ASGN Options History — May 2015

In May 2015, ASGN traded between $32.54 and $38.80. ATM implied volatility averaged 27.6%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 33.2% (HV 20d: 60.8%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.89.

Notable Days

  • 2015-05-12: Highest Volume — 659 contracts
  • 2015-05-11: Largest IV spike — 182.5% change
  • 2015-05-11: Highest IV Rank — 83.5%
  • 2015-05-11: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.73$32.54$38.80$34.15$37.54
Max Pain$35.25$35.00$40.00$40.00$35.00
ATM IV27.6%21.4%63.6%26.1%21.4%
Expected Move7.3%6.1%8.0%7.5%6.1%
HV 20d60.8%44.8%69.3%45.2%52.5%
HV 60d38.3%30.2%41.9%30.4%41.6%
IV Rank15.7%3.9%83.5%12.9%3.9%
IV Percentile20.9%1.6%99.6%15.5%1.6%
Term Structure1.1%-0.7%3.8%-0.2%-0.6%
VWIV25.8%20.6%28.4%26.1%22.1%
Skew 25d5.9%2.5%38.6%38.6%3.0%
Skew 10d12.7%6.0%49.2%49.2%6.1%
Call IV 25d25.0%23.2%27.6%27.6%25.5%
Put IV 25d30.9%26.9%66.2%66.2%28.5%
Bid-Ask Spread %87.9173.08104.51104.5181.93
Gamma HHI0.510.490.530.500.51
Net GEX52.0K-84.6K129.6K-59.9K84.7K
Net DEX-365.0K-2.7M4.1M2.6M-1.3M
Net VEX-35.0K-40.1K-26.7K-32.1K-35.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.890.003.651.593.64
Total Volume302.450659432204
Total OI5,295.75,1025,5035,1025,311

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-05-01$34.15$40.0026.1%7.5%45.2%12.9%26.1%38.6%-0.2%-59.9K2.6M-32.1K1.59104.51N/AN/A1672652,6822,420
2015-05-04$33.74$35.0022.2%7.4%44.8%5.5%25.3%5.5%2.4%-66.8K3.0M-30.2K0.0097.74N/AN/A1002,6902,445
2015-05-05$32.70$35.0029.7%7.7%45.5%19.7%27.4%4.2%1.9%-76.6K3.8M-26.8K3.4293.09N/AN/A1073662,6812,445
2015-05-06$32.54$35.0022.8%7.6%44.8%6.5%27.6%4.2%2.2%-79.0K4.1M-26.7K3.4289.01N/AN/A1073662,6822,537
2015-05-07$32.92$35.0023.9%7.6%45.4%8.8%28.2%3.0%2.0%-79.2K3.9M-27.1K2.6187.88N/AN/A1223182,6822,534
2015-05-08$32.84$35.0022.5%7.4%45.2%6.1%0.0%4.6%2.5%-84.6K3.9M-27.4K0.0095.10N/AN/A002,6782,569
2015-05-11$37.61$35.0063.6%8.0%68.4%83.5%28.4%3.2%2.1%59.2K-1.2M-38.7K0.2085.40N/AN/A361722,6782,569
2015-05-12$38.29$35.0041.5%7.5%68.8%42.0%27.2%5.4%3.1%105.1K-2.1M-40.1K1.0786.94N/AN/A3193402,8812,622
2015-05-13$37.81$35.0027.6%7.9%68.8%15.7%27.7%3.4%1.8%89.3K-1.7M-39.0K1.0193.94N/AN/A3063102,8712,622
2015-05-14$38.56$35.0025.6%7.3%69.3%11.8%26.3%5.4%3.1%124.8K-2.3M-38.9K3.6581.39N/AN/A853102,8712,626
2015-05-15$38.70$35.0025.3%7.2%68.6%11.2%25.9%5.3%3.8%118.1K-2.7M-38.9K3.6580.11N/AN/A853102,8712,626
2015-05-18$38.76$35.0025.3%7.2%68.5%11.3%25.7%4.9%-0.6%117.3K-2.6M-38.5K0.1493.11N/AN/A5882,7642,508
2015-05-19$38.80$35.0024.3%7.0%68.5%9.3%20.6%4.9%0.9%126.8K-2.7M-38.3K0.0089.65N/AN/A302,7802,508
2015-05-20$38.78$35.0024.5%7.0%68.5%9.7%24.6%4.2%-0.1%129.6K-2.7M-38.2K1.9299.87N/AN/A831592,7802,508
2015-05-21$38.46$35.0025.2%7.2%68.5%11.1%25.2%4.2%-0.4%117.6K-2.3M-37.5K1.9280.19N/AN/A831592,7802,508
2015-05-22$38.21$35.0024.6%7.0%68.6%9.9%24.6%2.5%-0.0%109.9K-2.0M-37.1K1.8973.08N/AN/A831572,7802,508
2015-05-26$37.78$35.0025.7%7.4%68.6%12.1%26.1%3.9%-0.4%85.2K-1.3M-36.2K1.8980.47N/AN/A831572,7802,518
2015-05-27$38.28$35.0025.4%7.3%68.8%11.5%25.5%2.6%-0.6%113.1K-1.9M-36.2K1.9381.78N/AN/A831602,7802,518
2015-05-28$38.09$35.0025.2%7.2%68.4%11.1%25.6%4.8%-0.7%105.0K-1.7M-36.0K1.9382.93N/AN/A831602,7802,521
2015-05-29$37.54$35.0021.4%6.1%52.5%3.9%22.1%3.0%-0.6%84.7K-1.3M-35.6K3.6481.93N/AN/A441602,7902,521