ASGN Options History — February 2017

In February 2017, ASGN traded between $45.37 and $48.70. ATM implied volatility averaged 36.2%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 8.0% (HV 20d: 28.2%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 3.45.

Notable Days

  • 2017-02-01: Highest Volume — 1,042 contracts
  • 2017-02-15: Largest IV drop — 36.7% change
  • 2017-02-07: Highest IV Rank — 49.3%
  • 2017-02-01: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.09$45.37$48.70$45.56$47.28
Max Pain$42.37$40.00$45.00$45.00$45.00
ATM IV36.2%23.6%58.3%48.8%29.7%
Expected Move9.3%6.8%14.0%14.0%8.5%
HV 20d28.2%24.3%31.4%30.7%24.9%
HV 60d25.8%23.6%27.9%27.8%25.8%
IV Rank19.4%2.5%49.3%36.5%10.8%
IV Percentile47.4%3.2%97.2%92.9%28.6%
Term Structure-1.5%-12.3%5.3%-12.3%-1.8%
VWIV34.9%21.9%48.9%48.9%26.5%
Skew 25d4.1%2.2%5.3%4.1%2.7%
Skew 10d11.5%1.5%39.2%18.1%1.5%
Call IV 25d30.7%20.9%46.9%46.9%25.7%
Put IV 25d34.8%26.0%51.0%51.0%28.5%
Bid-Ask Spread %73.5555.5688.2671.8187.82
Gamma HHI0.550.450.720.500.55
Net GEX-103.5K-185.5K-10.0K-175.7K-30.5K
Net DEX426.1K-740.0K1.5M1.5M-163.5K
Net VEX-3.9K-6.4K-2.2K-6.4K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.450.6717.2817.280.67
Total Volume314.1051451,0421,042145
Total OI2,235.7377773,2402,815798

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$45.56$45.0048.8%14.0%30.7%36.5%48.9%4.1%-12.3%-175.7K1.5M-6.4K17.2871.81N/AN/A579852542,561
2017-02-02$45.80$40.0051.1%10.5%29.9%39.5%40.6%4.9%-2.8%-172.8K1.4M-6.1K17.1665.67N/AN/A579782552,562
2017-02-03$46.92$40.0051.7%10.6%27.3%40.4%43.2%5.0%-2.6%-149.0K903.8K-5.5K3.4261.80N/AN/A571952552,552
2017-02-06$46.60$40.0057.0%10.7%27.2%47.5%43.2%4.6%-3.0%-160.0K1.1M-5.1K3.4259.62N/AN/A571952552,572
2017-02-07$46.18$40.0058.3%11.0%27.5%49.3%42.8%4.6%-3.2%-169.3K1.2M-5.2K3.4263.93N/AN/A571952552,572
2017-02-08$46.73$40.0038.1%10.9%27.7%22.1%42.3%4.8%-3.6%-160.7K944.9K-4.7K3.4266.53N/AN/A571952552,572
2017-02-09$46.67$40.0038.0%10.9%27.1%21.9%41.8%4.5%-3.5%-160.6K947.9K-4.5K3.4267.65N/AN/A571952552,572
2017-02-10$46.95$40.0037.7%10.8%26.3%21.5%42.3%4.3%-3.1%-151.6K752.8K-4.1K2.8366.79N/AN/A691952562,572
2017-02-13$46.32$40.0038.9%11.1%25.9%23.1%42.0%4.8%-4.1%-166.2K1.0M-3.7K1.6970.37N/AN/A981662712,573
2017-02-14$45.37$40.0037.9%10.9%26.9%21.8%39.2%4.1%-4.0%-185.5K1.5M-3.6K0.8055.56N/AN/A1281033062,568
2017-02-15$47.54$40.0024.0%6.9%31.4%3.1%27.4%3.0%4.6%-128.7K-257.8K-2.2K2.4473.21N/AN/A1533743462,606
2017-02-16$48.11$45.0024.0%6.9%31.3%3.1%24.4%3.9%5.0%-50.7K-619.5K-2.9K1.2585.99N/AN/A1021273922,848
2017-02-17$48.70$45.0023.6%6.8%29.9%2.5%21.9%5.1%5.3%-11.3K-740.0K-2.6K1.0375.32N/AN/A1161203852,851
2017-02-21$48.60$45.0025.6%7.3%29.3%5.3%24.1%5.3%-0.3%-10.0K-381.2K-2.7K0.7081.09N/AN/A9164270507
2017-02-22$48.23$45.0025.2%7.2%29.5%4.8%27.9%3.7%0.1%-13.5K-318.1K-2.9K0.6788.26N/AN/A8758281507
2017-02-23$47.84$45.0025.1%7.2%28.9%4.5%28.3%3.5%1.1%-20.8K-240.7K-2.9K0.6784.29N/AN/A8758283514
2017-02-24$47.51$45.0026.1%7.5%29.0%5.9%28.7%2.2%0.9%-26.5K-176.2K-2.9K0.6784.94N/AN/A8758283516
2017-02-27$47.84$45.0026.0%7.4%24.3%5.7%27.7%2.8%-0.9%-22.6K-245.8K-2.7K0.6786.74N/AN/A8758283516
2017-02-28$47.28$45.0029.7%8.5%24.9%10.8%26.5%2.7%-1.8%-30.5K-163.5K-2.7K0.6787.82N/AN/A8758283515