ASGN Options History — September 2014

In September 2014, ASGN traded between $26.77 and $29.82. ATM implied volatility averaged 32.6%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 11.0% (HV 20d: 21.6%). 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 1.12.

Notable Days

  • 2014-09-30: Highest Volume — 208 contracts
  • 2014-09-26: Largest IV spike — 13.0% change
  • 2014-09-29: Highest IV Rank — 51.9%
  • 2014-09-23: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.36$26.77$29.82$29.58$26.85
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV32.6%29.1%37.9%29.3%37.1%
Expected Move10.7%10.3%11.1%10.3%11.0%
HV 20d21.6%17.5%30.0%30.0%17.5%
HV 60d58.2%57.9%58.4%58.2%57.9%
IV Rank37.4%28.2%51.9%29.3%49.7%
IV Percentile44.4%14.7%77.8%17.1%74.2%
Term Structure3.5%-0.4%7.1%1.2%2.9%
VWIV37.0%35.4%38.7%38.2%37.6%
Skew 25d4.0%-6.9%28.1%28.1%7.1%
Skew 10d5.6%-7.2%40.1%40.1%9.9%
Call IV 25d28.0%22.7%32.8%30.3%28.5%
Put IV 25d32.0%24.5%58.4%58.4%35.6%
Bid-Ask Spread %43.2639.8450.0140.5848.87
Gamma HHI0.830.680.920.910.68
Net GEX56.5K32.4K86.2K69.8K35.8K
Net DEX-592.7K-1.1M-44.5K-991.4K-301.0K
Net VEX-6.7K-7.7K-5.7K-7.7K-6.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.009.770.500.00
Total Volume53.667020815208
Total OI1,941.3331,4732,3222,0811,628

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-09-02$29.58$30.0029.3%10.3%30.0%29.3%38.2%28.1%1.2%69.8K-991.4K-7.7K0.5040.58N/AN/A1051,470611
2014-09-03$29.31$30.0029.1%10.4%28.7%28.8%0.0%-0.3%1.3%68.3K-925.2K-7.6K0.2640.63N/AN/A38101,473615
2014-09-04$29.48$30.0030.6%10.5%23.5%33.1%0.0%-0.1%-0.4%68.5K-978.3K-7.6K0.0042.59N/AN/A2801,473605
2014-09-05$29.68$30.0030.5%10.5%23.2%32.6%0.0%0.8%4.3%73.6K-1.1M-7.6K0.7741.36N/AN/A13101,494605
2014-09-08$29.82$30.0029.1%10.6%22.4%28.8%0.0%2.3%5.4%80.7K-1.1M-7.4K0.0043.15N/AN/A0101,494605
2014-09-09$29.46$30.0029.1%10.5%22.5%28.8%0.0%0.1%4.6%78.3K-947.0K-7.3K0.0040.59N/AN/A001,494605
2014-09-10$29.63$30.0029.3%10.5%22.0%28.2%35.4%1.5%3.9%81.3K-1.0M-7.3K0.0041.27N/AN/A3101,494600
2014-09-11$29.75$30.0032.1%10.5%20.8%35.5%37.2%0.9%3.7%86.2K-1.1M-7.2K0.2540.43N/AN/A48121,500600
2014-09-12$29.34$30.0031.2%10.4%21.3%32.9%0.0%-0.5%3.9%85.1K-878.3K-7.3K0.0041.53N/AN/A2801,533609
2014-09-15$28.78$30.0032.0%10.4%22.3%35.3%0.0%-4.8%3.9%64.3K-538.6K-6.6K1.9739.98N/AN/A38751,538593
2014-09-16$28.82$30.0031.2%10.5%21.8%33.0%35.7%-2.0%4.9%65.9K-512.2K-6.7K1.0441.02N/AN/A27281,545613
2014-09-17$28.44$30.0032.4%10.5%20.6%36.4%0.0%-6.9%3.6%56.1K-414.3K-6.7K9.7741.93N/AN/A131271,561621
2014-09-18$27.55$30.0032.1%10.6%21.0%35.4%36.8%2.8%3.8%33.8K-44.5K-6.1K0.5139.84N/AN/A89451,549671
2014-09-19$27.40$30.0033.3%10.8%20.9%38.8%37.6%-1.4%1.3%34.6K-50.2K-6.3K0.8240.16N/AN/A1191,606716
2014-09-22$26.96$30.0036.2%11.0%20.9%47.2%36.1%10.6%3.4%32.4K-270.0K-5.9K0.3446.37N/AN/A68231,099374
2014-09-23$26.77$30.0035.5%11.1%18.7%45.0%38.7%8.9%4.8%33.2K-249.0K-5.9K0.0050.01N/AN/A021,146393
2014-09-24$27.12$30.0036.6%11.0%19.7%48.4%36.7%12.3%3.2%34.5K-309.5K-6.1K0.0448.00N/AN/A2511,146392
2014-09-25$26.85$30.0032.8%10.8%19.5%37.4%37.6%6.2%7.1%33.0K-259.2K-5.8K3.3346.61N/AN/A3101,152393
2014-09-26$26.99$30.0037.0%10.9%18.1%49.4%36.1%8.7%3.3%34.9K-259.4K-5.7K0.0048.42N/AN/A5601,155393
2014-09-29$26.95$30.0037.9%10.9%17.6%51.9%0.0%9.7%2.8%35.4K-258.5K-5.8K0.6345.08N/AN/A16101,211393
2014-09-30$26.85$30.0037.1%11.0%17.5%49.7%37.6%7.1%2.9%35.8K-301.0K-6.0K0.0048.87N/AN/A20801,227401