ASGN Options History — March 2018

In March 2018, ASGN traded between $76.89 and $85.61. ATM implied volatility averaged 26.2%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 2.3% (HV 20d: 28.6%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 2.55.

Notable Days

  • 2018-03-22: Highest Volume — 971 contracts
  • 2018-03-12: Largest IV spike — 35.9% change
  • 2018-03-23: Highest IV Rank — 38.8%
  • 2018-03-23: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.92$76.89$85.61$76.89$82.27
Max Pain$77.86$70.00$80.00$70.00$80.00
ATM IV26.2%20.7%30.4%28.9%30.0%
Expected Move7.4%6.4%8.7%8.3%8.6%
HV 20d28.6%22.6%37.0%26.0%35.8%
HV 60d33.6%32.0%36.3%32.1%36.1%
IV Rank29.9%18.1%38.8%35.7%38.0%
IV Percentile62.0%23.4%77.4%76.2%76.6%
Term Structure5.5%-2.8%8.4%-2.8%6.7%
VWIV28.1%22.1%36.8%36.1%31.3%
Skew 25d4.6%3.5%7.4%4.7%5.0%
Skew 10d12.5%8.6%19.4%16.4%11.1%
Call IV 25d24.4%20.1%29.4%26.5%27.1%
Put IV 25d29.0%25.2%34.6%31.2%32.1%
Bid-Ask Spread %55.1925.3773.3273.3259.23
Gamma HHI0.530.190.940.730.19
Net GEX466.6K21.3K3.8M412.5K27.8K
Net DEX-6.7M-13.5M-802.2K-5.0M-2.1M
Net VEX-23.7K-29.7K-17.3K-22.2K-26.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.551.118.812.603.04
Total Volume711.19459971471529
Total OI2,874.3812,4003,5052,4843,269

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-03-01$76.89$70.0028.9%8.3%26.0%35.7%36.1%4.7%-2.8%412.5K-5.0M-22.2K2.6073.32N/AN/A1313401,714770
2018-03-02$78.59$70.0024.4%7.0%26.9%26.0%36.8%7.4%-0.6%524.6K-6.5M-22.5K2.6043.51N/AN/A1313401,737774
2018-03-05$78.26$75.0024.6%7.0%26.6%26.5%25.8%4.4%4.6%540.6K-6.2M-21.4K2.6036.45N/AN/A1313401,737774
2018-03-06$79.90$75.0024.1%6.7%25.5%25.4%25.4%4.2%4.9%640.2K-7.8M-21.0K2.8960.66N/AN/A1183411,737774
2018-03-07$82.29$75.0028.6%7.2%27.0%34.9%26.7%4.7%4.5%499.2K-10.1M-19.5K1.7070.52N/AN/A2544311,746774
2018-03-08$82.01$75.0026.5%7.1%25.9%30.5%27.4%4.3%4.8%551.8K-10.0M-20.3K1.7765.71N/AN/A2374191,874873
2018-03-09$84.81$75.0020.7%6.4%22.6%18.1%22.1%3.9%5.3%389.6K-12.5M-17.3K1.6061.87N/AN/A3104971,876883
2018-03-12$82.48$80.0028.1%7.0%26.0%33.9%24.4%4.2%4.9%530.8K-10.5M-19.6K2.0425.37N/AN/A3126381,963963
2018-03-13$83.30$80.0021.5%6.6%25.4%19.9%24.6%4.3%5.5%399.4K-10.8M-20.8K3.3662.39N/AN/A1896351,9761,176
2018-03-14$82.77$80.0022.9%6.6%25.7%22.9%23.8%4.2%5.4%411.7K-10.3M-21.5K1.6335.35N/AN/A3044972,0171,221
2018-03-15$83.44$80.0022.3%6.4%25.2%21.6%22.9%4.0%5.6%425.4K-11.6M-22.6K1.4839.50N/AN/A3104602,2081,257
2018-03-16$85.06$80.0024.8%7.1%25.5%26.8%26.2%4.5%6.5%3.8M-13.5M-22.6K1.7861.99N/AN/A3486212,2131,292
2018-03-19$83.46$80.0025.5%7.3%27.0%28.3%26.0%4.3%7.9%137.2K-4.7M-29.7K1.6855.23N/AN/A2934931,429971
2018-03-20$84.33$80.0024.4%7.0%27.0%26.0%24.5%3.5%8.4%143.3K-5.4M-29.0K1.1159.93N/AN/A4304791,4291,229
2018-03-21$85.61$80.0025.4%7.3%27.1%28.2%27.3%4.3%8.0%118.5K-5.4M-26.2K1.5764.97N/AN/A3054801,3031,362
2018-03-22$82.02$80.0028.9%8.3%31.9%35.6%29.1%5.6%7.4%100.0K-2.7M-26.5K2.4258.04N/AN/A2846871,2691,362
2018-03-23$79.38$80.0030.4%8.7%34.1%38.8%33.3%5.2%6.1%67.4K-828.9K-26.1K1.9366.33N/AN/A2865521,2701,580
2018-03-26$82.05$80.0029.0%8.3%36.0%35.9%32.6%4.8%7.3%52.8K-2.3M-26.6K4.7050.73N/AN/A1105171,2681,846
2018-03-27$80.11$80.0029.5%8.5%37.0%36.9%31.2%5.0%7.2%24.8K-802.2K-26.7K8.8153.02N/AN/A675901,2651,867
2018-03-28$81.39$80.0030.2%8.7%35.8%38.4%31.6%5.1%6.7%21.3K-1.5M-27.8K2.2854.88N/AN/A1523471,2672,047
2018-03-29$82.27$80.0030.0%8.6%35.8%38.0%31.3%5.0%6.7%27.8K-2.1M-26.6K3.0459.23N/AN/A1313981,2342,035