ASGN Options History — August 2013

In August 2013, ASGN traded between $30.17 and $31.82. ATM implied volatility averaged 32.1%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 9.2% (HV 20d: 41.2%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.67.

Notable Days

  • 2013-08-15: Highest Volume — 225 contracts
  • 2013-08-12: Largest IV drop — 24.6% change
  • 2013-08-29: Highest IV Rank — 45.1%
  • 2013-08-29: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.90$30.17$31.82$30.69$30.17
Max Pain$24.09$22.50$30.00$25.00$30.00
ATM IV32.1%24.6%35.9%31.6%30.8%
Expected Move9.5%8.8%10.3%9.1%8.8%
HV 20d41.2%20.9%51.8%51.8%23.3%
HV 60d36.0%35.5%36.6%36.6%35.8%
IV Rank33.7%12.7%45.1%31.1%30.4%
IV Percentile26.7%2.0%58.7%17.5%15.1%
Term Structure1.9%-9.8%6.3%1.0%4.1%
VWIV32.0%18.4%35.9%35.2%30.8%
Skew 25d3.3%-7.0%19.5%-7.0%3.7%
Skew 10d3.0%-9.6%35.0%-9.6%5.3%
Call IV 25d28.5%20.6%39.0%38.8%25.9%
Put IV 25d31.8%28.6%43.9%31.7%29.7%
Bid-Ask Spread %26.4811.3252.8626.1217.38
Gamma HHI0.520.330.670.610.38
Net GEX30.0K8.3K53.2K36.7K11.3K
Net DEX-1.3M-1.8M-705.4K-1.3M-705.4K
Net VEX-5.2K-6.2K-4.0K-4.6K-6.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.005.310.620.00
Total Volume44.95502252141
Total OI1,456.6361,3481,6971,3641,559

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-08-01$30.69$25.0031.6%9.1%51.8%31.1%35.2%-7.0%1.0%36.7K-1.3M-4.6K0.6226.12N/AN/A138788576
2013-08-02$30.59$25.0032.8%9.4%51.1%34.3%32.8%2.9%-0.5%37.5K-1.3M-4.7K0.0018.64N/AN/A490798579
2013-08-05$31.00$22.5032.6%9.3%50.9%34.0%32.6%-2.8%4.4%38.6K-1.5M-4.5K0.5335.45N/AN/A4725814579
2013-08-06$31.42$22.5029.8%9.9%50.6%26.2%0.0%-0.1%2.7%37.8K-1.6M-4.3K0.0035.89N/AN/A170835579
2013-08-07$30.99$22.5033.0%9.5%50.6%35.0%33.3%-2.9%3.6%40.9K-1.5M-4.6K0.0034.28N/AN/A70837579
2013-08-08$31.19$22.5032.3%9.7%50.6%33.1%33.9%-2.4%3.7%39.5K-1.6M-4.3K0.0016.73N/AN/A40841579
2013-08-09$31.25$22.5032.7%9.1%50.2%35.9%32.2%-0.7%4.5%40.6K-1.6M-4.3K0.0038.33N/AN/A1390841579
2013-08-12$31.74$22.5024.6%9.6%50.3%12.7%33.5%0.6%3.8%30.1K-1.8M-4.0K0.0013.89N/AN/A620840579
2013-08-13$31.82$22.5028.0%10.1%50.0%22.5%35.3%0.8%2.0%35.1K-1.8M-4.4K0.0015.41N/AN/A80888579
2013-08-14$31.33$22.5027.3%9.3%50.4%20.5%32.2%-2.5%6.3%36.9K-1.8M-4.3K0.5920.59N/AN/A1710888579
2013-08-15$30.67$22.5033.4%9.6%50.4%38.1%0.0%6.9%4.8%51.5K-1.6M-4.5K0.0052.86N/AN/A0225893579
2013-08-16$30.50$22.5032.8%9.4%50.4%36.4%27.1%5.3%4.1%53.2K-1.4M-5.9K0.2333.38N/AN/A307893804
2013-08-19$30.30$22.5034.0%9.7%49.3%39.8%0.0%6.0%0.2%26.6K-963.8K-5.9K0.0034.95N/AN/A60703645
2013-08-20$30.67$22.5033.5%9.6%49.2%38.4%18.4%7.5%0.1%27.5K-1.0M-5.7K5.3134.63N/AN/A1685704645
2013-08-21$30.61$22.5033.1%9.5%48.5%37.1%33.1%6.9%1.4%21.7K-943.0K-6.1K0.3333.51N/AN/A62717730
2013-08-22$31.06$22.5034.1%9.8%21.7%40.1%0.0%9.9%-0.1%21.1K-1.0M-5.9K0.0035.25N/AN/A00717730
2013-08-23$30.71$22.5032.8%9.4%21.8%36.2%0.0%8.3%1.0%22.2K-966.7K-6.0K0.0013.16N/AN/A00717730
2013-08-26$31.29$22.5032.1%9.2%22.4%34.2%32.1%11.1%1.9%23.1K-1.1M-5.7K5.0513.19N/AN/A20101717730
2013-08-27$30.42$30.0034.4%9.9%20.9%40.9%34.4%-4.0%0.7%9.9K-805.7K-6.1K0.0025.71N/AN/A100727831
2013-08-28$30.45$30.0033.6%9.6%20.9%38.7%0.0%6.4%1.1%10.0K-807.3K-6.1K0.0011.32N/AN/A20727831
2013-08-29$30.93$30.0035.9%10.3%21.5%45.1%35.9%19.5%-9.8%8.3K-914.8K-6.0K0.0021.86N/AN/A320729831
2013-08-30$30.17$30.0030.8%8.8%23.3%30.4%30.8%3.7%4.1%11.3K-705.4K-6.2K0.0017.38N/AN/A410728831