ASGN Options History — June 2013

In June 2013, ASGN traded between $25.02 and $27.05. ATM implied volatility averaged 34.4%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 8.8% (HV 20d: 25.5%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.69.

Notable Days

2013-06-11: Highest Volume — 76 contracts
2013-06-12: Largest IV spike — 26.8% change
2013-06-24: Highest IV Rank — 34.8%
2013-06-11: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.14	$25.02	$27.05	$25.72	$26.72
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	34.4%	27.9%	36.1%	33.9%	33.6%
Expected Move	10.0%	9.6%	10.4%	9.7%	9.6%
HV 20d	25.5%	22.2%	29.1%	25.3%	28.0%
HV 60d	37.6%	36.1%	39.0%	38.9%	36.7%
IV Rank	29.0%	14.1%	34.8%	25.4%	29.3%
IV Percentile	33.9%	6.7%	45.2%	28.2%	27.0%
Term Structure	3.4%	1.0%	6.8%	1.3%	6.8%
VWIV	35.8%	32.2%	47.4%	33.9%	34.7%
Skew 25d	4.8%	0.3%	11.5%	9.6%	10.1%
Skew 10d	6.3%	-6.7%	17.8%	16.8%	8.9%
Call IV 25d	29.8%	21.7%	35.2%	27.2%	22.7%
Put IV 25d	34.6%	28.8%	38.9%	36.8%	32.8%
Bid-Ask Spread %	23.26	8.43	37.66	21.33	12.35
Gamma HHI	0.52	0.48	0.80	0.48	0.48
Net GEX	10.6K	-1.1K	20.5K	19.5K	918
Net DEX	-598.5K	-997.8K	-37.9K	-595.6K	-178.0K
Net VEX	-3.7K	-4.1K	-3.5K	-4.1K	-3.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.00	4.33	0.00	0.00
Total Volume	25.05	0	76	4	0
Total OI	1,291.4	657	1,545	1,459	718

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
2013-06-03	$25.72	$22.50	33.9%	9.7%	25.3%	25.4%	33.9%	9.6%	1.3%	19.5K	-595.6K	-4.1K	0.00	21.33	N/A	N/A	4	0	930	529
2013-06-04	$25.40	$22.50	33.9%	9.7%	25.8%	25.4%	33.9%	10.2%	1.2%	17.7K	-513.1K	-4.0K	0.00	20.80	N/A	N/A	2	0	929	529
2013-06-05	$25.02	$22.50	34.8%	10.0%	25.0%	26.9%	34.8%	7.6%	1.0%	16.2K	-417.8K	-4.0K	0.00	13.34	N/A	N/A	12	0	928	529
2013-06-06	$25.79	$22.50	34.0%	9.7%	27.3%	25.5%	47.4%	8.9%	1.9%	19.8K	-625.1K	-4.0K	2.20	20.43	N/A	N/A	5	11	936	529
2013-06-07	$26.19	$22.50	33.1%	10.2%	27.7%	23.9%	0.0%	1.5%	2.7%	20.5K	-717.7K	-4.0K	0.00	22.53	N/A	N/A	9	0	935	539
2013-06-10	$26.58	$22.50	34.1%	10.2%	25.3%	25.6%	0.0%	2.0%	3.0%	19.7K	-823.1K	-3.8K	0.33	18.44	N/A	N/A	42	14	939	539
2013-06-11	$26.65	$22.50	27.9%	10.4%	25.3%	14.1%	35.7%	1.9%	2.3%	17.3K	-861.5K	-3.7K	4.07	27.80	N/A	N/A	15	61	950	539
2013-06-12	$26.40	$22.50	35.3%	10.4%	24.2%	27.9%	36.2%	2.3%	2.2%	17.8K	-772.1K	-3.8K	0.08	24.45	N/A	N/A	12	1	948	549
2013-06-13	$26.35	$22.50	36.1%	10.4%	23.2%	29.4%	0.0%	2.9%	2.3%	14.7K	-765.0K	-3.7K	0.00	28.96	N/A	N/A	25	0	946	550
2013-06-14	$26.24	$22.50	35.6%	10.2%	22.2%	33.8%	0.0%	1.3%	2.6%	15.3K	-768.0K	-3.7K	0.00	26.00	N/A	N/A	0	13	956	550
2013-06-17	$26.48	$22.50	35.0%	10.0%	22.3%	32.4%	33.7%	1.7%	4.1%	2.8K	-908.9K	-3.5K	0.00	30.04	N/A	N/A	29	0	956	537
2013-06-18	$27.05	$22.50	34.6%	9.9%	23.4%	31.6%	32.2%	1.7%	4.2%	1.6K	-997.8K	-3.5K	0.04	15.86	N/A	N/A	23	1	981	537
2013-06-19	$26.64	$22.50	34.6%	9.9%	24.0%	31.7%	0.0%	0.3%	4.3%	3.6K	-961.8K	-3.5K	0.00	16.28	N/A	N/A	0	5	993	536
2013-06-20	$25.75	$22.50	35.5%	10.2%	26.7%	33.7%	37.8%	4.1%	3.6%	17.6K	-810.0K	-3.5K	0.57	37.66	N/A	N/A	42	24	993	541
2013-06-21	$25.92	$22.50	34.7%	10.0%	26.6%	31.9%	33.2%	6.0%	4.9%	6.1K	-838.3K	-3.6K	0.00	35.79	N/A	N/A	28	0	994	551
2013-06-24	$25.44	$22.50	36.1%	10.3%	27.3%	34.8%	36.1%	0.9%	3.5%	-1.1K	-37.9K	-3.5K	0.06	35.74	N/A	N/A	35	2	308	349
2013-06-25	$25.71	$22.50	35.2%	10.1%	25.9%	33.0%	35.2%	4.9%	5.2%	2.0K	-99.7K	-3.6K	0.00	36.67	N/A	N/A	34	0	335	349
2013-06-26	$25.89	$22.50	35.4%	10.1%	26.0%	33.4%	34.7%	6.2%	4.7%	881	-98.4K	-3.6K	4.33	8.43	N/A	N/A	6	26	324	349
2013-06-27	$26.88	$22.50	34.0%	9.7%	29.1%	30.3%	0.0%	11.5%	6.7%	55	-179.2K	-3.6K	0.00	12.27	N/A	N/A	20	0	323	375
2013-06-28	$26.72	$22.50	33.6%	9.6%	28.0%	29.3%	0.0%	10.1%	6.8%	918	-178.0K	-3.6K	0.00	12.35	N/A	N/A	0	0	343	375