ASGN Options History — October 2017

In October 2017, ASGN traded between $54.49 and $61.32. ATM implied volatility averaged 27.6%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 13.7% (HV 20d: 13.9%). Max pain ranged from $40.00 to $55.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 5.17.

Notable Days

  • 2017-10-31: Highest Volume — 2,093 contracts
  • 2017-10-11: Largest IV spike — 63.4% change
  • 2017-10-25: Highest IV Rank — 64.7%
  • 2017-10-25: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.39$54.49$61.32$54.49$61.32
Max Pain$53.64$40.00$55.00$50.00$55.00
ATM IV27.6%17.4%42.0%19.1%21.3%
Expected Move8.6%5.0%12.0%5.5%6.1%
HV 20d13.9%8.1%29.8%8.3%29.8%
HV 60d19.6%14.8%21.4%21.3%21.2%
IV Rank33.4%11.5%64.7%15.2%19.9%
IV Percentile44.8%3.2%95.2%4.8%15.9%
Term Structure-2.9%-10.7%12.7%10.8%-0.8%
VWIV34.2%14.6%47.1%21.6%21.1%
Skew 25d6.4%2.7%8.9%7.2%2.8%
Skew 10d13.9%4.4%18.9%11.3%7.9%
Call IV 25d27.5%13.7%37.3%17.1%20.4%
Put IV 25d33.9%21.9%46.0%24.2%23.2%
Bid-Ask Spread %41.317.3484.6619.6936.05
Gamma HHI0.660.330.880.830.35
Net GEX40.9K-115.6K105.1K90.0K69.7K
Net DEX-744.0K-1.6M1.2M-874.9K-1.6M
Net VEX-3.3K-7.0K-2.0K-2.7K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.172.0038.342.002.78
Total Volume705.0452702,0932702,093
Total OI1,162.4095962,8176712,797

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$54.49$50.0019.1%5.5%8.3%15.2%21.6%7.2%10.8%90.0K-874.9K-2.7K2.0019.69N/AN/A90180366305
2017-10-03$54.99$50.0017.4%5.0%8.4%11.5%19.5%8.9%12.7%105.1K-1.0M-2.6K2.0015.46N/AN/A90180366305
2017-10-04$55.06$50.0018.7%5.4%8.6%14.3%20.5%8.6%12.2%100.2K-967.8K-2.6K2.037.34N/AN/A90183356305
2017-10-05$55.44$40.0018.5%8.8%8.1%13.7%38.3%4.9%-4.1%104.0K-1.1M-2.5K2.5127.02N/AN/A90226356307
2017-10-06$55.43$55.0018.6%9.0%8.3%14.1%38.9%6.0%-4.3%82.5K-905.6K-2.7K2.6227.33N/AN/A90236346350
2017-10-09$55.69$55.0019.0%9.2%8.3%14.9%41.4%6.4%-4.8%55.2K-904.6K-2.7K2.6226.98N/AN/A90236346400
2017-10-10$55.75$55.0019.7%9.2%8.5%16.4%40.2%5.7%-4.6%55.6K-926.6K-2.6K2.8423.03N/AN/A83236346400
2017-10-11$54.88$55.0032.2%9.2%11.3%43.4%36.2%5.5%-5.1%63.1K-617.0K-2.6K2.8425.62N/AN/A83236348400
2017-10-12$54.81$55.0032.8%9.4%11.5%44.8%40.3%5.2%-5.5%66.5K-581.8K-2.6K2.8452.76N/AN/A83236348400
2017-10-13$55.20$55.0033.0%9.5%11.1%45.1%41.0%5.8%-6.0%75.2K-764.5K-2.5K2.8452.38N/AN/A83236348400
2017-10-16$55.34$55.0034.0%9.7%10.7%47.3%40.4%7.2%-6.5%86.5K-862.4K-2.2K3.7850.69N/AN/A83314348400
2017-10-17$55.14$55.0034.1%9.8%11.2%47.6%39.2%5.9%-6.0%82.9K-654.1K-2.6K3.7850.55N/AN/A83314348477
2017-10-18$56.39$55.0035.3%10.1%12.8%50.2%40.7%6.9%-7.0%44.6K-1.1M-2.3K3.5348.86N/AN/A89314348477
2017-10-19$56.50$55.0035.1%10.1%12.9%49.7%41.3%5.6%-6.9%31.5K-1.3M-2.1K3.6153.16N/AN/A87314358477
2017-10-20$56.82$55.0037.3%10.7%12.8%54.4%38.5%7.3%-8.2%14.7K-1.4M-2.0K3.3557.38N/AN/A137459355477
2017-10-23$55.88$55.0038.4%11.0%14.8%56.9%39.3%6.1%-8.7%-17.6K10.5K-2.9K38.3460.91N/AN/A291,112179417
2017-10-24$56.42$55.0040.9%11.7%14.7%62.3%47.1%7.0%-9.9%-90.4K700.6K-5.1K11.6764.92N/AN/A819451811,353
2017-10-25$56.01$55.0042.0%12.0%14.4%64.7%46.2%8.6%-10.7%-115.6K1.2M-6.1K4.4441.85N/AN/A2651,1772311,523
2017-10-26$59.63$55.0019.9%5.7%25.8%16.8%25.8%2.7%-0.3%-23.3K-720.8K-4.6K2.9469.28N/AN/A3561,0484641,899
2017-10-27$60.33$55.0018.6%5.3%25.8%14.0%14.6%8.3%-0.3%76.9K-1.5M-5.0K4.4384.66N/AN/A2971,3166511,898
2017-10-30$59.05$55.0020.7%5.9%27.3%18.6%20.9%7.5%-1.0%-57.5K-474.0K-7.0K5.8512.84N/AN/A2251,3166502,167
2017-10-31$61.32$55.0021.3%6.1%29.8%19.9%21.1%2.8%-0.8%69.7K-1.6M-5.4K2.7836.05N/AN/A5531,5406302,167