ASGN Options History — April 2016

In April 2016, ASGN traded between $34.12 and $38.14. ATM implied volatility averaged 41.1%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 11.2% (HV 20d: 29.9%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 3.46.

Notable Days

  • 2016-04-27: Highest Volume — 5,161 contracts
  • 2016-04-28: Largest IV drop — 38.5% change
  • 2016-04-27: Highest IV Rank — 40.4%
  • 2016-04-27: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.47$34.12$38.14$36.81$36.09
Max Pain$35.31$35.00$40.00$35.00$35.00
ATM IV41.1%26.7%51.6%26.7%33.8%
Expected Move12.1%7.7%14.8%7.7%9.7%
HV 20d29.9%21.3%51.1%27.3%51.1%
HV 60d36.5%34.0%42.2%37.8%41.5%
IV Rank26.4%7.2%40.4%7.2%16.6%
IV Percentile71.9%23.0%88.9%23.0%55.2%
Term Structure-4.4%-11.4%18.7%18.7%-0.9%
VWIV41.6%26.4%51.5%26.4%33.8%
Skew 25d6.0%0.1%10.6%5.4%3.9%
Skew 10d18.6%0.6%43.1%43.1%14.2%
Call IV 25d39.3%25.5%49.9%25.5%36.1%
Put IV 25d45.3%30.9%58.0%30.9%40.0%
Bid-Ask Spread %89.3881.17107.47107.4789.73
Gamma HHI0.330.230.630.240.63
Net GEX-48.3K-412.0K5.9K-4.8K-412.0K
Net DEX271.2K-227.2K2.5M-112.3K2.5M
Net VEX-5.3K-22.1K-2.3K-2.8K-22.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.461.9511.412.1711.41
Total Volume965.5242905,1613271,291
Total OI1,931.7148657,5148657,514

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$36.81$35.0026.7%7.7%27.3%7.2%26.4%5.4%18.7%-4.8K-112.3K-2.8K2.17107.47N/AN/A103224305560
2016-04-04$36.11$0.0036.0%12.3%28.3%19.6%0.0%5.8%-4.6%-4.9K-68.8K-2.7K2.6790.45N/AN/A84224305598
2016-04-05$35.55$0.0037.2%12.0%28.6%21.2%0.0%6.0%-2.9%-7.6K27.3K-2.8K3.3681.69N/AN/A83279304598
2016-04-06$35.64$0.0033.0%12.7%27.2%15.6%0.0%8.8%-4.6%-8.5K43.3K-2.9K2.4982.40N/AN/A83207307701
2016-04-07$35.22$0.0042.6%12.4%27.6%28.4%0.0%5.9%-4.1%-9.3K71.4K-2.9K2.1888.82N/AN/A95207307730
2016-04-08$35.77$0.0040.1%12.3%24.7%25.1%38.9%8.3%-3.6%-7.8K10.7K-2.7K2.1381.17N/AN/A97207322730
2016-04-11$35.87$40.0049.3%12.0%21.8%37.4%40.8%5.9%-3.5%-8.3K52.1K-2.6K2.3384.46N/AN/A89207324730
2016-04-12$36.03$35.0040.5%12.5%21.3%25.6%40.8%8.8%-4.9%-7.8K-56.5K-2.5K2.3384.94N/AN/A89207332731
2016-04-13$37.40$35.0046.8%13.4%24.6%34.0%45.0%6.8%-9.6%-16-166.9K-2.4K2.3091.13N/AN/A90207333731
2016-04-14$37.60$35.0040.8%11.7%24.6%26.0%42.1%9.2%-4.8%2.9K-199.8K-2.4K2.2784.05N/AN/A90204334731
2016-04-15$37.77$35.0042.6%12.2%23.9%28.4%45.1%10.6%-6.2%5.1K-227.2K-2.4K2.1392.41N/AN/A96204334731
2016-04-18$37.97$35.0042.8%12.3%23.5%28.7%43.1%0.3%-7.9%4.9K-186.7K-2.3K1.9585.71N/AN/A100195322688
2016-04-19$37.89$35.0042.9%12.3%23.1%28.8%43.1%9.2%-7.7%5.9K-182.5K-2.4K1.9586.06N/AN/A100195334690
2016-04-20$38.14$35.0040.6%11.6%23.0%25.8%40.6%6.9%-6.8%5.8K-195.8K-2.4K1.9597.38N/AN/A100195334690
2016-04-21$35.76$35.0043.9%12.6%32.7%30.1%45.0%1.3%-6.8%186-49.7K-2.3K2.0293.84N/AN/A6031,216334690
2016-04-22$36.60$35.0046.0%13.2%33.5%32.9%44.7%6.5%-8.5%-53.7K674.7K-7.7K2.0289.37N/AN/A6031,2168491,721
2016-04-25$36.03$35.0046.2%13.2%34.2%33.2%46.3%2.1%-7.7%-71.9K985.8K-7.3K7.4186.76N/AN/A1641,2168491,721
2016-04-26$36.81$35.0047.4%13.6%33.2%34.9%46.8%6.5%-6.7%-52.4K580.5K-7.3K6.3088.31N/AN/A1931,2168911,723
2016-04-27$34.12$35.0051.6%14.8%42.6%40.4%51.5%8.1%-11.4%-81.0K1.7M-6.8K2.0397.15N/AN/A1,7013,4609201,723
2016-04-28$36.78$35.0031.7%9.1%50.7%13.8%33.2%0.1%2.0%-308.9K452.2K-20.9K9.2893.68N/AN/A3052,8312,5054,990
2016-04-29$36.09$35.0033.8%9.7%51.1%16.6%33.8%3.9%-0.9%-412.0K2.5M-22.1K11.4189.73N/AN/A1041,1872,4805,034