ASGN Options History — December 2013

In December 2013, ASGN traded between $31.60 and $35.46. ATM implied volatility averaged 32.0%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 0.2% (HV 20d: 31.8%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2013-12-20: Highest Volume — 96 contracts
  • 2013-12-11: Largest IV spike — 41.9% change
  • 2013-12-11: Highest IV Rank — 56.5%
  • 2013-12-27: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.30$31.60$35.46$33.52$34.92
Max Pain$32.38$25.00$35.00$25.00$35.00
ATM IV32.0%27.5%39.1%28.8%30.6%
Expected Move9.1%7.7%11.0%8.3%8.8%
HV 20d31.8%27.4%37.8%27.4%37.8%
HV 60d30.0%27.7%32.6%27.7%32.6%
IV Rank36.9%24.5%56.5%28.1%33.0%
IV Percentile36.7%10.7%84.5%16.7%22.6%
Term Structure4.9%-2.7%21.5%4.7%4.9%
VWIV32.3%29.9%36.1%31.9%31.5%
Skew 25d8.0%-11.9%70.5%-0.9%37.4%
Skew 10d13.8%-8.0%90.4%-1.2%56.2%
Call IV 25d31.5%23.8%46.3%26.2%29.3%
Put IV 25d39.5%23.7%116.8%25.3%66.7%
Bid-Ask Spread %90.5931.15119.1367.19104.42
Gamma HHI0.550.290.840.710.70
Net GEX30.4K6.5K84.3K49.9K32.1K
Net DEX-929.5K-1.3M-557.9K-1.3M-609.3K
Net VEX-2.7K-3.4K-2.1K-3.2K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.005.000.100.00
Total Volume18.714096110
Total OI1,189.4766511,4311,339681

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-12-02$33.52$25.0028.8%8.3%27.4%28.1%0.0%-0.9%4.7%49.9K-1.3M-3.2K0.1067.19N/AN/A101712627
2013-12-03$32.33$25.0030.6%8.8%29.6%32.9%31.9%0.4%-0.4%29.8K-967.2K-3.2K0.4831.15N/AN/A3115722628
2013-12-04$33.27$25.0030.3%8.7%31.5%32.3%0.0%-9.5%-0.5%39.8K-1.2M-2.9K0.1141.76N/AN/A91736643
2013-12-05$32.64$25.0035.8%10.2%32.1%47.2%36.1%-11.9%-2.7%35.9K-1.1M-3.4K0.0065.09N/AN/A200745642
2013-12-06$32.91$30.0031.6%9.4%29.5%35.7%0.0%6.2%3.7%45.2K-1.2M-3.2K0.0044.60N/AN/A50750642
2013-12-09$33.11$30.0029.0%9.1%27.5%28.5%30.2%8.1%6.0%42.3K-1.2M-3.1K0.0092.79N/AN/A10754642
2013-12-10$32.64$30.0027.5%8.4%27.9%24.5%32.0%5.6%4.7%29.4K-1.1M-2.8K5.00102.53N/AN/A1155755642
2013-12-11$31.60$35.0039.1%7.7%29.7%56.5%29.9%-1.4%11.3%18.0K-863.4K-2.8K0.00103.83N/AN/A390750665
2013-12-12$32.01$35.0035.1%10.1%29.7%45.4%0.0%5.3%5.5%21.2K-891.7K-2.8K0.0093.60N/AN/A10749665
2013-12-13$32.24$35.0031.4%9.0%29.5%35.1%0.0%-1.6%4.0%19.9K-951.7K-2.7K0.00104.78N/AN/A00749665
2013-12-16$32.85$35.0030.6%8.8%30.5%32.9%34.7%0.3%3.3%34.7K-1.1M-2.7K0.0098.18N/AN/A170749665
2013-12-17$32.58$35.0033.4%9.6%29.9%40.8%0.0%2.0%2.0%12.7K-1.0M-2.5K0.0096.41N/AN/A200766665
2013-12-18$32.49$35.0032.6%9.4%29.7%38.6%0.0%5.0%7.2%15.7K-937.7K-2.4K0.00103.60N/AN/A00746665
2013-12-19$31.98$35.0031.0%8.9%29.7%34.0%0.0%6.9%2.9%6.5K-909.9K-2.4K0.00106.77N/AN/A70742665
2013-12-20$34.16$35.0029.1%8.3%35.3%28.8%32.5%2.5%4.3%84.3K-1.2M-2.1K0.00105.91N/AN/A960742665
2013-12-23$34.66$35.0033.4%9.6%35.6%40.7%33.5%38.0%1.5%21.2K-557.9K-2.3K0.00107.42N/AN/A200365286
2013-12-24$34.86$35.0030.9%8.9%35.6%33.9%30.9%-2.1%8.2%22.4K-601.3K-2.6K0.00104.49N/AN/A160375286
2013-12-26$35.46$35.0031.9%9.1%36.0%36.5%31.9%4.8%21.5%25.9K-715.3K-2.5K0.0099.16N/AN/A04389286
2013-12-27$34.93$35.0038.3%11.0%36.5%54.2%0.0%70.5%4.1%26.1K-627.1K-2.5K0.00119.13N/AN/A00389290
2013-12-30$34.16$35.0031.5%9.0%37.5%35.4%31.5%1.9%5.9%25.7K-581.6K-2.5K0.00109.52N/AN/A140389290
2013-12-31$34.92$35.0030.6%8.8%37.8%33.0%0.0%37.4%4.9%32.1K-609.3K-2.3K0.00104.42N/AN/A00391290