ASGN Options History — May 2014

In May 2014, ASGN traded between $33.94 and $36.67. ATM implied volatility averaged 32.8%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 3.9% (HV 20d: 28.9%). 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 18 of 21 days. Put/call ratio averaged 2.16.

Notable Days

  • 2014-05-22: Highest Volume — 77 contracts
  • 2014-05-15: Largest IV spike — 13.8% change
  • 2014-05-30: Highest IV Rank — 54.4%
  • 2014-05-30: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.33$33.94$36.67$35.09$35.25
Max Pain$30.48$30.00$35.00$35.00$30.00
ATM IV32.8%29.1%38.3%31.9%38.3%
Expected Move9.6%9.1%11.0%9.1%11.0%
HV 20d28.9%25.0%32.4%32.4%25.2%
HV 60d37.3%35.3%39.3%39.2%35.4%
IV Rank39.2%28.8%54.4%36.5%54.4%
IV Percentile50.4%17.1%81.7%41.7%81.7%
Term Structure1.1%-1.0%2.6%1.1%0.3%
VWIV33.2%27.6%38.4%31.9%31.0%
Skew 25d8.8%-3.2%28.0%28.0%18.0%
Skew 10d14.2%-5.2%45.5%45.5%28.8%
Call IV 25d28.2%22.2%33.4%28.5%28.4%
Put IV 25d37.0%28.4%56.5%56.5%46.4%
Bid-Ask Spread %79.7531.90102.6881.57102.68
Gamma HHI0.340.300.450.340.32
Net GEX17.4K2.6K35.7K21.5K14.7K
Net DEX-362.8K-618.4K-84.9K-321.5K-397.5K
Net VEX-2.8K-3.2K-2.4K-3.2K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.0021.000.090.00
Total Volume20.286077491
Total OI1,305.5711,0651,4801,4371,158

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-05-01$35.09$35.0031.9%9.1%32.4%36.5%31.9%28.0%1.1%21.5K-321.5K-3.2K0.0981.57N/AN/A454767670
2014-05-02$34.98$35.0032.2%9.2%32.4%37.4%32.2%4.6%0.5%15.5K-277.7K-3.2K0.0073.43N/AN/A20745674
2014-05-05$34.57$30.0033.3%9.3%30.5%40.6%0.0%4.4%2.2%8.8K-191.1K-2.9K0.0081.15N/AN/A50744674
2014-05-06$33.94$30.0032.4%9.3%30.7%38.0%37.4%3.4%2.1%2.6K-84.9K-3.0K0.0078.56N/AN/A01744674
2014-05-07$34.36$30.0030.1%9.4%31.0%31.6%38.4%4.3%2.0%7.0K-134.7K-2.8K12.0079.53N/AN/A112744675
2014-05-08$34.88$30.0031.8%9.5%28.5%36.4%0.0%4.6%1.8%11.5K-258.5K-2.9K0.0031.90N/AN/A90744685
2014-05-09$35.18$30.0031.1%9.3%27.4%34.5%0.0%4.4%2.6%15.0K-310.2K-2.8K0.0080.25N/AN/A30750685
2014-05-12$36.67$30.0033.7%9.9%29.3%41.7%32.8%5.1%0.7%35.7K-615.7K-2.8K0.1466.27N/AN/A578753685
2014-05-13$36.37$30.0032.8%9.8%29.1%39.2%34.2%-0.9%1.1%30.5K-618.4K-2.8K1.0060.87N/AN/A66782685
2014-05-14$35.71$30.0029.1%9.6%29.3%28.8%33.5%-3.2%2.1%21.2K-492.9K-2.8K21.0086.95N/AN/A121782691
2014-05-15$35.09$30.0033.1%9.5%29.2%39.9%0.0%3.4%2.1%16.3K-309.8K-2.8K0.0080.58N/AN/A04768712
2014-05-16$35.13$30.0033.2%9.5%29.0%40.3%32.0%4.6%2.2%24.5K-348.5K-2.6K0.2186.39N/AN/A143768711
2014-05-19$35.51$30.0033.7%9.6%29.1%41.5%33.7%14.1%-0.3%13.7K-344.4K-2.5K2.0076.87N/AN/A510432633
2014-05-20$34.79$30.0032.7%9.4%29.6%38.7%27.6%10.5%1.1%7.7K-232.6K-2.4K0.0085.66N/AN/A110437643
2014-05-21$35.31$30.0031.9%9.2%30.1%36.7%0.0%12.5%1.2%12.7K-316.2K-2.4K0.0089.46N/AN/A00442643
2014-05-22$35.47$30.0033.1%9.5%29.8%39.9%33.1%13.2%-0.0%13.8K-339.3K-2.4K0.0376.29N/AN/A752442643
2014-05-23$35.94$30.0032.9%9.4%26.3%39.5%0.0%8.1%0.7%22.5K-518.9K-2.9K0.0093.56N/AN/A00516645
2014-05-27$36.35$30.0034.3%9.8%25.9%43.2%34.3%15.3%0.0%26.6K-579.4K-2.8K0.0182.66N/AN/A751516645
2014-05-28$35.81$30.0033.7%9.7%26.7%41.5%31.0%15.8%-1.0%23.9K-507.5K-2.7K0.3183.26N/AN/A268516646
2014-05-29$35.61$30.0033.8%9.7%25.0%41.8%0.0%14.8%0.0%20.9K-419.9K-2.7K0.0096.95N/AN/A100502646
2014-05-30$35.25$30.0038.3%11.0%25.2%54.4%0.0%18.0%0.3%14.7K-397.5K-2.7K0.00102.68N/AN/A10512646