ASGN Options History — July 2013

In July 2013, ASGN traded between $27.02 and $32.54. ATM implied volatility averaged 35.0%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 1.4% (HV 20d: 33.5%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.50.

Notable Days

  • 2013-07-25: Highest Volume — 252 contracts
  • 2013-07-03: Largest IV spike — 67.8% change
  • 2013-07-22: Highest IV Rank — 48.6%
  • 2013-07-22: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.65$27.02$32.54$27.26$30.53
Max Pain$24.66$22.50$25.00$22.50$25.00
ATM IV35.0%21.8%42.3%32.7%31.4%
Expected Move10.5%6.2%12.1%9.4%9.0%
HV 20d33.5%24.8%52.4%28.3%52.4%
HV 60d34.2%29.0%38.1%36.2%36.8%
IV Rank33.0%3.4%48.6%27.5%30.7%
IV Percentile38.7%0.8%73.4%20.6%15.9%
Term Structure-0.2%-6.5%19.4%6.4%1.4%
VWIV37.7%28.8%46.1%33.2%31.4%
Skew 25d3.4%-8.5%13.1%9.1%-7.3%
Skew 10d4.8%-13.8%21.2%13.2%-10.6%
Call IV 25d34.7%18.5%43.1%21.3%38.4%
Put IV 25d38.1%23.5%48.4%30.4%31.1%
Bid-Ask Spread %34.0613.8852.8425.2524.80
Gamma HHI0.590.480.760.480.58
Net GEX19.3K1.7K44.1K1.7K32.5K
Net DEX-887.3K-1.5M-229.8K-235.2K-1.2M
Net VEX-3.7K-4.5K-3.3K-3.5K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.002.750.000.00
Total Volume76.6361025210102
Total OI1,035.3647181,3257181,325

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-07-01$27.26$22.5032.7%9.4%28.3%27.5%0.0%9.1%6.4%1.7K-235.2K-3.5K0.0025.25N/AN/A100343375
2013-07-02$27.45$22.5021.8%6.2%27.7%3.4%33.2%4.9%19.4%2.7K-262.6K-3.6K0.1739.17N/AN/A305351375
2013-07-03$27.02$25.0036.5%10.5%27.8%35.9%36.4%10.4%4.3%1.8K-229.8K-3.6K0.5013.88N/AN/A6030361380
2013-07-05$27.87$22.5026.1%11.0%27.9%12.8%40.1%6.1%0.2%5.2K-458.3K-3.6K2.7536.19N/AN/A2055417410
2013-07-08$28.44$25.0027.9%11.1%28.2%16.8%38.9%9.6%-1.0%5.2K-537.1K-3.7K0.3636.93N/AN/A4215437465
2013-07-09$29.04$25.0032.0%10.8%28.6%25.9%37.7%10.4%-0.8%11.5K-665.0K-3.5K0.3835.26N/AN/A3915468465
2013-07-10$29.63$25.0029.6%11.0%29.1%20.5%38.3%13.1%-1.3%18.3K-786.7K-3.5K0.8841.48N/AN/A1715485455
2013-07-11$29.49$25.0039.4%11.3%28.8%42.1%39.4%4.1%-1.1%17.2K-777.5K-3.7K0.0023.95N/AN/A380500459
2013-07-12$30.08$25.0039.2%11.2%29.1%41.7%39.3%2.7%-2.5%21.1K-891.6K-3.5K0.0019.51N/AN/A510509459
2013-07-15$29.84$25.0040.3%11.6%29.3%44.3%42.9%-8.5%-3.5%26.5K-926.8K-3.6K0.0040.81N/AN/A1390554459
2013-07-16$29.51$25.0041.6%11.9%29.9%47.1%46.1%4.7%-4.2%27.5K-987.2K-3.7K2.0939.31N/AN/A3267602459
2013-07-17$29.80$25.0041.9%12.0%29.4%47.7%0.0%2.3%-5.3%36.8K-1.1M-3.7K0.0329.72N/AN/A1194621526
2013-07-18$30.49$25.0040.8%11.7%29.1%45.3%40.8%-2.7%-4.7%44.1K-1.3M-3.7K0.0050.37N/AN/A1150653530
2013-07-19$30.67$25.0039.9%11.4%24.8%43.3%0.0%-2.8%-3.4%28.3K-1.3M-3.7K2.0042.86N/AN/A2550633530
2013-07-22$29.76$25.0042.3%12.1%28.4%48.6%42.3%6.8%-6.5%17.7K-852.8K-3.8K0.6031.77N/AN/A4225549486
2013-07-23$29.46$25.0040.2%11.5%27.5%43.8%41.5%3.8%-3.5%16.1K-831.9K-3.9K0.1952.84N/AN/A428582511
2013-07-24$28.85$25.0040.6%11.6%29.2%44.8%39.7%2.0%-4.9%16.2K-788.3K-4.1K0.2537.11N/AN/A5213623518
2013-07-25$32.54$25.0029.2%8.4%50.1%19.8%33.3%3.4%1.0%18.7K-1.5M-3.3K0.2333.72N/AN/A20547626531
2013-07-26$32.23$25.0029.9%8.6%49.6%21.2%28.8%0.9%4.2%22.6K-1.4M-3.9K0.1330.37N/AN/A152662568
2013-07-29$31.72$25.0031.3%9.0%50.2%24.3%31.3%-1.8%1.6%23.4K-1.3M-3.8K0.0036.05N/AN/A880659570
2013-07-30$30.60$25.0034.9%10.0%52.4%39.3%35.0%2.8%-1.1%29.4K-1.2M-4.4K0.3727.97N/AN/A3814717570
2013-07-31$30.53$25.0031.4%9.0%52.4%30.7%31.4%-7.3%1.4%32.5K-1.2M-4.5K0.0024.80N/AN/A1020749576