ASGN Options History — March 2016

In March 2016, ASGN traded between $33.46 and $37.00. ATM implied volatility averaged 36.0%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 0.4% (HV 20d: 36.4%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 6.68.

Notable Days

  • 2016-03-11: Highest Volume — 1,848 contracts
  • 2016-03-08: Largest IV spike — 150.5% change
  • 2016-03-08: Highest IV Rank — 100.0%
  • 2016-03-01: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.04$33.46$37.00$34.75$37.00
Max Pain$34.77$30.00$35.00$35.00$35.00
ATM IV36.0%28.9%96.0%37.3%28.9%
Expected Move9.5%8.3%10.7%10.7%8.3%
HV 20d36.4%28.5%46.3%46.3%28.5%
HV 60d38.3%37.8%38.9%37.9%37.8%
IV Rank20.1%10.1%100.0%23.9%10.1%
IV Percentile58.8%36.5%100.0%70.2%36.5%
Term Structure6.6%-1.6%16.4%-1.6%16.4%
VWIV34.5%26.5%45.7%40.2%26.5%
Skew 25d8.1%-5.6%18.8%15.9%6.8%
Skew 10d14.2%-8.6%39.4%25.0%39.4%
Call IV 25d31.8%25.1%67.1%33.7%25.1%
Put IV 25d39.9%29.9%77.9%49.5%31.9%
Bid-Ask Spread %98.9789.87112.4890.63112.48
Gamma HHI0.620.240.930.810.24
Net GEX178.5K-9.5K467.4K232.9K-5.1K
Net DEX-1.2M-4.8M152.0K-1.9M-64.2K
Net VEX-4.7K-7.9K-2.6K-7.9K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.681.6610.778.912.31
Total Volume1,264.0913041,8481,784341
Total OI3,160.5456414,6364,538814

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-03-01$34.75$35.0037.3%10.7%46.3%23.9%40.2%15.9%-1.6%232.9K-1.9M-7.9K8.9190.63N/AN/A1801,6042,4642,074
2016-03-02$34.43$35.0035.7%10.2%45.7%21.6%36.9%18.8%-1.6%244.4K-1.6M-7.5K8.7291.83N/AN/A1841,6042,4742,074
2016-03-03$35.35$30.0033.0%9.6%44.6%17.5%35.9%10.9%4.8%294.6K-2.5M-7.4K8.9892.81N/AN/A1811,6252,4642,074
2016-03-04$35.56$35.0032.7%9.5%44.5%17.1%35.3%11.6%6.0%295.6K-2.7M-7.1K9.2991.56N/AN/A1751,6252,4392,095
2016-03-07$35.23$35.0038.4%9.7%39.7%25.1%35.2%6.4%5.1%298.3K-2.2M-6.6K9.2992.29N/AN/A1751,6262,4212,101
2016-03-08$34.41$35.0096.0%10.0%38.2%100.0%45.7%10.8%3.4%99.5K-1.6M-7.4K9.26105.78N/AN/A1751,6212,4212,101
2016-03-09$34.62$35.0033.5%9.6%37.9%16.2%35.2%12.7%5.4%284.0K-1.6M-6.2K9.2691.88N/AN/A1751,6212,4212,102
2016-03-10$33.46$35.0033.8%9.7%38.2%16.6%35.7%8.3%5.9%212.9K-567.9K-5.6K9.4093.98N/AN/A1751,6452,4212,102
2016-03-11$34.64$35.0032.0%9.2%37.5%14.2%34.0%13.5%6.1%359.7K-1.3M-5.5K10.7789.87N/AN/A1571,6912,4212,118
2016-03-14$34.28$35.0033.4%9.6%37.6%16.0%35.3%11.5%5.7%376.7K-825.7K-4.6K9.4592.91N/AN/A1721,6252,4302,179
2016-03-15$34.38$35.0033.3%9.5%37.5%15.9%38.8%10.7%5.3%467.4K-958.0K-4.5K9.0799.39N/AN/A1771,6062,4452,181
2016-03-16$34.47$35.0031.2%9.0%37.5%13.2%33.9%10.5%6.8%436.6K-896.5K-4.1K9.12110.67N/AN/A1771,6142,4452,181
2016-03-17$35.16$35.0033.1%9.5%32.6%15.8%35.6%3.9%5.2%394.3K-2.3M-3.9K9.22100.34N/AN/A1751,6142,4452,191
2016-03-18$35.73$35.0031.4%9.0%32.6%13.4%31.9%-3.7%6.7%-7.6K-4.8M-2.7K8.97102.15N/AN/A1791,6052,4392,191
2016-03-21$35.40$35.0034.1%9.8%32.8%17.0%34.4%-5.6%9.2%-7.5K79.7K-2.7K1.99107.38N/AN/A105209262379
2016-03-22$35.25$35.0032.6%9.3%31.3%15.0%31.9%4.2%8.6%-8.4K108.2K-2.7K1.99101.71N/AN/A105209262381
2016-03-23$34.61$35.0030.9%8.9%32.4%12.7%30.2%4.1%9.2%-9.4K105.7K-2.6K2.20100.53N/AN/A95209262381
2016-03-24$34.84$35.0030.6%8.8%32.2%12.3%30.5%3.1%10.9%-9.5K152.0K-2.6K2.1397.76N/AN/A100213266381
2016-03-28$34.89$35.0032.6%9.4%31.4%15.1%33.3%7.3%9.5%-9.3K81.8K-2.8K2.95107.71N/AN/A102301276391
2016-03-29$35.98$35.0032.8%9.4%32.8%15.3%32.3%8.0%9.1%-7.2K2.1K-2.7K2.05104.09N/AN/A103211279492
2016-03-30$36.50$35.0034.2%9.8%28.6%17.2%30.6%8.2%8.3%-5.2K-11.6K-2.7K1.6699.55N/AN/A122202284508
2016-03-31$37.00$35.0028.9%8.3%28.5%10.1%26.5%6.8%16.4%-5.1K-64.2K-2.9K2.31112.48N/AN/A103238306508