ASGN Options History — March 2008 In March 2008, ASGN traded between $5.49 and $6.39. ATM implied volatility averaged 78.6%, placing in the 44.7% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 10.3% (HV 20d: 68.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2008-03-17 : Highest Volume — 21 contracts2008-03-20 : Largest IV drop — 52.2% change2008-03-19 : Highest IV Rank — 100.0%2008-03-14 : Largest Expected Move — 24.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.95 $5.49 $6.39 $5.65 $6.35 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 78.6% 58.5% 150.9% 69.0% 67.8% Expected Move 20.0% 16.8% 24.8% 19.8% 19.4% HV 20d 68.3% 55.5% 83.2% 67.2% 75.5% HV 60d 68.7% 64.6% 73.5% 67.6% 69.8% IV Rank 44.7% 25.8% 100.0% 38.2% 31.1% IV Percentile 84.4% 70.6% 100.0% 83.3% 77.4% Term Structure 9.1% -22.5% 78.4% 7.2% -2.1% VWIV 70.2% 66.9% 73.5% 73.5% 66.9% Skew 25d 14.5% -38.1% 46.6% 23.5% 16.0% Skew 10d 22.7% -102.3% 74.2% 27.6% 19.3% Call IV 25d 66.6% 50.9% 114.5% 57.0% 63.4% Put IV 25d 81.1% 62.9% 115.7% 80.6% 79.4% Bid-Ask Spread % 97.05 84.85 118.28 90.89 91.52 Gamma HHI 0.49 0.42 0.63 0.54 0.43 Net GEX 411 159 651 552 324 Net DEX -21.4K -43.4K -13.9K -18.4K -15.0K Net VEX -162 -178 -146 -165 -170 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.35 0 21 0 0 Total OI 196.75 131 240 221 131
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 2008-03-03 $5.65 $5.00 69.0% 19.8% 67.2% 38.2% 0.0% 23.5% 7.2% 552 -18.4K -165 0.00 90.89 N/A N/A 0 0 181 40 2008-03-04 $5.71 $5.00 73.1% 20.9% 63.6% 42.3% 0.0% 28.3% 6.8% 159 -22.2K -150 0.00 91.44 N/A N/A 0 0 181 40 2008-03-05 $5.68 $5.00 64.1% 18.4% 61.8% 33.4% 0.0% 19.8% 1.2% 530 -19.8K -162 0.00 99.02 N/A N/A 0 0 181 40 2008-03-06 $5.72 $5.00 58.5% 16.8% 61.8% 27.9% 0.0% 8.2% 10.6% 492 -19.2K -157 0.00 98.90 N/A N/A 0 0 181 40 2008-03-07 $5.70 $5.00 64.4% 18.5% 61.0% 33.7% 0.0% 25.6% -0.1% 518 -19.1K -155 0.00 98.41 N/A N/A 0 0 181 40 2008-03-10 $5.72 $5.00 71.4% 20.5% 59.5% 40.6% 0.0% 27.7% -0.8% 509 -22.6K -161 0.00 100.38 N/A N/A 0 0 181 40 2008-03-11 $5.85 $5.00 80.9% 23.2% 59.5% 50.0% 0.0% -38.1% 0.6% 456 -27.5K -150 0.00 118.28 N/A N/A 0 0 181 40 2008-03-12 $5.85 $5.00 76.7% 22.0% 59.5% 45.9% 0.0% 14.0% -4.3% 432 -20.2K -151 0.00 97.21 N/A N/A 0 0 181 40 2008-03-13 $5.84 $5.00 81.4% 23.3% 55.5% 50.5% 0.0% 25.9% -7.1% 452 -23.3K -155 0.00 114.05 N/A N/A 0 0 181 40 2008-03-14 $5.63 $5.00 86.7% 24.8% 56.7% 55.7% 0.0% 25.8% -22.5% 553 -18.4K -146 0.00 101.69 N/A N/A 0 0 181 40 2008-03-17 $5.49 $5.00 99.4% 21.3% 56.4% 68.3% 73.5% 23.4% 29.5% 651 -18.8K -148 0.00 100.27 N/A N/A 21 0 181 40 2008-03-18 $6.39 $5.00 125.2% 17.5% 76.7% 93.8% 0.0% 14.1% 72.3% 346 -43.4K -178 0.00 96.72 N/A N/A 1 0 200 40 2008-03-19 $5.89 $5.00 150.9% 18.9% 83.2% 100.0% 0.0% 12.5% -1.9% 295 -31.2K -166 0.00 88.47 N/A N/A 0 0 199 40 2008-03-20 $5.98 $5.00 72.1% 20.7% 81.0% 34.6% 0.0% -36.3% 78.4% 314 -37.3K -159 0.00 97.90 N/A N/A 0 0 199 40 2008-03-24 $6.18 $5.00 71.1% 20.4% 80.9% 33.8% 0.0% 20.2% 5.0% 333 -14.3K -171 0.00 93.81 N/A N/A 0 0 91 40 2008-03-25 $6.34 $5.00 63.7% 18.3% 78.6% 27.7% 0.0% 46.6% 5.2% 330 -14.2K -172 0.00 92.79 N/A N/A 0 0 91 40 2008-03-26 $6.38 $5.00 61.4% 17.6% 76.0% 25.8% 0.0% 9.2% 3.4% 330 -13.9K -172 0.00 84.85 N/A N/A 0 0 91 40 2008-03-27 $6.30 $5.00 66.7% 19.1% 75.7% 30.1% 66.9% 11.2% -0.3% 333 -15.1K -171 0.00 90.76 N/A N/A 5 0 91 40 2008-03-28 $6.28 $5.00 67.2% 19.3% 75.4% 30.6% 0.0% 13.1% 1.9% 319 -14.9K -173 0.00 93.60 N/A N/A 0 0 91 40 2008-03-31 $6.35 $5.00 67.8% 19.4% 75.5% 31.1% 0.0% 16.0% -2.1% 324 -15.0K -170 0.00 91.52 N/A N/A 0 0 91 40
« Feb 2008 | All History | Apr 2008 » Home ASGN History March 2008