ASGN Options History — March 2015

In March 2015, ASGN traded between $36.96 and $38.85. ATM implied volatility averaged 24.8%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 5.6% (HV 20d: 19.1%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 24.78.

Notable Days

  • 2015-03-31: Highest Volume — 2,262 contracts
  • 2015-03-10: Largest IV spike — 36.4% change
  • 2015-03-10: Highest IV Rank — 26.9%
  • 2015-03-11: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.12$36.96$38.85$38.75$38.46
Max Pain$39.32$35.00$40.00$35.00$40.00
ATM IV24.8%21.1%33.6%25.1%23.2%
Expected Move7.1%6.4%8.3%7.2%6.6%
HV 20d19.1%17.3%20.8%18.1%20.8%
HV 60d23.9%23.2%25.2%25.2%23.3%
IV Rank10.3%3.5%26.9%11.0%7.3%
IV Percentile7.5%1.6%52.8%5.2%4.8%
Term Structure4.2%-0.5%8.0%-0.5%7.0%
VWIV25.1%22.4%27.3%26.1%24.7%
Skew 25d4.4%1.4%8.6%7.0%8.1%
Skew 10d5.9%2.1%10.0%8.6%7.3%
Call IV 25d24.3%22.4%26.0%25.4%23.2%
Put IV 25d28.7%26.2%32.4%32.4%31.3%
Bid-Ask Spread %89.1785.7194.3090.3894.30
Gamma HHI0.530.510.570.570.52
Net GEX92.2K51.5K135.0K135.0K85.3K
Net DEX-3.3M-5.0M-1.3M-5.0M-2.2M
Net VEX-46.1K-49.1K-44.0K-49.1K-44.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio24.780.00300.0023.5522.81
Total Volume834.552,2622,1852,262
Total OI5,654.1824,7636,1176,1174,858

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-03-02$38.75$35.0025.1%7.2%18.1%11.0%26.1%7.0%-0.5%135.0K-5.0M-49.1K23.5590.38N/AN/A892,0963,4642,653
2015-03-03$38.56$35.0025.1%7.2%18.1%10.9%26.0%7.0%-0.2%131.3K-4.8M-48.7K23.5590.85N/AN/A892,0963,4642,653
2015-03-04$38.13$35.0025.0%7.2%17.3%10.8%26.7%6.2%-0.4%121.4K-4.3M-48.6K27.9591.94N/AN/A752,0963,4642,653
2015-03-05$38.03$40.0021.1%7.1%17.4%3.5%24.6%3.7%3.9%116.8K-4.1M-48.5K24.6686.37N/AN/A852,0963,4642,653
2015-03-06$37.47$40.0026.0%8.0%17.5%12.7%25.4%2.1%2.4%101.4K-3.4M-48.0K23.0085.85N/AN/A922,1163,4612,653
2015-03-09$37.75$40.0024.6%7.2%17.6%10.0%0.0%2.8%3.7%108.3K-3.7M-47.6K0.0085.71N/AN/A5603,4412,653
2015-03-10$37.05$40.0033.6%8.1%17.9%26.9%0.0%2.4%2.8%79.4K-2.8M-46.8K0.0086.07N/AN/A603,4162,653
2015-03-11$36.96$40.0028.8%8.3%17.4%17.9%0.0%2.6%2.3%73.2K-2.6M-46.5K300.0086.17N/AN/A13003,4112,653
2015-03-12$38.07$40.0024.6%7.0%20.2%10.0%0.0%4.2%4.2%100.4K-4.0M-46.1K0.0086.79N/AN/A1903,4112,553
2015-03-13$37.66$40.0025.1%7.2%20.0%11.0%26.6%2.9%3.2%80.2K-3.6M-45.8K0.3186.81N/AN/A1653,4132,553
2015-03-16$37.89$40.0025.6%7.3%20.1%11.9%27.3%1.4%3.2%84.8K-3.8M-45.5K2.0885.87N/AN/A12253,4132,558
2015-03-17$38.23$40.0024.6%7.0%20.2%9.9%24.6%3.3%4.1%102.1K-4.1M-45.6K0.0087.65N/AN/A703,4082,583
2015-03-18$38.70$40.0024.3%7.0%20.4%9.4%24.3%4.4%4.3%131.4K-4.6M-45.4K5.5388.03N/AN/A191053,4032,583
2015-03-19$38.67$40.0023.9%6.8%19.9%8.6%0.0%4.5%4.3%124.4K-4.5M-45.7K0.0088.09N/AN/A2503,4182,663
2015-03-20$38.80$40.0023.0%6.6%18.8%7.0%0.0%4.2%5.1%61.9K-4.4M-45.6K0.3091.31N/AN/A67203,4082,663
2015-03-23$38.63$40.0023.1%6.6%18.8%7.2%23.1%4.6%6.5%68.4K-2.3M-45.1K0.0091.26N/AN/A1102,5122,251
2015-03-24$38.39$40.0022.3%6.4%18.5%5.6%22.4%4.7%7.0%66.7K-2.1M-44.4K0.0092.70N/AN/A1002,5232,251
2015-03-25$37.46$40.0026.8%7.7%20.2%14.1%0.0%2.1%6.7%51.5K-1.3M-44.0K0.0090.29N/AN/A502,5332,251
2015-03-26$37.80$40.0023.9%6.9%20.5%8.7%26.4%4.0%6.2%56.5K-1.6M-44.6K69.6590.37N/AN/A312,1592,5352,251
2015-03-27$38.36$40.0022.4%6.4%20.6%5.9%0.0%5.8%7.8%68.9K-2.0M-44.1K0.0092.99N/AN/A1002,5382,251
2015-03-30$38.85$40.0022.6%6.5%20.5%6.3%23.7%8.6%8.0%79.8K-2.6M-44.4K21.8191.95N/AN/A992,1592,5482,251
2015-03-31$38.46$40.0023.2%6.6%20.8%7.3%24.7%8.1%7.0%85.3K-2.2M-44.4K22.8194.30N/AN/A952,1672,6072,251