ASGN Options History — July 2016

In July 2016, ASGN traded between $34.96 and $40.41. ATM implied volatility averaged 38.1%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded below realized volatility by 4.5% (HV 20d: 42.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2016-07-29: Highest Volume — 2,604 contracts
  • 2016-07-11: Largest IV spike — 45.2% change
  • 2016-07-11: Highest IV Rank — 38.7%
  • 2016-07-26: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.85$34.96$40.41$36.56$36.86
Max Pain$31.75$30.00$35.00$35.00$35.00
ATM IV38.1%28.9%50.6%31.7%32.2%
Expected Move11.2%8.3%12.9%9.1%9.2%
HV 20d42.6%28.6%47.1%42.3%36.9%
HV 60d39.8%33.7%42.8%41.4%36.4%
IV Rank22.0%9.6%38.7%13.3%14.0%
IV Percentile59.6%20.6%87.3%36.1%36.5%
Term Structure-3.6%-7.8%12.1%12.1%-3.9%
VWIV40.3%30.1%49.3%30.1%33.0%
Skew 25d5.9%-2.0%13.6%8.9%-2.0%
Skew 10d13.0%-7.1%28.6%14.5%2.2%
Call IV 25d37.5%25.2%45.1%25.2%32.8%
Put IV 25d43.5%30.8%51.1%34.1%30.8%
Bid-Ask Spread %87.6476.77101.72101.7295.11
Gamma HHI0.510.480.630.490.62
Net GEX337.7K201.7K413.6K350.5K293.9K
Net DEX-8.4M-12.3M-5.5M-7.4M-5.7M
Net VEX-21.5K-26.9K-12.8K-26.2K-13.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.051.020.070.12
Total Volume1,3062302,6042,2132,604
Total OI4,234.93,1625,1554,5083,285

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-07-01$36.56$35.0031.7%9.1%42.3%13.3%30.1%8.9%12.1%350.5K-7.4M-26.2K0.07101.72N/AN/A2,0721414,334174
2016-07-05$35.82$35.0035.0%11.6%42.8%17.7%41.0%4.5%-3.0%343.8K-6.4M-24.1K0.0683.15N/AN/A2,0721204,334174
2016-07-06$35.37$35.0033.4%11.5%42.3%15.5%40.3%5.5%-3.1%331.7K-5.9M-23.8K0.0683.75N/AN/A2,0721204,334173
2016-07-07$34.96$35.0032.6%11.5%42.3%14.5%40.7%4.3%-3.1%320.4K-5.5M-22.8K0.0586.58N/AN/A2,0721074,334173
2016-07-08$36.80$35.0034.8%11.9%46.7%17.5%37.7%9.9%-4.4%345.0K-7.6M-24.9K0.8486.94N/AN/A1271074,334173
2016-07-11$37.63$30.0050.6%11.9%46.3%38.7%35.7%12.2%-3.9%373.8K-8.6M-24.8K0.8783.08N/AN/A1231074,390173
2016-07-12$38.47$30.0036.0%11.0%46.8%19.1%40.1%6.0%-4.1%387.7K-9.9M-24.0K0.8793.64N/AN/A1231074,388173
2016-07-13$38.01$30.0039.4%11.3%47.0%23.7%42.7%5.8%-4.7%373.5K-9.2M-24.1K1.0283.15N/AN/A1231264,399173
2016-07-14$38.19$30.0039.9%11.4%47.0%24.3%45.6%4.0%-5.7%378.4K-9.5M-24.0K0.8390.68N/AN/A1511264,399191
2016-07-15$37.93$30.0042.5%12.2%47.1%27.8%45.1%0.6%-7.8%361.9K-9.2M-23.8K0.5991.68N/AN/A2151264,424191
2016-07-18$38.28$30.0039.8%11.4%47.1%24.2%40.6%7.0%-5.4%378.0K-9.1M-23.4K0.9990.73N/AN/A1201194,230163
2016-07-19$38.18$30.0039.8%11.4%44.2%24.1%41.7%11.5%-5.1%382.4K-9.2M-23.4K0.8786.30N/AN/A1301134,306163
2016-07-20$38.67$30.0038.9%11.1%44.5%23.0%41.0%13.6%-4.5%379.9K-9.7M-23.1K0.8386.84N/AN/A1271054,328164
2016-07-21$39.64$30.0042.3%12.1%45.1%27.5%45.3%7.9%-4.9%370.3K-11.0M-22.8K0.0689.21N/AN/A2,1601204,321166
2016-07-22$39.75$30.0042.8%12.3%44.9%28.2%47.1%4.4%-6.0%413.6K-12.3M-26.9K0.0676.77N/AN/A2,1601204,972183
2016-07-25$40.12$30.0044.8%12.8%39.1%30.9%49.3%6.9%-7.0%202.7K-8.5M-14.1K0.0582.84N/AN/A2,2501122,976186
2016-07-26$40.41$30.0045.0%12.9%28.6%31.3%39.6%6.4%-7.3%201.7K-9.0M-14.2K0.6080.87N/AN/A2261363,076191
2016-07-27$38.71$30.0028.9%8.3%33.3%9.6%37.0%-0.5%0.2%268.4K-8.1M-12.8K0.1183.58N/AN/A2,3292543,075209
2016-07-28$36.71$35.0032.5%9.3%37.9%14.4%31.8%1.7%-0.4%297.0K-5.6M-13.6K0.1296.23N/AN/A2,3292692,977289
2016-07-29$36.86$35.0032.2%9.2%36.9%14.0%33.0%-2.0%-3.9%293.9K-5.7M-13.9K0.1295.11N/AN/A2,3342702,977308