ASGN Options History — November 2017

In November 2017, ASGN traded between $60.21 and $64.61. ATM implied volatility averaged 20.0%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 8.0% (HV 20d: 28.0%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 9.96.

Notable Days

  • 2017-11-01: Highest Volume — 1,681 contracts
  • 2017-11-17: Largest IV drop — 14.7% change
  • 2017-11-30: Highest IV Rank — 21.7%
  • 2017-11-30: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.07$60.21$64.61$60.21$63.90
Max Pain$55.24$55.00$60.00$60.00$55.00
ATM IV20.0%17.5%22.2%21.2%22.2%
Expected Move5.7%5.0%6.4%6.1%6.4%
HV 20d28.0%15.3%31.7%31.0%15.3%
HV 60d20.5%19.7%21.6%21.5%20.3%
IV Rank16.9%11.7%21.7%19.7%21.7%
IV Percentile12.5%3.6%31.7%15.9%31.7%
Term Structure2.5%-2.3%5.6%-0.5%-2.3%
VWIV21.7%18.9%24.4%19.7%22.9%
Skew 25d4.4%2.6%9.6%9.6%7.0%
Skew 10d9.5%-1.3%15.6%15.6%12.5%
Call IV 25d18.0%15.8%19.7%15.9%19.0%
Put IV 25d22.4%20.4%26.0%25.6%26.0%
Bid-Ask Spread %26.378.7584.9184.9118.52
Gamma HHI0.610.330.950.470.74
Net GEX103.0K-75.0K313.1K-7.7K279.8K
Net DEX-1.8M-3.3M-642.5K-846.8K-2.7M
Net VEX-5.8K-8.7K-3.0K-8.5K-8.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.960.6021.415.982.12
Total Volume845.0951661,6811,681293
Total OI2,812.5241,2983,6743,4801,971

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-11-01$60.21$60.0021.2%6.1%31.0%19.7%19.7%9.6%-0.5%-7.7K-846.8K-8.5K5.9884.91N/AN/A2411,4401,0892,391
2017-11-02$61.07$55.0021.4%5.9%31.1%20.1%24.0%2.8%4.0%22.9K-1.3M-8.4K6.1022.66N/AN/A2221,3541,1102,491
2017-11-03$60.76$55.0020.8%5.8%31.3%18.7%24.1%3.4%4.3%-23.1K-941.0K-8.2K18.3034.24N/AN/A741,3541,1122,529
2017-11-06$60.89$55.0020.5%5.8%31.3%18.1%24.4%3.2%4.7%-10.8K-1.2M-7.3K18.2339.52N/AN/A741,3491,1132,529
2017-11-07$60.27$55.0020.8%5.8%31.7%18.7%23.4%3.2%4.2%-75.0K-642.5K-6.8K16.2518.95N/AN/A831,3491,1162,529
2017-11-08$60.98$55.0020.0%5.7%31.0%17.0%23.6%2.9%4.5%-8.3K-1.3M-6.3K21.4129.85N/AN/A631,3491,1032,529
2017-11-09$61.03$55.0020.4%5.8%30.9%17.9%20.6%4.3%4.2%5.9K-1.4M-6.1K16.2425.35N/AN/A681,1041,1192,529
2017-11-10$61.21$55.0020.6%5.9%30.9%18.3%20.8%3.7%4.2%7.7K-1.5M-6.2K21.2317.98N/AN/A521,1041,1192,555
2017-11-13$61.82$55.0020.8%5.9%30.9%18.7%21.6%3.3%4.4%72.9K-2.0M-5.4K14.0811.42N/AN/A537461,1192,555
2017-11-14$61.49$55.0021.1%6.0%31.0%19.4%21.3%4.4%4.0%21.7K-1.8M-5.2K14.0827.00N/AN/A537461,1192,535
2017-11-15$61.09$55.0020.9%6.0%30.6%18.9%21.2%4.0%4.2%-35.6K-1.7M-4.8K14.0813.74N/AN/A537461,1192,535
2017-11-16$61.77$55.0020.6%5.9%30.7%18.3%20.5%4.5%4.4%69.3K-2.2M-4.5K14.9216.04N/AN/A507461,1192,535
2017-11-17$62.59$55.0017.5%5.0%30.9%11.7%19.4%2.7%5.6%185.6K-2.8M-4.3K11.1017.37N/AN/A677441,1182,535
2017-11-20$62.90$55.0018.0%5.2%29.8%12.7%22.7%4.0%1.0%190.4K-2.0M-4.0K2.8631.06N/AN/A43123711587
2017-11-21$63.62$55.0018.0%5.2%29.8%12.7%20.4%5.0%1.0%236.1K-2.3M-3.9K2.8617.81N/AN/A43123711588
2017-11-22$62.87$55.0017.9%5.1%30.1%12.5%20.5%3.2%0.8%199.4K-2.0M-3.5K2.868.75N/AN/A43123711588
2017-11-24$63.06$55.0018.3%5.2%21.4%13.2%21.5%2.8%0.7%207.2K-2.0M-3.4K2.8623.40N/AN/A43123711588
2017-11-27$62.96$55.0018.9%5.4%21.2%14.5%22.0%2.6%-0.2%209.5K-1.9M-3.0K1.7043.33N/AN/A99168711588
2017-11-28$64.45$55.0018.7%5.4%20.5%14.1%18.9%5.8%0.2%301.7K-2.8M-4.0K1.2534.01N/AN/A315393767637
2017-11-29$64.61$55.0020.8%6.0%16.3%18.8%21.3%9.1%-1.1%313.1K-3.3M-8.5K0.6017.83N/AN/A3321991,031911
2017-11-30$63.90$55.0022.2%6.4%15.3%21.7%22.9%7.0%-2.3%279.8K-2.7M-8.7K2.1218.52N/AN/A941991,053918