ASGN Options History — June 2016

In June 2016, ASGN traded between $34.10 and $39.14. ATM implied volatility averaged 32.3%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 0.9% (HV 20d: 31.4%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.75.

Notable Days

  • 2016-06-14: Highest Volume — 4,276 contracts
  • 2016-06-03: Largest IV spike — 67.3% change
  • 2016-06-03: Highest IV Rank — 32.2%
  • 2016-06-03: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.26$34.10$39.14$38.49$36.83
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV32.3%22.4%45.7%32.6%26.9%
Expected Move9.1%6.4%12.1%9.4%7.7%
HV 20d31.4%25.2%44.9%26.1%44.9%
HV 60d37.3%35.8%41.5%36.2%41.5%
IV Rank14.2%0.8%32.2%14.7%6.8%
IV Percentile39.8%1.2%79.4%45.6%9.9%
Term Structure4.0%-14.9%17.2%-3.6%17.2%
VWIV33.1%24.6%44.1%34.0%26.4%
Skew 25d3.6%-13.4%10.9%4.1%8.6%
Skew 10d10.2%-22.1%60.5%4.5%36.6%
Call IV 25d29.3%21.9%48.4%32.4%21.9%
Put IV 25d32.9%22.8%44.9%36.4%30.5%
Bid-Ask Spread %100.3690.38113.37105.0399.80
Gamma HHI0.600.460.950.710.49
Net GEX238.1K6.6K354.4K136.0K346.6K
Net DEX-4.7M-9.8M-252.5K-1.1M-7.6M
Net VEX-16.5K-29.8K-2.1K-3.4K-27.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.052.511.370.07
Total Volume1,720.9092574,2763102,213
Total OI3,911.3182,5066,6402,5064,513

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-06-01$38.49$35.0032.6%9.4%26.1%14.7%34.0%4.1%-3.6%136.0K-1.1M-3.4K1.37105.03N/AN/A1311791,2151,291
2016-06-02$39.14$35.0027.3%7.4%25.2%7.4%33.7%10.2%5.5%229.8K-1.4M-3.6K2.3891.32N/AN/A771831,2151,291
2016-06-03$37.46$35.0045.7%12.1%30.7%32.2%30.1%4.3%-14.9%103.2K-651.7K-3.6K2.4797.10N/AN/A741831,2201,295
2016-06-06$37.54$35.0033.7%8.4%30.6%16.0%30.3%2.6%3.1%141.1K-872.6K-3.4K2.5190.69N/AN/A791981,2201,295
2016-06-07$38.23$35.0031.2%8.3%30.9%12.7%31.8%6.6%4.6%155.9K-926.0K-3.4K2.4894.11N/AN/A801981,2301,322
2016-06-08$38.25$35.0027.0%7.7%28.9%6.9%33.7%6.2%4.9%184.1K-991.4K-3.2K1.1090.38N/AN/A1801981,2201,322
2016-06-09$38.00$35.0026.1%7.5%26.7%5.8%34.7%5.9%5.8%185.7K-2.1M-3.9K1.1093.16N/AN/A1801981,3201,317
2016-06-10$36.95$35.0031.5%9.0%28.8%13.1%31.7%1.1%7.2%52.9K-461.5K-2.6K1.1092.42N/AN/A1801981,3201,317
2016-06-13$36.68$35.0036.4%10.4%28.9%19.6%36.9%7.2%-1.9%65.8K-525.7K-2.3K1.1097.05N/AN/A1801981,3201,317
2016-06-14$36.43$35.0032.6%9.4%27.2%14.5%32.9%0.0%4.1%6.6K-252.5K-2.1K0.0598.05N/AN/A4,0871891,3201,317
2016-06-15$36.70$35.0033.0%9.5%27.3%15.0%33.7%8.6%6.4%329.7K-7.7M-29.8K0.05111.53N/AN/A4,0871895,3271,313
2016-06-16$36.82$35.0031.1%8.9%26.0%12.4%31.0%5.6%5.1%315.0K-7.6M-29.3K0.05109.95N/AN/A4,0871895,3271,313
2016-06-17$36.76$35.0033.9%9.7%25.7%16.3%33.1%3.8%1.2%337.9K-7.7M-28.6K0.0996.79N/AN/A2,0851895,3271,313
2016-06-20$38.47$35.0025.3%7.2%30.1%4.6%35.1%10.9%8.8%353.3K-9.6M-28.5K0.07102.72N/AN/A2,0321464,275169
2016-06-21$38.65$35.0039.3%11.3%29.8%23.5%36.1%-9.6%-2.1%354.4K-9.7M-28.2K0.07111.67N/AN/A2,0411464,286176
2016-06-22$38.20$35.0022.4%6.4%28.8%0.8%24.6%-1.9%10.3%348.8K-9.5M-28.7K0.07108.66N/AN/A2,0611464,302176
2016-06-23$38.62$35.0027.1%7.8%28.9%7.1%28.8%3.6%7.7%352.8K-9.8M-28.3K0.07104.15N/AN/A2,0781464,316176
2016-06-24$36.45$35.0040.4%11.6%35.8%25.0%40.2%6.4%2.0%329.0K-7.3M-27.3K0.07113.37N/AN/A2,0691464,338176
2016-06-27$34.10$35.0041.9%12.0%42.4%27.1%44.1%-13.4%1.0%271.4K-5.3M-24.6K0.07104.10N/AN/A2,0691464,338176
2016-06-28$34.91$35.0033.6%9.6%43.6%15.8%33.3%2.9%9.3%301.3K-5.4M-24.2K0.0798.54N/AN/A2,0691464,338176
2016-06-29$35.97$35.0032.6%9.3%44.4%14.5%31.4%5.5%7.2%336.1K-6.6M-25.9K0.0797.28N/AN/A2,0691414,338176
2016-06-30$36.83$35.0026.9%7.7%44.9%6.8%26.4%8.6%17.2%346.6K-7.6M-27.0K0.0799.80N/AN/A2,0721414,339174