ASGN Options History — June 2018

In June 2018, ASGN traded between $76.81 and $82.91. ATM implied volatility averaged 23.7%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 2.4% (HV 20d: 26.1%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 2.28.

Notable Days

  • 2018-06-18: Highest Volume — 830 contracts
  • 2018-06-29: Largest IV drop — 16.8% change
  • 2018-06-28: Highest IV Rank — 33.0%
  • 2018-06-28: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.57$76.81$82.91$78.02$78.39
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV23.7%19.8%27.7%23.9%23.1%
Expected Move6.6%5.7%7.9%6.9%6.6%
HV 20d26.1%21.8%28.8%27.7%23.5%
HV 60d26.0%23.2%28.8%28.2%24.8%
IV Rank24.6%16.3%33.0%25.0%23.2%
IV Percentile49.6%16.7%69.0%54.8%44.4%
Term Structure6.8%-0.9%9.2%-0.9%9.0%
VWIV23.5%21.3%26.6%26.1%25.7%
Skew 25d4.1%3.5%5.3%5.3%4.6%
Skew 10d10.1%6.6%17.3%17.3%10.4%
Call IV 25d21.3%19.4%24.1%21.8%22.3%
Put IV 25d25.4%23.2%29.4%27.1%26.9%
Bid-Ask Spread %57.3611.3183.4311.3175.25
Gamma HHI0.420.300.540.300.37
Net GEX34.0K-77.0K139.4K-8.7K-60.0K
Net DEX-880.3K-3.2M1.6M388.1K1.0M
Net VEX-13.4K-15.0K-10.7K-14.4K-11.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.281.234.033.051.93
Total Volume543343830510410
Total OI2,870.3331,5763,6433,4302,304

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$78.02$80.0023.9%6.9%27.7%25.0%26.1%5.3%-0.9%-8.7K388.1K-14.4K3.0511.31N/AN/A1263841,0802,350
2018-06-04$80.31$80.0024.2%6.5%28.6%25.6%22.9%3.7%5.8%15.5K-1.0M-14.5K2.3049.95N/AN/A1623731,0812,350
2018-06-05$81.18$80.0023.8%6.5%28.8%24.7%22.6%4.2%5.7%54.1K-1.8M-14.7K2.4421.38N/AN/A1553781,1032,350
2018-06-06$81.47$80.0023.7%6.4%28.3%24.4%21.4%3.7%5.8%66.2K-2.0M-14.3K1.2346.60N/AN/A3083781,1062,350
2018-06-07$80.25$80.0023.9%6.3%27.9%24.9%21.3%3.5%5.9%47.3K-1.3M-15.0K1.2476.59N/AN/A3043781,2562,350
2018-06-08$80.75$80.0023.0%6.3%28.0%23.1%21.9%3.8%6.3%49.0K-1.7M-15.0K2.4781.40N/AN/A1533781,2572,350
2018-06-11$80.91$80.0026.2%6.4%28.0%29.9%22.2%3.7%5.8%29.5K-2.0M-14.0K2.1079.32N/AN/A1803781,2592,350
2018-06-12$81.33$80.0026.6%6.4%26.8%30.6%22.3%3.8%5.9%39.6K-2.4M-13.8K2.0779.84N/AN/A1833781,2692,350
2018-06-13$82.36$80.0022.4%6.4%27.1%21.7%22.2%3.6%6.2%139.4K-2.8M-13.7K1.9483.43N/AN/A2154181,2262,350
2018-06-14$82.32$80.0022.4%6.4%26.5%21.9%21.7%4.0%5.8%106.8K-2.8M-13.6K1.9280.77N/AN/A2194201,2532,390
2018-06-15$82.89$80.0019.8%5.7%26.6%16.3%22.3%3.8%7.5%117.0K-3.2M-13.4K2.2980.88N/AN/A1844211,2502,391
2018-06-18$82.71$80.0020.9%6.0%26.6%18.7%22.8%3.7%8.7%110.6K-1.2M-13.1K4.0353.25N/AN/A165665649927
2018-06-19$81.74$80.0023.6%6.8%26.4%24.3%23.4%4.3%8.4%95.6K-816.5K-13.0K3.1460.49N/AN/A1554866591,346
2018-06-20$82.91$80.0020.9%6.0%25.5%18.6%23.4%4.0%9.2%86.7K-995.6K-13.7K1.9124.71N/AN/A1713266591,481
2018-06-21$81.81$80.0023.5%6.8%25.9%24.2%23.9%4.0%8.4%43.9K-513.0K-13.6K2.6977.24N/AN/A1323556471,512
2018-06-22$81.27$80.0023.2%6.6%21.8%23.4%23.5%4.1%8.4%21.8K-176.3K-13.4K2.8329.24N/AN/A1223456471,541
2018-06-25$78.55$80.0024.7%7.1%24.5%26.6%25.3%4.0%7.9%-40.7K889.5K-12.6K2.7720.60N/AN/A1253466471,556
2018-06-26$78.93$80.0023.9%6.9%23.5%25.0%26.1%4.3%8.1%-60.3K939.9K-12.3K1.9864.20N/AN/A1252476501,556
2018-06-27$77.15$80.0026.8%7.7%23.8%31.1%25.9%4.3%7.4%-63.0K1.3M-11.4K1.7753.72N/AN/A1242196501,556
2018-06-28$76.81$80.0027.7%7.9%22.8%33.0%26.6%5.3%6.7%-77.0K1.6M-10.7K1.9054.28N/AN/A1422706501,569
2018-06-29$78.39$80.0023.1%6.6%23.5%23.2%25.7%4.6%9.0%-60.0K1.0M-11.9K1.9375.25N/AN/A1402706701,634