ASGN Options History — October 2014

In October 2014, ASGN traded between $26.39 and $29.91. ATM implied volatility averaged 40.8%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 13.6% (HV 20d: 27.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.82.

Notable Days

  • 2014-10-29: Highest Volume — 1,898 contracts
  • 2014-10-14: Largest IV spike — 69.1% change
  • 2014-10-14: Highest IV Rank — 100.0%
  • 2014-10-29: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.84$26.39$29.91$26.39$29.09
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV40.8%26.3%72.3%35.9%28.8%
Expected Move11.1%9.9%13.3%11.0%9.9%
HV 20d27.2%18.0%42.5%18.0%42.5%
HV 60d50.8%27.6%60.0%58.0%30.1%
IV Rank46.3%12.7%100.0%46.4%17.4%
IV Percentile70.4%2.4%100.0%71.0%7.5%
Term Structure-1.9%-8.1%6.3%6.3%1.1%
VWIV36.9%26.5%41.5%37.2%33.9%
Skew 25d10.2%-3.3%27.2%6.1%13.6%
Skew 10d16.2%-1.7%42.7%5.8%20.0%
Call IV 25d37.5%28.0%51.0%30.8%28.0%
Put IV 25d47.7%26.2%66.6%36.8%41.5%
Bid-Ask Spread %68.7346.4799.4849.9247.92
Gamma HHI0.860.780.950.780.92
Net GEX97.9K40.8K252.1K40.8K140.8K
Net DEX-1.5M-4.6M-441.6K-441.6K-1.7M
Net VEX-8.5K-13.4K-6.6K-6.8K-8.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.001.960.000.96
Total Volume359.34801,8986253
Total OI2,248.6521,8073,6421,8112,295

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$26.39$25.0035.9%11.0%18.0%46.4%37.2%6.1%6.3%40.8K-441.6K-6.8K0.0049.92N/AN/A601,417394
2014-10-02$26.58$25.0035.7%11.1%18.2%45.8%0.0%5.1%5.2%42.1K-471.1K-6.8K0.0049.26N/AN/A101,421387
2014-10-03$26.98$25.0030.9%11.2%19.1%32.2%0.0%-3.3%4.9%45.1K-611.8K-7.1K0.6350.73N/AN/A16101,420387
2014-10-06$26.82$25.0026.6%11.0%18.7%19.8%37.0%1.8%-1.1%47.1K-570.3K-7.0K0.0047.94N/AN/A1601,436397
2014-10-07$26.55$25.0037.2%11.0%18.7%49.9%0.0%2.1%-3.4%43.0K-442.6K-6.7K0.0052.40N/AN/A001,447397
2014-10-08$26.77$25.0044.9%11.0%18.9%71.8%36.4%6.1%-4.8%45.3K-478.6K-6.7K0.6547.60N/AN/A1861211,452397
2014-10-09$26.46$25.0039.4%11.0%18.7%56.2%36.9%3.1%-5.0%42.6K-443.0K-6.6K0.6548.41N/AN/A1861211,452393
2014-10-10$26.79$25.0029.5%11.3%19.5%28.1%36.6%6.4%-5.7%47.0K-525.9K-6.7K1.2346.47N/AN/A1351661,452393
2014-10-13$26.88$25.0042.8%11.1%18.9%65.7%36.4%7.1%-3.8%47.8K-610.1K-6.8K1.3052.36N/AN/A1281661,456393
2014-10-14$26.73$25.0072.3%12.1%18.8%100.0%35.9%9.2%-1.9%44.5K-758.7K-7.1K1.9689.92N/AN/A1282511,455393
2014-10-15$28.85$25.0060.2%10.6%33.8%77.0%36.5%20.1%-1.6%63.9K-1.2M-7.6K1.6695.25N/AN/A1452411,455399
2014-10-16$28.40$25.0044.4%10.5%32.1%47.1%26.5%6.9%-5.6%61.3K-1.1M-7.5K0.0961.82N/AN/A398371,434385
2014-10-17$28.73$25.0043.0%10.4%32.2%44.3%0.0%9.9%-5.1%96.1K-1.6M-8.9K0.1161.97N/AN/A1821,821399
2014-10-20$28.30$25.0036.4%10.7%32.1%31.8%37.8%21.9%2.9%93.7K-1.4M-8.4K1.4089.85N/AN/A1021431,757334
2014-10-21$28.25$25.0040.8%10.8%32.0%40.2%37.8%12.9%-3.5%93.8K-1.4M-8.3K1.1066.70N/AN/A1301431,766334
2014-10-22$28.32$25.0033.0%11.5%31.8%25.4%38.6%25.1%0.6%97.8K-1.6M-8.6K1.1075.18N/AN/A1301431,781334
2014-10-23$28.71$25.0041.0%11.6%31.7%40.6%39.7%19.9%-3.8%102.0K-1.7M-8.7K0.0992.79N/AN/A1,6021431,781334
2014-10-24$28.78$25.0044.3%11.5%31.7%46.9%39.3%12.1%-8.1%231.6K-3.6M-13.4K1.1799.48N/AN/A1221433,277334
2014-10-27$28.49$25.0050.4%12.1%32.0%58.4%40.3%1.8%-1.6%206.4K-3.4M-12.9K1.1198.88N/AN/A1291433,277334
2014-10-28$29.43$25.0046.2%11.7%33.5%50.4%38.7%27.2%-6.7%252.1K-4.1M-13.2K1.5492.97N/AN/A931433,308334
2014-10-29$29.91$25.0049.3%13.3%32.7%56.4%41.5%9.5%-7.2%246.9K-4.6M-13.3K0.1089.70N/AN/A1,7201783,306334
2014-10-30$28.07$25.0026.3%10.1%41.0%12.7%34.7%10.4%3.2%119.3K-1.1M-7.7K1.1973.36N/AN/A1491781,842425
2014-10-31$29.09$25.0028.8%9.9%42.5%17.4%33.9%13.6%1.1%140.8K-1.7M-8.4K0.9647.92N/AN/A1291241,871424