-Ask Spread %	33.66	15.09	61.26	18.60	17.24
Gamma HHI	0.72	0.52	0.87	0.58	0.79
Net GEX	8.8K	3.5K	17.4K	7.3K	9.3K
Net DEX	-97.9K	-180.2K	-3.4K	-142.4K	-166.9K
Net VEX	-1.3K	-1.4K	-1.1K	-1.4K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.99	0.00	15.50	2.17	0.12
Total Volume	17.25	0	95	3	95
Total OI	483.35	257	559	525	348

Daily Data (20 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
2012-12-03	$19.71	$20.00	29.6%	8.5%	33.4%	4.0%	0.0%	-1.9%	3.4%	7.3K	-142.4K	-1.4K	0.00	18.60	N/A	N/A	0	3	324	201
2012-12-04	$19.80	$20.00	27.7%	7.9%	33.0%	2.0%	30.2%	-0.9%	4.7%	7.6K	-146.9K	-1.4K	2.17	23.95	N/A	N/A	6	13	324	204
2012-12-05	$19.57	$20.00	24.4%	7.0%	31.0%	0.0%	0.0%	-1.5%	7.3%	7.6K	-106.2K	-1.4K	0.00	26.42	N/A	N/A	2	0	330	217
2012-12-06	$19.55	$20.00	22.3%	6.4%	23.6%	0.0%	0.0%	9.4%	16.0%	7.5K	-96.1K	-1.4K	0.00	43.91	N/A	N/A	0	0	332	217
2012-12-07	$19.41	$17.50	21.5%	9.2%	21.9%	0.0%	0.0%	8.8%	4.6%	7.5K	-69.6K	-1.4K	0.00	22.12	N/A	N/A	0	0	332	217
2012-12-10	$19.53	$17.50	27.7%	9.6%	22.0%	6.0%	0.0%	-2.7%	3.8%	7.6K	-81.4K	-1.4K	0.00	61.26	N/A	N/A	11	0	332	217
2012-12-11	$19.69	$17.50	26.2%	10.0%	22.0%	4.5%	23.0%	9.3%	3.2%	7.9K	-97.4K	-1.4K	0.00	50.60	N/A	N/A	5	0	337	217
2012-12-12	$19.29	$17.50	20.2%	9.9%	22.5%	0.0%	0.0%	-4.9%	3.5%	7.3K	-24.5K	-1.3K	0.00	43.00	N/A	N/A	0	20	342	217
2012-12-13	$18.85	$17.50	33.2%	9.5%	21.6%	12.3%	0.0%	4.2%	6.7%	5.4K	-3.4K	-1.1K	0.00	28.55	N/A	N/A	7	0	342	197
2012-12-14	$19.09	$17.50	33.1%	9.5%	21.1%	16.1%	0.0%	4.5%	4.7%	6.0K	-5.2K	-1.2K	0.00	19.39	N/A	N/A	0	0	335	197
2012-12-17	$19.70	$17.50	33.0%	9.5%	23.0%	15.9%	0.0%	-0.4%	5.5%	8.9K	-135.1K	-1.3K	0.00	46.55	N/A	N/A	3	0	335	197
2012-12-18	$19.88	$17.50	33.3%	9.6%	21.7%	16.4%	0.0%	0.8%	4.3%	10.4K	-180.2K	-1.3K	0.70	58.61	N/A	N/A	10	7	338	197
2012-12-19	$19.64	$17.50	34.3%	9.8%	22.0%	17.5%	0.0%	-1.0%	3.8%	11.3K	-60.2K	-1.2K	0.00	42.36	N/A	N/A	0	6	332	197
2012-12-20	$19.78	$17.50	33.1%	9.5%	21.5%	16.1%	0.0%	-0.2%	4.8%	15.8K	-84.1K	-1.2K	0.00	40.46	N/A	N/A	0	0	332	197
2012-12-21	$19.80	$17.50	30.4%	8.7%	21.3%	12.7%	30.4%	2.7%	6.5%	17.4K	-88.5K	-1.1K	15.50	53.06	N/A	N/A	4	62	332	197
2012-12-24	$19.82	$17.50	26.6%	7.6%	21.2%	8.0%	26.6%	-1.0%	8.4%	3.5K	-104.5K	-1.1K	0.09	21.82	N/A	N/A	55	5	165	92
2012-12-26	$19.52	$17.50	25.6%	7.3%	21.7%	6.7%	0.0%	-1.5%	9.6%	9.4K	-127.1K	-1.2K	0.00	16.80	N/A	N/A	0	0	220	97
2012-12-27	$19.63	$17.50	26.7%	7.7%	21.0%	8.1%	25.6%	-0.7%	8.9%	9.5K	-131.5K	-1.2K	3.33	15.09	N/A	N/A	6	20	220	97
2012-12-28	$19.56	$20.00	26.2%	7.5%	20.2%	7.4%	26.2%	-1.2%	10.0%	9.7K	-107.2K	-1.2K	0.00	23.38	N/A	N/A	0	5	226	117
2012-12-31	$20.28	$20.00	29.4%	8.4%	24.1%	11.5%	28.2%	4.8%	7.0%	9.3K	-166.9K	-1.2K	0.12	17.24	N/A	N/A	85	10	226	122