ASGN Options History — March 2013

In March 2013, ASGN traded between $22.05 and $25.66. ATM implied volatility averaged 31.9%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 14.7% (HV 20d: 46.6%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.27.

Notable Days

2013-03-27: Highest Volume — 529 contracts
2013-03-08: Largest IV spike — 23.4% change
2013-03-27: Highest IV Rank — 24.0%
2013-03-04: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.47	$22.05	$25.66	$22.05	$25.31
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	31.9%	25.1%	37.0%	35.6%	32.4%
Expected Move	9.5%	8.5%	10.8%	10.2%	9.3%
HV 20d	46.6%	33.9%	56.5%	52.3%	36.3%
HV 60d	41.7%	39.7%	43.4%	39.7%	42.8%
IV Rank	17.5%	6.1%	24.0%	19.2%	22.5%
IV Percentile	12.5%	1.6%	21.0%	17.1%	15.5%
Term Structure	3.1%	1.3%	6.2%	1.4%	6.2%
VWIV	32.8%	25.0%	37.6%	25.0%	30.0%
Skew 25d	3.5%	-12.7%	10.0%	-11.3%	0.2%
Skew 10d	3.0%	-19.3%	15.1%	-17.8%	-1.8%
Call IV 25d	29.0%	24.9%	39.1%	38.8%	27.0%
Put IV 25d	32.5%	23.2%	38.4%	27.5%	27.2%
Bid-Ask Spread %	27.49	14.94	72.28	14.94	37.69
Gamma HHI	0.54	0.36	0.82	0.36	0.42
Net GEX	28.3K	10.9K	58.8K	10.9K	49.1K
Net DEX	-811.1K	-1.2M	-259.0K	-259.0K	-1.2M
Net VEX	-2.2K	-4.1K	-1.8K	-2.3K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	1.67	0.94	0.12
Total Volume	84.55	5	529	62	191
Total OI	943.75	616	1,321	1,064	1,321

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
2013-03-01	$22.05	$22.50	35.6%	10.2%	52.3%	19.2%	25.0%	-11.3%	1.4%	10.9K	-259.0K	-2.3K	0.94	14.94	N/A	N/A	32	30	691	373
2013-03-04	$22.38	$22.50	35.3%	10.8%	52.1%	18.8%	37.6%	3.0%	1.8%	12.7K	-313.7K	-2.2K	1.67	20.66	N/A	N/A	15	25	695	367
2013-03-05	$23.53	$22.50	37.0%	10.7%	55.1%	20.9%	37.6%	7.1%	1.3%	19.1K	-619.3K	-2.2K	0.63	17.11	N/A	N/A	43	27	689	352
2013-03-06	$24.00	$22.50	32.1%	10.0%	55.3%	14.8%	36.8%	5.1%	1.6%	25.0K	-802.7K	-2.1K	0.12	35.02	N/A	N/A	41	5	701	333
2013-03-07	$23.91	$22.50	25.1%	9.9%	55.3%	6.1%	34.6%	4.3%	1.3%	24.5K	-776.6K	-2.0K	0.04	34.06	N/A	N/A	45	2	698	338
2013-03-08	$24.85	$22.50	31.0%	9.9%	56.5%	13.4%	34.7%	10.0%	2.2%	28.7K	-1.0M	-1.9K	0.08	39.12	N/A	N/A	72	6	696	339
2013-03-11	$24.89	$22.50	31.6%	9.6%	56.4%	14.2%	34.7%	7.4%	1.9%	36.8K	-1.0M	-1.9K	0.09	16.82	N/A	N/A	113	10	715	345
2013-03-12	$24.82	$22.50	29.1%	9.5%	56.0%	11.1%	33.0%	7.0%	1.5%	46.4K	-1.1M	-2.0K	0.07	16.09	N/A	N/A	44	3	785	355
2013-03-13	$24.71	$22.50	30.9%	9.3%	56.0%	13.4%	32.5%	7.1%	2.5%	47.0K	-1.1M	-2.1K	0.00	17.18	N/A	N/A	5	0	786	358
2013-03-14	$24.90	$22.50	31.4%	9.0%	56.0%	14.0%	31.8%	7.8%	3.6%	58.8K	-1.2M	-2.1K	0.26	18.67	N/A	N/A	23	6	791	358
2013-03-15	$24.54	$22.50	29.6%	8.5%	56.2%	11.7%	0.0%	6.3%	4.5%	44.4K	-1.0M	-2.0K	0.38	15.93	N/A	N/A	24	9	803	361
2013-03-18	$24.26	$22.50	31.1%	8.9%	34.6%	13.6%	32.3%	4.3%	4.0%	14.8K	-523.3K	-2.1K	0.50	72.28	N/A	N/A	20	10	428	188
2013-03-19	$23.99	$22.50	32.0%	9.2%	34.6%	21.8%	33.3%	2.1%	2.9%	15.3K	-498.4K	-2.0K	0.00	21.81	N/A	N/A	5	0	431	188
2013-03-20	$25.66	$22.50	32.4%	9.3%	38.8%	22.5%	27.8%	9.6%	3.0%	14.5K	-714.8K	-1.8K	0.02	19.12	N/A	N/A	116	2	431	188
2013-03-21	$25.62	$22.50	33.0%	9.5%	33.9%	23.6%	33.0%	2.2%	3.1%	19.0K	-833.3K	-2.1K	0.43	37.44	N/A	N/A	23	10	505	190
2013-03-22	$24.91	$22.50	31.5%	9.0%	36.6%	20.9%	32.1%	-3.6%	3.9%	20.6K	-719.8K	-2.2K	0.08	37.00	N/A	N/A	64	5	510	193
2013-03-25	$24.85	$22.50	31.9%	9.2%	36.8%	21.7%	31.9%	7.9%	4.0%	22.9K	-749.4K	-2.4K	0.07	15.78	N/A	N/A	57	4	547	196
2013-03-26	$25.25	$22.50	31.7%	9.1%	36.6%	21.3%	31.9%	7.2%	4.5%	25.6K	-861.7K	-2.3K	0.00	26.51	N/A	N/A	75	0	594	196
2013-03-27	$25.04	$22.50	33.2%	9.5%	36.4%	24.0%	33.2%	-12.7%	6.1%	29.5K	-880.7K	-2.6K	0.01	36.66	N/A	N/A	525	4	644	196
2013-03-28	$25.31	$22.50	32.4%	9.3%	36.3%	22.5%	30.0%	0.2%	6.2%	49.1K	-1.2M	-4.1K	0.12	37.69	N/A	N/A	171	20	1,125	196