ASGN Options History — February 2013

In February 2013, ASGN traded between $20.72 and $24.90. ATM implied volatility averaged 41.2%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 2.7% (HV 20d: 38.5%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.86.

Notable Days

2013-02-15: Highest Volume — 520 contracts
2013-02-13: Largest IV spike — 23.0% change
2013-02-14: Highest IV Rank — 43.2%
2013-02-14: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.04	$20.72	$24.90	$24.90	$21.86
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	41.2%	32.5%	54.9%	43.3%	33.8%
Expected Move	11.5%	9.3%	15.7%	11.1%	9.7%
HV 20d	38.5%	24.2%	54.2%	24.9%	54.2%
HV 60d	34.0%	28.2%	39.8%	31.8%	39.8%
IV Rank	26.2%	15.3%	43.2%	28.8%	17.0%
IV Percentile	35.4%	10.3%	89.7%	41.3%	13.9%
Term Structure	-0.6%	-10.6%	4.7%	-0.3%	4.1%
VWIV	40.8%	33.4%	57.2%	39.2%	33.9%
Skew 25d	3.2%	-12.9%	13.5%	1.6%	-12.9%
Skew 10d	-4.1%	-24.7%	11.4%	-9.4%	-18.0%
Call IV 25d	37.4%	28.9%	60.0%	38.8%	37.4%
Put IV 25d	40.5%	24.5%	53.2%	40.3%	24.5%
Bid-Ask Spread %	24.19	10.61	48.82	29.58	13.99
Gamma HHI	0.52	0.26	0.69	0.66	0.33
Net GEX	15.2K	3.8K	29.0K	17.8K	8.9K
Net DEX	-590.4K	-1.2M	33.1K	-1.0M	-186.6K
Net VEX	-2.5K	-3.0K	-2.0K	-2.5K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.00	10.00	0.00	0.12
Total Volume	101.211	13	520	97	29
Total OI	1,062.158	954	1,395	980	1,062

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
2013-02-01	$24.90	$22.50	43.3%	11.1%	24.9%	28.8%	39.2%	1.6%	-0.3%	17.8K	-1.0M	-2.5K	0.00	29.58	N/A	N/A	97	0	639	341
2013-02-04	$24.29	$22.50	42.8%	10.5%	26.7%	28.2%	34.8%	8.7%	0.4%	17.8K	-921.0K	-2.5K	0.02	29.92	N/A	N/A	64	1	631	341
2013-02-05	$24.66	$22.50	42.3%	10.6%	26.9%	27.5%	0.0%	10.2%	0.3%	16.1K	-983.9K	-2.3K	0.00	10.61	N/A	N/A	15	0	612	342
2013-02-06	$24.51	$22.50	42.2%	11.0%	27.1%	27.4%	40.6%	10.6%	-0.7%	16.3K	-956.3K	-2.4K	0.04	31.50	N/A	N/A	26	1	626	342
2013-02-07	$24.00	$22.50	38.2%	10.9%	28.3%	22.4%	38.2%	5.8%	0.7%	15.8K	-855.1K	-2.5K	0.07	30.53	N/A	N/A	28	2	629	342
2013-02-08	$23.95	$22.50	38.9%	11.1%	25.8%	23.3%	39.7%	5.5%	-0.5%	16.8K	-866.2K	-2.6K	0.09	29.50	N/A	N/A	78	7	646	343
2013-02-11	$24.48	$22.50	42.5%	12.2%	26.9%	27.8%	43.1%	11.9%	-3.3%	22.7K	-1.0M	-2.4K	0.03	11.54	N/A	N/A	79	2	668	349
2013-02-12	$24.60	$22.50	42.8%	12.3%	25.1%	28.2%	44.0%	13.5%	-2.4%	23.8K	-1.1M	-2.5K	0.00	11.79	N/A	N/A	92	0	685	348
2013-02-13	$24.73	$22.50	52.6%	15.1%	24.9%	40.5%	52.2%	0.1%	-10.6%	23.2K	-1.1M	-2.6K	0.25	33.32	N/A	N/A	221	56	723	348
2013-02-14	$24.66	$22.50	54.9%	15.7%	24.2%	43.2%	57.2%	-6.9%	-10.1%	29.0K	-1.2M	-3.0K	0.16	38.86	N/A	N/A	213	35	850	397
2013-02-15	$21.87	$22.50	45.5%	13.0%	49.7%	31.6%	45.2%	2.4%	-1.7%	11.2K	-231.3K	-2.9K	0.67	22.99	N/A	N/A	311	209	983	412
2013-02-19	$22.33	$22.50	40.8%	11.7%	50.3%	25.7%	41.5%	0.3%	0.4%	18.9K	-452.2K	-2.9K	0.17	20.72	N/A	N/A	52	9	793	332
2013-02-20	$21.64	$22.50	39.6%	11.4%	51.3%	24.2%	39.3%	3.5%	0.4%	15.1K	-270.5K	-2.8K	0.75	14.82	N/A	N/A	12	9	771	331
2013-02-21	$20.72	$22.50	41.7%	12.0%	53.1%	26.8%	34.8%	-2.6%	-1.7%	10.7K	-47.5K	-2.4K	0.25	17.34	N/A	N/A	77	19	767	339
2013-02-22	$20.91	$22.50	36.6%	10.5%	52.4%	20.5%	35.8%	-0.0%	2.8%	8.2K	5.1K	-2.2K	0.05	48.82	N/A	N/A	101	5	715	356
2013-02-25	$21.05	$22.50	35.8%	10.3%	52.6%	19.5%	0.0%	4.2%	3.0%	5.3K	1.4K	-2.0K	10.00	20.94	N/A	N/A	2	20	668	356
2013-02-26	$20.96	$22.50	35.8%	10.3%	52.5%	19.4%	33.4%	1.4%	2.9%	3.8K	33.1K	-2.1K	3.75	19.97	N/A	N/A	8	30	668	376
2013-02-27	$21.56	$22.50	32.5%	9.3%	53.9%	15.3%	0.0%	2.7%	4.7%	6.8K	-104.2K	-2.2K	0.00	22.92	N/A	N/A	13	0	674	376
2013-02-28	$21.86	$22.50	33.8%	9.7%	54.2%	17.0%	33.9%	-12.9%	4.1%	8.9K	-186.6K	-2.2K	0.12	13.99	N/A	N/A	26	3	686	376