ASGN Options History — February 2015

In February 2015, ASGN traded between $35.64 and $39.30. ATM implied volatility averaged 37.1%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 13.6% (HV 20d: 23.5%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 7.24.

Notable Days

  • 2015-02-20: Highest Volume — 4,448 contracts
  • 2015-02-19: Largest IV drop — 33.1% change
  • 2015-02-10: Highest IV Rank — 66.2%
  • 2015-02-04: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.68$35.64$39.30$35.64$38.24
Max Pain$30.79$25.00$35.00$35.00$35.00
ATM IV37.1%24.1%54.4%43.2%24.1%
Expected Move9.9%6.9%13.1%12.4%6.9%
HV 20d23.5%17.1%29.7%29.7%17.9%
HV 60d25.1%24.7%25.6%25.2%25.1%
IV Rank33.7%9.0%66.2%45.1%9.0%
IV Percentile56.9%2.8%99.2%92.9%2.8%
Term Structure-3.2%-9.6%4.6%-6.4%0.5%
VWIV36.0%24.6%60.1%43.0%24.6%
Skew 25d4.9%2.2%7.8%7.3%4.3%
Skew 10d11.1%1.9%21.5%13.6%4.8%
Call IV 25d32.9%22.9%42.6%41.9%24.4%
Put IV 25d37.8%27.8%49.3%49.2%28.8%
Bid-Ask Spread %78.2866.9290.7078.9690.44
Gamma HHI0.500.350.890.380.56
Net GEX38.2K-48.1K165.6K-48.1K122.5K
Net DEX-3.0M-5.8M-1.0M-1.0M-4.6M
Net VEX-18.0K-51.1K-5.0K-8.1K-49.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.240.0325.880.0325.88
Total Volume1,181.263354,448352,177
Total OI3,9452,8976,1502,9146,113

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-02-02$35.64$35.0043.2%12.4%29.7%45.1%43.0%7.3%-6.4%-48.1K-1.0M-8.1K0.0378.96N/AN/A3411,1031,811
2015-02-03$36.49$35.0045.5%13.0%29.5%49.3%58.1%6.9%-9.3%-30.3K-1.6M-7.5K13.9279.19N/AN/A771,0721,1011,811
2015-02-04$36.52$35.0045.8%13.1%27.6%50.1%60.1%6.7%-8.8%-32.2K-1.6M-7.2K12.3679.28N/AN/A871,0751,0781,819
2015-02-05$37.14$25.0047.2%10.7%26.9%52.7%36.2%7.0%-3.6%-22.7K-1.9M-6.8K9.1971.73N/AN/A1171,0751,0761,823
2015-02-06$37.07$25.0047.5%10.6%26.9%53.2%35.6%3.5%-3.2%-27.6K-1.9M-6.5K1.5767.04N/AN/A60941,0781,823
2015-02-09$36.45$25.0051.1%10.7%26.7%60.0%35.9%3.4%-2.8%-31.1K-1.6M-6.5K1.2966.92N/AN/A1011301,0861,821
2015-02-10$36.91$25.0054.4%10.9%26.7%66.2%34.6%4.3%-4.3%-23.0K-1.8M-6.0K1.5878.66N/AN/A671061,0671,850
2015-02-11$37.10$25.0039.0%11.2%26.7%37.2%37.7%6.8%-5.3%-24.7K-1.9M-6.2K0.8571.87N/AN/A1241051,0751,854
2015-02-12$37.66$25.0035.5%10.2%26.7%30.5%36.4%3.1%-2.9%-11.3K-2.2M-5.6K1.0768.46N/AN/A981051,0771,854
2015-02-13$37.69$25.0034.8%10.0%25.2%29.3%36.4%3.5%-2.5%-2.1K-2.3M-5.4K1.5168.90N/AN/A65981,1231,854
2015-02-17$37.52$25.0039.4%11.3%24.9%37.9%40.7%3.1%-6.9%-7.9K-2.2M-5.0K0.7573.41N/AN/A5984511,1301,855
2015-02-18$37.88$35.0042.9%12.3%19.8%44.5%44.5%3.6%-9.6%20.9K-2.5M-7.6K0.5769.70N/AN/A4782721,6722,161
2015-02-19$38.40$35.0028.7%8.2%19.8%17.7%27.7%3.6%0.7%165.6K-3.7M-6.5K0.1982.87N/AN/A139271,8722,306
2015-02-20$39.09$35.0025.2%7.2%18.9%11.1%25.2%4.9%4.6%105.9K-3.9M-5.9K0.8290.70N/AN/A2,4472,0011,8592,326
2015-02-23$38.89$35.0026.1%7.5%19.3%12.9%28.6%5.6%-0.5%133.9K-5.2M-50.5K17.1586.96N/AN/A1292,2123,4682,626
2015-02-24$39.30$35.0025.6%7.3%18.8%11.8%28.1%7.8%-0.5%155.5K-5.8M-51.1K16.2982.57N/AN/A1362,2163,5242,626
2015-02-25$39.03$35.0024.9%7.1%18.2%10.5%25.0%2.2%0.3%152.8K-5.5M-50.4K11.2490.02N/AN/A1862,0903,5172,626
2015-02-26$38.82$35.0024.8%7.1%17.1%10.3%25.3%5.4%0.2%128.6K-5.2M-49.8K21.3989.61N/AN/A982,0963,4432,647
2015-02-27$38.24$35.0024.1%6.9%17.9%9.0%24.6%4.3%0.5%122.5K-4.6M-49.5K25.8890.44N/AN/A812,0963,4602,653