ASGN Options History — March 2014

In March 2014, ASGN traded between $34.17 and $38.76. ATM implied volatility averaged 30.9%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 7.9% (HV 20d: 38.8%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.90.

Notable Days

  • 2014-03-19: Highest Volume — 156 contracts
  • 2014-03-13: Largest IV spike — 14.1% change
  • 2014-03-24: Highest IV Rank — 42.2%
  • 2014-03-24: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.26$34.17$38.76$34.17$38.59
Max Pain$34.05$30.00$35.00$30.00$35.00
ATM IV30.9%27.9%33.9%29.5%29.3%
Expected Move9.0%8.3%9.7%8.5%8.4%
HV 20d38.8%34.9%46.6%36.6%46.6%
HV 60d35.9%34.5%38.8%34.6%38.8%
IV Rank33.9%25.5%42.2%29.9%29.3%
IV Percentile30.5%9.5%58.7%18.3%18.7%
Term Structure3.3%-3.3%7.4%2.6%3.5%
VWIV31.1%28.8%32.6%29.5%30.7%
Skew 25d8.6%-1.1%37.0%9.1%5.3%
Skew 10d16.2%-3.4%63.6%14.0%9.7%
Call IV 25d27.7%22.0%31.9%27.8%28.2%
Put IV 25d36.2%28.9%62.1%36.9%33.6%
Bid-Ask Spread %27.0915.5438.2919.9117.20
Gamma HHI0.580.360.750.580.75
Net GEX36.1K18.8K58.3K31.7K52.8K
Net DEX-931.9K-1.6M-440.5K-640.6K-972.1K
Net VEX-2.9K-3.8K-1.8K-2.6K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.005.002.000.00
Total Volume52.333015615109
Total OI1,179.9051,0071,5481,1251,071

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-03-03$34.17$30.0029.5%8.5%36.6%29.9%29.5%9.1%2.6%31.7K-640.6K-2.6K2.0019.91N/AN/A510504621
2014-03-04$35.34$30.0028.8%8.3%37.8%28.1%28.8%4.9%3.6%35.6K-873.5K-2.7K0.3927.62N/AN/A4417507631
2014-03-05$35.21$30.0028.8%8.3%37.8%28.1%28.8%37.0%3.1%34.5K-818.3K-2.5K2.6528.61N/AN/A1745501647
2014-03-06$35.65$30.0028.9%8.3%37.3%28.3%0.0%31.0%3.7%39.3K-955.7K-2.2K0.0028.60N/AN/A130512649
2014-03-07$36.60$35.0030.8%9.3%37.8%33.6%32.6%5.5%2.9%36.7K-1.2M-2.1K0.0027.26N/AN/A950520649
2014-03-10$36.50$35.0031.5%9.3%37.8%35.6%32.6%4.7%2.5%36.4K-1.2M-2.3K0.2527.10N/AN/A4010531649
2014-03-11$35.25$35.0029.0%9.1%38.8%28.6%29.7%4.9%3.3%42.1K-895.6K-2.8K1.2323.86N/AN/A1316562656
2014-03-12$35.18$35.0027.9%9.2%37.7%25.5%0.0%13.4%3.3%43.9K-863.2K-2.7K0.0034.60N/AN/A20569647
2014-03-13$34.74$35.0031.8%9.1%35.3%36.3%0.0%11.8%4.2%45.9K-777.9K-2.7K0.0034.99N/AN/A20567644
2014-03-14$34.88$35.0031.9%9.2%35.3%36.7%0.0%12.7%4.3%50.3K-793.2K-2.6K0.0034.80N/AN/A00567644
2014-03-17$35.05$35.0031.5%9.0%34.9%35.6%0.0%11.7%2.8%58.3K-841.2K-2.5K0.0038.29N/AN/A10567644
2014-03-18$37.56$35.0031.3%9.0%41.4%34.9%31.2%2.7%7.4%22.6K-1.4M-1.8K0.0030.60N/AN/A1490568644
2014-03-19$36.85$35.0032.7%9.4%41.2%38.9%32.6%1.1%5.1%32.6K-1.4M-2.6K3.3335.51N/AN/A36120656644
2014-03-20$38.76$35.0030.6%8.8%37.9%32.9%30.6%7.9%4.3%33.5K-1.6M-2.7K0.0730.06N/AN/A14210675752
2014-03-21$37.96$35.0031.3%9.0%39.3%35.0%31.6%3.1%3.3%40.7K-1.6M-3.5K2.3331.23N/AN/A2149786762
2014-03-24$37.28$35.0033.9%9.7%39.9%42.2%32.5%2.8%-3.3%28.5K-659.3K-3.8K0.0016.40N/AN/A180559448
2014-03-25$37.08$35.0033.8%9.7%39.6%41.9%0.0%2.7%0.3%28.1K-618.3K-3.8K0.0015.54N/AN/A490570448
2014-03-26$36.13$35.0031.6%9.1%40.8%35.7%30.4%-0.1%5.4%22.1K-494.7K-3.8K0.8521.79N/AN/A2622619448
2014-03-27$36.51$35.0032.4%9.3%40.9%38.0%32.3%9.1%2.3%24.3K-491.8K-3.4K0.0022.84N/AN/A60605466
2014-03-28$36.14$35.0032.2%9.2%41.1%37.4%32.2%-1.1%5.6%18.8K-440.5K-3.6K5.0022.11N/AN/A210603466
2014-03-31$38.59$35.0029.3%8.4%46.6%29.3%30.7%5.3%3.5%52.8K-972.1K-3.5K0.0017.20N/AN/A1090605466