ASGN Options History — February 2014 In February 2014, ASGN traded between $29.43 and $34.40. ATM implied volatility averaged 39.2%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 4.3% (HV 20d: 34.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.05.
Notable Days 2014-02-20 : Highest Volume — 151 contracts2014-02-05 : Largest IV spike — 38.2% change2014-02-05 : Highest IV Rank — 99.9%2014-02-05 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $31.61 $29.43 $34.40 $29.81 $34.40 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 39.2% 27.6% 54.8% 43.5% 29.0% Expected Move 10.8% 7.9% 15.7% 12.5% 8.3% HV 20d 34.9% 28.5% 44.7% 28.5% 37.8% HV 60d 33.1% 30.5% 35.5% 31.6% 35.4% IV Rank 56.7% 24.7% 99.9% 68.6% 28.7% IV Percentile 66.2% 8.3% 99.6% 96.4% 14.3% Term Structure -1.2% -16.4% 3.8% -5.7% 2.1% VWIV 34.9% 29.1% 41.7% 34.8% 29.1% Skew 25d 7.6% 0.9% 24.9% 3.4% 10.7% Skew 10d 15.3% 1.6% 47.1% 11.7% 16.8% Call IV 25d 34.8% 23.4% 47.6% 43.9% 25.9% Put IV 25d 42.4% 33.1% 62.9% 47.3% 36.6% Bid-Ask Spread % 85.47 22.15 114.52 105.86 22.15 Gamma HHI 0.41 0.32 0.63 0.32 0.63 Net GEX 16.8K 3.4K 42.2K 3.4K 42.2K Net DEX -351.2K -786.7K -58.1K -133.7K -786.7K Net VEX -3.0K -3.4K -2.6K -3.3K -2.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.00 11.00 0.00 0.00 Total Volume 29.684 0 151 67 59 Total OI 1,121.684 1,003 1,254 1,003 1,181
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 2014-02-03 $29.81 $30.00 43.5% 12.5% 28.5% 68.6% 0.0% 3.4% -5.7% 3.4K -133.7K -3.3K 0.00 105.86 N/A N/A 67 0 443 560 2014-02-04 $30.37 $30.00 39.7% 11.4% 29.8% 58.1% 0.0% 11.7% 0.1% 7.7K -170.5K -3.3K 0.00 114.52 N/A N/A 0 0 510 560 2014-02-05 $30.06 $30.00 54.8% 15.7% 29.6% 99.9% 0.0% 8.4% -16.4% 5.1K -125.9K -3.3K 0.00 105.36 N/A N/A 0 0 510 560 2014-02-06 $30.22 $30.00 45.9% 13.2% 29.0% 75.3% 0.0% 7.0% -7.7% 6.3K -137.3K -3.4K 0.00 89.51 N/A N/A 0 5 510 560 2014-02-07 $30.82 $30.00 47.2% 11.9% 30.2% 78.9% 0.0% 5.7% -3.8% 8.1K -203.1K -3.3K 0.00 96.43 N/A N/A 0 0 510 565 2014-02-10 $29.99 $30.00 51.2% 12.8% 30.0% 90.1% 34.8% 3.3% -4.5% 4.9K -119.3K -3.3K 0.00 93.20 N/A N/A 18 0 510 565 2014-02-11 $29.43 $30.00 48.3% 10.8% 29.4% 81.8% 37.7% 0.9% 1.9% 4.5K -58.1K -3.0K 0.00 89.51 N/A N/A 8 0 526 565 2014-02-12 $30.91 $30.00 44.4% 11.1% 35.2% 71.0% 0.0% 24.9% -0.1% 20.6K -242.3K -2.6K 0.00 92.45 N/A N/A 0 10 533 565 2014-02-13 $31.07 $30.00 41.4% 11.9% 35.2% 62.9% 41.7% 4.0% -4.5% 10.2K -281.1K -2.9K 0.00 100.23 N/A N/A 1 0 533 575 2014-02-14 $30.80 $30.00 39.5% 11.3% 35.2% 57.4% 0.0% 12.0% -1.0% 12.8K -240.3K -3.1K 0.00 95.34 N/A N/A 5 0 533 575 2014-02-18 $31.19 $30.00 41.9% 12.0% 35.7% 64.2% 34.7% 4.3% -3.6% 14.4K -307.6K -2.8K 2.10 87.84 N/A N/A 30 63 538 575 2014-02-19 $30.55 $30.00 39.7% 11.4% 36.2% 58.2% 39.6% 6.0% 0.9% 7.8K -192.6K -2.9K 0.86 93.68 N/A N/A 29 25 566 638 2014-02-20 $32.76 $30.00 31.5% 9.0% 44.7% 35.5% 33.8% 4.3% 3.8% 22.3K -596.0K -2.7K 0.22 96.69 N/A N/A 124 27 573 645 2014-02-21 $33.09 $30.00 27.6% 7.9% 43.9% 24.7% 29.6% 3.9% 3.0% 23.9K -663.8K -3.0K 0.00 102.06 N/A N/A 6 0 599 655 2014-02-24 $33.76 $30.00 33.4% 9.6% 39.0% 40.8% 32.7% 8.4% 1.8% 26.8K -583.2K -2.8K 0.00 100.92 N/A N/A 18 0 517 610 2014-02-25 $33.37 $30.00 28.0% 8.0% 38.1% 25.8% 30.9% 10.1% 3.5% 26.0K -531.8K -3.0K 0.00 92.71 N/A N/A 29 0 523 610 2014-02-26 $33.98 $30.00 29.2% 8.4% 38.2% 29.1% 36.1% 8.1% 3.3% 35.6K -649.6K -2.9K 11.00 22.25 N/A N/A 1 11 541 610 2014-02-27 $34.04 $30.00 28.4% 8.2% 37.8% 27.1% 38.0% 8.0% 3.5% 37.0K -649.8K -2.8K 0.56 23.24 N/A N/A 18 10 542 621 2014-02-28 $34.40 $30.00 29.0% 8.3% 37.8% 28.7% 29.1% 10.7% 2.1% 42.2K -786.7K -2.9K 0.00 22.15 N/A N/A 59 0 560 621
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