ASGN Options History — October 2007

In October 2007, ASGN traded between $8.34 and $9.96. ATM implied volatility averaged 47.6%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 4.9% (HV 20d: 42.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2007-10-25: Highest Volume — 1,000 contracts
  • 2007-10-11: Largest IV spike — 81.2% change
  • 2007-10-11: Highest IV Rank — 36.5%
  • 2007-10-11: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.40$8.34$9.96$9.72$8.34
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV47.6%39.1%71.2%40.6%64.5%
Expected Move13.9%11.2%20.4%11.6%18.5%
HV 20d42.7%35.6%51.9%51.9%36.7%
HV 60d49.5%43.8%51.9%50.0%43.9%
IV Rank15.6%8.0%36.5%9.4%30.6%
IV Percentile58.5%18.4%99.0%24.6%96.7%
Term Structure-3.2%-22.3%7.1%5.3%-22.3%
VWIV51.7%47.9%55.4%47.9%55.4%
Skew 25d5.8%4.0%10.4%5.2%5.1%
Skew 10d6.6%4.5%9.3%6.6%5.7%
Call IV 25d47.6%39.3%57.2%47.6%46.1%
Put IV 25d53.3%48.3%67.6%52.8%51.2%
Bid-Ask Spread %91.7444.78139.1367.40112.87
Gamma HHI0.640.500.810.690.54
Net GEX19.4K3.2K31.7K27.3K3.2K
Net DEX-286.5K-848.3K-29.9K-384.2K-29.9K
Net VEX-1.8K-3.7K-353-2.6K-353
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume94.69601,0000152
Total OI1,862.9136002,4032,373605

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2007-10-01$9.72$10.0040.6%11.6%51.9%9.4%0.0%5.2%5.3%27.3K-384.2K-2.6K0.0067.40N/AN/A002,34033
2007-10-02$9.75$10.0042.8%12.3%51.7%11.3%0.0%5.3%3.3%28.6K-425.5K-2.9K0.0044.78N/AN/A002,34033
2007-10-03$9.71$10.0043.2%12.4%50.3%11.7%0.0%5.6%3.6%26.6K-393.2K-2.7K0.0051.74N/AN/A3502,34033
2007-10-04$9.69$10.0039.1%11.2%50.2%8.0%0.0%5.4%4.6%28.6K-420.8K-2.7K0.0070.86N/AN/A402,37033
2007-10-05$9.96$0.0043.3%13.4%49.8%11.8%0.0%4.3%-1.7%31.7K-485.7K-2.9K0.0090.23N/AN/A002,33533
2007-10-08$9.70$0.0043.3%13.8%50.5%11.8%0.0%4.7%-3.4%26.5K-357.5K-2.4K0.0069.88N/AN/A002,33133
2007-10-09$9.60$0.0044.3%13.7%47.8%12.7%0.0%4.8%-5.0%26.1K-335.0K-2.3K0.0086.16N/AN/A002,33133
2007-10-10$9.45$0.0039.3%13.8%44.3%8.2%0.0%4.2%-3.3%23.6K-294.1K-2.2K0.0049.34N/AN/A002,33133
2007-10-11$9.27$0.0071.2%20.4%43.8%36.5%0.0%4.6%-15.7%15.1K-848.3K-3.7K0.00139.13N/AN/A802,33133
2007-10-12$9.81$0.0046.1%13.2%47.7%14.3%0.0%4.0%-1.8%28.7K-374.6K-2.4K0.0097.27N/AN/A002,32833
2007-10-15$9.60$0.0048.4%13.9%47.9%16.3%0.0%4.5%-3.3%26.3K-329.3K-2.1K0.00105.59N/AN/A002,32833
2007-10-16$9.55$0.0047.6%13.7%38.8%15.6%0.0%6.0%-3.9%26.0K-315.3K-2.2K0.0097.95N/AN/A002,32833
2007-10-17$9.64$0.0047.8%13.7%36.2%15.8%0.0%6.3%-2.0%26.6K-324.8K-2.1K0.0089.89N/AN/A96102,32833
2007-10-18$9.70$0.0047.8%13.7%36.2%15.8%0.0%6.7%-0.5%20.4K-262.2K-1.6K0.0096.31N/AN/A001,56733
2007-10-19$9.30$0.0043.8%12.5%36.7%12.2%0.0%5.7%-3.5%14.4K-191.7K-1.4K0.00105.16N/AN/A001,61733
2007-10-22$9.49$0.0047.8%13.7%37.2%15.8%47.9%7.0%-3.0%15.7K-203.6K-1.4K0.0096.63N/AN/A301,56433
2007-10-23$9.49$10.0050.3%14.4%37.1%18.0%0.0%4.6%-4.7%15.1K-191.0K-1.3K0.0099.30N/AN/A001,56733
2007-10-24$9.18$10.0044.7%12.8%38.1%13.0%0.0%6.3%-4.5%12.9K-157.8K-1.2K0.00105.82N/AN/A001,56733
2007-10-25$9.05$10.0046.9%13.4%38.3%14.9%0.0%10.4%7.1%10.4K-115.4K-9340.00113.42N/AN/A1,00001,56733
2007-10-26$8.91$10.0055.2%15.8%38.6%22.3%0.0%9.0%-9.0%4.8K-56.5K-4700.0094.25N/AN/A0056733
2007-10-29$8.75$10.0049.7%14.3%35.6%17.5%0.0%5.9%3.5%4.6K-56.9K-4860.00112.97N/AN/A15056733
2007-10-30$8.48$10.0046.7%13.4%36.6%14.8%0.0%7.0%-13.8%3.7K-36.3K-3740.00113.05N/AN/A0057233
2007-10-31$8.34$10.0064.5%18.5%36.7%30.6%55.4%5.1%-22.3%3.2K-29.9K-3530.00112.87N/AN/A152057233