ASGN Options History — May 2017

In May 2017, ASGN traded between $50.92 and $52.42. ATM implied volatility averaged 25.4%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 4.8% (HV 20d: 30.2%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 2.48.

Notable Days

  • 2017-05-01: Highest Volume — 377 contracts
  • 2017-05-09: Largest IV drop — 15.5% change
  • 2017-05-18: Highest IV Rank — 21.0%
  • 2017-05-18: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.79$50.92$52.42$51.23$52.40
Max Pain$45.68$45.00$50.00$50.00$45.00
ATM IV25.4%22.4%26.7%25.8%26.2%
Expected Move7.3%6.9%7.7%7.4%7.5%
HV 20d30.2%12.7%37.8%37.8%12.7%
HV 60d26.0%24.9%27.7%27.7%24.9%
IV Rank18.2%11.8%21.0%19.0%19.9%
IV Percentile17.0%2.4%29.4%16.3%28.6%
Term Structure1.8%-1.4%4.4%-0.8%-0.9%
VWIV24.7%22.1%31.8%31.6%23.3%
Skew 25d3.7%1.3%4.9%4.0%4.2%
Skew 10d7.2%-0.0%11.4%10.9%4.1%
Call IV 25d22.7%20.5%24.7%24.7%21.3%
Put IV 25d26.3%24.7%28.7%28.7%25.4%
Bid-Ask Spread %43.7313.8880.2280.2259.58
Gamma HHI0.410.280.530.450.28
Net GEX16.3K9.3K34.9K10.5K12.7K
Net DEX-552.0K-734.9K-388.6K-468.0K-624.4K
Net VEX-3.8K-4.4K-3.2K-4.4K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.480.614.061.620.61
Total Volume251.59190377377142
Total OI867.7735081,0511,036515

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$51.23$50.0025.8%7.4%37.8%19.0%31.6%4.0%-0.8%10.5K-468.0K-4.4K1.6280.22N/AN/A144233320716
2017-05-02$51.51$50.0025.9%7.4%33.5%19.2%31.8%3.4%-0.9%9.3K-482.2K-4.2K2.0477.27N/AN/A114233310716
2017-05-03$51.44$50.0025.6%7.3%33.4%18.6%31.5%1.3%-1.1%12.0K-495.6K-4.2K2.0480.11N/AN/A114233313716
2017-05-04$51.34$45.0025.3%7.0%33.4%17.8%23.9%3.7%3.9%13.8K-470.5K-4.1K1.9963.73N/AN/A117233313716
2017-05-05$51.38$45.0025.4%7.0%33.4%18.2%23.8%3.9%3.8%14.4K-491.3K-4.1K3.4464.45N/AN/A68234313716
2017-05-08$51.30$45.0026.5%6.9%33.4%20.6%23.4%4.0%4.2%16.9K-481.1K-4.0K3.4429.82N/AN/A68234313721
2017-05-09$51.95$45.0022.4%7.2%33.5%11.8%23.7%3.5%3.1%13.3K-573.3K-3.9K3.3044.12N/AN/A71234313721
2017-05-10$52.01$45.0024.4%7.0%33.4%16.0%23.5%2.9%4.2%17.2K-585.2K-3.9K3.3013.88N/AN/A71234317721
2017-05-11$51.61$45.0024.7%7.1%33.2%16.8%23.9%3.4%4.3%21.8K-529.8K-3.9K3.3046.72N/AN/A71234317721
2017-05-12$51.03$45.0024.7%7.1%33.5%16.7%23.9%4.5%4.2%27.5K-445.8K-3.8K3.0416.74N/AN/A71216317721
2017-05-15$51.59$45.0025.6%7.3%33.5%18.5%24.0%4.6%3.8%26.1K-540.0K-3.7K3.0417.29N/AN/A71216317723
2017-05-16$51.76$45.0024.8%7.1%32.8%16.8%23.2%4.5%4.4%23.8K-549.5K-3.6K3.2118.43N/AN/A71228316723
2017-05-17$50.92$45.0025.7%7.4%33.6%18.9%25.0%4.8%4.1%34.9K-388.6K-3.8K4.0627.32N/AN/A68276316735
2017-05-18$51.97$45.0026.7%7.7%34.1%21.0%25.2%3.7%2.4%21.5K-699.4K-3.7K4.0640.85N/AN/A68276316708
2017-05-19$51.99$45.0025.5%7.3%34.1%18.3%24.4%2.9%4.2%11.0K-734.9K-3.7K4.0622.38N/AN/A68276316708
2017-05-22$52.22$45.0026.2%7.5%33.9%19.9%23.9%3.4%-0.6%11.4K-567.5K-3.5K1.2119.79N/AN/A4352252257
2017-05-23$52.41$45.0026.0%7.5%33.9%19.4%23.3%3.8%-1.4%11.5K-600.1K-3.4K1.3746.24N/AN/A3852251257
2017-05-24$52.34$45.0025.6%7.3%33.9%18.5%23.3%3.1%-0.1%12.1K-591.1K-3.5K1.3767.41N/AN/A3852256257
2017-05-25$52.23$45.0025.1%7.2%17.6%17.5%23.0%2.7%-0.2%12.2K-600.1K-3.4K1.3715.30N/AN/A3852256257
2017-05-26$52.42$45.0025.5%7.3%14.0%18.4%22.9%3.4%-1.2%12.3K-614.6K-3.4K1.3764.52N/AN/A3852255257
2017-05-30$52.35$45.0025.9%7.4%12.8%19.1%22.1%4.9%-0.8%12.5K-611.3K-3.2K1.3845.78N/AN/A3954255257
2017-05-31$52.40$45.0026.2%7.5%12.7%19.9%23.3%4.2%-0.9%12.7K-624.4K-3.2K0.6159.58N/AN/A8854256259