ASGN Options History — August 2015

In August 2015, ASGN traded between $34.67 and $40.15. ATM implied volatility averaged 33.6%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 6.9% (HV 20d: 26.7%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.01.

Notable Days

  • 2015-08-31: Highest Volume — 422 contracts
  • 2015-08-24: Largest IV spike — 71.9% change
  • 2015-08-31: Highest IV Rank — 73.6%
  • 2015-08-31: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.95$34.67$40.15$37.88$35.99
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV33.6%26.0%58.3%30.0%58.3%
Expected Move9.5%7.4%16.7%8.6%16.7%
HV 20d26.7%23.2%31.7%26.8%30.2%
HV 60d23.1%20.1%34.5%34.5%25.0%
IV Rank26.9%12.6%73.6%20.2%73.6%
IV Percentile54.1%30.2%98.8%48.0%98.8%
Term Structure-0.2%-38.2%10.0%-3.5%-38.2%
VWIV34.0%26.3%48.5%30.1%48.5%
Skew 25d9.6%-8.5%30.4%-8.5%16.7%
Skew 10d14.1%-2.7%28.3%-1.9%3.4%
Call IV 25d27.4%21.4%40.7%30.3%24.7%
Put IV 25d37.0%21.8%54.6%21.8%41.4%
Bid-Ask Spread %91.6572.96113.5884.14113.58
Gamma HHI0.550.430.740.480.44
Net GEX802.8K182.4K1.6M585.8K311.9K
Net DEX-9.6M-17.3M-1.2M-8.0M-4.1M
Net VEX-60.8K-71.6K-40.9K-70.7K-47.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.003.073.070.41
Total Volume208.0489422110422
Total OI12,748.14310,82813,59213,43610,843

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-08-03$37.88$40.0030.0%8.6%26.8%20.2%30.1%-8.5%-3.5%585.8K-8.0M-70.7K3.0784.14N/AN/A27839,5773,859
2015-08-04$38.18$40.0027.8%8.0%27.0%16.0%28.1%6.8%-1.1%680.4K-9.1M-70.4K0.5372.96N/AN/A2411289,5783,888
2015-08-05$38.82$40.0027.6%7.9%27.6%15.7%27.9%8.5%-1.3%891.7K-12.0M-71.6K2.7274.94N/AN/A541479,6503,888
2015-08-06$39.06$40.0026.8%7.6%26.5%14.1%33.3%9.8%5.1%944.3K-12.8M-70.5K0.7586.59N/AN/A1901439,6463,907
2015-08-07$38.68$40.0028.3%7.6%25.3%16.9%31.9%8.1%4.0%865.9K-11.3M-71.4K2.3886.45N/AN/A601439,6553,937
2015-08-10$39.16$40.0027.6%7.6%25.8%15.6%33.9%8.9%4.4%1.1M-13.4M-68.7K2.3494.05N/AN/A611439,6503,937
2015-08-11$39.17$40.0030.3%7.6%25.5%20.8%26.4%7.7%4.3%1.1M-13.5M-68.4K0.0094.05N/AN/A13309,6493,937
2015-08-12$38.79$40.0026.5%7.6%25.4%13.6%27.2%7.1%4.6%895.2K-11.4M-66.0K0.4387.43N/AN/A166719,5593,937
2015-08-13$38.79$40.0027.9%8.0%24.5%16.2%28.1%7.3%3.2%1.0M-11.9M-66.0K0.4384.12N/AN/A164719,5653,937
2015-08-14$39.37$40.0026.3%7.5%23.2%13.1%26.3%8.5%5.0%1.2M-13.4M-65.7K0.8691.59N/AN/A83719,5683,937
2015-08-17$40.15$40.0026.4%7.6%24.3%13.3%26.7%10.0%5.3%1.6M-17.3M-64.9K0.5587.89N/AN/A117649,5673,937
2015-08-18$39.75$40.0026.6%7.6%24.5%13.8%26.4%10.7%5.1%1.5M-16.5M-64.6K0.4891.73N/AN/A132649,5293,937
2015-08-19$39.36$40.0026.7%7.7%24.8%14.0%0.0%10.6%4.6%1.5M-13.4M-62.2K0.0091.68N/AN/A909,5503,937
2015-08-20$38.48$40.0029.0%8.3%24.4%18.3%29.4%9.5%2.8%864.5K-10.1M-59.9K0.7992.86N/AN/A81649,5573,937
2015-08-21$37.65$40.0026.0%7.4%23.4%12.6%33.4%5.2%2.4%553.6K-7.6M-56.8K0.9690.76N/AN/A94909,5573,937
2015-08-24$35.83$40.0044.6%12.8%28.9%47.8%43.2%8.6%10.0%282.5K-3.6M-50.1K0.6897.20N/AN/A115788,3812,447
2015-08-25$34.67$40.0050.3%14.4%30.4%58.4%47.9%15.0%9.8%266.0K-2.7M-46.0K0.6899.86N/AN/A115788,3892,444
2015-08-26$35.43$40.0040.2%11.5%31.7%39.4%39.4%9.3%-2.7%182.4K-1.2M-40.9K0.7896.29N/AN/A103808,3872,444
2015-08-27$36.02$40.0047.4%13.6%30.0%53.0%44.0%30.4%-11.5%319.4K-3.7M-47.1K1.28101.75N/AN/A1041338,3902,444
2015-08-28$35.62$40.0050.7%14.5%29.9%59.3%47.7%11.8%-16.1%314.5K-4.0M-48.2K1.19104.80N/AN/A1131348,3922,444
2015-08-31$35.99$40.0058.3%16.7%30.2%73.6%48.5%16.7%-38.2%311.9K-4.1M-47.5K0.41113.58N/AN/A2991238,3982,445