ASGN Options History — October 2013

In October 2013, ASGN traded between $30.45 and $34.90. ATM implied volatility averaged 33.8%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 6.0% (HV 20d: 27.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.52.

Notable Days

  • 2013-10-23: Highest Volume — 177 contracts
  • 2013-10-09: Largest IV spike — 45.8% change
  • 2013-10-23: Highest IV Rank — 77.3%
  • 2013-10-23: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.21$30.45$34.90$33.46$33.79
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV33.8%20.7%46.6%29.4%31.3%
Expected Move10.2%5.9%13.4%8.4%9.0%
HV 20d27.8%19.8%34.3%20.7%32.5%
HV 60d31.1%24.5%36.1%34.1%26.3%
IV Rank41.9%5.7%77.3%29.8%35.0%
IV Percentile47.2%1.2%98.0%15.5%26.2%
Term Structure-0.2%-10.8%14.1%5.9%4.5%
VWIV37.3%30.5%46.6%39.6%30.5%
Skew 25d1.9%-8.6%15.4%-6.4%-0.7%
Skew 10d4.8%-17.2%24.7%-5.8%-1.7%
Call IV 25d32.5%20.1%39.6%29.8%27.7%
Put IV 25d34.4%18.5%46.8%23.4%27.0%
Bid-Ask Spread %40.1410.23107.1933.5552.98
Gamma HHI0.560.300.840.430.77
Net GEX22.1K-9.6K58.6K4.4K58.2K
Net DEX-1.0M-1.6M-394.6K-850.0K-1.4M
Net VEX-4.1K-4.7K-3.6K-3.7K-4.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.520.0030.000.000.20
Total Volume42.82601773512
Total OI1,287.6521,1161,5111,1161,508

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-10-01$33.46$30.0029.4%8.4%20.7%29.8%0.0%-6.4%5.9%4.4K-850.0K-3.7K0.0033.55N/AN/A350469647
2013-10-02$33.01$30.0030.5%8.7%20.8%32.6%0.0%-8.6%5.0%6.5K-798.3K-4.0K0.0034.37N/AN/A100492647
2013-10-03$32.21$30.0020.7%5.9%22.6%5.7%0.0%-1.7%14.1%2.9K-685.0K-4.0K0.0046.57N/AN/A100494647
2013-10-04$32.19$30.0023.0%11.3%22.6%12.1%0.0%3.1%-1.0%2.1K-691.3K-4.1K0.0085.65N/AN/A02504647
2013-10-07$31.83$30.0032.8%11.0%19.8%39.1%39.6%-2.4%-0.3%-924-622.6K-4.2K0.0044.34N/AN/A50504649
2013-10-08$30.98$30.0026.5%11.1%21.5%21.7%0.0%-4.6%0.2%-7.7K-505.0K-4.2K0.0044.89N/AN/A50509649
2013-10-09$30.45$30.0038.6%12.5%21.9%55.2%0.0%-4.3%-5.8%-9.6K-394.6K-4.1K0.0049.24N/AN/A00509649
2013-10-10$31.78$30.0038.1%10.9%26.5%53.8%0.0%1.1%-0.6%2.6K-644.6K-3.8K0.0032.37N/AN/A60509649
2013-10-11$32.86$30.0035.6%10.2%29.1%46.9%39.8%5.9%-1.0%11.7K-830.7K-3.6K0.1729.39N/AN/A305513649
2013-10-14$33.30$30.0038.1%10.9%29.4%53.7%38.9%9.8%-4.7%16.3K-926.8K-3.9K1.5031.53N/AN/A4060543652
2013-10-15$33.22$30.0038.0%10.9%28.4%53.5%38.2%6.3%-2.3%16.4K-917.9K-4.2K0.0028.60N/AN/A200583711
2013-10-16$33.45$30.0037.7%10.8%28.4%52.5%0.0%7.1%-2.3%18.9K-994.0K-4.1K0.0029.43N/AN/A210593711
2013-10-17$33.87$30.0038.0%10.9%28.7%53.5%41.9%9.9%-2.5%23.4K-1.1M-4.1K30.0029.92N/AN/A260595710
2013-10-18$34.75$30.0037.5%10.8%30.0%52.1%37.8%15.4%-2.5%44.1K-1.2M-4.0K0.0029.29N/AN/A310596766
2013-10-21$34.54$30.0038.7%11.1%29.9%55.3%38.0%11.9%-2.6%20.0K-1.2M-4.0K0.0031.51N/AN/A500590680
2013-10-22$34.90$30.0039.7%11.4%29.6%58.1%39.7%4.4%-3.3%25.4K-1.3M-4.1K0.0024.11N/AN/A580625680
2013-10-23$34.45$30.0046.6%13.4%29.2%77.3%46.6%11.7%-10.8%24.5K-1.3M-4.0K0.0736.23N/AN/A16611640680
2013-10-24$33.05$30.0033.3%9.5%33.1%40.3%32.4%5.8%3.0%35.7K-1.1M-4.5K0.0542.45N/AN/A824794691
2013-10-25$33.33$30.0029.8%8.6%33.1%30.9%30.7%-7.4%0.5%48.2K-1.2M-4.4K0.0035.50N/AN/A1520820691
2013-10-28$34.23$30.0031.1%8.9%34.3%34.4%31.2%-1.7%1.3%51.3K-1.4M-3.9K0.0133.87N/AN/A911733691
2013-10-29$34.29$30.0030.4%8.7%34.0%32.6%30.5%-2.2%0.8%58.6K-1.6M-4.4K0.0010.23N/AN/A50808692
2013-10-30$34.00$30.0031.9%9.1%33.8%36.5%0.0%-8.4%0.6%55.4K-1.5M-4.6K0.00107.19N/AN/A110805692
2013-10-31$33.79$30.0031.3%9.0%32.5%35.0%0.0%-0.7%4.5%58.2K-1.4M-4.7K0.2052.98N/AN/A102816692