ASGN Options History — July 2009 In July 2009, ASGN traded between $3.60 and $4.74. ATM implied volatility averaged 63.4%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 0.6% (HV 20d: 62.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-07-20 : Highest Volume — 5 contracts2009-07-22 : Largest IV spike — 67.8% change2009-07-22 : Highest IV Rank — 37.9%2009-07-22 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.12 $3.60 $4.74 $3.99 $4.23 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 63.4% 48.9% 102.4% 60.5% 62.5% Expected Move 18.2% 14.0% 29.4% 17.3% 17.9% HV 20d 62.8% 50.8% 73.5% 50.8% 72.1% HV 60d 74.5% 68.9% 83.7% 83.4% 69.4% IV Rank 11.0% 1.0% 37.9% 9.0% 10.4% IV Percentile 30.3% 2.8% 91.3% 25.0% 34.9% VWIV 60.8% 60.8% 60.8% 60.8% 60.8% Skew 25d 7.5% -8.0% 17.1% 7.0% 10.1% Skew 10d 9.3% -16.6% 17.8% 10.6% 10.1% Call IV 25d 54.1% 44.0% 107.7% 53.4% 52.0% Put IV 25d 61.7% 47.2% 107.4% 60.5% 62.1% Bid-Ask Spread % 109.31 99.24 152.13 103.35 122.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -199 -257 -74 -197 -222 Net DEX 14.8K 4.8K 18.4K 15.6K 13.9K Net VEX -110 -130 -89 -113 -115 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 0.227 0 5 0 0 Total OI 98.818 98 100 98 100
Daily Data (22 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 2009-07-01 $3.99 $5.00 60.5% 17.3% 50.8% 9.0% 0.0% 7.0% 0.0% -197 15.6K -113 0.00 103.35 N/A N/A 0 0 18 80 2009-07-02 $3.85 $5.00 59.7% 17.1% 52.5% 8.4% 0.0% 1.3% 0.0% -190 16.2K -106 0.00 124.80 N/A N/A 0 0 18 80 2009-07-06 $3.88 $5.00 61.7% 17.7% 52.2% 9.8% 0.0% 10.2% 0.0% -188 15.6K -105 0.00 102.60 N/A N/A 0 0 18 80 2009-07-07 $3.60 $5.00 56.1% 16.1% 56.8% 5.9% 0.0% -8.0% 0.0% -162 15.5K -96 0.00 104.02 N/A N/A 0 0 18 80 2009-07-08 $3.71 $5.00 51.4% 14.7% 57.7% 2.7% 0.0% 9.1% 0.0% -183 17.3K -97 0.00 110.44 N/A N/A 0 0 18 80 2009-07-09 $3.66 $5.00 60.9% 17.5% 57.8% 9.3% 0.0% 3.8% 0.0% -174 16.7K -96 0.00 103.35 N/A N/A 0 0 18 80 2009-07-10 $3.65 $5.00 48.9% 14.0% 57.6% 1.0% 0.0% 6.2% 0.0% -185 18.4K -89 0.00 110.03 N/A N/A 0 0 18 80 2009-07-13 $3.78 $5.00 60.8% 17.4% 55.6% 9.2% 0.0% 3.7% 0.0% -178 18.0K -96 0.00 113.06 N/A N/A 0 0 18 80 2009-07-14 $3.81 $5.00 61.9% 17.7% 55.0% 9.9% 0.0% 7.9% 0.0% -183 16.6K -101 0.00 103.84 N/A N/A 0 0 18 80 2009-07-15 $3.90 $5.00 61.3% 17.6% 53.5% 9.5% 0.0% 7.7% 0.0% -191 17.1K -100 0.00 103.66 N/A N/A 0 0 18 80 2009-07-16 $4.37 $5.00 59.9% 17.2% 67.2% 8.6% 0.0% 8.3% 0.0% -236 15.8K -119 0.00 99.24 N/A N/A 0 0 18 80 2009-07-17 $4.26 $5.00 59.0% 16.9% 67.1% 8.0% 0.0% 7.3% 0.0% -231 15.5K -117 0.00 100.63 N/A N/A 0 0 18 80 2009-07-20 $4.38 $5.00 60.8% 17.4% 65.3% 9.2% 60.8% 13.4% 0.0% -236 15.2K -120 0.00 116.42 N/A N/A 5 0 18 80 2009-07-21 $4.32 $5.00 61.1% 17.5% 64.9% 9.4% 0.0% 9.8% 0.0% -224 14.4K -119 0.00 102.47 N/A N/A 0 0 20 80 2009-07-22 $4.29 $5.00 102.4% 29.4% 65.1% 37.9% 0.0% -0.3% 0.0% -122 9.0K -117 0.00 129.01 N/A N/A 0 0 20 80 2009-07-23 $4.74 $5.00 61.1% 17.5% 72.1% 9.4% 0.0% 17.1% 0.0% -257 12.8K -130 0.00 99.99 N/A N/A 0 0 20 80 2009-07-24 $4.50 $5.00 60.2% 17.3% 73.5% 8.8% 0.0% 10.9% 0.0% -243 14.1K -124 0.00 100.70 N/A N/A 0 0 20 80 2009-07-27 $4.51 $5.00 61.2% 17.5% 71.1% 9.5% 0.0% 10.2% 0.0% -241 14.9K -120 0.00 99.98 N/A N/A 0 0 20 80 2009-07-28 $4.43 $5.00 62.0% 17.8% 70.6% 10.0% 0.0% 11.8% 0.0% -235 13.9K -122 0.00 100.94 N/A N/A 0 0 20 80 2009-07-29 $4.28 $5.00 99.8% 28.6% 71.6% 36.1% 0.0% 0.0% 0.0% -74 4.8K -103 0.00 152.13 N/A N/A 0 0 20 80 2009-07-30 $4.40 $5.00 62.0% 17.8% 71.9% 10.1% 0.0% 10.7% 0.0% -233 14.2K -121 0.00 101.34 N/A N/A 0 0 20 80 2009-07-31 $4.23 $5.00 62.5% 17.9% 72.1% 10.4% 0.0% 10.1% 0.0% -222 13.9K -115 0.00 122.89 N/A N/A 0 0 20 80
« Jun 2009 | All History | Aug 2009 » Home ASGN History July 2009