ASGN Options History — September 2017

In September 2017, ASGN traded between $47.84 and $53.72. ATM implied volatility averaged 18.7%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 4.3% (HV 20d: 14.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.68.

Notable Days

  • 2017-09-27: Highest Volume — 333 contracts
  • 2017-09-12: Largest IV spike — 46.6% change
  • 2017-09-26: Highest IV Rank — 20.0%
  • 2017-09-26: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.24$47.84$53.72$47.84$53.72
Max Pain$47.25$45.00$50.00$50.00$50.00
ATM IV18.7%12.9%22.0%16.0%18.0%
Expected Move5.7%4.3%6.1%4.6%5.2%
HV 20d14.3%7.8%19.2%19.1%7.8%
HV 60d21.1%20.7%21.9%20.8%21.5%
IV Rank13.7%1.4%20.0%7.5%12.7%
IV Percentile4.4%0.4%13.9%0.4%4.0%
Term Structure7.6%2.2%12.3%2.2%10.9%
VWIV14.8%10.3%20.2%15.9%20.2%
Skew 25d6.8%2.9%10.1%4.5%4.7%
Skew 10d12.4%4.3%17.1%6.4%8.7%
Call IV 25d16.2%11.6%19.1%18.3%17.3%
Put IV 25d23.0%19.3%24.9%22.8%22.0%
Bid-Ask Spread %31.1413.1094.0427.0514.83
Gamma HHI0.510.360.730.390.71
Net GEX31.3K-2.6K81.9K-2.6K54.5K
Net DEX-102.0K-604.1K174.8K174.8K-590.5K
Net VEX-1.8K-2.5K-1.2K-1.6K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.202.000.322.00
Total Volume243.95184333212270
Total OI621415804671617

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-09-01$47.84$50.0016.0%4.6%19.1%7.5%15.9%4.5%2.2%-2.6K174.8K-1.6K0.3227.05N/AN/A16151423248
2017-09-05$48.09$45.0016.3%6.1%19.2%8.1%14.1%5.7%5.0%4.3K140.0K-1.6K0.2013.10N/AN/A16133432248
2017-09-06$48.36$45.0017.8%6.1%18.9%11.0%13.6%6.6%5.7%16.0K124.0K-1.4K0.2015.15N/AN/A16133432250
2017-09-07$48.32$45.0019.3%6.1%18.9%13.8%12.9%6.4%5.3%14.3K116.8K-1.5K0.2217.57N/AN/A15133432250
2017-09-08$48.40$45.0012.9%6.0%17.0%1.4%13.0%6.3%5.8%17.9K151.9K-1.3K0.2220.45N/AN/A15133436250
2017-09-11$48.81$45.0015.0%6.0%17.0%5.6%12.5%7.2%6.0%29.8K125.8K-1.3K0.2230.59N/AN/A15133437250
2017-09-12$49.22$45.0022.0%5.9%15.9%19.2%13.9%7.0%5.9%48.6K25.0K-1.3K0.6081.39N/AN/A15191437250
2017-09-13$49.15$45.0020.3%5.8%15.7%15.9%12.3%7.1%5.8%47.8K66.1K-1.3K0.6121.54N/AN/A15091437308
2017-09-14$49.52$45.0020.2%5.8%15.5%17.5%12.8%7.8%6.0%81.9K20.5K-1.3K0.5730.73N/AN/A15085438308
2017-09-15$49.35$45.0019.7%5.7%13.6%16.5%15.7%7.1%6.4%4.6K150.2K-1.2K0.5016.01N/AN/A16985438366
2017-09-18$50.00$45.0020.7%5.9%13.7%18.5%16.7%7.9%8.0%15.7K-38.0K-1.4K0.4366.74N/AN/A17174215200
2017-09-19$50.19$45.0020.5%5.9%13.5%18.2%12.1%8.6%8.3%27.4K-134.6K-1.7K0.4919.68N/AN/A15375267200
2017-09-20$50.50$50.0020.8%6.0%13.5%18.7%12.5%8.5%8.5%30.9K-175.0K-1.8K0.5694.04N/AN/A13575271201
2017-09-21$50.85$50.0020.5%5.9%13.4%18.1%10.3%10.1%8.4%35.8K-222.6K-1.9K0.5624.91N/AN/A13375283201
2017-09-22$51.34$50.0019.6%5.6%12.6%16.2%16.4%8.8%9.4%40.2K-275.1K-1.9K1.1519.85N/AN/A142163283201
2017-09-25$51.79$50.0020.5%5.9%12.2%18.1%16.0%9.4%10.0%20.7K-244.4K-2.5K1.1858.54N/AN/A144170301290
2017-09-26$52.41$50.0021.4%6.1%10.4%20.0%19.3%2.9%10.4%30.3K-339.2K-2.5K1.1016.55N/AN/A155170301295
2017-09-27$53.26$50.0014.9%4.3%9.5%6.0%17.3%3.8%12.3%50.6K-510.5K-2.5K1.1819.15N/AN/A153180312295
2017-09-28$53.64$50.0016.8%4.8%9.3%10.1%18.7%5.5%11.5%56.7K-604.1K-2.5K1.3114.92N/AN/A137180312305
2017-09-29$53.72$50.0018.0%5.2%7.8%12.7%20.2%4.7%10.9%54.5K-590.5K-2.5K2.0014.83N/AN/A90180312305