ASGN Options History — July 2017

In July 2017, ASGN traded between $48.82 and $54.82. ATM implied volatility averaged 29.9%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 13.6% (HV 20d: 16.3%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 2.39.

Notable Days

  • 2017-07-26: Highest Volume — 2,031 contracts
  • 2017-07-12: Largest IV spike — 50.2% change
  • 2017-07-26: Highest IV Rank — 53.2%
  • 2017-07-26: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.27$48.82$54.82$54.42$49.43
Max Pain$51.32$50.00$55.00$50.00$55.00
ATM IV29.9%21.8%41.8%21.9%22.9%
Expected Move9.2%6.3%12.0%6.3%6.6%
HV 20d16.3%8.4%29.6%8.5%29.6%
HV 60d21.3%15.7%22.9%22.1%20.6%
IV Rank27.8%10.4%53.2%10.7%12.9%
IV Percentile48.5%8.3%89.7%9.5%14.7%
Term Structure-3.3%-8.5%9.4%9.4%-0.6%
VWIV37.0%26.6%43.9%28.9%29.1%
Skew 25d4.5%-17.3%10.5%8.7%10.5%
Skew 10d12.3%-33.6%27.8%14.0%17.0%
Call IV 25d31.8%18.5%44.2%18.5%19.1%
Put IV 25d36.3%26.9%45.7%27.2%29.6%
Bid-Ask Spread %38.3214.7999.9655.7918.60
Gamma HHI0.350.240.810.260.81
Net GEX-80.2K-540.7K17.5K363-540.7K
Net DEX730.6K-492.6K5.8M-431.8K5.0M
Net VEX-4.5K-9.1K-2.8K-3.1K-8.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.390.9018.502.001.36
Total Volume548882,0311501,322
Total OI1,241.855753,8545923,836

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$54.42$50.0021.9%6.3%8.5%10.7%28.9%8.7%9.4%363-431.8K-3.1K2.0055.79N/AN/A50100255337
2017-07-05$54.45$50.0023.0%6.6%8.4%13.0%30.3%-17.3%8.9%-825-412.5K-3.2K2.0299.96N/AN/A50101255340
2017-07-06$53.44$0.0022.3%9.3%10.9%11.6%35.9%5.2%-4.1%-11.0K-328.2K-3.2K1.1026.52N/AN/A5055255346
2017-07-07$54.52$50.0021.8%9.1%12.0%10.4%36.1%5.1%-3.7%1.2K-420.1K-3.1K0.9025.36N/AN/A5045255348
2017-07-10$54.36$50.0022.5%9.3%11.7%12.0%36.4%4.5%-3.9%-1.9K-402.4K-3.0K0.9042.61N/AN/A5045255350
2017-07-11$53.79$50.0021.9%9.4%11.9%10.7%36.7%5.1%-4.1%-4.7K-356.5K-3.0K1.1526.25N/AN/A4147255350
2017-07-12$54.82$50.0032.9%9.4%13.7%34.3%37.5%4.9%-4.1%9.1K-469.4K-2.9K0.9642.68N/AN/A4947256352
2017-07-13$54.69$50.0033.2%9.5%13.7%34.9%37.1%4.4%-5.1%17.0K-488.6K-2.9K1.1525.69N/AN/A4754266352
2017-07-14$54.38$50.0033.5%9.6%13.8%35.5%37.8%5.3%-5.1%10.4K-492.6K-2.9K1.0420.64N/AN/A4850271360
2017-07-17$54.55$50.0034.3%9.8%13.9%37.2%42.8%5.4%-5.4%17.5K-466.1K-2.8K1.4616.07N/AN/A76111271356
2017-07-18$53.80$50.0034.6%9.9%14.8%37.9%42.1%5.6%-5.8%14.5K-371.1K-3.6K1.2015.74N/AN/A83100314418
2017-07-19$54.03$50.0034.8%10.0%14.8%38.2%42.3%4.8%-5.7%9.2K-336.6K-3.6K1.5614.79N/AN/A5789302430
2017-07-20$54.41$50.0035.0%10.0%15.0%38.6%43.0%5.8%-6.1%11.9K-410.5K-3.6K1.4126.00N/AN/A5983309441
2017-07-21$54.53$50.0035.6%10.2%15.0%40.0%42.3%5.3%-5.8%10.1K-388.5K-3.7K1.4116.32N/AN/A5983310450
2017-07-24$52.89$50.0038.1%10.9%18.6%45.4%42.0%5.5%-8.5%4.8K-197.8K-3.5K18.5030.67N/AN/A581,073281294
2017-07-25$53.46$55.0038.6%11.1%19.1%46.4%41.4%5.2%-8.5%-130.2K1.6M-7.3K3.8371.10N/AN/A3571,3672891,297
2017-07-26$51.75$55.0041.8%12.0%22.1%53.2%43.9%8.5%-8.1%-166.9K2.5M-8.7K2.6358.50N/AN/A5601,4715891,589
2017-07-27$48.88$55.0026.1%7.5%29.2%19.7%27.4%-0.5%-0.2%-361.9K5.7M-8.6K1.8853.97N/AN/A5681,0701,0922,657
2017-07-28$48.82$55.0022.8%6.5%29.2%12.5%26.6%7.7%-0.3%-492.3K5.8M-9.1K1.3379.14N/AN/A5747611,0932,761
2017-07-31$49.43$55.0022.9%6.6%29.6%12.9%29.1%10.5%-0.6%-540.7K5.0M-8.9K1.3618.60N/AN/A5617611,1092,727