ASGN Options History — May 2018

In May 2018, ASGN traded between $76.96 and $84.88. ATM implied volatility averaged 23.7%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 2.0% (HV 20d: 21.7%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 2.39.

Notable Days

  • 2018-05-16: Highest Volume — 731 contracts
  • 2018-05-29: Largest IV spike — 22.2% change
  • 2018-05-29: Highest IV Rank — 35.9%
  • 2018-05-29: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.81$76.96$84.88$80.99$77.07
Max Pain$77.27$75.00$85.00$85.00$80.00
ATM IV23.7%20.8%29.1%25.8%28.1%
Expected Move6.7%6.0%8.3%7.4%8.1%
HV 20d21.7%18.0%27.3%24.5%27.3%
HV 60d27.8%26.9%28.8%28.7%28.7%
IV Rank24.6%18.4%35.9%29.0%34.0%
IV Percentile47.7%25.8%73.4%61.5%71.0%
Term Structure2.0%-3.2%5.9%-0.9%-2.8%
VWIV24.6%22.4%27.8%25.3%27.6%
Skew 25d4.0%2.5%5.1%5.1%4.5%
Skew 10d9.2%5.8%13.4%13.4%6.5%
Call IV 25d22.0%19.3%25.7%23.1%24.7%
Put IV 25d26.0%23.2%30.8%28.2%29.2%
Bid-Ask Spread %32.3114.6676.8917.8815.41
Gamma HHI0.410.280.640.510.28
Net GEX-146.1K-370.1K115.8K-328.6K-6.5K
Net DEX-661.0K-3.4M1.6M1.4M834.2K
Net VEX-16.2K-20.0K-13.1K-20.0K-14.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.391.263.812.663.05
Total Volume537.955400731607510
Total OI4,0482,6024,8404,5063,430

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$80.99$85.0025.8%7.4%24.5%29.0%25.3%5.1%-0.9%-328.6K1.4M-20.0K2.6617.88N/AN/A1664418123,694
2018-05-02$81.33$85.0025.2%7.2%24.5%27.7%24.7%4.6%-1.1%-311.3K944.6K-19.3K1.4676.89N/AN/A1752558303,653
2018-05-03$80.59$75.0025.2%6.9%24.2%27.7%26.9%4.2%3.8%-326.2K1.6M-19.4K1.5915.94N/AN/A1602558403,671
2018-05-04$82.36$75.0025.2%6.9%22.9%27.8%26.5%4.3%3.5%-316.5K90.1K-18.9K1.6530.28N/AN/A1602648403,671
2018-05-07$81.76$75.0026.7%7.1%22.5%30.8%26.1%4.8%2.8%-338.7K520.4K-17.9K1.5621.22N/AN/A1582478403,657
2018-05-08$83.00$75.0023.3%6.6%21.0%23.7%23.8%4.2%4.1%-316.5K-465.2K-17.3K1.2623.94N/AN/A1982508423,658
2018-05-09$84.41$75.0022.3%6.4%19.6%21.6%22.8%3.4%5.0%-242.8K-1.8M-16.5K1.3534.98N/AN/A1722338783,658
2018-05-10$84.79$75.0022.4%6.4%18.3%21.8%24.3%4.0%4.6%-223.1K-2.2M-16.2K1.6124.49N/AN/A1532478913,662
2018-05-11$84.51$75.0021.5%6.2%18.0%19.9%23.9%3.3%5.0%-207.5K-2.3M-15.6K2.0119.41N/AN/A1543109033,643
2018-05-14$82.42$75.0023.8%6.8%19.0%24.7%23.7%3.5%4.0%-342.3K-378.4K-15.5K2.0421.80N/AN/A1523108973,660
2018-05-15$82.01$75.0024.6%7.0%18.4%26.4%25.1%3.6%3.5%-370.1K60.0K-15.3K3.8165.00N/AN/A1345108963,660
2018-05-16$83.28$75.0021.4%6.1%19.4%19.6%22.4%3.9%5.0%-253.3K-1.2M-14.0K2.2825.31N/AN/A2235088963,850
2018-05-17$83.45$75.0021.0%6.0%19.4%18.7%23.3%3.4%5.9%-86.4K-1.7M-14.1K3.7438.96N/AN/A1365089833,848
2018-05-18$83.81$75.0021.0%6.0%18.6%18.9%23.8%4.1%5.6%98.5K-1.8M-13.8K3.7636.33N/AN/A1365119923,848
2018-05-21$84.88$75.0020.8%6.0%18.4%18.4%22.6%4.7%-0.1%104.9K-3.4M-13.1K2.4028.82N/AN/A1714107941,808
2018-05-22$82.78$75.0021.1%6.0%20.3%19.0%22.4%2.5%-0.2%115.8K-2.7M-14.6K2.4274.34N/AN/A2075008711,819
2018-05-23$82.82$80.0021.8%6.3%20.2%20.5%24.7%3.7%0.1%114.0K-2.7M-17.6K3.5420.28N/AN/A1394921,0442,041
2018-05-24$79.67$80.0023.5%6.8%24.5%24.2%23.1%4.1%-0.3%30.6K-576.7K-16.7K2.2914.66N/AN/A2144891,0452,111
2018-05-25$78.45$80.0023.8%6.8%24.6%24.7%24.2%2.9%-0.4%2.7K144.7K-15.8K2.4728.16N/AN/A1513731,0302,191
2018-05-29$76.96$80.0029.1%8.3%25.4%35.9%27.8%5.1%-3.2%-7.2K985.5K-14.4K2.8140.96N/AN/A1393901,0382,251
2018-05-30$78.59$80.0024.0%6.9%26.7%25.2%26.5%3.2%-0.9%-2.7K96.7K-15.0K2.9135.82N/AN/A1343901,0602,350
2018-05-31$77.07$80.0028.1%8.1%27.3%34.0%27.6%4.5%-2.8%-6.5K834.2K-14.4K3.0515.41N/AN/A1263841,0802,350