ASGN Options History — October 2015

In October 2015, ASGN traded between $36.12 and $45.14. ATM implied volatility averaged 38.8%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 7.9% (HV 20d: 30.8%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.76.

Notable Days

  • 2015-10-02: Highest Volume — 2,725 contracts
  • 2015-10-13: Largest IV spike — 61.2% change
  • 2015-10-28: Highest IV Rank — 65.7%
  • 2015-10-28: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.57$36.12$45.14$36.12$45.14
Max Pain$34.55$30.00$35.00$30.00$35.00
ATM IV38.8%28.6%52.5%34.7%28.9%
Expected Move11.2%8.3%14.4%10.0%8.3%
HV 20d30.8%28.2%34.8%28.4%34.8%
HV 60d29.8%28.8%33.0%29.2%33.0%
IV Rank39.4%17.5%65.7%29.1%20.4%
IV Percentile73.8%45.2%96.8%61.9%47.2%
Term Structure-3.7%-11.9%7.2%4.9%-0.6%
VWIV39.1%26.6%50.0%28.7%29.0%
Skew 25d5.6%-6.3%14.7%6.2%11.6%
Skew 10d13.1%-12.6%53.7%11.6%18.9%
Call IV 25d37.8%24.8%46.1%29.9%24.8%
Put IV 25d43.4%36.1%54.3%36.1%36.4%
Bid-Ask Spread %88.3879.36105.06105.0699.28
Gamma HHI0.530.490.580.490.51
Net GEX1.1M921.6K1.3M921.6K1.0M
Net DEX-23.5M-41.3M-14.8M-14.8M-41.3M
Net VEX-58.3K-74.5K-33.1K-64.9K-33.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.038.000.680.09
Total Volume1,139.59192,725170889
Total OI12,206.90910,66715,16112,70512,698

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-10-01$36.12$30.0034.7%10.0%28.4%29.1%28.7%6.2%4.9%921.6K-14.8M-64.9K0.68105.06N/AN/A1016912,462243
2015-10-02$36.26$30.0035.2%10.1%28.4%30.1%31.4%14.7%7.2%1.1M-16.9M-74.5K0.05102.44N/AN/A2,58613914,895266
2015-10-05$37.66$35.0036.4%11.0%31.0%32.2%42.8%11.6%-2.4%1.0M-18.3M-68.2K8.0084.00N/AN/A1812,405333
2015-10-06$37.34$35.0037.9%12.3%30.8%35.2%38.2%5.8%-3.2%1.0M-17.5M-66.1K0.0380.71N/AN/A2,5837712,406337
2015-10-07$38.03$35.0042.3%10.9%31.0%43.4%38.2%7.5%-3.0%1.1M-19.9M-68.0K0.0385.98N/AN/A2,5837712,401337
2015-10-08$38.78$35.0028.6%11.0%30.6%17.5%38.5%6.2%-2.8%1.1M-22.2M-70.2K0.0380.72N/AN/A2,5877712,401337
2015-10-09$38.80$35.0031.9%10.5%30.6%23.8%37.4%4.3%-2.6%1.2M-22.4M-68.4K0.9180.76N/AN/A857712,397337
2015-10-12$38.94$35.0032.6%11.0%30.5%25.1%38.8%5.7%-2.8%1.1M-22.9M-68.2K0.9287.87N/AN/A767012,408337
2015-10-13$38.18$35.0052.5%11.0%31.1%62.7%46.3%4.1%-3.9%1.1M-20.7M-64.6K0.0685.56N/AN/A1,1586412,417337
2015-10-14$38.02$35.0038.8%11.1%30.4%36.8%50.0%3.0%-3.6%1.1M-19.8M-63.4K0.0692.71N/AN/A1,1586412,303337
2015-10-15$39.26$35.0039.0%11.2%32.3%41.6%26.6%7.2%-4.0%1.2M-23.3M-64.7K0.0687.22N/AN/A1,1586412,303337
2015-10-16$39.77$35.0038.0%10.9%32.4%39.6%41.2%5.4%-4.7%1.3M-25.3M-65.3K1.0189.78N/AN/A838412,303337
2015-10-19$40.14$35.0039.1%11.2%30.7%41.8%38.6%8.0%-5.5%1.3M-26.6M-63.8K0.0488.86N/AN/A2,1178212,285337
2015-10-20$40.56$35.0038.6%11.1%29.9%41.0%40.2%4.7%-5.1%1.1M-23.9M-49.8K0.0487.36N/AN/A2,1177610,320347
2015-10-21$39.70$35.0038.6%11.1%30.9%40.8%38.8%-1.1%-4.5%1.1M-21.2M-49.0K0.7788.10N/AN/A1199210,320351
2015-10-22$39.72$35.0040.1%11.5%30.8%44.0%39.3%4.8%-5.1%1.0M-21.1M-49.3K1.0387.34N/AN/A899210,337392
2015-10-23$41.05$35.0042.6%12.2%32.5%49.4%42.1%4.1%-6.4%1.0M-25.4M-49.4K0.9891.79N/AN/A959310,339393
2015-10-26$41.04$35.0046.0%13.2%29.2%56.6%45.2%3.2%-8.9%1.0M-25.6M-47.8K0.3089.23N/AN/A1675010,334394
2015-10-27$40.44$35.0048.8%14.0%28.2%62.4%48.3%2.1%-10.8%1.0M-23.4M-47.8K0.7789.72N/AN/A36928510,385396
2015-10-28$41.33$35.0050.3%14.4%28.5%65.7%49.4%9.5%-11.9%977.7K-26.0M-46.9K0.8579.36N/AN/A1,2431,05210,368593
2015-10-29$44.35$35.0032.1%9.2%34.8%27.2%32.0%-6.3%-2.2%1.1M-39.2M-39.9K0.0680.60N/AN/A9625311,4531,534
2015-10-30$45.14$35.0028.9%8.3%34.8%20.4%29.0%11.6%-0.6%1.0M-41.3M-33.1K0.0999.28N/AN/A8157411,1671,531