ASGN Options History — April 2017

In April 2017, ASGN traded between $46.10 and $53.60. ATM implied volatility averaged 31.9%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 7.1% (HV 20d: 24.8%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.41.

Notable Days

2017-04-27: Highest Volume — 353 contracts
2017-04-12: Largest IV spike — 69.9% change
2017-04-19: Highest IV Rank — 50.5%
2017-04-19: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.79	$46.10	$53.60	$46.61	$52.02
Max Pain	$46.32	$45.00	$55.00	$45.00	$50.00
ATM IV	31.9%	21.8%	40.5%	26.6%	25.7%
Expected Move	9.9%	6.2%	11.6%	7.6%	7.4%
HV 20d	24.8%	22.4%	37.8%	24.5%	37.8%
HV 60d	24.1%	21.6%	27.5%	24.9%	27.5%
IV Rank	32.0%	10.4%	50.5%	20.7%	18.7%
IV Percentile	44.9%	1.2%	83.3%	19.8%	14.7%
Term Structure	-2.4%	-8.0%	11.0%	8.6%	-1.2%
VWIV	34.8%	23.3%	44.1%	26.4%	23.3%
Skew 25d	4.9%	-0.8%	7.3%	1.1%	1.9%
Skew 10d	11.2%	-0.3%	17.1%	1.5%	0.8%
Call IV 25d	32.2%	18.2%	39.1%	25.6%	23.6%
Put IV 25d	37.1%	25.1%	44.3%	26.7%	25.5%
Bid-Ask Spread %	64.81	33.18	110.56	99.56	82.75
Gamma HHI	0.40	0.32	0.52	0.40	0.36
Net GEX	525	-9.5K	10.6K	799	4.1K
Net DEX	-25.7K	-657.1K	214.1K	150.6K	-527.0K
Net VEX	-4.0K	-4.4K	-3.7K	-3.7K	-4.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.41	0.87	3.75	1.99	2.16
Total Volume	211.947	144	353	200	341
Total OI	789.316	656	1,014	656	1,014

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-04-03	$46.61	$45.00	26.6%	7.6%	24.5%	20.7%	26.4%	1.1%	8.6%	799	150.6K	-3.7K	1.99	99.56	N/A	N/A	67	133	207	449
2017-04-04	$46.37	$45.00	25.9%	7.4%	24.6%	19.1%	26.0%	-0.8%	9.5%	-3.6K	201.6K	-3.9K	1.57	98.50	N/A	N/A	63	99	216	465
2017-04-05	$46.37	$45.00	24.9%	7.1%	24.4%	17.0%	23.5%	6.9%	11.0%	-2.5K	178.2K	-3.9K	1.65	110.56	N/A	N/A	60	99	220	495
2017-04-06	$46.33	$45.00	24.6%	10.0%	24.4%	16.4%	36.9%	5.3%	-2.4%	-4.1K	202.4K	-3.8K	1.62	65.91	N/A	N/A	61	99	219	495
2017-04-07	$46.21	$45.00	24.0%	10.2%	23.9%	15.2%	36.4%	5.7%	-3.7%	-5.3K	214.1K	-3.8K	1.57	65.65	N/A	N/A	63	99	220	515
2017-04-10	$46.43	$45.00	25.0%	10.4%	23.9%	17.4%	35.5%	5.1%	-4.0%	-3.8K	167.4K	-3.7K	0.89	61.94	N/A	N/A	111	99	222	515
2017-04-11	$46.94	$45.00	21.8%	10.8%	24.2%	10.5%	38.1%	7.3%	-4.2%	2.2K	40.9K	-4.4K	0.89	54.27	N/A	N/A	111	99	272	515
2017-04-12	$46.38	$45.00	37.0%	10.6%	22.7%	43.1%	37.5%	5.6%	-3.7%	-2.0K	96.2K	-4.3K	0.89	49.58	N/A	N/A	111	99	272	535
2017-04-13	$46.13	$45.00	37.1%	10.7%	22.7%	43.3%	36.2%	4.7%	-4.2%	-2.1K	110.7K	-4.1K	0.89	56.44	N/A	N/A	111	99	272	535
2017-04-17	$46.10	$45.00	38.8%	11.1%	22.4%	46.9%	37.9%	5.9%	-5.0%	-3.6K	118.2K	-4.1K	0.89	63.33	N/A	N/A	111	99	272	535
2017-04-18	$47.22	$45.00	40.3%	11.6%	23.9%	50.0%	39.3%	6.7%	-6.0%	3.1K	2.2K	-4.1K	0.87	53.40	N/A	N/A	114	99	274	535
2017-04-19	$47.50	$45.00	40.5%	11.6%	23.0%	50.5%	39.8%	5.2%	-6.6%	5.6K	-37.6K	-4.1K	0.87	54.07	N/A	N/A	114	99	274	535
2017-04-20	$47.93	$45.00	37.2%	10.7%	22.4%	43.4%	42.4%	5.9%	-5.7%	10.6K	-89.4K	-4.2K	0.87	58.59	N/A	N/A	114	99	274	535
2017-04-21	$48.27	$45.00	37.2%	10.7%	22.5%	43.5%	36.8%	5.0%	-6.8%	5.4K	-111.5K	-4.1K	0.87	65.00	N/A	N/A	114	99	274	535
2017-04-24	$48.96	$45.00	37.7%	10.8%	22.8%	44.5%	40.6%	6.2%	-7.2%	4.7K	-179.3K	-4.1K	1.18	52.57	N/A	N/A	66	78	233	515
2017-04-25	$49.19	$50.00	39.2%	11.2%	22.8%	47.8%	37.6%	4.7%	-7.0%	4.3K	-179.1K	-4.2K	1.27	52.24	N/A	N/A	64	81	244	536
2017-04-26	$49.46	$50.00	40.2%	11.5%	22.7%	49.8%	44.1%	5.2%	-8.0%	5.7K	-190.7K	-4.3K	3.75	33.18	N/A	N/A	63	236	254	539
2017-04-27	$53.60	$55.00	21.8%	6.2%	35.7%	10.4%	23.6%	4.7%	0.5%	-9.5K	-657.1K	-3.8K	2.02	53.80	N/A	N/A	117	236	258	722
2017-04-28	$52.02	$50.00	25.7%	7.4%	37.8%	18.7%	23.3%	1.9%	-1.2%	4.1K	-527.0K	-4.2K	2.16	82.75	N/A	N/A	108	233	298	716