ASGN Options History — July 2015

In July 2015, ASGN traded between $37.20 and $41.21. ATM implied volatility averaged 33.9%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 13.6% (HV 20d: 20.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 5.59.

Notable Days

  • 2015-07-29: Highest Volume — 3,715 contracts
  • 2015-07-15: Largest IV spike — 41.8% change
  • 2015-07-27: Highest IV Rank — 56.4%
  • 2015-07-27: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.39$37.20$41.21$39.66$38.26
Max Pain$39.55$35.00$40.00$35.00$40.00
ATM IV33.9%23.8%49.2%24.7%25.7%
Expected Move10.4%6.8%14.1%7.1%7.4%
HV 20d20.3%15.7%26.7%17.7%26.7%
HV 60d40.0%34.3%42.4%41.3%34.4%
IV Rank27.5%8.5%56.4%10.2%12.0%
IV Percentile57.0%11.5%97.2%19.4%28.2%
Term Structure-3.9%-10.3%8.9%8.0%-0.0%
VWIV36.8%24.8%53.1%24.8%25.9%
Skew 25d4.2%-1.0%8.0%1.0%8.0%
Skew 10d9.1%-3.6%17.0%1.6%-0.1%
Call IV 25d35.3%24.3%47.1%24.3%25.8%
Put IV 25d39.5%24.9%54.0%25.3%33.9%
Bid-Ask Spread %85.4571.68102.3198.2279.89
Gamma HHI0.480.430.550.540.45
Net GEX93.8K-91.7K468.4K146.6K468.4K
Net DEX-2.4M-6.2M780.7K-3.5M-5.1M
Net VEX-28.9K-54.4K-20.4K-30.6K-49.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.590.0220.412.210.03
Total Volume1,201.9091183,7152122,798
Total OI5,577.5913,95412,3684,93910,857

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-07-01$39.66$35.0024.7%7.1%17.7%10.2%24.8%1.0%8.0%146.6K-3.5M-30.6K2.2198.22N/AN/A661462,6532,286
2015-07-02$39.31$35.0023.8%6.8%16.6%8.5%25.4%0.4%8.9%30.2K-1.2M-23.7K4.42102.31N/AN/A331461,6712,283
2015-07-06$39.39$40.0026.1%9.5%16.5%12.9%32.8%4.3%-2.8%33.6K-1.3M-23.2K4.4280.97N/AN/A331461,6802,283
2015-07-07$39.26$40.0026.1%9.7%16.6%12.8%33.5%4.1%-2.0%24.9K-1.0M-23.1K13.2085.87N/AN/A861,1351,6802,283
2015-07-08$38.90$40.0027.1%9.9%17.0%14.7%34.6%3.9%-3.0%-59.3K147.1K-28.8K13.3684.13N/AN/A861,1491,6953,265
2015-07-09$39.75$40.0028.3%9.9%15.7%17.0%34.7%4.6%-3.3%50.1K-1.7M-22.2K12.7181.16N/AN/A901,1441,6952,279
2015-07-10$40.63$40.0027.8%10.1%17.3%16.0%35.1%4.2%-3.5%69.3K-2.5M-21.6K7.9781.37N/AN/A1341,0681,7282,283
2015-07-13$40.71$40.0026.7%10.2%17.2%13.9%31.8%4.7%-4.6%73.4K-2.9M-20.6K6.2585.16N/AN/A1681,0501,7612,327
2015-07-14$41.07$40.0025.7%10.1%17.3%12.0%37.7%4.0%-4.2%83.7K-3.4M-20.4K6.0591.50N/AN/A1751,0581,8622,342
2015-07-15$40.59$40.0036.4%10.4%18.1%32.2%31.0%5.0%-4.7%87.4K-3.0M-22.1K5.8187.15N/AN/A1801,0451,9372,350
2015-07-16$41.21$40.0036.2%10.4%18.6%31.9%32.9%3.6%-4.8%89.8K-3.8M-21.7K9.1888.56N/AN/A1141,0462,0142,352
2015-07-17$40.01$40.0036.9%10.6%21.3%33.3%36.9%3.6%-5.0%163.5K-2.8M-23.2K0.2985.66N/AN/A153442,0562,353
2015-07-20$40.11$40.0038.0%10.9%21.2%35.3%39.6%4.9%-5.6%70.9K-2.9M-24.1K0.6479.98N/AN/A142912,1062,351
2015-07-21$39.96$40.0039.3%11.3%20.8%37.7%39.6%5.4%-6.7%65.4K-2.7M-24.3K0.3981.17N/AN/A85332,1412,406
2015-07-22$39.89$40.0038.8%11.1%20.8%36.8%39.5%4.1%-5.9%64.6K-2.7M-24.2K0.8687.54N/AN/A70602,1672,420
2015-07-23$38.90$40.0042.1%12.1%22.5%42.9%42.4%4.8%-7.3%37.3K-1.7M-25.0K20.4183.78N/AN/A591,2042,1772,405
2015-07-24$37.78$40.0042.1%12.1%24.4%43.1%47.9%6.0%-7.5%-91.7K780.7K-29.7K1.0087.57N/AN/A1,0631,0632,1773,496
2015-07-27$37.20$40.0049.2%14.1%24.8%56.4%47.0%4.3%-10.0%-70.9K722.5K-34.2K0.0284.34N/AN/A3,318743,1873,512
2015-07-28$37.64$40.0047.6%13.7%24.1%53.4%53.1%5.3%-10.0%161.5K-2.5M-45.1K1.1783.74N/AN/A58685,3393,552
2015-07-29$37.53$40.0048.0%13.8%23.9%54.2%51.0%6.9%-10.3%159.5K-2.7M-45.0K0.9588.16N/AN/A1,9011,8145,3513,577
2015-07-30$38.73$40.0029.1%8.3%26.5%18.5%31.7%-1.0%-2.3%406.2K-6.2M-54.4K11.7171.68N/AN/A1611,8857,0095,359
2015-07-31$38.26$40.0025.7%7.4%26.7%12.0%25.9%8.0%-0.0%468.4K-5.1M-49.0K0.0379.89N/AN/A2,727716,9903,867