ASGN Options History — January 2017

In January 2017, ASGN traded between $43.36 and $46.45. ATM implied volatility averaged 35.5%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 11.1% (HV 20d: 24.4%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3.94.

Notable Days

  • 2017-01-27: Highest Volume — 2,234 contracts
  • 2017-01-11: Largest IV spike — 35.9% change
  • 2017-01-31: Highest IV Rank — 34.6%
  • 2017-01-31: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.70$43.36$46.45$44.56$45.37
Max Pain$36.75$30.00$45.00$45.00$45.00
ATM IV35.5%25.8%47.4%26.2%47.4%
Expected Move10.6%7.5%13.6%7.5%13.6%
HV 20d24.4%19.7%30.9%22.5%30.9%
HV 60d29.7%26.6%31.1%29.9%27.8%
IV Rank18.5%5.5%34.6%6.0%34.6%
IV Percentile52.5%7.1%90.9%8.7%90.9%
Term Structure-3.3%-10.8%6.3%6.2%-10.8%
VWIV38.9%25.6%49.5%26.1%47.3%
Skew 25d4.8%-2.2%9.8%9.8%5.3%
Skew 10d15.5%-0.0%41.1%14.7%18.2%
Call IV 25d36.3%24.5%44.9%25.9%44.9%
Put IV 25d41.1%28.0%50.3%35.8%50.3%
Bid-Ask Spread %83.7267.87100.8497.7772.80
Gamma HHI0.620.270.880.700.49
Net GEX26.8K-192.8K126.8K54.3K-189.6K
Net DEX-204.7K-1.0M2.1M-523.7K1.7M
Net VEX-2.5K-6.5K-1.7K-2.5K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.940.2530.031.9115.33
Total Volume4351162,2344591,045
Total OI948.16112,7797762,779

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-01-03$44.56$45.0026.2%7.5%22.5%6.0%26.1%9.8%6.2%54.3K-523.7K-2.5K1.9197.77N/AN/A158301381395
2017-01-04$45.47$45.0026.4%7.6%22.5%6.3%25.6%3.5%6.3%58.9K-683.7K-2.5K1.91100.84N/AN/A158301381395
2017-01-05$43.76$30.0027.3%9.2%24.6%7.6%49.5%0.8%1.5%47.7K-376.0K-2.4K1.8982.10N/AN/A159301382395
2017-01-06$43.36$30.0025.8%9.9%22.4%5.5%33.4%3.0%-1.5%42.2K-285.5K-2.2K1.8995.42N/AN/A159301382395
2017-01-09$43.41$30.0028.3%10.2%19.7%8.9%39.6%-2.2%-2.4%44.7K-319.0K-2.1K0.2591.57N/AN/A15940382395
2017-01-10$43.67$30.0025.8%9.8%19.9%5.6%35.4%1.7%-1.8%53.0K-341.4K-2.1K0.2599.00N/AN/A15940382396
2017-01-11$44.52$30.0035.1%10.1%21.2%18.0%31.9%6.7%-2.7%69.3K-453.0K-2.2K0.2585.92N/AN/A15940382396
2017-01-12$43.87$30.0033.8%9.7%21.5%16.3%35.6%2.7%-0.1%61.9K-342.4K-2.0K0.3191.86N/AN/A13140382396
2017-01-13$44.90$30.0032.8%9.4%22.7%15.0%32.9%3.9%-0.8%93.7K-518.8K-2.0K0.3597.16N/AN/A14049382406
2017-01-17$44.53$30.0034.2%9.8%22.9%16.8%33.7%6.3%-0.9%103.0K-460.1K-1.9K0.3290.75N/AN/A15549391406
2017-01-18$44.67$30.0037.7%10.8%22.9%21.5%38.8%6.1%-4.7%126.8K-521.8K-2.0K0.3279.16N/AN/A15549408406
2017-01-19$44.29$30.0037.4%10.7%23.2%21.1%37.1%6.4%-3.3%102.9K-375.2K-1.8K0.3773.29N/AN/A13751408406
2017-01-20$45.63$30.0039.2%11.2%25.5%23.5%38.9%5.6%-4.9%10.0K-1.0M-1.7K0.4867.87N/AN/A12861408408
2017-01-23$45.00$45.0039.8%11.4%26.0%24.3%48.0%7.4%-5.7%7.0K-275.4K-1.8K0.7673.80N/AN/A6751199412
2017-01-24$45.47$45.0040.5%11.6%25.9%25.3%42.4%6.8%-6.3%8.2K-297.8K-1.8K0.7675.43N/AN/A6650206413
2017-01-25$46.45$45.0043.3%12.4%26.7%29.0%46.6%8.6%-9.2%12.5K-385.5K-1.8K1.1472.02N/AN/A6675223415
2017-01-26$46.23$45.0042.6%12.2%26.3%28.1%46.8%7.6%-7.7%12.0K-386.9K-2.0K1.0774.78N/AN/A7075233440
2017-01-27$44.37$45.0040.4%11.6%30.1%25.2%42.1%2.1%-6.3%9.2K-241.3K-1.9K30.0380.45N/AN/A722,162234440
2017-01-30$44.38$45.0045.5%13.0%30.0%32.0%46.3%4.1%-10.2%-192.8K2.1M-6.5K19.3272.46N/AN/A651,2562362,486
2017-01-31$45.37$45.0047.4%13.6%30.9%34.6%47.3%5.3%-10.8%-189.6K1.7M-6.5K15.3372.80N/AN/A649812462,533