ASGN Options History — April 2013

In April 2013, ASGN traded between $22.15 and $25.08. ATM implied volatility averaged 37.7%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 2.8% (HV 20d: 40.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.28.

Notable Days

  • 2013-04-25: Highest Volume — 388 contracts
  • 2013-04-25: Largest IV drop — 24.1% change
  • 2013-04-24: Highest IV Rank — 45.1%
  • 2013-04-24: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.66$22.15$25.08$24.84$24.27
Max Pain$22.39$20.00$22.50$22.50$22.50
ATM IV37.7%32.3%44.6%35.1%33.9%
Expected Move11.1%9.3%12.8%10.1%9.7%
HV 20d40.5%35.1%49.4%37.5%48.6%
HV 60d42.9%39.9%47.1%39.9%46.2%
IV Rank32.4%22.3%45.1%27.6%25.3%
IV Percentile35.0%14.7%62.7%23.4%23.4%
Term Structure-0.0%-4.1%6.6%3.8%0.9%
VWIV38.4%32.3%45.5%36.8%33.8%
Skew 25d4.0%-11.7%16.2%-5.1%0.9%
Skew 10d5.9%-7.4%18.1%-5.4%0.5%
Call IV 25d35.3%28.5%44.6%31.4%33.0%
Put IV 25d39.3%23.1%46.6%26.3%33.9%
Bid-Ask Spread %26.8213.2941.4137.5320.40
Gamma HHI0.390.290.480.410.40
Net GEX35.5K18.3K51.4K49.4K33.1K
Net DEX-639.2K-1.1M-172.1K-1.1M-755.8K
Net VEX-2.9K-4.1K-2.1K-4.1K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.001.160.100.00
Total Volume58.72703884438
Total OI1,287.9091,0661,4181,3821,418

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-04-01$24.84$22.5035.1%10.1%37.5%27.6%36.8%-5.1%3.8%49.4K-1.1M-4.1K0.1037.53N/AN/A4041,176206
2013-04-02$25.08$22.5033.2%9.5%37.4%24.0%33.2%-2.1%6.3%51.4K-1.1M-4.1K0.0639.17N/AN/A165101,163207
2013-04-03$24.17$22.5035.8%10.3%36.4%28.8%35.8%-11.7%3.6%42.3K-811.1K-3.5K0.4239.03N/AN/A24101,089214
2013-04-04$24.35$22.5032.3%9.3%35.8%22.3%32.3%3.1%6.6%45.8K-857.7K-3.6K0.0120.97N/AN/A13411,094224
2013-04-05$23.57$22.5033.5%11.3%37.7%24.6%39.2%7.1%0.0%38.1K-624.1K-3.0K0.0418.40N/AN/A6731,040224
2013-04-08$23.85$22.5034.4%11.2%35.1%26.2%38.9%9.1%-1.1%41.6K-699.9K-3.1K1.0013.29N/AN/A661,052225
2013-04-09$24.08$22.5033.4%11.0%35.4%24.4%40.5%5.8%-0.3%44.0K-761.4K-3.0K0.1534.08N/AN/A1321,047226
2013-04-10$24.51$22.5032.9%11.1%36.0%23.4%0.0%9.8%-0.5%48.6K-909.5K-3.3K0.0036.21N/AN/A2201,050228
2013-04-11$24.11$22.5038.9%11.1%36.4%34.5%40.4%6.5%-1.0%46.2K-773.7K-3.0K0.3135.00N/AN/A1651,059228
2013-04-12$24.24$22.5038.5%11.0%36.4%33.7%0.0%8.2%-0.6%47.4K-812.7K-3.1K0.0036.04N/AN/A401,051233
2013-04-15$22.53$22.5042.6%12.2%44.3%41.4%43.0%2.9%-2.0%27.5K-311.2K-2.3K1.1620.37N/AN/A31361,055233
2013-04-16$23.24$22.5042.6%12.2%45.9%41.4%40.3%5.8%-2.6%28.2K-505.9K-2.4K0.0017.45N/AN/A4001,071255
2013-04-17$22.76$22.5043.1%12.4%46.3%42.3%0.0%3.1%-2.0%27.5K-409.6K-2.5K0.4518.49N/AN/A22101,096255
2013-04-18$22.15$22.5042.7%12.2%38.9%41.6%42.0%3.9%-1.7%23.2K-172.1K-2.2K0.5018.19N/AN/A1261,103265
2013-04-19$22.30$22.5043.0%12.3%39.2%42.2%0.0%16.2%-2.0%34.7K-181.4K-2.2K0.0041.41N/AN/A001,114265
2013-04-22$22.62$22.5043.6%12.5%39.0%43.4%43.7%2.7%-2.5%18.4K-329.9K-2.2K0.0025.92N/AN/A140888178
2013-04-23$22.73$22.5043.2%12.4%39.2%42.6%0.0%3.3%-3.0%20.2K-359.0K-2.2K0.0027.34N/AN/A00902178
2013-04-24$22.40$22.5044.6%12.8%38.6%45.1%45.5%2.0%-4.1%18.3K-309.8K-2.1K0.0529.72N/AN/A1286902178
2013-04-25$24.29$20.0033.8%9.7%49.4%25.2%34.7%4.9%1.1%31.9K-734.7K-2.3K0.8121.99N/AN/A214174952182
2013-04-26$24.24$22.5034.0%9.7%49.2%25.5%0.0%6.1%1.0%31.6K-759.6K-3.2K0.0019.36N/AN/A1001,060341
2013-04-29$24.29$22.5034.5%9.9%48.8%26.4%34.9%5.1%-0.3%31.3K-757.9K-3.0K0.4619.75N/AN/A1361,066341
2013-04-30$24.27$22.5033.9%9.7%48.6%25.3%33.8%0.9%0.9%33.1K-755.8K-3.0K0.0020.40N/AN/A3801,074344