ASGN Options History — June 2014

In June 2014, ASGN traded between $34.97 and $36.83. ATM implied volatility averaged 33.3%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 10.4% (HV 20d: 22.8%). 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 0.51.

Notable Days

  • 2014-06-13: Highest Volume — 63 contracts
  • 2014-06-03: Largest IV drop — 6.2% change
  • 2014-06-09: Highest IV Rank — 44.7%
  • 2014-06-02: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.78$34.97$36.83$35.89$35.57
Max Pain$34.05$30.00$35.00$30.00$35.00
ATM IV33.3%32.1%34.8%34.8%32.3%
Expected Move9.6%9.2%10.0%10.0%9.2%
HV 20d22.8%19.7%27.4%26.0%19.7%
HV 60d31.4%26.3%35.5%35.5%26.4%
IV Rank40.4%37.2%44.7%44.5%37.6%
IV Percentile57.7%43.7%71.0%70.6%45.6%
Term Structure2.0%-0.7%5.1%-0.7%4.3%
VWIV35.9%31.6%57.6%32.5%32.9%
Skew 25d7.0%-3.6%16.8%14.8%5.6%
Skew 10d12.3%-4.6%27.9%25.7%7.7%
Call IV 25d28.3%23.3%33.5%25.5%26.1%
Put IV 25d35.2%29.4%41.3%40.4%31.7%
Bid-Ask Spread %74.5025.7993.6475.3481.15
Gamma HHI0.430.330.550.370.37
Net GEX23.4K12.8K36.1K23.6K17.4K
Net DEX-405.6K-643.9K-161.0K-470.2K-232.7K
Net VEX-2.3K-2.6K-2.0K-2.5K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.003.200.000.00
Total Volume17.048063100
Total OI963.5714021,1981,158472

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-06-02$35.89$30.0034.8%10.0%26.0%44.5%0.0%14.8%-0.7%23.6K-470.2K-2.5K0.0075.34N/AN/A100512646
2014-06-03$34.97$30.0032.6%9.4%27.4%38.6%32.5%15.6%0.4%17.7K-334.3K-2.4K1.2467.80N/AN/A1721522646
2014-06-04$35.39$30.0033.6%9.6%26.7%41.2%0.0%16.8%0.1%23.3K-418.0K-2.4K0.0067.84N/AN/A160522638
2014-06-05$36.00$30.0033.5%9.6%27.0%41.0%57.6%6.3%0.4%28.6K-522.7K-2.6K0.0068.36N/AN/A01537638
2014-06-06$36.36$35.0033.9%9.9%26.7%42.0%31.6%5.2%0.8%31.5K-575.8K-2.5K0.0079.22N/AN/A30537637
2014-06-09$36.83$35.0034.8%9.9%26.9%44.7%0.0%5.0%0.9%36.1K-643.9K-2.5K0.0081.48N/AN/A06540637
2014-06-10$36.69$35.0032.8%9.8%22.6%39.0%0.0%3.9%1.2%33.6K-628.1K-2.4K0.0080.83N/AN/A00540636
2014-06-11$36.21$35.0032.1%9.6%22.9%37.2%0.0%3.6%1.9%29.3K-563.7K-2.3K0.4185.59N/AN/A177540636
2014-06-12$35.73$35.0032.8%9.4%22.5%39.0%32.6%-3.6%2.8%25.2K-454.1K-2.2K0.0087.82N/AN/A20538643
2014-06-13$35.25$35.0032.3%9.3%22.1%37.7%0.0%2.0%2.8%24.1K-395.9K-2.2K0.0585.72N/AN/A603540643
2014-06-16$35.53$35.0033.9%9.7%22.3%42.2%0.0%7.5%1.8%24.5K-424.3K-2.1K1.0027.81N/AN/A66518643
2014-06-17$35.27$35.0033.8%9.7%22.1%41.8%0.0%5.5%1.9%27.8K-394.4K-2.0K0.0027.24N/AN/A00524643
2014-06-18$35.47$35.0033.6%9.6%20.8%41.3%0.0%12.9%1.6%30.8K-427.6K-2.1K0.5090.58N/AN/A21524643
2014-06-19$35.63$35.0033.2%9.5%20.2%40.2%0.0%5.8%2.6%29.2K-490.3K-2.0K1.2893.64N/AN/A2532520642
2014-06-20$36.12$35.0032.9%9.4%20.7%39.4%32.9%5.4%2.9%16.3K-528.2K-2.2K0.3625.79N/AN/A114528670
2014-06-23$35.91$35.0034.0%9.7%20.3%42.3%34.0%7.8%3.0%12.9K-189.6K-2.3K0.0089.07N/AN/A420279123
2014-06-24$35.28$35.0032.6%9.4%20.8%38.6%0.0%4.6%5.1%12.8K-161.0K-2.3K0.1087.26N/AN/A212297123
2014-06-25$35.69$35.0033.1%9.5%20.7%39.8%0.0%6.3%3.2%15.4K-217.5K-2.5K3.2087.24N/AN/A516318125
2014-06-26$35.64$35.0033.3%9.5%20.6%40.4%33.3%6.3%3.0%15.5K-214.9K-2.5K0.0087.19N/AN/A50323137
2014-06-27$35.93$35.0033.0%9.5%20.4%39.6%32.9%8.7%2.6%15.5K-230.4K-2.5K0.0087.55N/AN/A170318137
2014-06-30$35.57$35.0032.3%9.2%19.7%37.6%0.0%5.6%4.3%17.4K-232.7K-2.5K0.0081.15N/AN/A00335137