ASGN Options History — June 2015

In June 2015, ASGN traded between $37.52 and $40.43. ATM implied volatility averaged 23.9%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 2.4% (HV 20d: 26.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.47.

Notable Days

  • 2015-06-30: Highest Volume — 1,195 contracts
  • 2015-06-03: Largest IV spike — 19.2% change
  • 2015-06-29: Highest IV Rank — 13.1%
  • 2015-06-29: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.06$37.52$40.43$37.52$39.32
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV23.9%21.7%26.2%21.7%25.5%
Expected Move6.9%6.2%7.5%6.2%7.3%
HV 20d26.3%15.2%52.5%52.5%17.8%
HV 60d41.3%41.0%41.6%41.6%41.2%
IV Rank8.8%4.5%13.1%4.5%11.6%
IV Percentile12.4%2.0%29.8%2.0%25.8%
Term Structure4.9%-0.8%9.0%-0.7%8.1%
VWIV25.1%22.4%28.7%22.9%25.5%
Skew 25d4.0%-1.6%7.8%4.0%-0.4%
Skew 10d6.9%-1.6%14.3%6.5%-0.3%
Call IV 25d22.9%18.7%26.2%25.3%25.0%
Put IV 25d26.9%21.7%31.4%29.3%24.5%
Bid-Ask Spread %94.8679.72106.8281.5993.55
Gamma HHI0.560.490.810.510.49
Net GEX200.5K29.3K1.0M83.0K38.6K
Net DEX-2.8M-4.6M-1.2M-1.2M-1.4M
Net VEX-31.9K-34.9K-23.3K-34.3K-23.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.045.194.570.14
Total Volume288.636101,1951951,195
Total OI5,069.8183,8395,5325,3053,839

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$37.52$35.0021.7%6.2%52.5%4.5%22.9%4.0%-0.7%83.0K-1.2M-34.3K4.5781.59N/AN/A351602,7842,521
2015-06-02$37.94$35.0021.7%6.2%52.2%4.5%0.0%3.0%-0.3%102.9K-1.6M-34.9K0.0079.72N/AN/A0102,7842,521
2015-06-03$38.34$35.0025.8%7.4%50.3%12.3%27.2%5.1%-0.8%129.1K-2.1M-34.8K5.1982.92N/AN/A321662,7842,521
2015-06-04$37.67$35.0022.9%7.5%50.9%6.7%27.9%2.8%3.2%93.8K-1.4M-34.3K5.1587.77N/AN/A331702,7832,518
2015-06-05$37.93$35.0025.9%7.3%50.9%12.5%28.3%4.0%3.3%99.1K-1.4M-34.2K1.5988.44N/AN/A1071702,7872,522
2015-06-08$38.06$35.0024.0%7.5%50.8%8.8%28.7%4.5%4.1%118.2K-1.9M-34.4K1.6187.94N/AN/A1191922,8432,522
2015-06-09$37.90$35.0024.8%7.3%16.9%10.4%28.4%3.8%4.2%107.7K-1.6M-34.1K0.9696.03N/AN/A1211162,8502,498
2015-06-10$38.99$35.0024.4%7.0%18.6%9.6%25.1%7.1%5.6%192.4K-2.9M-33.9K1.6191.22N/AN/A721162,8522,502
2015-06-11$39.18$35.0024.6%7.1%18.0%10.1%24.7%7.4%4.8%216.6K-3.2M-34.0K1.0795.52N/AN/A1081162,8792,502
2015-06-12$39.04$35.0024.7%7.1%16.8%10.2%24.7%6.9%4.9%218.6K-3.0M-33.8K1.0896.79N/AN/A1071162,9192,502
2015-06-15$39.10$35.0025.3%7.2%16.7%11.3%25.3%5.1%4.8%233.8K-3.1M-33.2K1.2097.25N/AN/A971162,9252,502
2015-06-16$39.19$35.0024.6%7.1%16.7%10.0%24.9%6.7%5.5%287.9K-3.4M-32.8K0.5799.49N/AN/A2051162,9262,502
2015-06-17$39.17$35.0024.3%7.0%16.7%9.5%25.6%5.4%5.5%274.8K-3.5M-33.2K0.64101.96N/AN/A1821162,9552,502
2015-06-18$39.74$35.0023.9%6.8%17.5%8.6%24.5%7.8%5.5%424.1K-4.4M-32.4K0.7497.56N/AN/A1571162,9682,502
2015-06-19$39.94$35.0023.2%6.6%17.1%7.3%23.1%1.2%6.4%1.0M-4.6M-32.0K0.5196.23N/AN/A2261163,0302,502
2015-06-22$40.43$35.0023.5%6.7%17.2%7.8%24.1%4.5%6.5%163.5K-4.5M-31.7K0.32102.86N/AN/A130422,6212,177
2015-06-23$40.35$35.0022.4%6.4%16.5%5.8%22.4%2.9%8.3%161.8K-4.6M-31.2K0.81106.19N/AN/A57462,6302,177
2015-06-24$40.17$35.0022.3%6.4%16.3%5.7%22.4%2.6%7.5%167.8K-4.3M-31.5K0.92100.04N/AN/A50462,6662,181
2015-06-25$40.32$35.0022.6%6.5%16.0%6.1%22.6%3.3%8.2%168.6K-4.5M-31.3K0.0496.80N/AN/A1,040462,6682,181
2015-06-26$40.01$35.0022.5%6.5%15.2%6.1%22.5%2.0%9.0%55.8K-2.0M-23.5K0.92106.82N/AN/A50461,6682,181
2015-06-29$39.06$35.0026.2%7.5%18.0%13.1%26.7%-1.6%4.7%29.3K-1.3M-23.3K1.17100.12N/AN/A41481,6582,181
2015-06-30$39.32$35.0025.5%7.3%17.8%11.6%25.5%-0.4%8.1%38.6K-1.4M-23.3K0.1493.55N/AN/A1,0461491,6582,181