ASGN Options History — April 2014

In April 2014, ASGN traded between $33.94 and $38.92. ATM implied volatility averaged 34.8%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 7.4% (HV 20d: 42.2%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 4.88.

Notable Days

  • 2014-04-11: Highest Volume — 174 contracts
  • 2014-04-10: Largest IV spike — 109.0% change
  • 2014-04-23: Highest IV Rank — 61.9%
  • 2014-04-23: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.27$33.94$38.92$38.92$35.00
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV34.8%19.6%41.1%29.7%31.9%
Expected Move10.6%8.3%11.8%8.5%9.1%
HV 20d42.2%30.2%49.5%45.4%32.3%
HV 60d39.4%38.2%40.6%38.8%39.3%
IV Rank44.6%2.6%61.9%30.6%36.5%
IV Percentile57.4%0.8%91.7%20.6%40.9%
Term Structure-0.9%-4.0%8.6%6.7%1.1%
VWIV37.0%31.3%41.9%31.3%37.1%
Skew 25d3.6%-3.8%11.4%5.8%3.7%
Skew 10d7.9%-12.0%25.9%10.2%5.8%
Call IV 25d34.1%24.0%41.4%27.6%27.3%
Put IV 25d37.7%27.7%45.4%33.4%31.0%
Bid-Ask Spread %69.0520.4987.7820.4973.33
Gamma HHI0.540.290.870.810.32
Net GEX26.2K-31.7K73.2K65.0K18.9K
Net DEX-594.1K-1.2M-84.0K-1.2M-295.9K
Net VEX-3.8K-4.3K-3.0K-4.2K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.880.0050.000.030.00
Total Volume52.810174382
Total OI1,305.3331,1341,5541,1371,435

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-04-01$38.92$35.0029.7%8.5%45.4%30.6%0.0%5.8%6.7%65.0K-1.2M-4.2K0.0320.49N/AN/A371671466
2014-04-02$38.78$35.0029.0%8.3%45.4%28.5%0.0%6.6%8.6%64.0K-1.1M-4.1K0.0022.44N/AN/A910667467
2014-04-03$38.42$35.0031.1%8.9%45.6%34.4%31.3%2.4%6.1%65.8K-1.1M-4.2K0.0021.73N/AN/A710728467
2014-04-04$37.09$35.0031.3%11.5%46.8%34.9%0.0%-2.1%-3.3%48.3K-851.1K-4.3K0.0080.89N/AN/A00799467
2014-04-07$36.56$35.0031.4%11.5%47.1%35.3%0.0%5.0%-3.4%31.0K-671.0K-4.0K4.2081.15N/AN/A521799467
2014-04-08$36.84$35.0032.1%11.8%45.3%37.3%0.0%6.6%-3.1%35.5K-729.6K-3.9K0.0080.67N/AN/A60800488
2014-04-09$38.13$35.0019.6%10.9%46.7%2.6%0.0%11.4%-2.6%73.2K-1.0M-3.9K0.0081.17N/AN/A20797488
2014-04-10$37.09$35.0041.0%11.7%47.7%61.7%38.8%-0.1%-3.0%38.5K-793.1K-3.8K0.1882.24N/AN/A5610797488
2014-04-11$35.92$35.0040.1%11.5%49.3%59.2%36.4%4.6%-2.8%7.8K-479.0K-3.8K6.5782.88N/AN/A23151850498
2014-04-14$35.46$35.0040.0%11.5%49.5%59.0%37.8%3.8%-2.6%-16.9K-264.0K-4.0K0.0081.51N/AN/A480860644
2014-04-15$34.90$35.0039.6%11.4%42.6%58.0%0.0%2.1%-2.8%-29.5K-84.0K-3.8K0.0082.71N/AN/A110875644
2014-04-16$35.57$35.0039.6%11.3%42.9%57.9%39.6%-3.8%-3.2%-31.7K-442.9K-3.8K32.0087.78N/AN/A132878644
2014-04-17$35.88$35.0040.1%11.5%38.5%59.2%37.7%4.9%-3.6%-6.9K-498.9K-4.0K0.0051.83N/AN/A1140878676
2014-04-21$36.22$35.0040.7%11.7%38.3%60.9%39.2%6.6%-4.0%34.7K-568.9K-4.0K0.0084.49N/AN/A110653515
2014-04-22$36.55$35.0041.0%11.7%38.0%61.6%39.0%-0.7%-3.8%39.0K-660.9K-4.0K0.0085.89N/AN/A130664515
2014-04-23$36.27$35.0041.1%11.8%38.0%61.9%41.9%4.0%-4.0%38.0K-621.0K-4.0K0.1376.01N/AN/A9512674515
2014-04-24$35.76$35.0033.0%9.5%37.2%39.8%32.0%6.8%1.0%32.7K-461.9K-3.5K0.2953.52N/AN/A288719527
2014-04-25$34.37$35.0032.9%9.4%39.5%39.5%32.9%1.1%0.0%16.1K-220.2K-3.3K0.0073.17N/AN/A90739535
2014-04-28$33.94$35.0033.0%9.5%39.5%39.6%37.1%10.1%-0.0%12.7K-160.7K-3.0K4.1464.71N/AN/A29120747535
2014-04-29$34.01$35.0032.2%9.2%30.2%37.4%0.0%-3.3%0.4%12.9K-176.2K-3.0K50.0081.34N/AN/A2100766570
2014-04-30$35.00$35.0031.9%9.1%32.3%36.5%0.0%3.7%1.1%18.9K-295.9K-3.3K0.0073.33N/AN/A20765670