ASGN Options History — November 2013

In November 2013, ASGN traded between $32.07 and $34.15. ATM implied volatility averaged 29.5%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 0.4% (HV 20d: 30.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.19.

Notable Days

2013-11-08: Highest Volume — 75 contracts
2013-11-11: Largest IV spike — 95.6% change
2013-11-11: Highest IV Rank — 66.4%
2013-11-04: Largest Expected Move — 9.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.47	$32.07	$34.15	$33.15	$34.03
Max Pain	$25.25	$25.00	$30.00	$30.00	$25.00
ATM IV	29.5%	21.8%	42.7%	25.9%	29.3%
Expected Move	8.3%	6.8%	9.2%	7.4%	8.4%
HV 20d	30.0%	27.8%	33.4%	33.4%	27.8%
HV 60d	27.7%	26.6%	28.6%	26.6%	27.5%
IV Rank	30.1%	8.7%	66.4%	19.9%	29.5%
IV Percentile	25.8%	2.4%	93.3%	6.0%	19.0%
Term Structure	4.1%	-2.2%	10.5%	2.5%	2.2%
VWIV	29.8%	25.8%	34.0%	25.9%	29.3%
Skew 25d	2.4%	-5.4%	8.4%	0.2%	7.3%
Skew 10d	6.5%	-7.1%	22.7%	-4.3%	12.0%
Call IV 25d	27.4%	23.6%	32.6%	25.9%	27.3%
Put IV 25d	29.8%	20.7%	34.6%	26.1%	34.6%
Bid-Ask Spread %	61.56	10.07	100.55	100.55	71.00
Gamma HHI	0.67	0.50	0.83	0.77	0.70
Net GEX	47.5K	18.9K	94.0K	57.8K	48.1K
Net DEX	-1.3M	-1.5M	-949.4K	-1.3M	-1.4M
Net VEX	-3.8K	-4.5K	-3.4K	-4.5K	-3.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	3.00	0.00	0.00
Total Volume	17.05	0	75	12	5
Total OI	1,419.25	1,300	1,510	1,510	1,340

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
2013-11-01	$33.15	$30.00	25.9%	7.4%	33.4%	19.9%	25.9%	0.2%	2.5%	57.8K	-1.3M	-4.5K	0.00	100.55	N/A	N/A	12	0	816	694
2013-11-04	$33.70	$25.00	34.2%	9.2%	33.4%	43.0%	31.3%	8.4%	4.1%	58.8K	-1.4M	-4.2K	0.00	95.95	N/A	N/A	46	0	809	694
2013-11-05	$33.46	$25.00	34.8%	8.5%	31.8%	44.7%	0.0%	2.8%	5.6%	51.7K	-1.3M	-4.2K	0.00	83.68	N/A	N/A	17	0	798	694
2013-11-06	$33.23	$25.00	28.3%	8.4%	31.1%	26.7%	0.0%	1.7%	4.3%	50.1K	-1.3M	-4.2K	0.00	86.48	N/A	N/A	0	0	815	694
2013-11-07	$32.07	$25.00	21.9%	9.1%	30.6%	9.0%	0.0%	-1.8%	10.5%	18.9K	-949.4K	-4.1K	0.00	75.00	N/A	N/A	41	0	815	694
2013-11-08	$33.07	$25.00	21.8%	8.2%	30.3%	8.7%	28.6%	5.6%	6.8%	38.6K	-1.2M	-3.7K	0.00	10.07	N/A	N/A	75	0	791	694
2013-11-11	$32.96	$25.00	42.7%	8.7%	29.9%	66.4%	0.0%	5.6%	5.4%	41.9K	-1.2M	-4.0K	0.00	11.20	N/A	N/A	0	0	804	694
2013-11-12	$33.37	$25.00	38.9%	8.3%	30.2%	56.0%	30.0%	6.3%	9.8%	51.7K	-1.2M	-3.9K	0.00	12.52	N/A	N/A	3	0	804	694
2013-11-13	$33.79	$25.00	27.4%	8.3%	30.5%	24.0%	0.0%	7.0%	6.2%	61.9K	-1.3M	-3.7K	0.00	12.85	N/A	N/A	20	0	806	694
2013-11-14	$34.15	$25.00	30.3%	8.7%	30.4%	32.2%	0.0%	6.9%	4.7%	94.0K	-1.5M	-3.8K	0.00	92.42	N/A	N/A	0	2	810	694
2013-11-15	$34.03	$25.00	30.2%	8.6%	28.9%	31.8%	34.0%	4.7%	5.3%	66.4K	-1.4M	-3.7K	0.00	68.44	N/A	N/A	45	0	810	695
2013-11-18	$33.36	$25.00	23.8%	6.8%	29.6%	14.2%	25.8%	7.8%	5.5%	37.0K	-1.3M	-3.6K	0.00	87.38	N/A	N/A	26	0	676	624
2013-11-19	$33.02	$25.00	30.2%	8.6%	29.4%	31.8%	0.0%	-0.2%	0.9%	32.1K	-1.1M	-3.7K	0.00	61.60	N/A	N/A	0	0	685	624
2013-11-20	$32.53	$25.00	28.5%	8.2%	29.5%	27.3%	31.0%	2.3%	0.4%	28.7K	-1.0M	-3.7K	0.00	64.47	N/A	N/A	5	0	685	624
2013-11-21	$33.87	$25.00	30.7%	8.8%	29.6%	33.3%	33.2%	1.8%	-2.2%	36.4K	-1.3M	-3.5K	0.00	62.70	N/A	N/A	6	0	682	624
2013-11-22	$33.76	$25.00	28.8%	8.3%	29.5%	28.0%	29.1%	-4.8%	1.7%	38.0K	-1.3M	-3.5K	0.00	70.70	N/A	N/A	30	0	682	624
2013-11-25	$33.75	$25.00	29.1%	8.4%	27.9%	28.9%	0.0%	-4.4%	2.2%	43.2K	-1.3M	-3.5K	0.00	57.31	N/A	N/A	2	0	708	624
2013-11-26	$34.02	$25.00	26.4%	7.6%	28.0%	21.2%	0.0%	-4.0%	2.8%	46.4K	-1.4M	-3.5K	0.00	62.79	N/A	N/A	2	0	710	624
2013-11-27	$34.03	$25.00	27.6%	7.9%	27.9%	24.8%	0.0%	-5.4%	3.4%	48.6K	-1.4M	-3.5K	3.00	44.12	N/A	N/A	1	3	712	624
2013-11-29	$34.03	$25.00	29.3%	8.4%	27.8%	29.5%	29.3%	7.3%	2.2%	48.1K	-1.4M	-3.4K	0.00	71.00	N/A	N/A	5	0	713	627