ASGN Options History — May 2013

In May 2013, ASGN traded between $23.14 and $27.27. ATM implied volatility averaged 33.2%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 9.2% (HV 20d: 42.5%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.09.

Notable Days

  • 2013-05-13: Highest Volume — 376 contracts
  • 2013-05-16: Largest IV spike — 33.6% change
  • 2013-05-01: Highest IV Rank — 27.5%
  • 2013-05-14: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.81$23.14$27.27$23.14$26.04
Max Pain$22.50$22.50$22.50$22.50$22.50
ATM IV33.2%26.1%35.1%35.1%34.2%
Expected Move9.9%9.1%10.3%10.1%9.8%
HV 20d42.5%27.2%52.3%49.8%28.9%
HV 60d43.1%38.7%48.3%47.0%38.8%
IV Rank24.1%10.9%27.5%27.5%25.9%
IV Percentile23.3%3.2%32.5%27.4%29.4%
Term Structure1.7%0.3%2.8%1.5%1.6%
VWIV33.8%22.7%36.3%34.6%34.5%
Skew 25d3.4%-4.2%11.7%-4.2%9.7%
Skew 10d5.8%-9.9%20.2%-9.9%17.6%
Call IV 25d31.7%23.8%37.9%36.8%26.1%
Put IV 25d35.2%32.5%36.6%32.5%35.8%
Bid-Ask Spread %22.9810.4040.8815.5821.30
Gamma HHI0.550.330.810.330.55
Net GEX30.6K17.9K43.5K28.0K22.6K
Net DEX-964.4K-1.5M-456.5K-456.5K-685.2K
Net VEX-4.0K-4.8K-2.8K-2.9K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.007.000.000.00
Total Volume61.9556376117
Total OI1,521.9091,4181,8211,4251,457

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-05-01$23.14$22.5035.1%10.1%49.8%27.5%34.6%-4.2%1.5%28.0K-456.5K-2.9K0.0015.58N/AN/A1101,081344
2013-05-02$23.46$22.5034.8%10.0%50.0%27.0%34.1%1.9%0.8%29.9K-541.9K-2.8K5.4320.52N/AN/A7381,087344
2013-05-03$24.55$22.5031.9%9.1%51.3%21.6%22.7%2.7%2.7%35.8K-868.3K-3.1K0.0123.38N/AN/A15921,087367
2013-05-06$24.73$22.5033.5%10.0%51.2%24.5%0.0%9.9%1.6%37.2K-900.5K-3.1K0.0020.68N/AN/A601,080368
2013-05-07$25.31$22.5032.2%9.8%51.7%22.2%35.4%11.7%2.3%40.2K-1.1M-3.0K0.0910.40N/AN/A3531,085368
2013-05-08$25.40$22.5033.1%9.9%51.4%23.9%34.3%10.9%2.2%42.0K-1.2M-3.1K0.7133.82N/AN/A14101,111365
2013-05-09$25.30$22.5032.4%9.8%51.0%22.5%34.5%11.5%2.8%43.4K-1.1M-3.0K0.0313.26N/AN/A3011,112365
2013-05-10$26.20$22.5031.5%9.9%52.3%20.9%34.5%0.2%2.8%43.5K-1.5M-3.2K0.0021.54N/AN/A5001,127366
2013-05-13$26.12$22.5029.9%10.0%43.8%17.9%36.3%0.3%2.3%42.7K-1.4M-3.1K4.7820.21N/AN/A653111,115366
2013-05-14$26.71$22.5031.8%10.3%43.3%21.4%35.6%1.5%1.0%26.0K-1.4M-4.8K0.0423.47N/AN/A2511,134674
2013-05-15$26.19$22.5026.1%10.2%43.2%10.9%33.9%2.8%2.0%22.4K-1.3M-4.8K0.2322.97N/AN/A44101,146675
2013-05-16$25.72$22.5034.9%10.0%42.4%27.2%34.9%2.8%2.2%17.9K-1.1M-4.8K0.2521.60N/AN/A2051,134685
2013-05-17$25.89$22.5034.7%10.0%42.4%26.9%34.9%-1.1%2.7%18.5K-1.1M-4.7K0.0019.67N/AN/A8601,130690
2013-05-20$25.99$22.5034.9%10.0%42.3%27.1%34.8%-1.7%0.3%20.3K-592.6K-4.6K0.0616.78N/AN/A714881552
2013-05-21$26.26$22.5035.0%10.0%42.3%27.3%34.9%1.6%0.4%23.7K-697.9K-4.7K0.0230.35N/AN/A641902556
2013-05-22$26.50$22.5034.4%9.9%41.5%26.2%34.4%0.5%1.3%26.1K-800.2K-4.8K0.5624.80N/AN/A1810918557
2013-05-23$26.75$22.5033.8%9.7%31.5%25.2%33.8%1.1%1.5%28.7K-864.9K-4.7K4.7625.28N/AN/A21100915557
2013-05-24$26.62$22.5034.4%9.9%31.6%26.3%33.0%1.5%0.8%30.0K-871.4K-4.4K7.0034.01N/AN/A535924494
2013-05-28$27.27$22.5033.8%9.7%32.3%25.2%31.4%2.9%1.9%34.9K-1.0M-4.6K0.0718.36N/AN/A685924529
2013-05-29$26.99$22.5034.6%9.9%32.7%26.7%34.5%-1.1%1.8%32.1K-951.9K-4.4K0.0026.66N/AN/A100931529
2013-05-30$26.61$22.5034.1%9.8%27.2%25.6%0.0%9.9%1.6%27.2K-820.2K-4.3K0.0040.88N/AN/A110921529
2013-05-31$26.04$22.5034.2%9.8%28.9%25.9%0.0%9.7%1.6%22.6K-685.2K-4.3K0.0021.30N/AN/A70928529