ASGN Options History — February 2016

In February 2016, ASGN traded between $29.74 and $37.55. ATM implied volatility averaged 55.8%, placing in the 58.4% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 15.5% (HV 20d: 40.3%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 5.79.

Notable Days

  • 2016-02-17: Highest Volume — 4,544 contracts
  • 2016-02-08: Largest IV spike — 39.3% change
  • 2016-02-08: Highest IV Rank — 100.0%
  • 2016-02-17: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.73$29.74$37.55$37.55$33.09
Max Pain$39.75$35.00$45.00$40.00$35.00
ATM IV55.8%37.5%88.9%56.6%37.8%
Expected Move14.8%10.7%19.3%16.2%10.8%
HV 20d40.3%36.4%45.0%39.3%42.0%
HV 60d33.8%29.9%36.6%29.9%36.2%
IV Rank58.4%24.1%100.0%78.1%24.6%
IV Percentile90.5%71.4%100.0%98.4%71.4%
Term Structure-7.1%-16.2%0.3%-13.7%-0.7%
VWIV55.6%39.0%82.9%63.9%49.3%
Skew 25d6.3%-0.5%12.6%5.6%10.3%
Skew 10d20.0%-0.7%32.0%13.9%16.4%
Call IV 25d50.2%37.4%68.1%56.4%37.4%
Put IV 25d56.5%42.7%72.0%62.0%47.7%
Bid-Ask Spread %79.2767.2898.2388.3387.02
Gamma HHI0.520.430.710.450.69
Net GEX-11.2K-212.1K156.9K132.1K156.9K
Net DEX2.4M-947.0K6.4M-947.0K-631.0K
Net VEX-8.7K-13.8K-5.3K-13.8K-7.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.790.2516.480.2511.29
Total Volume1,596.22084,5443131,991
Total OI5,744.054,38011,2454,5104,528

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-02-01$37.55$40.0056.6%16.2%39.3%78.1%63.9%5.6%-13.7%132.1K-947.0K-13.8K0.2588.33N/AN/A250633,0221,488
2016-02-02$36.59$40.0061.8%17.7%36.9%89.7%61.6%12.6%-14.3%96.1K-23.3K-11.6K0.4591.89N/AN/A143652,9031,488
2016-02-03$35.15$40.0059.1%17.0%38.6%83.8%61.3%0.9%-11.4%25.6K1.5M-9.6K0.5998.23N/AN/A134792,8901,490
2016-02-04$34.89$45.0060.1%13.2%38.6%85.9%39.0%9.8%-6.5%6.1K1.9M-9.0K1.0367.28N/AN/A1351392,8861,565
2016-02-05$33.04$45.0063.8%13.5%41.3%94.0%50.9%2.3%-7.0%-33.0K2.9M-7.2K5.3677.10N/AN/A1357242,8871,625
2016-02-08$31.85$45.0088.9%16.3%37.6%100.0%52.4%3.5%-10.0%-79.0K4.7M-6.9K1.5169.06N/AN/A1392102,8872,224
2016-02-09$31.60$45.0079.8%15.9%37.6%86.6%50.1%9.9%-6.9%-104.2K5.1M-5.5K1.4471.71N/AN/A1462102,8782,224
2016-02-10$30.61$45.0058.1%16.6%38.4%54.5%54.3%7.3%-8.5%-82.6K5.1M-5.3K16.4876.52N/AN/A1392,2912,8772,224
2016-02-11$29.74$45.0061.5%17.6%36.4%59.5%58.8%10.9%-16.2%-181.9K6.4M-6.2K3.3968.16N/AN/A2227522,8803,241
2016-02-12$30.43$45.0056.5%16.2%37.7%52.1%55.4%5.6%-7.5%-189.5K6.1M-6.5K4.0276.52N/AN/A1917682,9543,278
2016-02-16$30.80$45.0060.0%17.2%37.9%57.3%59.7%8.6%-10.9%-212.1K6.1M-5.3K1.4171.87N/AN/A1,3201,8642,9673,326
2016-02-17$31.19$35.0067.2%19.3%38.6%68.0%69.6%3.8%-14.4%-206.8K5.5M-11.8K1.2776.60N/AN/A2,0042,5403,8964,775
2016-02-18$33.02$35.0047.0%13.5%45.0%38.2%82.9%-0.5%-1.2%58.8K1.8M-11.8K5.1075.55N/AN/A4732,4114,8336,412
2016-02-19$32.72$35.0048.7%14.0%45.0%40.7%60.8%9.5%0.3%43.5K1.8M-11.4K5.1175.83N/AN/A4722,4124,8105,384
2016-02-22$32.55$35.0040.8%11.7%43.2%29.0%46.7%6.5%-2.5%59.0K99.9K-9.6K10.4876.60N/AN/A1661,7402,4452,402
2016-02-23$31.80$35.0044.1%12.6%42.8%33.9%56.5%6.7%0.2%35.2K517.7K-9.1K12.7880.24N/AN/A1401,7892,4572,393
2016-02-24$32.10$35.0046.7%13.4%42.4%37.7%53.4%7.2%-3.6%40.3K319.5K-8.8K11.9883.48N/AN/A1411,6892,4622,388
2016-02-25$32.53$35.0041.1%11.8%42.9%29.4%42.5%1.0%-4.8%82.5K56.8K-8.2K10.6785.13N/AN/A1591,6972,4642,331
2016-02-26$33.27$35.0037.5%10.7%44.1%24.1%43.1%5.1%-2.9%129.6K-509.1K-8.2K11.2388.22N/AN/A1621,8192,4642,233
2016-02-29$33.09$35.0037.8%10.8%42.0%24.6%49.3%10.3%-0.7%156.9K-631.0K-7.5K11.2987.02N/AN/A1621,8292,4642,064