ASGN Options History — April 2011 In April 2011, ASGN traded between $8.20 and $10.99. ATM implied volatility averaged 49.7%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded below realized volatility by 42.2% (HV 20d: 91.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.38.
Notable Days 2011-04-29 : Highest Volume — 186 contracts2011-04-14 : Largest IV drop — 56.4% change2011-04-13 : Highest IV Rank — 45.9%2011-04-01 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.40 $8.20 $10.99 $9.99 $10.99 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 49.7% 29.5% 96.9% 58.5% 45.0% Expected Move 12.1% 8.5% 16.8% 16.8% 12.9% HV 20d 91.9% 71.6% 114.2% 96.4% 94.1% HV 60d 68.9% 64.3% 80.4% 67.9% 80.4% IV Rank 18.4% 6.6% 45.9% 23.5% 15.6% IV Percentile 23.6% 1.2% 84.4% 27.0% 17.6% Term Structure 9.5% -13.4% 52.7% -13.4% 52.7% VWIV 46.8% 41.0% 58.5% 58.5% 41.0% Bid-Ask Spread % 126.68 98.47 178.49 149.66 118.25 Gamma HHI 0.99 0.90 1.00 1.00 0.91 Net GEX 673 -154 2.8K 0 -118 Net DEX -5.4K -29.1K 3.6K 0 661 Net VEX -14 -36 0 0 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.00 1.50 0.00 0.03 Total Volume 13.105 0 186 50 186 Total OI 31.158 0 58 0 10
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 2011-04-01 $9.99 $0.00 58.5% 16.8% 96.4% 23.5% 58.5% 0.0% -13.4% 0 0 0 0.00 149.66 N/A N/A 50 0 0 0 2011-04-04 $10.09 $0.00 44.5% 13.2% 96.4% 15.3% 0.0% 0.0% 2.2% 2.4K -29.1K -36 0.00 98.47 N/A N/A 3 0 50 0 2011-04-05 $9.87 $0.00 49.0% 14.0% 97.1% 17.9% 0.0% 0.0% 1.7% 2.0K -24.7K -36 0.00 107.46 N/A N/A 0 0 53 0 2011-04-06 $10.02 $0.00 46.9% 13.3% 96.8% 16.7% 0.0% 0.0% 2.1% 2.8K -26.9K -35 0.00 104.16 N/A N/A 0 0 53 0 2011-04-07 $9.92 $0.00 48.4% 13.5% 95.9% 17.6% 0.0% 0.0% 1.1% 2.7K -26.6K -33 0.00 103.57 N/A N/A 0 0 53 0 2011-04-08 $9.64 $0.00 56.9% 11.1% 96.3% 22.5% 0.0% 0.0% -3.3% 2.2K -17.7K -28 0.00 178.49 N/A N/A 0 0 53 0 2011-04-11 $9.37 $0.00 75.0% 12.7% 96.7% 33.2% 0.0% 0.0% 2.1% 1.8K -12.1K -18 0.00 129.26 N/A N/A 0 0 53 0 2011-04-12 $8.82 $0.00 80.5% 10.9% 100.0% 36.4% 41.0% 0.0% 13.5% 0 0 0 0.00 121.36 N/A N/A 0 5 53 0 2011-04-13 $8.80 $10.00 96.9% 13.7% 100.0% 45.9% 0.0% 0.0% -2.8% -86 2.9K -6 0.00 114.42 N/A N/A 0 0 53 5 2011-04-14 $8.93 $10.00 42.2% 12.1% 99.0% 14.0% 0.0% 0.0% 11.6% -88 3.3K -5 0.00 120.24 N/A N/A 0 0 53 5 2011-04-15 $8.94 $10.00 34.6% 9.9% 99.0% 9.5% 0.0% 0.0% 10.4% -94 3.5K -5 0.00 115.81 N/A N/A 0 0 53 5 2011-04-18 $8.20 $10.00 53.9% 15.4% 104.8% 20.8% 0.0% 0.0% -11.4% -55 3.4K -4 0.00 127.86 N/A N/A 0 0 0 5 2011-04-20 $9.39 $10.00 38.9% 11.2% 114.2% 12.1% 0.0% 0.0% 8.0% -154 3.1K -6 0.00 165.31 N/A N/A 0 0 0 5 2011-04-21 $9.21 $10.00 29.5% 8.5% 71.7% 6.6% 0.0% 0.0% 18.9% -125 3.3K -5 0.00 122.45 N/A N/A 0 0 0 5 2011-04-25 $8.95 $10.00 33.3% 9.6% 72.4% 8.8% 0.0% 0.0% 22.9% -97 3.3K -4 0.00 126.99 N/A N/A 0 0 0 5 2011-04-26 $9.08 $10.00 35.3% 10.1% 72.1% 9.9% 0.0% 0.0% 22.0% -109 3.4K -4 0.00 120.94 N/A N/A 0 0 0 5 2011-04-27 $9.13 $10.00 35.0% 10.0% 71.9% 9.8% 0.0% 0.0% 21.0% -113 3.4K -4 1.50 153.92 N/A N/A 2 3 0 5 2011-04-28 $9.21 $10.00 40.6% 11.6% 71.6% 13.0% 0.0% 0.0% 21.1% -127 3.6K -17 0.00 128.23 N/A N/A 0 0 2 8 2011-04-29 $10.99 $10.00 45.0% 12.9% 94.1% 15.6% 41.0% 0.0% 52.7% -118 661 -17 0.03 118.25 N/A N/A 180 6 2 8
« Mar 2011 | All History | May 2011 » Home ASGN History April 2011