ASGN Options History — July 2014

In July 2014, ASGN traded between $27.01 and $37.06. ATM implied volatility averaged 37.3%, placing in the 51.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 13.1% (HV 20d: 24.1%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2014-07-31: Highest Volume — 1,498 contracts
  • 2014-07-10: Largest IV spike — 11.0% change
  • 2014-07-31: Highest IV Rank — 63.6%
  • 2014-07-31: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.13$27.01$37.06$36.11$27.01
Max Pain$37.35$35.00$45.00$35.00$45.00
ATM IV37.3%33.0%41.7%34.2%41.7%
Expected Move10.4%9.7%11.3%9.8%11.3%
HV 20d24.1%17.7%93.8%17.9%93.8%
HV 60d25.4%22.4%57.6%25.6%57.6%
IV Rank51.4%39.7%63.6%42.8%63.6%
IV Percentile79.0%56.0%94.0%71.4%94.0%
Term Structure-1.6%-5.3%2.8%1.8%0.8%
VWIV36.5%35.7%37.4%35.7%36.9%
Skew 25d5.1%-4.4%15.0%9.0%-2.8%
Skew 10d10.5%-7.7%45.9%11.1%-6.8%
Call IV 25d33.5%21.4%44.0%24.6%44.0%
Put IV 25d38.6%31.9%46.6%33.6%41.1%
Bid-Ask Spread %55.1022.8886.5481.6936.10
Gamma HHI0.400.350.540.380.35
Net GEX19.4K-4.6K34.7K18.2K-4.6K
Net DEX-230.6K-392.7K356.4K-286.9K356.4K
Net VEX-2.3K-2.8K-704-2.6K-704
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.002.360.110.26
Total Volume82.18201,498211,498
Total OI507.182472589472589

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-07-01$36.11$35.0034.2%9.8%17.9%42.8%0.0%9.0%1.8%18.2K-286.9K-2.6K0.1181.69N/AN/A192335137
2014-07-02$36.38$35.0033.8%9.7%17.7%41.7%0.0%10.2%2.8%19.8K-335.6K-2.7K0.0081.96N/AN/A00354139
2014-07-03$37.06$35.0034.9%10.0%17.8%45.0%0.0%12.8%2.3%20.8K-392.7K-2.8K0.0074.12N/AN/A01354139
2014-07-07$36.34$35.0033.2%10.2%19.0%40.1%35.7%-2.5%-0.4%20.4K-335.2K-2.6K0.0083.23N/AN/A50354140
2014-07-08$35.90$35.0033.3%10.6%18.9%40.6%0.0%5.9%-1.7%20.3K-285.8K-2.5K0.0034.14N/AN/A00359140
2014-07-09$35.82$35.0033.0%10.7%18.8%39.7%0.0%4.4%-1.5%20.6K-275.4K-2.5K0.0077.09N/AN/A00359140
2014-07-10$35.19$35.0036.6%10.5%19.3%49.7%0.0%5.3%-1.4%20.3K-209.9K-2.4K0.0078.63N/AN/A10359140
2014-07-11$35.32$35.0036.5%10.5%18.8%49.3%36.5%5.8%-0.9%21.2K-211.9K-2.3K0.0078.80N/AN/A160358140
2014-07-14$36.06$35.0037.5%10.8%19.6%52.1%37.4%5.7%-1.4%24.1K-332.3K-2.4K0.0022.88N/AN/A340374140
2014-07-15$35.95$35.0037.4%10.7%19.5%51.8%0.0%4.8%-1.6%24.1K-329.5K-2.4K0.0080.00N/AN/A280377140
2014-07-16$35.83$35.0038.3%11.0%19.3%54.4%0.0%4.4%-1.9%25.1K-333.0K-2.4K0.0082.59N/AN/A00370140
2014-07-17$35.14$35.0036.1%10.3%20.5%48.2%0.0%2.0%-1.1%34.7K-237.1K-2.2K0.0082.91N/AN/A490366140
2014-07-18$35.89$35.0037.1%10.7%21.9%51.1%37.1%-1.3%-1.5%22.8K-367.3K-2.5K0.0086.54N/AN/A50394140
2014-07-21$35.04$0.0040.2%10.4%22.9%59.6%0.0%6.2%-4.4%16.0K-199.2K-2.3K0.5032.40N/AN/A63351140
2014-07-22$35.35$0.0038.1%10.4%23.1%53.9%0.0%-4.4%-2.6%17.1K-237.2K-2.3K0.0033.67N/AN/A140351140
2014-07-23$35.07$0.0038.6%10.3%22.4%55.3%0.0%4.2%-3.1%17.7K-216.1K-2.3K0.0023.90N/AN/A00365140
2014-07-24$34.97$0.0039.2%10.3%22.0%56.9%0.0%2.8%-4.0%17.5K-200.1K-2.3K0.0034.99N/AN/A00365140
2014-07-25$34.47$0.0038.3%10.3%22.5%54.2%35.7%11.0%-3.0%16.2K-134.3K-2.1K0.1423.54N/AN/A71365140
2014-07-28$33.91$45.0039.6%10.3%22.7%58.0%0.0%11.9%-3.5%15.4K-99.9K-1.9K0.2026.70N/AN/A51368140
2014-07-29$35.17$45.0040.5%10.4%26.5%60.4%0.0%15.0%-4.4%19.6K-215.7K-2.2K0.3630.73N/AN/A145372139
2014-07-30$34.90$45.0041.5%10.4%25.9%63.1%0.0%2.1%-5.3%19.9K-195.3K-2.1K2.3625.67N/AN/A2866381144
2014-07-31$27.01$45.0041.7%11.3%93.8%63.6%36.9%-2.8%0.8%-4.6K356.4K-7040.2636.10N/AN/A1,191307391198