ASGN Options History — January 2013

In January 2013, ASGN traded between $22.00 and $24.45. ATM implied volatility averaged 36.7%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 0.9% (HV 20d: 35.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2013-01-11: Highest Volume — 344 contracts
  • 2013-01-04: Largest IV spike — 16.4% change
  • 2013-01-30: Highest IV Rank — 30.0%
  • 2013-01-30: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.23$22.00$24.45$22.00$24.45
Max Pain$20.95$20.00$22.50$20.00$22.50
ATM IV36.7%26.6%44.2%26.6%44.0%
Expected Move10.6%7.6%12.7%7.6%12.6%
HV 20d35.7%24.5%37.7%37.0%24.5%
HV 60d32.2%31.0%33.1%32.7%31.8%
IV Rank20.6%8.0%30.0%8.0%29.6%
IV Percentile19.9%3.6%47.2%3.6%45.2%
Term Structure0.5%-4.8%7.6%7.6%-4.2%
VWIV37.0%25.3%46.8%25.3%46.8%
Skew 25d1.0%-5.9%7.7%-5.2%3.2%
Skew 10d-3.8%-13.0%8.8%-7.3%-4.3%
Call IV 25d35.8%26.6%44.0%26.6%44.0%
Put IV 25d36.8%21.4%47.2%21.4%47.2%
Bid-Ask Spread %28.0016.1261.5119.2418.44
Gamma HHI0.590.440.730.710.73
Net GEX21.7K4.2K41.6K4.2K15.9K
Net DEX-822.3K-1.1M-340.9K-340.9K-898.0K
Net VEX-2.4K-2.7K-1.2K-1.2K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.005.570.080.07
Total Volume94.0951834428431
Total OI855.7623901,052390949

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-01-02$22.00$20.0026.6%7.6%37.0%8.0%25.3%-5.2%7.6%4.2K-340.9K-1.2K0.0819.24N/AN/A26420258132
2013-01-03$22.26$20.0028.1%8.0%37.0%9.8%0.0%6.0%7.6%17.9K-628.7K-1.9K0.1316.12N/AN/A10414473152
2013-01-04$22.63$20.0032.7%9.8%36.6%15.6%34.7%2.3%1.2%18.2K-750.0K-2.1K0.0025.93N/AN/A1590520163
2013-01-07$22.89$20.0032.4%9.9%36.5%15.2%34.7%2.5%1.2%28.9K-870.0K-2.1K0.1961.51N/AN/A265589163
2013-01-08$22.90$20.0034.4%10.2%36.2%17.6%33.1%5.7%0.4%27.7K-860.5K-2.1K0.0032.51N/AN/A850581168
2013-01-09$22.77$20.0031.0%9.9%36.5%13.4%28.9%2.7%0.5%35.8K-924.9K-2.3K0.0329.87N/AN/A863652168
2013-01-10$23.55$20.0034.5%9.9%37.7%17.9%33.8%-1.6%0.1%29.7K-1.0M-2.1K0.1939.79N/AN/A316632171
2013-01-11$23.62$20.0035.8%10.3%36.1%19.5%35.8%-3.2%3.4%28.7K-1.1M-2.3K0.2538.36N/AN/A27569653165
2013-01-14$23.05$20.0038.9%11.2%36.3%23.3%38.9%-5.9%-0.1%34.7K-920.7K-2.6K0.0437.64N/AN/A251771234
2013-01-15$22.94$20.0038.0%10.9%36.7%22.2%38.2%7.7%1.4%41.6K-916.0K-2.7K0.1628.32N/AN/A18931796235
2013-01-16$22.63$20.0038.5%11.0%36.5%22.8%38.2%4.2%0.9%34.7K-805.5K-2.6K0.8821.32N/AN/A3430768254
2013-01-17$23.10$20.0038.7%11.1%36.8%23.1%38.6%3.6%0.6%25.6K-1.0M-2.5K0.9126.07N/AN/A2220779254
2013-01-18$23.21$20.0039.0%11.2%36.1%23.4%39.5%-3.4%-0.3%21.8K-1.0M-2.5K5.5740.04N/AN/A23128778274
2013-01-22$23.30$22.5039.1%11.2%36.1%23.6%35.8%-3.2%0.2%10.2K-658.3K-2.7K0.0537.50N/AN/A392564297
2013-01-23$23.41$22.5040.2%11.5%36.1%24.9%39.4%-3.0%-2.9%10.8K-702.3K-2.7K0.1420.81N/AN/A223578299
2013-01-24$23.92$22.5035.3%10.1%36.3%18.9%37.7%4.6%1.8%11.9K-806.6K-2.6K0.0024.38N/AN/A1070585299
2013-01-25$23.91$22.5038.7%11.1%35.3%23.1%0.0%2.1%-0.4%13.8K-750.6K-2.7K0.3116.35N/AN/A165583299
2013-01-28$24.02$22.5039.3%11.3%35.3%23.8%39.1%1.6%-0.2%15.2K-807.0K-2.7K0.0019.01N/AN/A190599299
2013-01-29$23.74$22.5041.1%11.8%35.8%26.1%41.1%-0.2%-2.6%15.0K-762.3K-2.6K1.6716.23N/AN/A2440600299
2013-01-30$23.55$22.5044.2%12.7%34.9%30.0%42.6%-0.1%-4.8%13.4K-693.4K-2.7K0.0018.61N/AN/A180599339
2013-01-31$24.45$22.5044.0%12.6%24.5%29.6%46.8%3.2%-4.2%15.9K-898.0K-2.6K0.0718.44N/AN/A292610339