ASGN Options History — December 2017

In December 2017, ASGN traded between $62.22 and $64.69. ATM implied volatility averaged 21.6%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.5% (HV 20d: 20.1%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.65.

Notable Days

  • 2017-12-13: Highest Volume — 830 contracts
  • 2017-12-08: Largest IV drop — 21.0% change
  • 2017-12-05: Highest IV Rank — 34.9%
  • 2017-12-01: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.45$62.22$64.69$62.80$64.28
Max Pain$64.50$55.00$65.00$55.00$65.00
ATM IV21.6%18.3%28.2%23.1%18.3%
Expected Move5.8%5.2%6.6%6.6%5.2%
HV 20d20.1%16.3%22.9%16.3%20.4%
HV 60d22.3%20.8%23.1%20.8%22.9%
IV Rank20.5%13.4%34.9%23.8%13.4%
IV Percentile28.1%7.1%73.0%38.9%7.1%
Term Structure7.2%-2.9%11.8%-2.9%11.8%
VWIV20.5%18.3%29.7%29.7%18.3%
Skew 25d3.8%2.5%6.7%3.5%6.5%
Skew 10d9.0%5.3%14.2%14.2%10.6%
Call IV 25d19.0%15.2%22.8%22.8%15.2%
Put IV 25d22.8%21.7%26.2%26.2%21.7%
Bid-Ask Spread %37.8013.8574.8435.3214.61
Gamma HHI0.710.560.800.670.80
Net GEX284.4K92.3K465.2K214.4K438.3K
Net DEX-2.0M-3.4M-1.2M-1.9M-2.4M
Net VEX-8.0K-9.8K-5.4K-8.5K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.650.312.762.761.48
Total Volume278.3142830271196
Total OI1,786.251,3392,5261,9721,485

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-12-01$62.80$55.0023.1%6.6%16.3%23.8%29.7%3.5%-2.9%214.4K-1.9M-8.5K2.7635.32N/AN/A721991,054918
2017-12-04$63.46$65.0024.1%5.9%16.4%26.0%20.9%2.7%5.4%263.0K-2.3M-8.1K2.7650.31N/AN/A721991,053918
2017-12-05$62.31$65.0028.2%6.4%17.9%34.9%20.7%2.7%4.5%180.0K-1.4M-7.4K2.5825.92N/AN/A771991,053918
2017-12-06$62.44$65.0027.9%6.3%17.4%34.1%20.4%2.7%4.6%194.8K-1.5M-7.1K2.6354.93N/AN/A782051,049918
2017-12-07$62.27$65.0026.2%6.3%17.1%30.4%19.8%3.6%4.5%161.0K-1.2M-6.5K2.5659.96N/AN/A812071,051918
2017-12-08$63.81$65.0020.7%5.6%19.0%18.5%19.9%2.5%6.0%381.6K-2.5M-7.0K2.5624.74N/AN/A812071,055920
2017-12-11$62.90$65.0023.8%5.6%19.8%25.2%19.7%4.2%5.5%250.0K-1.6M-6.1K2.4122.98N/AN/A811951,064920
2017-12-12$62.90$65.0023.4%5.8%19.6%24.5%20.4%2.7%4.9%228.9K-1.6M-5.7K1.5822.52N/AN/A1241961,064920
2017-12-13$62.22$65.0022.6%6.5%19.9%22.6%20.9%2.8%5.5%92.3K-1.2M-5.4K0.3169.96N/AN/A6351951,074920
2017-12-14$62.24$65.0022.0%6.3%19.7%21.4%20.4%3.3%5.9%140.8K-1.9M-7.6K0.6668.47N/AN/A2941951,467920
2017-12-15$64.43$65.0019.0%5.5%22.9%15.0%19.4%3.0%7.5%301.2K-3.4M-9.7K1.5474.84N/AN/A1271961,606920
2017-12-18$64.69$65.0019.0%5.5%22.5%14.9%19.8%2.8%9.4%328.2K-2.6M-9.6K0.3828.41N/AN/A10339995344
2017-12-19$64.13$65.0019.5%5.6%22.8%16.0%20.2%2.8%9.3%312.5K-2.3M-9.8K0.3822.42N/AN/A104391,032365
2017-12-20$64.49$65.0019.2%5.5%22.5%15.4%20.4%2.5%9.6%336.8K-2.6M-9.7K1.4645.93N/AN/A781141,032365
2017-12-21$64.19$65.0018.8%5.4%22.1%14.5%19.9%2.6%10.2%342.2K-2.3M-9.5K1.4323.54N/AN/A801141,032445
2017-12-22$63.82$65.0018.6%5.3%22.2%14.1%19.4%6.4%10.1%337.9K-2.0M-9.2K1.4156.43N/AN/A811141,035445
2017-12-26$63.54$65.0019.3%5.5%22.3%15.6%19.9%6.1%10.1%333.0K-1.7M-8.4K1.3413.85N/AN/A851141,034445
2017-12-27$63.96$65.0018.7%5.4%20.7%14.2%20.2%5.8%10.9%465.2K-1.7M-8.3K1.4126.01N/AN/A811141,041445
2017-12-28$64.06$65.0018.9%5.4%20.7%14.6%19.9%6.7%10.6%386.4K-2.1M-8.2K1.4114.78N/AN/A811141,040445
2017-12-29$64.28$65.0018.3%5.2%20.4%13.4%18.3%6.5%11.8%438.3K-2.4M-8.1K1.4814.61N/AN/A791171,040445