ASGN Options History — January 2018

In January 2018, ASGN traded between $63.08 and $76.61. ATM implied volatility averaged 31.9%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 7.5% (HV 20d: 24.4%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2018-01-31: Highest Volume — 1,181 contracts
  • 2018-01-10: Largest IV spike — 44.8% change
  • 2018-01-30: Highest IV Rank — 69.4%
  • 2018-01-30: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.69$63.08$76.61$63.37$76.61
Max Pain$64.76$60.00$70.00$65.00$70.00
ATM IV31.9%17.3%44.2%19.7%44.0%
Expected Move9.8%5.7%12.7%5.7%12.6%
HV 20d24.4%19.4%44.4%20.0%44.4%
HV 60d24.2%20.9%29.9%23.1%29.9%
IV Rank42.7%11.2%69.4%16.4%69.0%
IV Percentile65.9%3.2%97.2%16.3%97.2%
Term Structure-4.5%-12.5%11.4%11.1%-9.7%
VWIV37.0%20.8%46.0%20.8%46.0%
Skew 25d4.9%3.4%6.3%4.8%3.9%
Skew 10d13.0%4.7%18.3%14.0%15.4%
Call IV 25d33.1%18.8%43.0%18.8%43.0%
Put IV 25d38.0%23.5%48.4%23.5%46.9%
Bid-Ask Spread %41.3216.2254.8916.2243.09
Gamma HHI0.630.310.890.730.31
Net GEX289.5K26.9K633.9K361.6K53.4K
Net DEX-3.0M-6.7M-640.9K-1.3M-2.5M
Net VEX-5.1K-8.4K-3.6K-6.9K-8.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.181.951.950.74
Total Volume333.8571381,1811801,181
Total OI1,288.9525041,9681,489938

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-01-02$63.37$65.0019.7%5.7%20.0%16.4%20.8%4.8%11.1%361.6K-1.3M-6.9K1.9516.22N/AN/A611191,041448
2018-01-03$63.08$65.0020.1%5.8%19.8%17.2%22.4%4.6%11.4%324.3K-1.0M-6.4K1.9553.79N/AN/A611191,041452
2018-01-04$64.14$60.0018.3%8.8%19.4%13.3%36.3%4.6%-3.2%506.6K-2.0M-6.9K1.3133.15N/AN/A61801,042452
2018-01-05$65.20$60.0017.3%8.5%20.1%11.2%35.8%4.6%-2.3%619.6K-3.3M-6.7K0.7949.44N/AN/A77611,042469
2018-01-08$67.92$60.0018.2%8.6%24.3%13.2%38.7%4.1%-3.1%309.7K-5.9M-3.9K0.1851.41N/AN/A325581,052469
2018-01-09$67.12$60.0022.2%9.3%23.7%21.8%35.2%4.5%-3.8%492.7K-5.6M-5.1K0.2440.95N/AN/A319761,299475
2018-01-10$65.95$65.0032.1%9.2%24.0%43.3%34.1%3.4%-3.8%633.9K-4.4M-5.6K0.2447.64N/AN/A323771,300495
2018-01-11$66.81$65.0033.1%9.5%24.3%45.3%36.1%4.3%-4.3%528.1K-5.4M-4.6K0.2947.36N/AN/A317921,307510
2018-01-12$66.51$65.0032.9%9.4%23.9%45.0%36.0%4.3%-3.8%564.0K-5.3M-5.3K0.3453.08N/AN/A3091041,333541
2018-01-16$66.40$65.0034.7%10.0%23.9%48.9%37.1%4.9%-4.3%603.6K-5.3M-4.3K0.3147.83N/AN/A3401041,340554
2018-01-17$68.40$65.0033.3%9.6%23.1%45.9%37.1%5.1%-4.8%403.1K-6.7M-4.4K0.3236.97N/AN/A3291041,387581
2018-01-18$67.40$65.0037.0%10.6%24.0%53.8%37.1%5.0%-7.0%356.9K-5.2M-4.0K0.2621.50N/AN/A329851,236581
2018-01-19$68.33$65.0034.4%9.9%24.0%48.1%36.2%5.3%-5.6%26.9K-4.5M-3.6K0.2441.87N/AN/A349851,044597
2018-01-22$68.19$65.0035.3%10.1%24.0%50.2%36.8%5.2%-6.3%38.0K-640.9K-3.8K0.4920.71N/AN/A11757278226
2018-01-23$68.75$65.0036.0%10.3%23.9%51.7%38.7%6.3%-7.3%40.5K-727.8K-4.1K0.5743.46N/AN/A10359289236
2018-01-24$68.35$65.0036.7%10.5%23.9%53.1%40.8%5.2%-7.3%37.8K-674.6K-4.2K0.6736.65N/AN/A8658294240
2018-01-25$68.79$65.0037.1%10.6%23.8%54.0%41.7%5.3%-7.5%40.4K-735.1K-4.2K0.6944.35N/AN/A8357296242
2018-01-26$70.60$65.0038.9%11.2%25.0%57.9%40.0%6.0%-8.7%43.5K-966.8K-4.2K0.6443.60N/AN/A156100298246
2018-01-29$70.60$70.0043.3%12.4%25.0%67.5%45.1%5.0%-12.5%55.4K-1.1M-5.0K1.3554.89N/AN/A79107379299
2018-01-30$68.94$70.0044.2%12.7%27.0%69.4%45.9%5.6%-12.5%40.3K-744.1K-5.3K0.8639.81N/AN/A217187383336
2018-01-31$76.61$70.0044.0%12.6%44.4%69.0%46.0%3.9%-9.7%53.4K-2.5M-8.4K0.7443.09N/AN/A678503523415