ASGN Options History — August 2014

In August 2014, ASGN traded between $26.80 and $30.75. ATM implied volatility averaged 33.7%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 56.8% (HV 20d: 90.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.45.

Notable Days

  • 2014-08-14: Highest Volume — 470 contracts
  • 2014-08-06: Largest IV spike — 45.7% change
  • 2014-08-01: Highest IV Rank — 73.2%
  • 2014-08-01: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.36$26.80$30.75$26.80$29.56
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV33.7%25.8%45.1%45.1%28.9%
Expected Move10.9%10.4%11.4%11.4%10.5%
HV 20d90.4%30.0%98.3%93.0%30.0%
HV 60d58.1%57.4%58.6%57.5%58.3%
IV Rank41.5%19.8%73.2%73.2%28.4%
IV Percentile46.1%4.4%96.4%96.4%12.7%
Term Structure2.4%-5.3%6.0%-5.3%1.7%
VWIV39.1%34.7%41.1%40.1%39.6%
Skew 25d8.8%-3.6%21.6%12.4%-0.3%
Skew 10d14.1%-4.6%36.7%8.5%-0.4%
Call IV 25d28.3%22.9%36.5%31.6%28.8%
Put IV 25d37.1%24.5%48.7%44.0%28.4%
Bid-Ask Spread %35.9327.3645.4939.5545.49
Gamma HHI0.790.620.940.780.86
Net GEX77.7K30.8K311.3K35.5K64.8K
Net DEX-1.2M-1.7M-588.6K-588.6K-1.0M
Net VEX-8.2K-8.7K-7.2K-7.2K-8.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.008.671.430.00
Total Volume83.04814702141
Total OI2,127.3812,0082,4702,0082,080

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-08-01$26.80$30.0045.1%11.4%93.0%73.2%40.1%12.4%-5.3%35.5K-588.6K-7.2K1.4339.55N/AN/A881261,554454
2014-08-04$26.91$30.0044.6%11.3%93.3%71.9%41.1%2.7%1.8%30.8K-616.7K-7.4K8.1736.71N/AN/A12981,565541
2014-08-05$27.75$30.0025.8%11.1%94.7%19.8%0.0%5.8%3.4%36.0K-787.1K-8.0K0.3332.42N/AN/A1861,577638
2014-08-06$29.09$30.0037.6%11.1%97.0%52.4%0.0%12.3%3.8%54.7K-1.4M-8.5K0.2727.36N/AN/A195531,590643
2014-08-07$28.78$30.0038.3%11.0%97.0%54.2%39.6%7.0%3.7%44.6K-1.0M-8.2K1.7030.91N/AN/A10171,483643
2014-08-08$29.31$30.0037.0%11.1%97.4%50.8%0.0%8.9%2.4%55.1K-1.2M-8.3K0.1932.31N/AN/A2751,481648
2014-08-11$29.64$30.0037.4%11.2%97.0%51.7%0.0%13.3%2.8%66.9K-1.3M-8.1K0.0033.12N/AN/A11401,481649
2014-08-12$29.23$30.0038.1%11.1%97.0%53.6%0.0%11.2%3.6%86.7K-1.2M-8.0K0.0035.21N/AN/A101,579649
2014-08-13$29.84$30.0035.1%11.2%97.6%45.3%0.0%14.1%3.1%121.4K-1.5M-8.1K0.0034.90N/AN/A2601,578649
2014-08-14$29.85$30.0032.8%10.8%97.6%39.0%0.0%11.3%5.1%173.2K-1.5M-7.9K0.0034.51N/AN/A47001,588647
2014-08-15$29.83$30.0031.6%10.8%97.0%35.8%0.0%11.7%6.0%311.3K-1.7M-8.6K0.5434.52N/AN/A1861001,823647
2014-08-18$30.17$30.0031.4%10.9%97.1%35.3%0.0%9.6%1.6%58.0K-1.4M-8.6K8.6733.83N/AN/A3261,446575
2014-08-19$30.75$30.0031.5%10.9%97.4%35.4%0.0%7.6%2.5%59.7K-1.6M-8.7K0.0233.22N/AN/A5811,448591
2014-08-20$29.86$30.0029.7%10.7%97.8%30.5%39.3%9.1%2.3%61.2K-1.2M-8.6K0.2942.26N/AN/A1751,480590
2014-08-21$29.95$30.0031.3%10.8%97.8%35.0%0.0%-0.6%1.7%59.9K-1.3M-8.6K0.2136.10N/AN/A2451,476594
2014-08-22$29.47$30.0030.8%10.9%97.8%33.5%0.0%-3.6%1.4%57.2K-1.0M-8.4K0.0038.98N/AN/A301,460589
2014-08-25$30.08$30.0029.6%10.7%98.3%30.4%0.0%9.7%4.0%63.0K-1.3M-8.2K0.0036.73N/AN/A501,459589
2014-08-26$30.10$30.0030.6%10.5%97.0%33.0%34.7%10.0%1.7%63.6K-1.3M-8.2K8.0038.14N/AN/A2161,459589
2014-08-27$30.20$30.0029.9%10.6%97.1%31.2%39.6%21.6%0.6%65.9K-1.3M-8.2K0.5037.90N/AN/A1051,459605
2014-08-28$29.37$30.0029.5%10.4%30.3%29.9%0.0%10.1%1.7%61.4K-953.5K-8.0K0.1040.29N/AN/A1011,469610
2014-08-29$29.56$30.0028.9%10.5%30.0%28.4%0.0%-0.3%1.7%64.8K-1.0M-8.0K0.0045.49N/AN/A101,469611