ASGN Options History — March 2017

In March 2017, ASGN traded between $46.13 and $48.73. ATM implied volatility averaged 26.1%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 6.0% (HV 20d: 20.1%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 1.63.

Notable Days

  • 2017-03-30: Highest Volume — 352 contracts
  • 2017-03-15: Largest IV drop — 37.4% change
  • 2017-03-14: Highest IV Rank — 37.7%
  • 2017-03-06: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.14$46.13$48.73$47.69$48.73
Max Pain$45.38$45.00$50.00$45.00$45.00
ATM IV26.1%16.9%37.5%26.0%21.2%
Expected Move7.3%4.8%8.0%7.4%6.1%
HV 20d20.1%15.7%25.0%24.0%18.1%
HV 60d24.4%23.4%26.0%25.7%24.4%
IV Rank10.0%0.0%37.7%5.7%9.1%
IV Percentile16.5%0.0%71.8%10.7%0.4%
Term Structure6.1%-0.1%11.5%-0.1%10.4%
VWIV25.5%23.2%29.6%28.1%25.2%
Skew 25d4.0%-0.2%5.8%3.9%4.2%
Skew 10d10.5%-2.9%26.5%-2.9%4.9%
Call IV 25d23.5%20.4%27.5%25.4%21.6%
Put IV 25d27.4%24.5%29.2%29.2%25.8%
Bid-Ask Spread %88.3477.6694.7178.2392.96
Gamma HHI0.510.360.810.520.47
Net GEX-19.8K-76.9K12.0K-24.7K12.0K
Net DEX-19.0K-232.3K193.1K-232.3K-129.2K
Net VEX-3.5K-4.2K-2.6K-2.6K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.563.370.653.37
Total Volume234.783147352147293
Total OI706.522369993798569

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-03-01$47.69$45.0026.0%7.4%24.0%5.7%28.1%3.9%-0.1%-24.7K-232.3K-2.6K0.6578.23N/AN/A8958283515
2017-03-02$46.86$45.0027.7%7.9%25.0%8.0%25.9%-0.2%-0.1%-40.8K-106.9K-2.6K0.5677.66N/AN/A10358300515
2017-03-03$46.87$45.0026.8%7.7%25.0%6.9%29.6%1.4%0.7%-40.9K-152.8K-2.8K0.6194.71N/AN/A9558314515
2017-03-06$46.95$0.0029.7%8.0%23.4%10.8%0.0%4.4%5.1%-39.7K-164.3K-2.6K0.7279.12N/AN/A9568314520
2017-03-07$46.94$0.0028.4%7.9%23.3%9.0%0.0%4.3%4.8%-43.7K-131.8K-2.7K1.0082.65N/AN/A9595314535
2017-03-08$46.59$0.0024.0%7.8%23.2%3.1%0.0%3.6%5.3%-58.5K-27.8K-2.9K1.8386.59N/AN/A95174314562
2017-03-09$46.50$0.0027.4%7.8%22.8%13.6%0.0%4.0%4.7%-76.9K193.1K-4.2K1.8384.96N/AN/A95174315668
2017-03-10$47.13$0.0026.2%7.8%23.3%10.8%0.0%4.1%5.5%-52.3K56.2K-4.1K1.8382.32N/AN/A95174315668
2017-03-13$46.96$0.0034.9%7.8%23.3%31.5%0.0%4.0%4.3%-59.7K58.3K-4.0K1.8186.41N/AN/A96174315668
2017-03-14$47.16$0.0037.5%7.7%22.8%37.7%0.0%3.3%5.1%-48.7K9.4K-3.9K1.8192.95N/AN/A96174325668
2017-03-15$48.33$0.0023.5%6.7%22.7%4.3%0.0%5.2%6.4%-2.8K-227.3K-3.9K1.8193.71N/AN/A96174325668
2017-03-16$48.03$0.0022.7%6.5%16.1%2.4%0.0%5.0%7.3%-719-158.8K-3.9K1.8189.35N/AN/A96174316668
2017-03-17$48.41$0.0023.2%6.7%15.7%3.6%23.4%4.3%6.1%-2.1K-176.4K-3.7K1.7492.96N/AN/A100174316668
2017-03-20$47.78$50.0023.5%6.7%15.8%4.3%23.4%3.0%7.7%-54847.5K-3.6K1.4893.61N/AN/A98145155214
2017-03-21$46.91$45.0026.1%7.5%16.9%10.4%23.2%3.2%7.3%4.8K88.9K-3.7K1.4890.38N/AN/A98145186214
2017-03-22$46.19$45.0025.9%7.4%17.5%9.9%25.7%4.4%7.8%2.9K152.2K-3.5K2.1387.99N/AN/A63134186214
2017-03-23$46.29$45.0025.4%7.3%17.4%8.9%25.2%4.9%8.3%-528174.3K-3.6K1.6188.07N/AN/A83134187231
2017-03-24$46.13$45.0025.5%7.3%17.3%9.1%25.2%5.8%8.1%1.1K93.1K-3.8K1.6191.78N/AN/A83134207231
2017-03-27$46.36$45.0026.0%7.5%17.2%10.2%25.6%5.6%7.8%2.9K115.4K-3.7K1.5490.77N/AN/A87134207231
2017-03-28$46.75$45.0026.1%7.5%17.1%10.4%25.7%4.2%8.6%3.4K52.1K-3.8K1.5489.84N/AN/A87134207231
2017-03-29$46.97$45.0026.2%7.5%16.9%10.7%25.6%5.0%8.4%4.2K55.2K-3.8K1.5490.35N/AN/A87134207231
2017-03-30$47.70$45.0016.9%4.8%16.6%0.0%24.9%4.2%11.5%6.3K-24.7K-3.8K3.0594.40N/AN/A87265207231
2017-03-31$48.73$45.0021.2%6.1%18.1%9.1%25.2%4.2%10.4%12.0K-129.2K-3.8K3.3792.96N/AN/A67226207362