ASGN Options History — January 2015

In January 2015, ASGN traded between $31.27 and $35.64. ATM implied volatility averaged 38.0%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 10.1% (HV 20d: 27.9%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 4.45.

Notable Days

  • 2015-01-22: Highest Volume — 1,973 contracts
  • 2015-01-09: Largest IV spike — 27.0% change
  • 2015-01-16: Highest IV Rank — 43.8%
  • 2015-01-16: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.38$31.27$35.64$32.46$35.16
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV38.0%30.6%42.5%30.6%42.3%
Expected Move11.2%10.2%12.2%10.6%12.1%
HV 20d27.9%25.0%31.4%26.7%31.0%
HV 60d28.7%25.1%31.5%30.3%25.1%
IV Rank35.4%21.4%43.8%21.4%43.5%
IV Percentile71.7%24.2%91.3%24.2%91.3%
Term Structure-2.2%-6.2%11.3%11.3%-6.1%
VWIV39.9%33.8%50.0%33.8%50.0%
Skew 25d4.3%2.2%7.6%3.4%5.1%
Skew 10d11.3%3.3%21.8%7.9%8.6%
Call IV 25d36.7%30.7%41.5%30.7%41.5%
Put IV 25d41.0%34.1%46.5%34.1%46.5%
Bid-Ask Spread %79.2070.6685.5374.0879.19
Gamma HHI0.640.410.890.640.41
Net GEX22.9K-64.5K72.4K71.6K-50.4K
Net DEX-1.2M-1.8M-126.2K-1.6M-706.9K
Net VEX-6.5K-9.5K-4.8K-5.3K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.450.0017.011.404.50
Total Volume519.401,9731441,343
Total OI1,852.151,2612,8851,2622,885

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-01-02$32.46$35.0030.6%10.6%26.7%21.4%33.8%3.4%11.3%71.6K-1.6M-5.3K1.4074.08N/AN/A60841,079183
2015-01-05$31.97$35.0034.5%10.9%25.8%28.7%0.0%4.0%-0.3%67.9K-1.4M-5.2K0.0070.66N/AN/A001,076185
2015-01-06$31.27$35.0035.1%10.9%25.1%29.9%38.5%2.9%-1.2%67.3K-1.2M-4.8K0.0075.74N/AN/A0111,076185
2015-01-07$32.11$35.0031.2%10.9%25.9%22.4%33.8%4.0%-1.6%68.5K-1.4M-4.9K0.0075.31N/AN/A041,076196
2015-01-08$32.64$35.0032.4%10.2%25.9%24.7%36.3%2.7%-1.2%70.9K-1.6M-5.1K0.9874.58N/AN/A60591,076196
2015-01-09$32.04$35.0041.1%10.8%26.5%41.2%36.4%2.3%-1.2%69.5K-1.5M-5.0K0.9874.27N/AN/A60591,076196
2015-01-12$32.12$35.0041.4%10.9%26.3%41.7%37.5%2.8%-1.6%69.4K-1.5M-4.8K3.1678.84N/AN/A381201,076196
2015-01-13$32.22$35.0037.4%11.1%25.4%34.2%38.7%4.0%-2.8%58.9K-1.5M-5.2K2.4679.18N/AN/A651601,082270
2015-01-14$32.19$35.0039.0%11.2%25.0%37.2%39.0%4.2%-2.8%57.5K-1.4M-5.4K2.0878.42N/AN/A771601,102309
2015-01-15$31.65$35.0040.1%11.5%25.6%39.3%39.8%4.7%-3.6%58.7K-1.3M-5.3K1.7380.24N/AN/A801381,122309
2015-01-16$32.43$35.0042.5%12.2%26.4%43.8%42.7%7.4%-6.2%55.1K-1.5M-5.3K0.0080.19N/AN/A0631,126336
2015-01-20$34.02$35.0040.7%11.7%29.5%40.4%40.6%4.3%-6.2%63.8K-1.6M-5.7K0.0778.05N/AN/A1218983375
2015-01-21$34.50$35.0036.9%10.6%29.5%33.3%38.3%2.8%-1.7%72.4K-1.8M-5.6K17.0181.29N/AN/A1021,7351,029367
2015-01-22$35.38$35.0038.0%10.9%30.4%35.2%39.8%7.6%-1.8%-50.0K-816.4K-9.5K13.9582.87N/AN/A1321,8411,0321,806
2015-01-23$35.64$35.0038.2%11.0%30.2%35.7%42.4%7.6%-2.3%-50.9K-941.9K-9.0K8.6085.40N/AN/A1271,0921,0141,806
2015-01-26$35.37$35.0036.9%10.6%30.3%33.2%0.0%5.3%-0.6%-60.4K-759.4K-8.5K0.0085.53N/AN/A1001,0011,808
2015-01-27$34.92$35.0040.5%11.6%30.8%40.0%40.5%5.1%-4.9%-56.2K-494.8K-8.8K0.1082.18N/AN/A4141,0101,808
2015-01-28$34.41$35.0040.5%11.6%31.2%39.9%44.2%2.2%-4.5%-64.5K-126.2K-8.7K9.4383.03N/AN/A1161,0949971,806
2015-01-29$35.08$35.0041.5%11.9%31.4%41.9%44.8%3.9%-5.0%-61.5K-502.6K-8.4K4.7684.94N/AN/A2301,0949821,806
2015-01-30$35.16$35.0042.3%12.1%31.0%43.5%50.0%5.1%-6.1%-50.4K-706.9K-8.5K4.5079.19N/AN/A2441,0991,0791,806