ASGN Options History — February 2018

In February 2018, ASGN traded between $70.19 and $79.05. ATM implied volatility averaged 34.5%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 11.2% (HV 20d: 45.7%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 2.38.

Notable Days

  • 2018-02-02: Highest Volume — 1,166 contracts
  • 2018-02-07: Largest IV drop — 40.9% change
  • 2018-02-06: Highest IV Rank — 100.0%
  • 2018-02-09: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.08$70.19$79.05$76.04$76.85
Max Pain$69.47$65.00$70.00$65.00$70.00
ATM IV34.5%22.6%59.3%45.9%28.1%
Expected Move8.9%6.5%12.0%9.6%8.1%
HV 20d45.7%44.5%46.8%44.6%45.5%
HV 60d31.6%29.9%32.4%29.9%32.4%
IV Rank47.7%22.3%100.0%73.2%33.9%
IV Percentile75.7%42.9%100.0%98.0%75.0%
Term Structure-1.7%-7.1%5.4%-1.9%-2.1%
VWIV35.7%23.7%49.7%33.1%34.4%
Skew 25d5.4%2.6%9.5%4.3%5.3%
Skew 10d16.1%8.3%32.5%13.3%17.5%
Call IV 25d30.4%22.2%46.3%32.2%25.1%
Put IV 25d35.8%25.8%54.8%36.5%30.4%
Bid-Ask Spread %42.9125.3581.5140.7740.27
Gamma HHI0.500.300.820.670.72
Net GEX60.4K-339.7K503.1K98.0K422.9K
Net DEX-2.2M-6.8M3.2M-3.3M-4.9M
Net VEX-21.3K-23.6K-17.1K-18.8K-22.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.380.493.931.133.16
Total Volume723.0531711,166911445
Total OI2,810.5791,7864,4961,7862,471

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$76.04$65.0045.9%9.6%44.6%73.2%33.1%4.3%-1.9%98.0K-3.3M-18.8K1.1340.77N/AN/A4284831,055731
2018-02-02$75.20$65.0047.0%9.8%45.0%75.5%34.6%2.6%-2.1%20.7K-2.3M-20.0K1.6838.31N/AN/A4357311,071983
2018-02-05$73.39$70.0055.1%10.9%46.3%93.0%49.7%6.2%-4.2%-118.2K-81.6K-22.3K2.2749.87N/AN/A1663771,1091,498
2018-02-06$74.10$70.0059.3%10.8%44.5%100.0%44.8%5.9%-2.2%-132.1K-163.7K-23.0K2.1454.07N/AN/A1753751,1181,590
2018-02-07$72.84$70.0035.0%10.0%44.8%48.6%43.2%5.5%-2.8%-155.1K567.5K-21.7K2.1443.10N/AN/A1753751,1141,593
2018-02-08$70.30$70.0039.0%11.2%46.4%57.0%40.4%7.6%-5.0%-157.5K2.2M-20.6K3.3459.62N/AN/A2207341,1141,593
2018-02-09$70.19$70.0042.0%12.0%46.2%63.3%42.7%8.4%-7.1%-231.7K3.2M-23.3K3.6281.51N/AN/A2228041,1612,026
2018-02-12$71.85$70.0039.1%11.2%46.7%57.2%40.5%7.1%-5.6%-314.8K2.6M-21.0K3.8246.98N/AN/A1465571,1582,189
2018-02-13$72.89$70.0036.0%10.3%46.8%50.6%41.2%9.5%-4.2%-305.3K1.8M-21.3K3.9340.54N/AN/A1495861,1592,326
2018-02-14$74.32$70.0035.6%10.2%46.2%49.8%42.7%7.9%-3.3%-301.0K708.5K-20.6K2.6331.43N/AN/A3027951,1622,365
2018-02-15$75.40$70.0022.7%6.5%45.8%22.4%23.8%2.8%5.4%-339.7K-3.0M-17.1K2.3933.90N/AN/A3378061,2852,988
2018-02-16$75.58$70.0025.1%7.2%45.7%27.5%23.7%5.1%3.1%182.6K-5.0M-17.8K2.3736.84N/AN/A3287761,4443,052
2018-02-20$76.24$70.0025.9%7.4%45.7%29.2%25.1%4.8%-0.6%235.7K-3.3M-17.5K0.4927.82N/AN/A4792341,228673
2018-02-21$77.23$70.0026.3%7.5%45.7%30.0%26.1%3.7%-0.8%382.3K-5.3M-23.3K0.8243.56N/AN/A94771,638781
2018-02-22$78.11$70.0023.8%6.8%45.6%24.6%32.5%3.4%0.3%414.4K-6.0M-23.6K2.1825.35N/AN/A1503271,652794
2018-02-23$78.68$70.0022.6%6.5%45.6%22.3%33.1%4.0%0.4%473.9K-6.5M-23.5K2.2731.92N/AN/A1443271,683730
2018-02-26$78.30$70.0023.9%6.8%45.2%24.9%34.6%3.7%0.0%470.3K-6.2M-22.9K2.4761.89N/AN/A1403461,683730
2018-02-27$79.05$70.0023.3%6.7%45.1%23.6%32.5%4.5%0.2%503.1K-6.8M-23.0K2.3527.58N/AN/A1473461,696758
2018-02-28$76.85$70.0028.1%8.1%45.5%33.9%34.4%5.3%-2.1%422.9K-4.9M-22.4K3.1640.27N/AN/A1073381,712759