ASGN Options History — August 2017

In August 2017, ASGN traded between $45.10 and $48.86. ATM implied volatility averaged 23.4%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 1.2% (HV 20d: 24.6%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 1.18.

Notable Days

  • 2017-08-14: Highest Volume — 1,696 contracts
  • 2017-08-31: Largest IV drop — 50.6% change
  • 2017-08-10: Highest IV Rank — 23.5%
  • 2017-08-10: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.08$45.10$48.86$48.86$47.67
Max Pain$50.43$50.00$55.00$55.00$50.00
ATM IV23.4%12.1%27.9%22.2%12.1%
Expected Move6.7%3.5%8.0%6.4%3.5%
HV 20d24.6%13.9%29.6%29.6%19.2%
HV 60d20.7%20.2%21.0%20.8%21.0%
IV Rank14.3%0.0%23.5%11.4%0.0%
IV Percentile22.4%0.0%49.2%10.7%0.0%
Term Structure2.3%-0.7%10.4%0.3%10.4%
VWIV23.0%16.6%29.8%29.8%16.6%
Skew 25d6.8%3.8%11.7%7.3%11.4%
Skew 10d15.4%9.1%23.0%11.7%12.7%
Call IV 25d20.3%12.6%24.3%21.3%12.6%
Put IV 25d27.1%24.0%29.4%28.5%24.0%
Bid-Ask Spread %20.9613.1550.3417.1214.52
Gamma HHI0.770.460.930.790.46
Net GEX-186.5K-527.5K-7.4K-527.5K-7.4K
Net DEX3.8M191.5K6.7M5.6M191.5K
Net VEX-3.2K-8.3K-1.2K-8.3K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.181.951.340.30
Total Volume995.174901,6961,318222
Total OI2,348.3485643,8353,835650

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$48.86$55.0022.2%6.4%29.6%11.4%29.8%7.3%0.3%-527.5K5.6M-8.3K1.3417.12N/AN/A5637551,1102,725
2017-08-02$48.74$55.0022.9%6.6%29.6%12.7%27.9%7.2%-0.7%-517.4K5.6M-7.9K1.7025.54N/AN/A5639551,1092,699
2017-08-03$48.43$50.0022.8%6.3%29.1%12.6%22.4%6.8%4.5%-422.3K5.6M-6.5K1.7022.01N/AN/A5639551,1092,393
2017-08-04$48.65$50.0021.4%6.3%27.9%9.7%21.9%7.6%4.4%-479.4K5.4M-6.4K1.7014.90N/AN/A5639551,1092,392
2017-08-07$48.43$50.0023.4%6.2%27.9%13.8%22.3%6.5%4.8%-451.9K5.7M-5.5K1.6813.15N/AN/A5689551,1092,392
2017-08-08$47.93$50.0019.7%6.5%27.9%5.9%23.2%5.6%4.2%-385.9K6.0M-4.9K1.6822.36N/AN/A5679551,1152,370
2017-08-09$48.04$50.0022.5%6.4%26.5%11.9%23.2%6.3%4.1%-387.1K6.0M-4.6K1.6818.81N/AN/A5679551,1202,370
2017-08-10$46.99$50.0027.9%8.0%27.0%23.5%25.4%5.5%1.5%-215.4K6.6M-3.3K1.7050.34N/AN/A5639551,1202,370
2017-08-11$46.83$50.0026.6%7.6%27.0%20.8%25.4%4.6%2.4%-174.1K6.7M-2.9K1.6924.39N/AN/A5649551,1192,359
2017-08-14$47.76$50.0022.2%6.4%28.5%11.3%23.8%5.2%4.4%-283.2K6.5M-2.9K1.9519.28N/AN/A5751,1211,1192,359
2017-08-15$47.48$50.0027.1%7.8%28.4%21.7%22.6%5.5%1.3%-52.9K6.2M-2.1K1.7315.60N/AN/A5759941,1392,247
2017-08-16$47.16$50.0026.6%7.6%28.1%20.8%21.2%3.8%1.4%-37.9K5.8M-2.0K1.8437.67N/AN/A5751,0601,1392,141
2017-08-17$46.29$50.0026.1%7.5%27.9%19.7%23.2%5.9%1.7%-56.2K5.1M-1.8K1.8424.31N/AN/A5751,0601,1391,987
2017-08-18$46.10$50.0025.1%7.2%27.7%17.6%21.7%6.1%3.3%-27.2K5.1M-1.7K1.6521.27N/AN/A5759501,1391,987
2017-08-21$46.00$50.0024.7%7.1%26.5%16.7%22.3%5.3%0.3%-30.2K653.5K-1.5K0.5324.70N/AN/A5931318281
2017-08-22$46.15$50.0024.1%6.9%25.9%15.3%21.3%4.4%0.2%-30.4K617.8K-1.4K0.5322.15N/AN/A5931318276
2017-08-23$46.10$50.0024.0%6.9%24.2%15.2%22.4%5.0%-0.0%-31.9K631.4K-1.4K0.5318.37N/AN/A5931318276
2017-08-24$45.74$50.0022.8%6.5%14.9%12.6%22.0%3.9%0.8%-36.8K581.7K-1.3K0.5315.10N/AN/A5931316257
2017-08-25$45.62$50.0022.4%6.4%14.9%11.9%21.9%11.7%1.5%-38.3K551.5K-1.2K0.2015.54N/AN/A15931316248
2017-08-28$45.10$50.0023.1%6.6%13.9%13.2%23.4%11.4%0.8%-41.8K606.0K-1.2K0.2014.27N/AN/A15931416248
2017-08-29$46.09$50.0023.7%6.8%16.5%14.5%21.9%10.4%0.8%-33.5K408.7K-1.2K0.2016.53N/AN/A15931416228
2017-08-30$46.67$50.0024.6%7.0%17.4%16.4%23.6%9.5%0.1%-21.8K309.4K-1.4K0.1814.26N/AN/A17031416228
2017-08-31$47.67$50.0012.1%3.5%19.2%0.0%16.6%11.4%10.4%-7.4K191.5K-1.5K0.3014.52N/AN/A17151422228