ASGN Options History — April 2018

In April 2018, ASGN traded between $80.96 and $85.69. ATM implied volatility averaged 35.4%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 3.8% (HV 20d: 31.7%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 3.76.

Notable Days

  • 2018-04-25: Highest Volume — 1,878 contracts
  • 2018-04-26: Largest IV drop — 42.5% change
  • 2018-04-24: Highest IV Rank — 74.2%
  • 2018-04-24: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.10$80.96$85.69$82.39$80.96
Max Pain$79.05$75.00$85.00$80.00$85.00
ATM IV35.4%25.6%47.1%33.1%26.3%
Expected Move10.5%7.3%13.5%9.5%7.5%
HV 20d31.7%24.3%35.2%35.2%24.5%
HV 60d35.3%28.8%36.4%36.1%28.8%
IV Rank49.4%28.5%74.2%44.4%30.0%
IV Percentile84.2%60.7%99.2%79.8%65.9%
Term Structure-3.7%-10.5%8.6%5.2%-1.4%
VWIV40.7%26.1%46.5%33.8%26.7%
Skew 25d5.7%3.6%7.0%5.6%4.6%
Skew 10d13.4%6.4%17.6%11.6%14.5%
Call IV 25d34.6%22.7%43.0%29.5%24.4%
Put IV 25d40.3%27.5%49.6%35.1%29.0%
Bid-Ask Spread %40.7720.5758.2556.1322.97
Gamma HHI0.320.170.630.200.49
Net GEX20.7K-371.3K285.1K28.1K-312.7K
Net DEX-2.6M-6.5M1.5M-2.2M1.5M
Net VEX-21.6K-26.2K-16.7K-26.2K-20.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.761.919.673.401.91
Total Volume597.1433661,878414431
Total OI3,856.4293,0894,6583,3374,469

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$82.39$80.0033.1%9.5%35.2%44.4%33.8%5.6%5.2%28.1K-2.2M-26.2K3.4056.13N/AN/A943201,2382,099
2018-04-03$82.32$80.0031.9%9.1%35.1%41.8%32.3%5.2%5.2%34.1K-2.3M-25.5K4.2758.25N/AN/A753201,2532,102
2018-04-04$82.64$80.0027.6%7.9%34.5%32.8%32.4%5.6%8.6%36.7K-2.3M-25.3K4.1051.18N/AN/A783201,2592,104
2018-04-05$83.66$80.0026.4%10.3%33.1%30.2%44.0%5.9%-3.5%70.1K-3.5M-24.3K2.7335.51N/AN/A1002731,2672,104
2018-04-06$81.06$80.0031.9%11.2%35.1%42.0%45.1%5.7%-3.4%17.7K-1.2M-25.2K2.9444.77N/AN/A932731,2702,130
2018-04-09$82.17$75.0032.8%11.3%33.1%43.8%44.1%5.3%-4.1%48.8K-2.2M-23.8K2.2540.22N/AN/A1212721,2802,130
2018-04-10$84.41$75.0033.0%10.8%33.1%44.2%45.8%6.3%-4.8%91.7K-4.0M-24.0K5.1335.66N/AN/A1095591,3262,134
2018-04-11$82.25$75.0039.9%11.4%34.3%58.9%45.0%5.5%-4.9%76.3K-2.6M-24.0K3.6841.01N/AN/A1124121,3512,452
2018-04-12$83.99$75.0037.6%10.8%35.0%54.1%46.2%5.9%-4.6%145.7K-4.2M-21.7K2.2834.38N/AN/A1152621,3412,643
2018-04-13$83.20$75.0038.4%11.0%35.1%55.8%45.3%6.5%-5.4%138.9K-3.4M-21.6K2.8440.46N/AN/A1293661,3392,663
2018-04-16$84.70$75.0039.1%11.2%35.0%57.2%44.3%6.3%-6.5%182.6K-5.2M-20.0K2.0439.79N/AN/A2014101,3612,788
2018-04-17$85.69$75.0039.1%11.2%34.5%57.3%45.6%5.7%-6.4%198.2K-6.5M-18.7K2.6043.44N/AN/A1313401,3972,874
2018-04-18$85.45$75.0039.4%11.3%34.3%57.8%45.7%5.6%-6.6%220.1K-6.4M-18.0K2.8132.05N/AN/A1223431,3922,874
2018-04-19$85.42$75.0040.1%11.5%33.9%59.2%43.8%5.3%-6.9%285.1K-6.5M-17.4K2.3943.96N/AN/A1293081,3932,876
2018-04-20$84.00$75.0039.7%11.4%30.7%58.5%43.2%6.6%-6.9%22.1K-3.3M-16.7K5.0841.54N/AN/A1055331,4022,876
2018-04-23$82.86$85.0042.5%12.2%28.5%64.4%46.5%7.0%-8.8%8.0K-1.7M-17.1K6.3341.63N/AN/A1298176712,418
2018-04-24$81.98$85.0047.1%13.5%26.4%74.2%46.1%6.9%-10.5%-35.5K-719.0K-18.7K6.4043.75N/AN/A1298257032,780
2018-04-25$82.39$85.0046.3%13.3%24.9%72.5%45.5%6.0%-9.7%-139.0K809.2K-21.8K9.6720.57N/AN/A1761,7026983,383
2018-04-26$82.36$85.0026.6%7.6%24.3%30.7%26.7%3.6%-1.2%-371.3K969.8K-22.2K2.7054.83N/AN/A1654467613,897
2018-04-27$81.22$85.0025.6%7.3%24.5%28.5%26.1%5.3%-1.1%-311.1K1.2M-21.1K3.4634.18N/AN/A1565398053,682
2018-04-30$80.96$85.0026.3%7.5%24.5%30.0%26.7%4.6%-1.4%-312.7K1.5M-20.1K1.9122.97N/AN/A1482838053,664