ASGN Options History — June 2017

In June 2017, ASGN traded between $52.83 and $54.53. ATM implied volatility averaged 21.3%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.0% (HV 20d: 15.3%). Max pain ranged from $45.00 to $60.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.48.

Notable Days

  • 2017-06-02: Highest Volume — 242 contracts
  • 2017-06-08: Largest IV spike — 20.1% change
  • 2017-06-12: Highest IV Rank — 18.3%
  • 2017-06-13: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.94$52.83$54.53$53.41$54.43
Max Pain$50.00$45.00$60.00$45.00$50.00
ATM IV21.3%18.0%25.4%21.1%20.8%
Expected Move6.2%6.0%6.3%6.1%6.0%
HV 20d15.3%12.5%17.7%14.2%12.5%
HV 60d24.6%22.1%25.7%25.1%22.1%
IV Rank9.5%2.3%18.3%9.0%8.4%
IV Percentile3.9%0.4%19.4%0.4%1.6%
Term Structure6.6%0.1%10.0%0.2%10.0%
VWIV24.7%21.7%28.4%21.7%26.0%
Skew 25d5.6%2.2%8.1%3.1%8.1%
Skew 10d11.4%4.2%20.8%4.2%13.4%
Call IV 25d19.0%16.3%21.9%21.5%16.7%
Put IV 25d24.6%23.3%25.8%24.5%24.8%
Bid-Ask Spread %32.0811.6782.6861.8314.67
Gamma HHI0.280.250.330.250.26
Net GEX2.6K-9.6K20.4K18.7K247
Net DEX-578.3K-878.3K-317.7K-789.1K-406.9K
Net VEX-3.6K-4.0K-3.2K-3.4K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.480.592.140.721.94
Total Volume163.636131242151147
Total OI626.273549746555582

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$53.41$45.0021.1%6.1%14.2%9.0%21.7%3.1%0.2%18.7K-789.1K-3.4K0.7261.83N/AN/A8863296259
2017-06-02$54.13$45.0021.1%6.1%14.7%9.0%28.4%4.7%0.1%19.2K-878.3K-3.2K2.1424.69N/AN/A77165296253
2017-06-05$52.83$50.0018.2%6.1%17.5%2.8%24.5%2.6%5.6%-1.6K-607.9K-4.0K2.1420.80N/AN/A77165303355
2017-06-06$53.05$50.0019.3%6.1%17.5%5.0%25.5%6.1%6.1%-40-655.2K-3.9K0.8717.86N/AN/A7767303355
2017-06-07$53.32$50.0018.0%6.0%17.1%2.3%25.5%6.6%5.9%572-695.6K-3.8K0.7648.04N/AN/A8867303357
2017-06-08$54.08$50.0021.6%6.2%17.7%10.0%22.4%2.5%5.4%12.1K-815.4K-3.7K0.7725.97N/AN/A9069315357
2017-06-09$54.53$60.0022.9%6.3%17.4%12.9%23.2%4.6%5.6%15.3K-822.0K-3.6K0.7349.41N/AN/A8260308359
2017-06-12$54.04$50.0025.4%6.3%17.2%18.3%22.5%4.4%5.6%11.6K-776.9K-3.6K0.5947.55N/AN/A11467312359
2017-06-13$54.05$50.0022.4%6.3%17.0%11.8%24.2%3.3%5.8%15.1K-819.7K-3.6K1.0135.26N/AN/A114115345351
2017-06-14$54.23$50.0021.5%6.2%17.0%9.9%24.3%2.7%5.9%12.8K-807.7K-3.8K1.4282.68N/AN/A81115345401
2017-06-15$54.28$50.0021.7%6.2%15.5%10.3%21.9%7.8%5.9%20.4K-731.0K-3.7K1.2919.64N/AN/A89115328401
2017-06-16$54.20$50.0021.4%6.1%14.1%9.6%24.9%2.2%6.3%-6.7K-773.9K-3.6K1.7731.49N/AN/A65115338401
2017-06-19$54.14$50.0021.7%6.2%14.2%10.2%24.5%7.1%7.9%-6.5K-376.1K-3.6K2.0534.63N/AN/A4388241327
2017-06-20$54.23$50.0021.9%6.3%14.2%10.6%25.2%7.5%7.9%-6.3K-334.1K-3.7K2.0531.86N/AN/A4388242327
2017-06-21$54.16$50.0021.9%6.3%14.2%10.7%24.6%6.7%8.0%-7.2K-348.6K-3.5K1.7614.83N/AN/A5088242327
2017-06-22$54.02$50.0021.6%6.2%14.2%10.0%25.2%6.7%8.4%-7.0K-333.2K-3.7K1.7632.96N/AN/A5088254327
2017-06-23$53.96$50.0021.1%6.1%14.2%9.1%24.5%7.0%8.8%-8.0K-327.8K-3.6K1.7621.41N/AN/A5088254327
2017-06-26$53.98$50.0021.6%6.2%14.2%10.0%26.3%7.3%8.8%-6.7K-353.1K-3.5K1.7611.67N/AN/A5088255327
2017-06-27$53.60$50.0021.6%6.2%14.5%10.1%26.1%6.3%8.7%-9.6K-317.7K-3.5K1.7614.14N/AN/A5088255327
2017-06-28$54.04$50.0021.4%6.1%14.7%9.6%25.4%7.3%9.2%-4.3K-381.5K-3.3K1.7636.88N/AN/A5088255327
2017-06-29$54.07$50.0021.2%6.1%13.1%9.1%25.9%7.7%9.6%-4.1K-370.5K-3.3K1.7627.47N/AN/A5088255327
2017-06-30$54.43$50.0020.8%6.0%12.5%8.4%26.0%8.1%10.0%247-406.9K-3.3K1.9414.67N/AN/A5097255327