ASGN Options History — January 2014

In January 2014, ASGN traded between $29.68 and $34.56. ATM implied volatility averaged 36.6%, placing in the 49.5% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 4.8% (HV 20d: 31.7%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2014-01-16: Highest Volume — 260 contracts
  • 2014-01-13: Largest IV spike — 32.9% change
  • 2014-01-30: Highest IV Rank — 77.6%
  • 2014-01-30: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.54$29.68$34.56$34.40$29.68
Max Pain$34.05$30.00$35.00$35.00$30.00
ATM IV36.6%28.4%46.8%33.5%40.0%
Expected Move10.7%8.4%13.4%9.6%11.5%
HV 20d31.7%23.2%35.6%35.6%28.5%
HV 60d31.1%29.3%32.6%32.6%31.6%
IV Rank49.5%27.0%77.6%41.1%58.9%
IV Percentile60.8%10.3%99.2%49.6%85.7%
Term Structure-0.4%-5.4%3.7%2.6%-2.9%
VWIV37.5%33.6%43.1%33.6%40.0%
Skew 25d5.5%-6.9%41.3%41.3%4.3%
Skew 10d9.9%-6.1%59.1%59.1%7.0%
Call IV 25d34.8%28.5%42.6%32.5%36.5%
Put IV 25d40.3%26.6%73.8%73.8%40.7%
Bid-Ask Spread %95.7650.22119.09104.24102.53
Gamma HHI0.470.340.650.580.36
Net GEX13.8K-2.9K31.6K26.3K-1.4K
Net DEX-324.4K-600.8K-9.5K-562.2K-11.1K
Net VEX-2.6K-3.2K-2.0K-2.4K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.002.000.000.00
Total Volume25.5710260618
Total OI813.2386771,003681989

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-01-02$34.40$35.0033.5%9.6%35.6%41.1%33.6%41.3%2.6%26.3K-562.2K-2.4K0.00104.24N/AN/A60391290
2014-01-03$34.56$35.0033.3%9.5%34.3%40.4%0.0%-0.4%3.2%26.8K-597.4K-2.4K0.00119.09N/AN/A00396290
2014-01-06$34.14$35.0028.4%10.5%33.9%27.0%0.0%2.1%-0.6%30.6K-600.8K-2.4K0.0097.15N/AN/A110396290
2014-01-07$34.33$35.0029.7%9.8%33.8%30.6%0.0%0.7%1.8%31.6K-547.4K-2.3K0.0085.84N/AN/A00387290
2014-01-08$33.48$35.0032.1%10.5%35.1%37.2%0.0%3.8%-1.8%28.8K-481.3K-2.2K0.0091.31N/AN/A90387290
2014-01-09$33.14$35.0028.9%10.9%34.9%28.3%0.0%-1.2%1.1%20.7K-389.2K-2.1K0.0095.93N/AN/A00389290
2014-01-10$33.82$35.0032.7%10.8%33.2%38.7%0.0%2.8%-2.2%28.0K-454.4K-2.1K0.0788.02N/AN/A151389290
2014-01-13$32.93$35.0043.4%8.4%34.7%68.4%0.0%6.3%0.7%20.3K-407.5K-2.0K0.0097.72N/AN/A300401290
2014-01-14$33.01$35.0046.1%10.5%34.6%75.8%0.0%4.7%3.1%21.3K-423.2K-2.1K0.0095.32N/AN/A00431290
2014-01-15$33.16$35.0032.9%11.1%34.0%39.3%37.5%3.7%-1.4%20.0K-415.9K-2.1K2.0094.19N/AN/A816429290
2014-01-16$33.17$35.0034.5%9.9%33.9%43.9%0.0%8.4%1.1%21.3K-423.1K-2.1K0.0091.27N/AN/A0260437306
2014-01-17$33.17$35.0031.7%9.1%33.8%36.0%0.0%5.3%2.5%4.8K-304.0K-3.2K0.00100.29N/AN/A120437566
2014-01-21$33.07$35.0031.8%9.1%33.3%36.2%34.1%-6.9%3.7%6.5K-311.3K-3.1K0.00109.60N/AN/A60335554
2014-01-22$33.24$35.0034.9%10.0%23.2%44.9%34.8%3.5%0.2%5.6K-305.6K-2.9K0.00101.87N/AN/A60341554
2014-01-23$32.42$35.0037.9%10.9%23.8%53.0%0.0%8.8%-4.2%6.1K-284.6K-3.0K0.0050.22N/AN/A10346554
2014-01-24$30.69$35.0040.9%11.7%29.7%61.4%39.6%2.1%-0.9%-1.3K-69.4K-3.1K0.08101.20N/AN/A393347554
2014-01-27$29.98$35.0043.1%12.3%29.0%67.4%43.1%16.8%-4.8%-2.9K-9.5K-3.1K0.1197.73N/AN/A283380557
2014-01-28$30.41$30.0045.3%13.0%29.9%73.5%0.0%13.6%-1.7%-1.0K-61.6K-3.1K0.0097.13N/AN/A200404560
2014-01-29$30.09$30.0040.6%11.6%29.4%60.5%0.0%-3.5%-1.7%-2.2K-38.1K-3.0K0.0088.06N/AN/A450412560
2014-01-30$30.36$30.0046.8%13.4%28.1%77.6%0.0%-0.3%-5.4%560-114.5K-3.2K0.00102.13N/AN/A00429560
2014-01-31$29.68$30.0040.0%11.5%28.5%58.9%40.0%4.3%-2.9%-1.4K-11.1K-3.2K0.00102.53N/AN/A180429560