ASGN Options History — November 2014

In November 2014, ASGN traded between $29.08 and $31.14. ATM implied volatility averaged 27.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 8.9% (HV 20d: 36.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.93.

Notable Days

2014-11-12: Highest Volume — 463 contracts
2014-11-28: Largest IV spike — 63.6% change
2014-11-28: Highest IV Rank — 35.9%
2014-11-28: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.36	$29.08	$31.14	$29.08	$30.73
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	27.2%	19.3%	38.3%	27.9%	38.3%
Expected Move	9.7%	8.2%	10.8%	8.2%	10.8%
HV 20d	36.1%	21.4%	42.4%	42.4%	21.4%
HV 60d	29.5%	28.9%	29.9%	29.9%	29.0%
IV Rank	14.9%	0.0%	35.9%	15.7%	35.9%
IV Percentile	14.6%	0.0%	78.6%	5.6%	78.6%
Term Structure	4.9%	-13.3%	13.3%	-0.8%	-13.3%
VWIV	33.8%	30.3%	38.4%	32.4%	33.6%
Skew 25d	12.7%	-3.9%	41.5%	12.9%	24.5%
Skew 10d	21.8%	-6.5%	63.5%	16.0%	45.1%
Call IV 25d	26.2%	20.5%	37.8%	29.3%	33.8%
Put IV 25d	38.9%	25.8%	69.9%	42.2%	58.3%
Bid-Ask Spread %	80.86	63.34	101.67	98.97	93.59
Gamma HHI	0.81	0.61	0.94	0.94	0.61
Net GEX	185.0K	138.8K	248.4K	148.6K	138.8K
Net DEX	-2.6M	-3.7M	-1.5M	-1.5M	-2.5M
Net VEX	-8.4K	-9.3K	-7.4K	-7.8K	-8.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.00	5.00	0.99	5.00
Total Volume	225.211	0	463	241	0
Total OI	2,462.684	2,237	2,830	2,329	2,273

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
2014-11-03	$29.08	$25.00	27.9%	8.2%	42.4%	15.7%	32.4%	12.9%	-0.8%	148.6K	-1.5M	-7.8K	0.99	98.97	N/A	N/A	121	120	1,875	454
2014-11-04	$29.32	$25.00	19.3%	8.5%	42.1%	0.0%	30.3%	6.9%	13.3%	196.4K	-1.7M	-7.9K	0.97	101.67	N/A	N/A	124	120	1,888	444
2014-11-05	$29.28	$25.00	19.7%	10.4%	42.1%	0.7%	33.9%	4.3%	9.4%	180.9K	-1.7M	-8.1K	1.00	86.15	N/A	N/A	120	120	1,882	444
2014-11-06	$29.95	$25.00	28.3%	9.2%	42.1%	17.0%	32.9%	41.5%	0.2%	172.5K	-2.0M	-8.0K	1.04	76.27	N/A	N/A	115	120	1,881	444
2014-11-07	$30.13	$25.00	28.6%	9.4%	42.0%	17.5%	33.3%	2.6%	4.1%	173.9K	-2.2M	-8.0K	1.12	90.92	N/A	N/A	107	120	1,877	444
2014-11-10	$30.02	$25.00	26.5%	9.5%	42.2%	13.6%	34.1%	1.9%	4.3%	195.7K	-2.1M	-7.6K	1.33	76.23	N/A	N/A	90	120	1,871	444
2014-11-11	$30.34	$25.00	27.4%	9.5%	42.0%	15.3%	33.3%	18.0%	4.0%	197.6K	-2.5M	-7.4K	0.93	72.15	N/A	N/A	126	117	1,843	418
2014-11-12	$31.04	$25.00	22.9%	9.7%	33.6%	6.8%	33.7%	16.8%	5.1%	174.1K	-3.3M	-7.4K	0.38	63.34	N/A	N/A	335	128	1,916	448
2014-11-13	$30.39	$25.00	30.2%	9.9%	34.1%	20.6%	34.3%	-3.9%	4.2%	195.1K	-2.8M	-8.9K	0.48	72.14	N/A	N/A	291	139	2,070	487
2014-11-14	$30.67	$25.00	30.7%	10.1%	34.0%	21.4%	34.7%	7.9%	4.5%	181.7K	-3.2M	-9.3K	0.00	73.70	N/A	N/A	43	0	2,168	519
2014-11-17	$30.55	$25.00	29.5%	9.8%	33.5%	19.2%	32.2%	5.8%	4.9%	208.6K	-3.1M	-9.1K	0.72	64.13	N/A	N/A	201	144	2,195	527
2014-11-18	$30.60	$25.00	29.1%	9.8%	33.4%	18.5%	34.2%	18.4%	5.0%	248.4K	-3.2M	-9.2K	0.86	70.73	N/A	N/A	161	139	2,273	537
2014-11-19	$30.13	$25.00	24.1%	9.7%	34.1%	9.2%	35.1%	29.3%	12.3%	227.4K	-2.4M	-8.2K	0.00	85.13	N/A	N/A	90	0	2,262	523
2014-11-20	$30.60	$25.00	36.8%	10.3%	34.2%	32.9%	38.4%	27.2%	2.3%	168.0K	-2.8M	-9.1K	0.59	96.27	N/A	N/A	187	111	2,271	523
2014-11-21	$30.81	$25.00	28.1%	10.5%	34.2%	16.6%	36.9%	3.0%	8.3%	210.8K	-3.7M	-9.1K	0.37	83.52	N/A	N/A	320	119	2,319	511
2014-11-24	$31.02	$25.00	26.4%	9.7%	33.9%	13.4%	31.6%	12.1%	3.6%	170.8K	-2.7M	-8.5K	0.30	76.18	N/A	N/A	20	6	1,916	321
2014-11-25	$30.99	$25.00	19.4%	10.1%	32.2%	0.3%	33.6%	6.0%	10.4%	176.9K	-2.8M	-8.4K	0.72	82.14	N/A	N/A	112	81	1,922	327
2014-11-26	$31.14	$25.00	23.4%	10.1%	31.8%	7.8%	0.0%	6.1%	11.7%	148.2K	-2.8M	-8.6K	5.00	73.17	N/A	N/A	2	10	1,947	327
2014-11-28	$30.73	$25.00	38.3%	10.8%	21.4%	35.9%	0.0%	24.5%	-13.3%	138.8K	-2.5M	-8.7K	0.00	93.59	N/A	N/A	0	0	1,946	327