ASGN Options History — October 2016

In October 2016, ASGN traded between $33.33 and $37.67. ATM implied volatility averaged 39.0%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 11.6% (HV 20d: 27.4%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.16.

Notable Days

  • 2016-10-25: Highest Volume — 1,695 contracts
  • 2016-10-11: Largest IV spike — 68.0% change
  • 2016-10-24: Highest IV Rank — 35.5%
  • 2016-10-24: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.24$33.33$37.67$36.34$34.45
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV39.0%28.3%48.1%32.3%31.2%
Expected Move11.5%8.3%13.8%9.3%8.9%
HV 20d27.4%22.3%34.8%27.0%34.8%
HV 60d26.0%23.1%27.8%26.9%26.6%
IV Rank23.3%8.9%35.5%14.2%12.8%
IV Percentile60.3%13.5%86.1%40.5%33.3%
Term Structure-3.4%-11.9%16.8%6.9%-1.5%
VWIV41.7%28.4%50.0%29.7%32.4%
Skew 25d5.3%-5.2%14.8%9.2%14.8%
Skew 10d12.5%-21.5%30.6%30.6%21.9%
Call IV 25d38.9%25.3%45.5%25.3%30.4%
Put IV 25d44.2%31.9%51.2%34.5%45.2%
Bid-Ask Spread %83.6866.61101.7195.9194.25
Gamma HHI0.400.290.780.350.78
Net GEX-43.3K-284.5K14.6K1.9K-269.9K
Net DEX554.7K-119.0K4.0M67.4K2.7M
Net VEX-2.9K-7.6K-1.9K-1.9K-5.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.2717.420.515.67
Total Volume377.811721,695187861
Total OI901.3813952,7213952,573

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$36.34$35.0032.3%9.3%27.0%14.2%29.7%9.2%6.9%1.9K67.4K-1.9K0.5195.91N/AN/A12463227168
2016-10-04$36.41$35.0030.8%8.8%27.0%12.2%33.1%2.5%12.3%3.4K24.9K-2.0K0.3892.93N/AN/A16863233178
2016-10-05$36.75$35.0029.1%8.3%26.7%10.0%36.0%-5.2%16.8%7.6K-22.1K-2.1K0.27101.71N/AN/A16344276178
2016-10-06$36.85$35.0032.6%11.6%26.5%14.7%45.9%6.4%-3.9%8.8K-42.1K-2.2K0.2866.61N/AN/A15744309179
2016-10-07$36.91$35.0028.4%11.6%25.7%9.0%45.0%7.2%-3.6%9.1K-38.7K-2.2K0.2879.77N/AN/A15744309179
2016-10-10$37.67$35.0028.3%10.5%26.6%8.9%45.9%5.2%-3.2%14.6K-119.0K-2.3K0.3270.44N/AN/A13844309179
2016-10-11$36.06$35.0047.5%11.4%29.3%34.8%41.6%3.7%-2.6%6.0K18.2K-2.0K0.6689.14N/AN/A14294311179
2016-10-12$36.14$35.0040.5%11.6%29.2%25.3%41.0%3.8%-4.9%-2.7K99.9K-2.1K0.6689.23N/AN/A14294313229
2016-10-13$36.18$35.0042.0%12.1%28.8%27.4%42.6%7.3%-5.0%-2.0K90.9K-2.2K0.6679.61N/AN/A14294313229
2016-10-14$36.12$35.0040.3%11.6%28.6%25.0%41.4%4.5%-3.8%-25284.0K-2.1K0.6689.63N/AN/A14294313228
2016-10-17$36.41$35.0043.2%12.4%28.7%28.9%43.4%6.2%-6.1%-3.9K75.7K-2.1K0.6673.84N/AN/A14294313228
2016-10-18$36.65$35.0043.3%12.4%28.7%29.0%45.2%5.8%-5.1%7536.3K-2.1K0.6672.31N/AN/A14294313228
2016-10-19$36.56$35.0043.9%12.6%28.0%29.8%43.9%3.6%-7.4%-3.3K76.4K-2.0K0.6691.17N/AN/A14294313228
2016-10-20$36.20$35.0044.1%12.7%25.9%30.2%44.6%7.0%-6.6%-5.6K89.5K-2.0K0.6479.89N/AN/A14694313228
2016-10-21$36.24$35.0043.9%12.6%25.4%29.8%43.8%4.6%-8.6%-1.7K74.0K-1.9K0.6282.62N/AN/A15294318228
2016-10-24$36.92$35.0048.1%13.8%25.1%35.5%44.0%7.7%-11.9%62355.4K-2.0K0.4579.86N/AN/A11953244204
2016-10-25$36.60$35.0047.3%13.6%25.1%34.4%47.7%4.5%-10.3%1.1K65.6K-2.1K17.4286.70N/AN/A921,603264212
2016-10-26$36.56$35.0047.2%13.5%24.0%34.3%50.0%5.7%-9.2%-187.1K2.0M-7.6K7.3170.04N/AN/A896512742,238
2016-10-27$35.63$35.0045.5%13.1%22.3%32.0%49.9%2.8%-7.9%-200.6K2.3M-7.5K1.7580.63N/AN/A1101922792,371
2016-10-28$33.33$35.0029.9%8.6%32.2%11.0%28.4%4.1%-6.3%-284.5K4.0M-5.3K4.9291.01N/AN/A1386793092,412
2016-10-31$34.45$35.0031.2%8.9%34.8%12.8%32.4%14.8%-1.5%-269.9K2.7M-5.7K5.6794.25N/AN/A1297323212,252