ASGN Options History — April 2015

In April 2015, ASGN traded between $33.68 and $39.64. ATM implied volatility averaged 31.3%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 12.6% (HV 20d: 18.7%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 25.64.

Notable Days

  • 2015-04-10: Highest Volume — 2,337 contracts
  • 2015-04-08: Largest IV spike — 29.3% change
  • 2015-04-28: Highest IV Rank — 32.2%
  • 2015-04-28: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.65$33.68$39.64$38.43$33.68
Max Pain$35.95$35.00$40.00$40.00$40.00
ATM IV31.3%22.5%36.4%22.5%27.1%
Expected Move9.3%6.5%10.4%6.5%7.8%
HV 20d18.7%14.7%44.8%20.4%44.8%
HV 60d20.6%18.0%30.2%23.0%30.2%
IV Rank22.6%6.1%32.2%6.1%14.7%
IV Percentile41.3%2.8%68.7%2.8%17.5%
Term Structure-4.2%-8.6%8.0%8.0%-0.5%
VWIV33.4%27.0%37.8%27.6%27.0%
Skew 25d5.6%2.2%11.7%8.3%11.7%
Skew 10d7.3%-8.8%22.4%7.3%-8.8%
Call IV 25d31.2%22.9%36.1%22.9%27.3%
Put IV 25d36.9%31.2%41.9%31.2%39.0%
Bid-Ask Spread %79.8152.0092.4592.4552.00
Gamma HHI0.530.490.540.520.49
Net GEX94.2K-41.0K118.3K81.7K-41.0K
Net DEX-2.4M-3.4M2.7M-2.1M2.7M
Net VEX-41.1K-44.1K-29.6K-43.8K-29.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio25.640.0061.9160.191.80
Total Volume1,962.905562,3372,203359
Total OI4,894.8574,8644,9354,8664,935

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$38.43$40.0022.5%6.5%20.4%6.1%27.6%8.3%8.0%81.7K-2.1M-43.8K60.1992.45N/AN/A362,1672,6072,259
2015-04-02$38.66$35.0022.9%8.8%20.4%6.7%32.4%2.5%-2.3%92.6K-2.4M-44.1K61.9178.08N/AN/A352,1672,6052,259
2015-04-06$39.08$35.0023.1%9.1%19.8%7.1%32.8%2.8%-3.3%107.2K-2.7M-42.9K44.2278.56N/AN/A492,1672,6052,259
2015-04-07$39.04$35.0024.3%9.1%19.8%9.5%33.3%2.9%-3.1%111.3K-2.9M-42.6K15.9378.46N/AN/A1362,1672,6262,259
2015-04-08$39.53$35.0031.5%9.0%18.6%22.9%0.0%4.1%-3.1%107.1K-3.3M-43.0K0.0078.87N/AN/A5602,6102,259
2015-04-09$39.10$35.0032.0%9.2%19.1%24.0%33.5%2.5%-3.5%101.0K-2.9M-42.6K13.4579.40N/AN/A1612,1652,6172,259
2015-04-10$39.32$35.0032.2%9.2%16.4%24.4%33.4%3.4%-3.8%104.1K-3.2M-42.5K13.3478.96N/AN/A1632,1742,6172,260
2015-04-13$39.48$35.0032.8%9.4%15.7%25.4%33.6%4.2%-3.0%110.9K-3.3M-42.4K14.4082.35N/AN/A1512,1742,6362,273
2015-04-14$39.64$35.0032.5%9.3%15.7%25.0%33.4%4.9%-4.5%118.3K-3.4M-41.4K14.3082.15N/AN/A1522,1742,6382,273
2015-04-15$39.37$35.0032.1%9.2%15.8%24.2%32.7%4.1%-4.0%116.0K-3.2M-42.1K17.6782.53N/AN/A1232,1742,6402,273
2015-04-16$39.29$35.0032.1%9.2%15.3%24.2%36.0%3.0%-4.0%114.6K-3.1M-42.1K19.0781.98N/AN/A1142,1742,6532,273
2015-04-17$38.27$35.0033.1%9.5%18.1%25.9%34.1%2.2%-4.9%78.8K-2.1M-41.6K14.6980.64N/AN/A1482,1742,6532,273
2015-04-20$38.76$35.0034.2%9.8%18.6%28.2%35.6%9.0%-6.3%94.9K-2.6M-41.1K35.1385.48N/AN/A612,1432,6462,237
2015-04-21$38.69$35.0034.0%9.8%18.6%27.8%36.3%8.1%-6.7%96.5K-2.5M-40.9K37.6085.64N/AN/A572,1432,6512,237
2015-04-22$38.71$35.0033.8%9.7%18.4%27.3%35.9%7.0%-6.4%98.7K-2.5M-40.8K33.4886.85N/AN/A642,1432,6572,237
2015-04-23$38.66$35.0033.8%9.7%15.9%27.3%34.8%7.7%-6.5%102.5K-2.6M-40.5K28.2686.72N/AN/A762,1482,6592,237
2015-04-24$38.81$35.0034.1%9.8%15.7%27.9%32.7%7.8%-7.0%102.8K-2.5M-40.6K35.2186.08N/AN/A612,1482,6592,243
2015-04-27$38.49$35.0035.9%10.3%15.2%31.3%32.1%7.5%-7.9%94.0K-2.3M-39.4K35.7372.24N/AN/A602,1442,6492,243
2015-04-28$38.71$40.0036.4%10.4%14.7%32.2%33.1%8.4%-8.0%101.4K-2.5M-39.8K38.9873.31N/AN/A552,1442,6582,250
2015-04-29$37.92$40.0036.3%10.4%16.0%32.0%37.8%5.8%-8.6%84.6K-1.7M-39.0K2.9673.23N/AN/A541602,6582,250
2015-04-30$33.68$40.0027.1%7.8%44.8%14.7%27.0%11.7%-0.5%-41.0K2.7M-29.6K1.8052.00N/AN/A1282312,6672,268